COMMISSION IMPLEMENTING REGULATION (EU) 2017/1486

31.8.2017 | EN | Official Journal of the European Union | L 225/1 ---|---|---|--- * * * COMMISSION IMPLEMENTING REGULATION (EU) 2017/1486 of 10 July 2017 amending Implementing Regulation (EU) 2016/2070 as regards benchmarking portfolios and reporting instructions (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2013/36/EU of the European Parliament and of the Council of 26 June 2013 on access to the activity of credit institutions and the prudential supervision of credit institutions and investment firms, amending Directive 2002/87/EC and repealing Directives 2006/48/EC and 2006/49/EC (1), and in particular the third subparagraph of Article 78(8) thereof, Whereas: (1) | Commission Implementing Regulation (EU) 2016/2070 (2) specifies the reporting requirements for institutions, enabling the European Banking Authority (EBA) and competent authorities to assess the quality of institutions' internal approaches in accordance with Article 78 of Directive 2013/36/EU. ---|--- (2) | Article 78(1) of Directive 2013/36/EU requires institutions to submit the calculations of their internal approaches at least annually. Since the focus of the competent authorities' assessments and of EBA's reports change over time, exposures or positions that are included in the benchmarking portfolios, and therefore in the reporting requirements, should be adapted accordingly. It is therefore necessary to amend Annexes I to VI to Implementing Regulation (EU) 2016/2070. ---|--- (3) | It is appropriate to provide institutions and competent authorities with adequate time to implement the amendments. ---|--- (4) | Institutions should be given sufficient time from the entry into force of this Regulation to report results of the benchmarking exercise to the competent authorities. As a consequence the date set out in Article 4(2) of Regulation (EU) 2016/2070 should be derogated from with respect to the reporting in 2017. ---|--- (5) | This Regulation is based on the draft implementing technical standards submitted by EBA to the Commission. ---|--- (6) | The amendments to Implementing Regulation (EU) 2016/2070 are limited in scope and impact. In accordance with Article 15(1) of Regulation (EU) No 1093/2010 of the European Parliament and of the Council (3), EBA has therefore not conducted any open public consultation. ---|--- (7) | Implementing Regulation (EU) 2016/2070 should be amended accordingly, ---|--- HAS ADOPTED THIS REGULATION: Article 1 Implementing Regulation (EU) 2016/2070 is amended as follows: (a) | in Article 2, point (d) is deleted; ---|--- (b) | Annex I is replaced by the text in Annex I to this Regulation; ---|--- (c) | Annex II is replaced by the text in Annex II to this Regulation; ---|--- (d) | Annex III is replaced by the text in Annex III to this Regulation; ---|--- (e) | Annex IV is replaced by the text in Annex IV to this Regulation; ---|--- (f) | Annex V is replaced by the text in Annex V to this Regulation; ---|--- (g) | Annex VI is replaced by the text in Annex VI to this Regulation. ---|--- Article 2 By way of derogation from Article 4(2) of Regulation (EU) 2016/2070, an institution shall submit the information referred to in Articles 2 and 3 of that Regulation to competent authorities by 30 September 2017. Article 3 This Regulation shall enter into force on the twentieth day following that of its publication in the Official Journal of the European Union. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 10 July 2017. For the Commission The President Jean-Claude JUNCKER * * * (1) OJ L 176, 27.6.2013, p. 338. (2) Commission Implementing Regulation (EU) 2016/2070 of 14 September 2016 laying down implementing technical standards for templates, definitions and IT-solutions to be used by institutions when reporting to the European Banking Authority and to competent authorities in accordance with Article 78(2) of Directive 2013/36/EU of the European Parliament and of the Council (OJ L 328, 2.12.2016, p. 1). (3) Regulation (EU) No 1093/2010 of the European Parliament and of the Council of 24 November 2010 establishing a European Supervisory Authority (European Banking Authority), amending Decision No 716/2009/EC and repealing Commission Decision 2009/78/EC (OJ L 331, 15.12.2010, p. 12). * * * ANNEX I ‘ANNEX I Definition of Supervisory Benchmarking portfolios LOW DEFAULT EXPOSURES TEMPLATES --- Template number | Template code | Name of the template /group of templates | Short name 101 | C 101.00 | Definition of Low Default Portfolio counterparties | LDP Counterparties 102 | C 102.00 | Definition of Low Default Portfolios | LDP Portfolios 103 | C 103.00 | Definition of High Default Portfolios | HDP Portfolios C 101.00 — Definition of Low Default Portfolio counterparties Counterparty code | Legal entity identifier (LEI) | Credit register code | Commercial register code | ISIN code | Bloomberg ticker | Name | Geographical area | Portfolio name | Sector of the counterparty | Type of exposures | Type of facility | Type of risk | Regulatory approach ---|---|---|---|---|---|---|---|---|---|---|---|---|--- 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 LC_0000001_CT_FIRB | | 1040 | 58237v | | 0296104D AV EQUITY | ALPINE Bau GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000002_CT_FIRB | 5299005VO3GJ18GL5F14 | 8670870 | 310593f | | | AMAG Austria Metall AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000003_CT_FIRB | 549300VZKC61IR5U8G96 | 26972 | 50935f | AT0000730007 | ANDR AV EQUITY | ANDRITZ AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000004_CT_FIRB | 529900LMTI8YSE62EI88 | | | | LHA GF Equity | AUSTRIAN AIRLINES AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000005_CT_FIRB | 5299004QD601B8U1HD44 | 131830 | 109445z | | | Austrian Gaming Industries GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000006_CT_FIRB | 529900J7EWWGQ375DL84 | 2410 | 53507m | | | AVL List GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000007_CT_FIRB | | 226424 | 58036y | | | Bauunternehmung Granit Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000008_CT_FIRB | | 160431 | 89102h | | | BENE AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000009_CT_FIRB | 529900ZAFSOBVFCKF263 | | 319670d | | 0456855D AV EQUITY | Benteler International Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000010_CT_FIRB | 5299000SY4448XU04857 | 847216 | 86959g | | | CAG Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000011_CT_FIRB | 5299003V84MVB5A3C324 | 5762600 | 231192p | | | CARBONES HOLDING GMBH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000012_CT_FIRB | 529900G8XM6H1XVZBJ73 | 67504 | 99639d | | | Casinos Austria Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000013_CT_FIRB | 529900VN62L73X2OJX85 | 5200326 | 212163f | | | conwert Immobilien Invest SE | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000014_CT_FIRB | | 7161956 | 270027z | | | DCM DECOmetal GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000015_CT_FIRB | | 76350 | 67493f | | | dm drogerie markt GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000016_CT_FIRB | 5299002NFQKOBT1E8569 | 3570614 | 156765m | | | DO & CO Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000017_CT_FIRB | 5299004ARAOQMGTWCI13 | 125709 | 70342w | | | Doppelmayr Seilbahnen GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000018_CT_FIRB | 54930060U4XOVED1T359 | 5536812 | 223028h | | | EconGas GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000019_CT_FIRB | 529900WJZJAEI0VBLP60 | | | | | Egger Holzwerkstoffe GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000020_CT_FIRB | 52990048A4N0S24VG982 | 159026 | 42973x | | | Eglo Leuchten GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000021_CT_FIRB | 529900N8OA1GVSR5R946 | 30988 | 76532y | | | Energie AG Oberösterreich | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000022_CT_FIRB | 529900BMPGUGAFYYAV45 | 6106 | 126805d | | | Energie Burgenland AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000023_CT_FIRB | 529900WID59A60HHYX13 | 2795493 | 145825z | | | Erber Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000024_CT_FIRB | 529900P4JZBFEVNEAE60 | | | | EVN AV Equity | EVN AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000025_CT_FIRB | | 9907106 | 347483f | | | Felbermayr Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000026_CT_FIRB | 549300FQ2ILBH7DJ6I45 | 1754530 | 42984m | | | Flughafen Wien Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000027_CT_FIRB | 529900RJAN0LNMW7Q775 | 1312138 | 89381v | | | HABAU Hoch- und Tiefbaugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000028_CT_FIRB | 5299000X53SAWQMDFF06 | 58114 | 26451z | | | Hofer Kommanditgesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000029_CT_FIRB | | 1640348 | 47654f | | | Hyundai Import Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000030_CT_FIRB | 529900RQJADHH91ABP14 | 2777363 | 144991y | | | Infineon Technologies Austria AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000031_CT_FIRB | 529900DSSMPIR6R3GO43 | 130311 | 64543t | | | J. u. A. Frischeis Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000032_CT_FIRB | 5299008ARRNJFPBNTM78 | 4155033 | 178368g | | | Kapsch BusinessCom AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000033_CT_FIRB | 529900A9NX1TM65N4176 | 21369 | 99133i | | | KELAG-Kärntner Elektrizitäts-Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000034_CT_FIRB | | 1376136 | 94579m | | | Leiner Immobilien GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000035_CT_FIRB | | 25798 | 32725a | | | Leyrer + Graf Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000036_CT_FIRB | | 1216520 | 106825x | | | Management Trust Holding Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000037_CT_FIRB | 529900JYVV57QBKV9G11 | 1991078 | 35673k | | | MFC Commodities GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000038_CT_FIRB | 529900WFARKZGRCQ8652 | | | | | MONTANA TECH COMPONENTS GMBH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000039_CT_FIRB | 213800CUWJ54846X6779 | 1760513 | 40450k | | | Montanwerke Brixlegg Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000040_CT_FIRB | 529900UUANUJ60MNMX97 | | 71396w | | 7716424Z AV EQUITY | ÖBB — Infrastruktur Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000041_CT_FIRB | 529900UOHXZ1BIORCV04 | 6467385 | 248742y | | | ÖBB-Personenverkehr Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000042_CT_FIRB | 529900B76VL5KG71J029 | 6515541 | 250198p | | | ÖBB-Postbus GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000043_CT_FIRB | 529900UZY47TEIFNF978 | 6496644 | 249666g | | | ÖBB-Produktion Gesellschaft mbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000044_CT_FIRB | 549300V62YJ9HTLRI486 | | 93363z | AT0000743059 | OMV AV EQUITY | OMV Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000045_CT_FIRB | | 3512231 | 154148p | | | Österreichische Bundesforste AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000046_CT_FIRB | 529900IFAV83BX8O1O91 | 526819 | 33393h | AT0000758305 | PAL AV EQUITY | PALFINGER AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000047_CT_FIRB | | 957313 | 115289v | | | QuadraCir AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000048_CT_FIRB | 5299000HTNHA5ACH9N32 | 1074393 | 56247t | | 495680Z AV EQUITY | Red Bull GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000049_CT_FIRB | 529900ENFTO28GS3KF76 | 1813722 | 78563i | | | Rohöl-Aufsuchungs Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000050_CT_FIRB | 5299005U4ZMMSYUJ5G02 | 7113951 | 267218v | | | ROXCEL Handelsgesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000051_CT_FIRB | 5493000C4S664YT7T556 | 38229 | 51350s | | | Salzburg AG für Energie, Verkehr und Telekommunikation | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000052_CT_FIRB | 549300XBCUMUR5CI0181 | | | | | Sappi Papier Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000053_CT_FIRB | 5299002XAOMQWAIZMA51 | 271020 | 128056v | | | Schmid Industrieholding G.m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000054_CT_FIRB | 52990021T5LVTQOGSU18 | 39594 | 60562m | | | Siemens Aktiengesellschaft Österreich | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000055_CT_FIRB | 52990020WIPPT0HC0V31 | | | | | Steinhoff Europe AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000056_CT_FIRB | 529900TYYSRJH2VJSP60 | 421065 | 88983h | AT000000STR1 | STR AV EQUITY | Strabag SE | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000057_CT_FIRB | 529900BTWJ6SISLJ5854 | 5880980 | 235264b | | | SWARCO AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000058_CT_FIRB | 529900SCL1LJL8PZNI48 | 501247 | 83175t | | | Swietelsky Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000059_CT_FIRB | 529900V54UV5XQUK5S85 | | FN155563W | | TKA AV Equity | Telekom Finanzmanagement GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000060_CT_FIRB | 529900OOW8ELHOXWZP82 | | | | UN9 GS Equity | UNIQA Insurance Group AG | AT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000061_CT_FIRB | 549300IFXHQIB5POT565 | 3734340 | 162844b | | | VAMED ENGINEERING GmbH & CO KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000062_CT_FIRB | 5299006UDSEJCTTEJS30 | 45926 | 76023z | AT0000746409 | VER AV EQUITY | VERBUND AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000063_CT_FIRB | 529900ZAXBMQDIWPNB72 | 2147807 | 66209t | AT0000937503 | VOE AV EQUITY | voestalpine AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000064_CT_FIRB | 5299008VQJD65XCUPR16 | 1134770-5 | HRA661038 | | 6830553Z AV EQUITY | Voith Turbo GmbH & Co. KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000065_CT_FIRB | 529900VXIFBHO0SW2I31 | 46434 | 77676f | AT0000831706 | WIE AV EQUITY | Wienerberger AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000066_CT_FIRB | 529900OS67T49AW45S74 | 194255 | 121150m | | 665707Z AV EQUITY | WIENERBERGER FINANZ SERVICE GMBH | AT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000067_CT_FIRB | 529900OJFTLS1RYWIF55 | 9565779 | 336561v | | | XXXLutz KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000068_CT_FIRB | 529900IIODYNYAZ2ID26 | | | | | ZUMTOBEL AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000069_CT_FIRB | 54930002QM8QVWM56E14 | | | | | Amcor Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000070_CT_FIRB | WZE1WSENV6JSZFK0JC28 | | | | BHP AU EQUITY | BHP Billiton Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000071_CT_FIRB | | | | | 6026550Z AU EQUITY | Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000072_CT_FIRB | JOR7RJTXUXBRJ4UA5G70 | | | | CCL AT Equity | Coca-Cola Amatil Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000073_CT_FIRB | 549300HPMK7UWN02N804 | | PA3337938 | | CWN AT Equity | Crown Group Finance Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000074_CT_FIRB | | | | | LEI AU EQUITY | Leighton Holdings Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000075_CT_FIRB | ACMHD8HWFMFUIQQ8Y590 | | | | MQG AU EQUITY | Macquarie Group Ltd | AU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000076_CT_FIRB | ZSN2LWNPYW6ISMRUC664 | | | | ORG AU EQUITY | Origin Energy Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000077_CT_FIRB | 5493008XVFHYYV0YHN70 | | | | HUWA GF Equity | Powercor Australia, LLC | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000078_CT_FIRB | YLXNW6TI6QSK1H8H0N82 | | | | QAN AU EQUITY | Qantas Airways Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000079_CT_FIRB | | | 520433129 | | SPT AU EQUITY | Spotless Holding SAS | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000080_CT_FIRB | PCTXNQGRJVR3OG33JG65 | | | | TLS AT Equity | Telstra Corporation Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000081_CT_FIRB | 5493003L32ZX9557ST85 | | | | WES AU EQUITY | Wesfarmers Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000082_CT_FIRB | QNWEWQBS7HP85QHXQL92 | | | | | Woolworths Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000083_CT_FIRB | G05OZ4J4E05KDATL0J93 | | | | | AG Insurance | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000084_CT_FIRB | 549300IHBDUTUNQJJB79 | 16342 | | | AGFB BB EQUITY | Agfa-Gevaert NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000085_CT_FIRB | 549300N22C0GCT5BUD97 | 26198 | | | | AJINOMOTO OMNICHEM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000086_CT_FIRB | | 116163 | | | | ALBELEC | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000087_CT_FIRB | | 225626 | | | | ALCATAN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000088_CT_FIRB | 5493008H3828EMEXB082 | | | | ABI BB EQUITY | Anheuser-Busch InBev NV/SA [ABInBev] | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000089_CT_FIRB | 549300BKDDQ56JWCBT72 | 1098030 | | | | AQUAFIN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000090_CT_FIRB | 549300B4HNIJSAWU1C95 | 1138391 | | | | ARPAL MANAGEMENT | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000091_CT_FIRB | 213800R1F1EJYM4ICO85 | | 444734706 | BE 0444734706 | | Barry Callebaut Services | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000092_CT_FIRB | 549300CWRXC5EP004533 | | | | BELG BB Equity | Belgacom S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000093_CT_FIRB | 549300R9I8GUZLNIV408 | | 890082292 | | | Brussels Airport Company S.A./N.V. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000094_CT_FIRB | | 433287 | | | | CENTRE HOSPITALIER CHRETIEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000095_CT_FIRB | | 81095 | | | | CHAUSSURES CECIL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000096_CT_FIRB | 549300IP2F5TKUC0GF38 | 82988 | | | | CHEMITEX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000097_CT_FIRB | 549300TM914CSF6KI389 | 149177 | | | COFB BB EQUITY | COFINIMMO | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000098_CT_FIRB | | 184723 | | | | COLLIGNON ENG. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000099_CT_FIRB | | 201775 | | | | COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000100_CT_FIRB | 213800DMG7PUQHINO388 | | | BE 0401641663 | | Louis Delhaize — Compagnie franco-belge d'Alimentation | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000101_CT_FIRB | | 255648 | | | | DOD | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000102_CT_FIRB | | 1145532 | | | | EDIFICIO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000103_CT_FIRB | T0YOOBZO4L6YAD6SAV65 | 14206 | 403170701 | | ELEB BB EQUITY | ELECTRABEL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000104_CT_FIRB | 549300JC3HI3K7ZSYU66 | 1329681 | | | | ELEM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000105_CT_FIRB | 549300S1MP1NFDIKT460 | | | BE 0476388378 | ELI BB Equity | ELIA SYSTEM OPERATOR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000106_CT_FIRB | 5493001XW6MSHRMFLU28 | | | | ENI GY Equity | eni finance international SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000107_CT_FIRB | 549300VO7PUETX031S03 | 10309 | | BE 0860004176 | | ETEXCO SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000108_CT_FIRB | | 13771 | | | | ETS DE SIMONE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000109_CT_FIRB | 52990053AH5LF0YZWD07 | | | | | Euler Hermes Europe | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000110_CT_FIRB | 549300D80RYON74MEJ03 | 18181 | | | EURN BB EQUITY | Euronav NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000111_CT_FIRB | 8RDWFWPP4PLMZ5PPQH32 | | | | | Fluxys G SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000112_CT_FIRB | | 25281 | | | | G EN J VASTGOED | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000113_CT_FIRB | | 65807 | | | | HOET TRUCKING & RENTING | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000114_CT_FIRB | 549300M48VNC2Z0MDG47 | 71844 | | | | HOTTLET FROZEN FOODS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000115_CT_FIRB | 549300GR6U0KHJD7DG07 | | | | | IKEA SERVICE CENTRE N.V. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000116_CT_FIRB | | 84089 | | | | INTERNATIONAL ORE ET FERTILIZER BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000117_CT_FIRB | | 85640 | | | | JEAN WAUTERS-ACIERS SPECIAUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000118_CT_FIRB | | 111717 | | | | M.G.S. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000119_CT_FIRB | 5493004FKZI586397240 | | | | | Magotteaux International SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000120_CT_FIRB | 549300Q80KFPKZC6BQ79 | 144096 | | | | MENOUQUIN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000121_CT_FIRB | | 166601 | | | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000122_CT_FIRB | 5493002HHHFTG6G3BG36 | | | BE 0431676229 | OME BB EQUITY | OMEGA PHARMA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000123_CT_FIRB | | 168945 | | | | OPIO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000124_CT_FIRB | | 192350 | | | | PHARMACIES SERVAIS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000125_CT_FIRB | 54930064JCEXFA8M0W31 | 202291 | | BE 0405747040 | | PRAYON | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000126_CT_FIRB | | 204834 | | | | PRO CONCEPT M P J | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000127_CT_FIRB | 549300NMIBTX17HWF142 | 233001 | | | | RARE GEMS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000128_CT_FIRB | 549300X72GEQB1X8K911 | 247664 | | | | ROULARTA MEDIA GROUP | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000129_CT_FIRB | 529900PY79CWSUGVK810 | 249233 | | | | S.A. CORMAN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000130_CT_FIRB | 549300O3VKWJUM16UI64 | 257312 | | | | SAMIR GEMS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000131_CT_FIRB | 213800WWE8U6DC99NP03 | | | | | SCR Sibelco NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000132_CT_FIRB | | 257564 | | | | SEADCO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000133_CT_FIRB | 213800WDGKCVWZAN1N02 | 1051701 | 465409265 | | 0790057D BB EQUITY | SILFIN NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000134_CT_FIRB | | 294964 | | | | SOBEMO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000135_CT_FIRB | | 302642 | | | | SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000136_CT_FIRB | 549300BB5CXGL9YV0D53 | 303429 | | | | SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000137_CT_FIRB | | 303783 | | | | SOCIETE D'APPLICATIONS ET DE TRAVAUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000138_CT_FIRB | 549300MMVL80RTBP3O28 | 556814 | | | SOLB BB EQUITY | Solvay SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000139_CT_FIRB | | 923107 | | | | TEAM KALORIK GROUP | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000140_CT_FIRB | 549300ZKLIF7RP6EH823 | | | BE 0412101728 | TESB BB EQUITY | Tessenderlo Chemie | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000141_CT_FIRB | | 953398 | | | | TEX ALLIANCE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000142_CT_FIRB | | 1044409 | | | | TOP-TEX BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000143_CT_FIRB | 2138008J191VLSGY5A09 | | | | UCB BB EQUITY | UCB SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000144_CT_FIRB | 529900F3AIQECS8ZSV61 | | | | UMI BB EQUITY | Umicore SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000145_CT_FIRB | 5493008MCDJ4Y6D5SI04 | 1113512 | | | | UNISTEEL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000146_CT_FIRB | | 1140588 | | | | UNIVERSITE LIBRE DE BRUXELLES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000147_CT_FIRB | 549300TRHV6F6IE14H93 | 1159858 | | BE 0404060032 | | Van Hool nv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000148_CT_FIRB | | 1231271 | | | | VASTGOED MANAGEMENT ASSOCIATIE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000149_CT_FIRB | 529900RAZGQHX0VFTK05 | | | | | Volkswagen Group Services S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000150_CT_FIRB | 549300NWW2UDYHH65J03 | 1911623 | | | | WILDO PROPERTIES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000151_CT_FIRB | 5299007TSQVOLXOABA65 | 1364744 | | | | ZF WIND POWER ANTWERPEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000152_CT_FIRB | 4P8GJCF52NVFW7UL4C95 | | 18630 | | ACE US Equity | ACE Tempest Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000153_CT_FIRB | 549300J3KKX1PEJGDW36 | | | | ACGL US Equity | Arch Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000154_CT_FIRB | UNZWILHE4KMRP9K2L524 | | 34678 | | NCLH UW Equity | NCL Corporation Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000155_CT_FIRB | V5EGRCZCH7FN6WX41891 | | | | OEH UN Equity | Orient-Express Hotels Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000156_CT_FIRB | 549300F7ZDOIMR4PZW67 | | | | IPG US Equity | Pacnet Limited | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000157_CT_FIRB | V7TL7UQFHNWUEMDZ3X02 | | | | RNR US Equity | Renaissance Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000158_CT_FIRB | 5493008CA3NMHYEVT131 | | | | | VimpelCom Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000159_CT_FIRB | | | | BMG455841020 | | HAL TRUST | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000160_CT_FIRB | 5493001QYTIDILBVYO18 | | | | | Companhia Brasileira de Aluminio | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000161_CT_FIRB | 549300TH5Q6VRP8OT012 | | | | ABI LI Equity | Companhia de Bebidas das Americas (AmBev) | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000162_CT_FIRB | 549300EM51WYXFHUY333 | | | | | Embraer S.A.

| BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000163_CT_FIRB | | | | | FIBR3 BZ EQUITY | Fibria Celulose SA | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000164_CT_FIRB | 5493000J801JZRCMFE49 | | | | XPBR SQ Equity | Petroleo Brasileiro S.A. — PETROBRAS | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000165_CT_FIRB | | | | | VALE5 BZ EQUITY | Vale SA | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000166_CT_FIRB | LXVM6T3LO7QIZ8LUZ688 | | | | | Votorantim Cimentos S.A. | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000167_CT_FIRB | 55S3547PRDP469JRO238 | | 2880814 | | AGU CT Equity | Agrium Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000168_CT_FIRB | 4B4HI3CGXMBDC0G6BM51 | | | | AC/A CT Equity | Air Canada | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000169_CT_FIRB | 549300OSW32RVX8CCZ87 | | | | ANCUF PQ Equity | Alimentation Couche-Tard Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000170_CT_FIRB | DR5LKEURSR8SXLM64266 | | 7501889 | | ALA CT Equity | AltaGas Ltd. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000171_CT_FIRB | 0O4KBQCJZX82UKGCBV73 | | | | ABX CN EQUITY | Barrick Gold Corp | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000172_CT_FIRB | 5493001I9203PRB5KR45 | | | | BCE CT Equity | BCE Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000173_CT_FIRB | 549300VPM8ERH1Q42198 | | | | | Bell Canada | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000174_CT_FIRB | W7L3VLU8EHQY34Z36697 | | | | BBD/B CN EQUITY | Bombardier Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000175_CT_FIRB | 36ZUFRRMJERSM4Q0S289 | | 746053 | | BPO CT Equity | Brookfield Office Properties Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000176_CT_FIRB | 3SU7BEP7TH9YEQOZCS77 | | | | CNI UN Equity | Canadian National Railway Company | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000177_CT_FIRB | 5493008IGIA1HJMDJS40 | | 1722453 | | CNQ CT Equity | Canadian Natural Resources Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000178_CT_FIRB | NXIVWPYOIVYXFF6WCZ47 | | | | CVE CN EQUITY | Cenovus Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000179_CT_FIRB | 549300WSRCZY73ZG3090 | | 00326711660005 | | | CGI GROUP INC. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000180_CT_FIRB | XYSIJOU3HNVROZWNA008 | | | | UFS CT Equity | Domtar Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000181_CT_FIRB | 98TPTUM4IVMFCZBCUR27 | | | | ENB CN EQUITY | Enbridge Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000182_CT_FIRB | CZ72ZHBVKZXQRV3XFE26 | | | | ECA CN EQUITY | Encana | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000183_CT_FIRB | 549300679TRDUXPT7415 | | 206654303 | | | EPCOR Utilities Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000184_CT_FIRB | I2YOHH65IBBT53JFYQ52 | | | | G CT Equity | Goldcorp Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000185_CT_FIRB | B1EEF6ML54YDWRC6ZK53 | | 2015335496 | | | Harvest Operations Corp. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000186_CT_FIRB | 549300UEBMAQDN0K0R06 | | | | K CN EQUITY | Kinross Gold Corp | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000187_CT_FIRB | 95RWVLFZX6VGDZNNTN43 | | | | MG CN EQUITY | Magna International Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000188_CT_FIRB | 6Q7WW7FQZR6X22IL2I79 | | | | | Nexen Energy ULC | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000189_CT_FIRB | 549300O4ZJZZOHH4H804 | | 3572862 | | NBD CT Equity | Norbord Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000190_CT_FIRB | 5493007M1XGU5E55ZJ25 | | | | | NOVA Chemicals Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000191_CT_FIRB | 549300HDLRTPBQU69P29 | | | | BIN CT Equity | Progressive Waste Solutions Ltd. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000192_CT_FIRB | 549300A0QNNPY14D9106 | | | | SCC CT Equity | Sears Canada Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000193_CT_FIRB | 3XCBVWUPHGBZ5GF7TY15 | | | | SU CN EQUITY | Suncor Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000194_CT_FIRB | NQWTWUIL1PK7V7N5Y468 | | | | TLM CN EQUITY | Talisman Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000195_CT_FIRB | T8KI5SQ2JRWHL7XY0E11 | | | | TCK/B CN EQUITY | Teck Resources Ltd [Ex-Teck Cominco Ltd] | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000196_CT_FIRB | YHKQM2RIPKZYOZ6RVZ46 | | | | TK US Equity | Teekay Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000197_CT_FIRB | L2TEUTQ8OSHMJWVLCE40 | | | | T CT Equity | TELUS Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000198_CT_FIRB | 549300561UZND4C7B569 | | 884903 | | TOC GF Equity | Thomson Reuters Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000199_CT_FIRB | HJZQGXYTVV2NWJZLPW74 | | | | TOM GY Equity | Toyota Credit Canada Inc. | CA | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000200_CT_FIRB | 5BV01I6231JPDAPMGH09 | | | | TRP UN Equity | TransCanada PipeLines Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000201_CT_FIRB | PRAQ4VOSFIK7OQ8Z2512 | | 4406354 | | VALE3 BS Equity | Vale Canada Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000202_CT_FIRB | WT03B8BB1IX8WI9ZGV02 | | | | | Vermilion Energy Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000203_CT_FIRB | 549300WHE4O6UJ2KU013 | | | | | Yamana Gold Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000204_CT_FIRB | 5493003DNMEAO1DT3F51 | | | | ABBN VX EQUITY | ABB Ltd [Asea Brown Boveri] | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000205_CT_FIRB | NI14Y5UMU60O7JE9P611 | | | | ADEN VX EQUITY | Adecco SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000206_CT_FIRB | 549300Q3WREIMQYFBC20 | | | | 0170576D SW EQUITY | Ameropa AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000207_CT_FIRB | 5493007KVRV2OKRXFA55 | | CH-020.3.035.716-8 | | AML LN Equity | Amlin AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000208_CT_FIRB | 529900H7ZPIGI2U3CJ14 | | | | | AXPO TRADING AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000209_CT_FIRB | 213800Y5RWKLDPUTT265 | | | | BARN SW EQUITY | Barry Callebaut AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000210_CT_FIRB | 529900UPDCU6WEL7W167 | | | | BALN VX Equity | Basler Versicherung AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000211_CT_FIRB | | 2816554-6 | HRB54517 | DE000DCAG010 | 7705815Z SW EQUITY | DEMAG CRANES AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000212_CT_FIRB | 5493002MXX2JLKWLE880 | | | | 567151Z SW EQUITY | Duferco SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000213_CT_FIRB | 549300I08UA8SMJON743 | | CH-270.3.002.354-9/ | | DUFN EB Equity | Dufry international AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000214_CT_FIRB | 549300ADLU67CYBFIW70 | | CH-645.1.008.684-9 | | | Elsevier Finance SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000215_CT_FIRB | 529900Y8BGAFVVVYVN24 | | | | GATE SE Equity | gategroup Holding AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000216_CT_FIRB | 213800SVRMQA1TD91D41 | | | | GIVN VX Equity | Givaudan SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000217_CT_FIRB | 213800PSSU2QXF1WLR89 | | | | GLEN LN EQUITY | Glencore International AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000218_CT_FIRB | 549300DHSS9U1QKJZG57 | | KvK 34275373 0000 | | 1002136Z SW EQUITY | GUNVOR INTERNATIONAL BV | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000219_CT_FIRB | 529900EHPFPYHV6IQO98 | | | | HOLN VX EQUITY | Holcim Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000220_CT_FIRB | 529900Q0YED3805QXQ66 | | | | | KUEHNE AND NAGEL INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000221_CT_FIRB | 52990074N8ID7UPV7A95 | | | | | LIEBHERR-INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000222_CT_FIRB | 549300EFW4H2TCZ71055 | | | | | Lonza Group AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000223_CT_FIRB | KY37LUS27QQX7BB93L28 | | CH-550.0.067.293-5 | CH0038863350 | NESN.VX | NESTLE SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000224_CT_FIRB | 529900I2PEF1FN6N6723 | | | | 2284161Z SW EQUITY | Nord Stream AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000225_CT_FIRB | | | | | NOVN VX EQUITY | Novartis AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000226_CT_FIRB | 549300HUJ5CJUX02RS52 | | | | | OMV SUPPLY & TRADING AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000227_CT_FIRB | 5299002JRTT699WFOV74 | | | | | OMYA (Schweiz) AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000228_CT_FIRB | 549300HMJAFUW4NSKI73 | | | | | Paul Reinhart AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000229_CT_FIRB | | | | | ROG VX EQUITY | Roche Holding Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000230_CT_FIRB | 529900PTQ0Z1J44SHZ08 | | CH-100.3.010.656-7 | | STLN SE Equity | SCHMOLZ + BICKENBACH AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000231_CT_FIRB | 549300R3N69ECGYPU434 | | | | SIK IX Equity | Sika AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000232_CT_FIRB | 213800Z8NOHIKRI42W10 | | | NL0000226223 | STM FP EQUITY | STMICROELECTRONICS NV | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000233_CT_FIRB | 5493000KUC3Z24U77V93 | | | | SLHN VX Equity | Swiss Life Holding AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000234_CT_FIRB | 5493005SL9HHOXS3B739 | | CHE-102.753.938 | | SCMN VX Equity | Swisscom AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000235_CT_FIRB | 549300HTOMQG20JYV568 | | | | SYNN VX Equity | Syngenta AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000236_CT_FIRB | KSVC38RP5WL6C6LJGG03 | | | | TYC US Equity | Tyco International Ltd. | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000237_CT_FIRB | 549300VBJS7MG74G2H60 | | | | | Weatherford International Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000238_CT_FIRB | | | | | WOS LN EQUITY | Wolseley Plc | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000239_CT_FIRB | | | | | XTA LN EQUITY | Xstrata Plc | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000240_CT_FIRB | 50ZCTKCMUDIABGHX3R52 | | | | | Zurich Insurance Company | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000241_CT_FIRB | 549300IF4IFG0FS0RM26 | | | | AESGENER CC Equity | AES Gener S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000242_CT_FIRB | 549300NLTGCFV7482429 | | | | CENCOSUD CC Equity | Cencosud S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000243_CT_FIRB | 549300YP3P0JZBLIV197 | | | | | EMPRESA NACIONAL DEL PETROLEO | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000244_CT_FIRB | 549300G475ACIABB4385 | | | USG49215AA73 | CMPC CC Equity | Inversiones CMPC S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000245_CT_FIRB | 549300HX3UUDPEFTG707 | | | | LAN CC Equity | Latam Airlines Group S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000246_CT_FIRB | 549300RUPF4SKMJPUR70 | | | | BLT LN Equity | Minera Escondida Limitada | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000247_CT_FIRB | | | | | 600031 CH EQUITY | Sany Heavy Industry Co Ltd | CN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000248_CT_FIRB | A25574TZFLBNK7NWQT47 | | | | PRE CT Equity | Pacific Rubiales Energy Corp. | CO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000249_CT_FIRB | 724500JV0VHPRVANL538 | | 5778 | ANN4327C1220 | | HUNTER DOUGLAS NV | CW | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000250_CT_FIRB | 213800MRTA64ULUE9919 | | | | | CARBO ONE LIMITED | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000251_CT_FIRB | 549300OEZB4GETCGFX34 | | | | | GUNVOR GROUP LTD | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000252_CT_FIRB | 549300IVA1PZNX2MN285 | | | | 0163947D CY EQUITY | Mercuria Energy Group Ltd | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000253_CT_FIRB | 2138001LK2Z2HSER4U15 | | | | PRS NO EQUITY | PROSAFE | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000254_CT_FIRB | 31570010000000137835 | 1131604 | 29287391 | | | ALTA, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000255_CT_FIRB | 31570010000000116592 | 657856 | 25572881 | | | ARMATURY Group a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000256_CT_FIRB | 31570010000000075367 | 765380 | 28402758 | | | BAK stavební společnost, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000257_CT_FIRB | 31570010000000115525 | 834699 | 46504940 | | | Cerea, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000258_CT_FIRB | 31570010000000034336 | 1023328 | 70994226 | | | České dráhy, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000259_CT_FIRB | 315700CTFRL3U2DNMO58 | 633919 | 25085689 | | | CETELEM ČR, a.s. | CZ | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000260_CT_FIRB | 529900S5R9YHJHYKKG94 | | | CZ0005112300 | CEZ CP EQUITY | CEZ a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000261_CT_FIRB | 315700XJHXU2PD40RU82 | 865668 | 48589837 | | | DEKTRADE a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000262_CT_FIRB | 529900C5PL4JGDILRZ94 | 837043 | 46678468 | | | HOCHTIEF CZ a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000263_CT_FIRB | 31570010000000099520 | 644725 | 25322257 | | | IMOS Brno, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000264_CT_FIRB | 31570010000000032687 | 1086806 | 931 | | | METALIMEX a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000265_CT_FIRB | 315700JDC49X4VSP6Z49 | 601013 | 14915 | | | Metrostav a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000266_CT_FIRB | 31570066GBSS7JYFEL35 | 817880 | 45193592 | | | MJM Litovel a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000267_CT_FIRB | 31570010000000120084 | 832322 | 46342796 | | | OHL ŽS, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000268_CT_FIRB | 31570010000000009116 | 699640 | 26463318 | | | OTE, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000269_CT_FIRB | 31570010000000026285 | 671247 | 25860038 | | | Pars nova a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000270_CT_FIRB | 315700LTSCT2O45NWM28 | 805950 | 43873189 | | | PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000271_CT_FIRB | 31570010000000115622 | 817271 | 45148155 | | | Primagra, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000272_CT_FIRB | 549300KL08IFWLTWLQ52 | 691287 | 26271303 | | | Skanska a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000273_CT_FIRB | 529900I8XOZDM4ZQSQ21 | | | | 1025Z CP EQUITY | Skoda Auto A.S. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000274_CT_FIRB | 31570010000000031135 | 923751 | 62623753 | | | ŠKODA TRANSPORTATION a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000275_CT_FIRB | 213800Z39ZW4XHAAUA27 | 725860 | 27195147 | | | SMP CZ, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000276_CT_FIRB | 3157004ICDH3MRKW7534 | 889798 | 60193336 | | | Telefónica Czech Republic, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000277_CT_FIRB | 31570010000000055191 | 617997 | 18050646 | | | TŘINECKÉ ŽELEZÁRNY, a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000278_CT_FIRB | 3157007C98ILJK5ST356 | 609769 | 15886492 | | | UniCredit Leasing CZ, a.s. | CZ | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000279_CT_FIRB | 315700EFFOU65ETZ0V16 | 886003 | 531766 | | | UNISTAV a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000280_CT_FIRB | 31570010000000001356 | 672337 | 25877950 | | | VÍTKOVICE HEAVY MACHINERY a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000281_CT_FIRB | 31570010000000003490 | 710607 | 26823357 | | | VÍTKOVICE POWER ENGINEERING a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000282_CT_FIRB | 31570010000000015033 | 697350 | 26415623 | | | W.A.G. payment solutions, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000283_CT_FIRB | 5493005KH7FO1T5TMX47 | 1236614-2 | | | ASG GY Equity | AachenMuenchener Lebensversicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000284_CT_FIRB | 549300JSX0Z4CW0V5023 | 1319784-3 | | | | ADIDAS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000285_CT_FIRB | 549300X1WWPGMS47QQ72 | 1215807-7 | | | ASG GY Equity | Advocard Rechtsschutzversicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000286_CT_FIRB | 529900SO83U6ISM6DL85 | 2832395-4 | HRA36525B | | | ALBA Group plc & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000287_CT_FIRB | 529900K9B0N5BT694847 | 1100627-7 | | | ALV GY Equity | Allianz SE | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000288_CT_FIRB | 529900C058B9OTVFTU36 | 2033673-1 | HRB98981 | | | ASKLEPIOS KLINIKEN GMBH HAMBURG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000289_CT_FIRB | 549300FJWANEIJ25D318 | 1545974-6 | | | | Atlas Copco Energas GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000290_CT_FIRB | 529900YNBT62HCUPRG10 | 1106210-6 | | | | AUGUST STORCK KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000291_CT_FIRB | 5299005SHIN9ZK7GW242 | 1124841-6 | HRB1775 | DE0006766504 | NDA GY EQUITY | Aurubis AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000292_CT_FIRB | 529900PXZU3YHO6HMD80 | 1130123-1 | | | | Axel Springer SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000293_CT_FIRB | 529900AJX4TCFW0QT666 | 1104883-2 | | | | B. Braun Melsungen Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000294_CT_FIRB | 529900PM64WH8AF1E917 | 1102017-9 | HRB6000 | DE000BASF111 | BAS GR EQUITY | BASF SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000295_CT_FIRB | 529900XMQYET3NBF2363 | 2192515-1 | HRB101375 | DE0005168108 | B5A GY EQUITY | Bauer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000296_CT_FIRB | 549300J4U55H3WP1XT59 | 1109561-9 | | | BAYN GY EQUITY | Bayer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000297_CT_FIRB | YEH5ZCD6E441RHVHD759 | 1103190-3 | | | BMW GY EQUITY | Bayerische Motoren Werke AG [BMW AG] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000298_CT_FIRB | 529900SM0FDLLYATXU36 | 1103233-1 | | | | BAYWA AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000299_CT_FIRB | 5299001BUUGXAREGE533 | 1103821-3 | | | BTG GR EQUITY | Bertelsmann SE & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000300_CT_FIRB | 529900H0HULEN2BZ4604 | 1114115-7 | BWMAHRB710296 | | GBF GY Equity | Bilfinger SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000301_CT_FIRB | 529900XBEZ2EYI9ZOV89 | 3010079-6 | | | | BMG Rights Management GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000302_CT_FIRB | 529900FOTM78R9Q9NY89 | 1163617-2 | HRB75534 | | 2340173Z GR EQUITY | BOSCH UND SIEMENS HAUSGERATE GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000303_CT_FIRB | NNROIXVWJ7CPSR27SV97 | 2926464-5 | | | BNR GY EQUITY | Brenntag AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000304_CT_FIRB | 529900OQDCYXCLQOAY53 | 1105482-2 | | | | Burda Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000305_CT_FIRB | 5299000XH7YX33EJZP65 | 2730972-3 | | | | CARL ZEISS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000306_CT_FIRB | 52990076MX7KD2XYCH67 | 1111099-6 | HRB9517 | DE000CLS1001 | CLS1 GY EQUITY | Celesio AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000307_CT_FIRB | 529900O4ND7T8ABIXF67 | 1235957-6 | | | | Claas Kommanditgesellschaft auf Aktien mbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000308_CT_FIRB | 529900A7YD9C0LLXM621 | 1106273-4 | HRB3527 | DE0005439004 | CON GY EQUITY | CONTINENTAL AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000309_CT_FIRB | | | | | 2294277Z GR EQUITY | Coutinho & Ferrostaal GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000310_CT_FIRB | 5299007VZZKH65OCN774 | 2781995-2 | | | | Cronimet Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000311_CT_FIRB | 5299008ODF4EFHRI0G60 | 2402196-6 | HRB8957 | | 7097181Z GR EQUITY | CWS-boco International GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000312_CT_FIRB | 5299005LEM60UYKU5235 | 1106512-5 | | | | DACHSER Group SE & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000313_CT_FIRB | 529900R27DL06UVNT076 | 2344103-3 | HRB19360 | | DAI GR EQUITY | Daimler AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000314_CT_FIRB | 5299006S0UKN6D9ZP412 | 2451917-5 | | | | DB NETZ AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000315_CT_FIRB | 529900I2DLZPTFPENJ05 | 1106744-4 | | | | DEHNER GMBH & CO KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000316_CT_FIRB | 5299005A2ZEP6AP7KM81 | 2537834-0 | | | ANN GF Equity | Vonovia SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000317_CT_FIRB | 52990063S23N13HU4E98 | 1818189-1 | HRB50000B | | DBHN GR EQUITY | DEUTSCHE BAHN AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000318_CT_FIRB | 529900PH63HYJ86ASW55 | 1107110-7 | HRB2168 | | LHA GY EQUITY | DEUTSCHE LUFTHANSA AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000319_CT_FIRB | 52990063W8KQHQMF4M43 | 2623414-6 | | | DPW GF Equity | Deutsche Post Finance B.V. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000320_CT_FIRB | 529900ITHU5Y51F1S257 | 1107106-5 | | | | DEUTSCHE SPARKASSEN LEASING AG & CO KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000321_CT_FIRB | 549300V9QSIG4WX4GJ96 | 2185287-6 | HRB6794 | | DTE GY EQUITY | DEUTSCHE TELEKOM AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000322_CT_FIRB | 529900KSWLV9JYE7NC83 | 2095980-5 | HRB34977 | | | DFS Deutsche Flugsicherung GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000323_CT_FIRB | 529900QTO8D2QK2TJG32 | 1107340-0 | | | | Diehl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000324_CT_FIRB | 529900Y1AT9MQF6UYT42 | 2836050-1 | HRB203044 | | | DMK DEUTSCHES MILCHKONTOR GMBH BREMEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000325_CT_FIRB | 529900YZNQ3MUUZ02M47 | 1117002-4 | HRB242 | | | Douglas Holding AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000326_CT_FIRB | 5299004W7VTLPROHR533 | 1125242-6 | HRA8242 | | | DR AUGUST OETKER KG BIELEFELD | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000327_CT_FIRB | 529900EWEX125AULXI58 | 3008027-9 | | | PAH3 GY EQUITY | Dr Ing HCF Porsche AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000328_CT_FIRB | 5493005UFVHY0PPNKD75 | 1107708-8 | HRB7903HL | DE0005550602 | DRW3 GY EQUITY | Drägerwerk AG & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000329_CT_FIRB | 52990076FKBR9THZ8C62 | 2779318-1 | | | | DYWIDAG-Systems International GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000330_CT_FIRB | 529900Z8W8S8J1P7U364 | 1105067-1 | HRA9905 | | | E BREUNINGER GMBH CO STUTTGART | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000331_CT_FIRB | Q9MAIUP40P25UFBFG033 | 1134262-3 | HRB22315 | | EOAN GY EQUITY | E.ON SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000332_CT_FIRB | 5299000MT7P9STUCL908 | 1137158-0 | | | | Ed. Züblin Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000333_CT_FIRB | 529900JSFZ4TS59HKD79 | 2331844-7 | | | EBK GR EQUITY | Energie Baden-Wurttemberg AG [EnBW] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000334_CT_FIRB | 549300OQ94C7KRGGC351 | 2177540-8 | | | ASG GY Equity | Envivas Krankenversicherung AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000335_CT_FIRB | 529900G1B8AXELNRG982 | | | | ALV GY Equity | Euler Hermes Deutschland AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000336_CT_FIRB | 41GUOJQTALQHLF39XJ34 | 1518676-0 | | | 154407Z GR EQUITY | Evonik Industries AG (Evonic) | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000337_CT_FIRB | 529900L64X6KZZW19R71 | 1108854-9 | | | 4501Z GR EQUITY | EWE AG [Energieversorgung Weser-Ems] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000338_CT_FIRB | 529900D7N2PTTZWFWN57 | 2579145-0 | | | | F.S.

Fehrer Automotive GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000339_CT_FIRB | 529900EI7R9SCEJP4T76 | 1109776-3 | 00311027000005 | | | FERROSTAAL GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000340_CT_FIRB | 529900WBP9HFX10RKB30 | 1110203-5 | | | | FLUGHAFEN MUNCHEN GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000341_CT_FIRB | 529900VHM89GUAJ1RK35 | 1114926-7 | HRB25 | | 1048Z GR EQUITY | FRANZ HANIEL & CIE GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000342_CT_FIRB | 5299001ERX0K10IZUL40 | 1110198-7 | | | | FRAPORT AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000343_CT_FIRB | XDFJ0CYCOO1FXRFTQS51 | 1110492-4 | HRB11852 | DE0005785604 | FRE GY EQUITY | FRESENIUS SE & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000344_CT_FIRB | 5299006NS9FCLFHZVL76 | 1578686-6 | HRB714579 | | | Freudenberg SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000345_CT_FIRB | 529900KXMB40SPYJD743 | 2052428-6 | HRB36569B | | 7013717Z GR EQUITY | GAZPROM Germania GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000346_CT_FIRB | 549300PHUU0ZZWO8EO07 | 1122951-5 | | | GEA GR EQUITY | GEA Group AG [Global Engineering Alliance] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000347_CT_FIRB | 529900JGEOQMCDYOK785 | 1135188-9 | | | | Gelsenwasser AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000348_CT_FIRB | 529900F916IVP0TJZK88 | 1051383-6 | HRA11722 | | | GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000349_CT_FIRB | 5299006GD4UWSYZOKC28 | 2877346-3 | HRB56040 | | GXI GY Equity | Gerresheimer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000350_CT_FIRB | 529900OJM5EX75OD8032 | 1113335-2 | | | | Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000351_CT_FIRB | 529900K6BWO03KP4GU58 | 1113443-4 | | | | Giesecke & Devrient Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000352_CT_FIRB | 529900J0V7C8Z8MLN980 | 2943243-2 | | | | Gigaset Communications GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000353_CT_FIRB | 529900LPAX2H9S4NKU05 | 1215951-3 | | | | Gothaer Finanzholding AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000354_CT_FIRB | 529900F4P4RV4Z50PI82 | 1114066-2 | HRB527 | | | GROSSKRAFTWERK MANNHEIM AG MANNHEIM | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000355_CT_FIRB | HD52L5PJVBXJUUX8I539 | 2294348-4 | | | HPL GR EQUITY | Hapag-Lloyd AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000356_CT_FIRB | 5299007CE1VJWKM99H49 | 1130882-2 | HRB2680KI | | 4729Z GR EQUITY | Hauptgenossenschaft Nord AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000357_CT_FIRB | 529900MKHOFQI4A0XC48 | 2873755-9 | | | | HAWE Hydraulik SE | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000358_CT_FIRB | 52990022107L9199GO56 | 2588017-0 | | | | HDI Versicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000359_CT_FIRB | 529900755OZXM37H4975 | 1115355-8 | | | | Heckler & Koch GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000360_CT_FIRB | LZ2C6E0W5W7LQMX5ZI37 | 1126630-1 | HRB330082 | DE0006047004 | HEI GY EQUITY | HEIDELBERGCEMENT AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000361_CT_FIRB | 529900ZM98OISTG16932 | 1115394-7 | | | HDD GY Equity | Heidelberger Druckmaschinen AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000362_CT_FIRB | 529900PLX4ADJFWIY024 | 1135805-8 | | | 2550Z GR EQUITY | Hella KGaA Hueck & Co | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000363_CT_FIRB | 52990027B9ARY5AC8476 | 1115622-1 | | | | HELM AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000364_CT_FIRB | 549300VZCL1HTH4O4Y49 | 1115688-2 | HRB4724 | DE0006048408 | HEN3 GY EQUITY | HENKEL AG & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000365_CT_FIRB | 5493007EO7JOPWXHBJ27 | 1740986-3 | HRB3364 | | | Heraeus Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000366_CT_FIRB | 529900BVZYMVDRRSXY68 | 1306869-7 | HRB390485 | | 3540636Z GR EQUITY | HERRENKNECHT AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000367_CT_FIRB | 529900O7US4NP0J6XD12 | 1179777-6 | | | | HETTICH HOLDING GMBH & CO OHG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000368_CT_FIRB | 529900Y25S8NZIYTT924 | 1116241-9 | | | HOT GY EQUITY | Hochtief AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000369_CT_FIRB | 5299008WW53GLXRORN29 | 1350826-2 | HRB2311 | | HBM GY Equity | Hornbach-Baumarkt-AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000370_CT_FIRB | 529900LFVU534EBRXD13 | 1104693-5 | | | | HUGO BOSS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000371_CT_FIRB | TSI2PJM6EPETEQ4X1U25 | 2443536-4 | | | IFX GY Equity | Infineon Technologies AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000372_CT_FIRB | 529900FFRTWZQXTTUB07 | 1193155-7 | | | 7573220Z GR EQUITY | Intersnack Knabber-Gebäck GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000373_CT_FIRB | 529900DJMOF0DTSWHO38 | 2850239-1 | HRB40163 | | | JUWI AG WÖRRSTADT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000374_CT_FIRB | 529900YURAYD4IJX2J91 | 1128982-4 | HRB2669 | | SDF GY Equity | K+S Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000375_CT_FIRB | 1AW6P2GG0FOINEBZUQ05 | | | | VOD LN Equity | Kabel Deutschland Vertrieb und Service GmbH. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000376_CT_FIRB | 529900WFRVF4SQ2EV734 | 1121308-9 | HRA102851 | | 509821Z GR EQUITY | Kaufland Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000377_CT_FIRB | 529900CQ31CN6GV5LL52 | 2821686-9 | NRWDUHRB20486 | | KCO GY Equity | Kloeckner & Co. S.E. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000378_CT_FIRB | 5299001GRRO0Z25YZT52 | 1130169-4 | | | | Knorr-Bremse AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000379_CT_FIRB | 529900IQ90WSXBWSTD78 | 1131272-5 | | | | KOENIG & BAUER AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000380_CT_FIRB | 529900LUYJ0V8SOOT260 | 1173404-3 | HRA4415 | | 3612759z gr equity | KRAFTVERKEHR NAGEL GMBH & CO. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000381_CT_FIRB | 529900MAU9591GT2S236 | 2849255-1 | | | | KraussMaffei Technologies GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000382_CT_FIRB | 529900NY2GSZWWUBW049 | 1120219-9 | | | | KRONES Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000383_CT_FIRB | 529900BVAET534PD7C28 | 1119133-5 | HRB21016 | DE0006292006 | KSB3 GY EQUITY | KSB Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000384_CT_FIRB | 529900VPRFDDIN7BE119 | 1117324-2 | HRB22709 | | IWKG IX Equity | KUKA AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000385_CT_FIRB | 529900FR2K4P9L9XLV21 | 1119187-1 | | | | KWS SAAT SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000386_CT_FIRB | 529900PTLRE72EMYIJ77 | 2451186-7 | HRB53652 | | LXS GF Equity | Lanxess AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000387_CT_FIRB | 5299002HNCMIUBHOMK35 | 1121223-0 | HRB202 | DE0005408884 | LEO GY EQUITY | Leoni AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000388_CT_FIRB | 529900EW0ZH7KAZ11H71 | 1797294-4 | | | | Lidl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000389_CT_FIRB | WTV8QGD5UD7MMD4HS345 | 1121375-8 | | | LIN GY Equity | Linde AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000390_CT_FIRB | 529900SL1W4KHVE18T81 | 1121582-9 | | | | LOHMANN + Co. AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000391_CT_FIRB | 52990098TR1QJBWIYG58 | 1147145-5 | | | | MAHLE GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000392_CT_FIRB | 52990018UPG26YRFSM46 | 1122332-8 | HRB179426 | DE0005937007 | MAN GR EQUITY | MAN SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000393_CT_FIRB | 5299009Z8B0YE4ECMJ92 | 1044964-3 | | | | Media-Saturn Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000394_CT_FIRB | 5299009WLGROB3HKM878 | 1522457-9 | | | | MEGGLE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000395_CT_FIRB | 529900OAREIS0MOPTW25 | 2198479-4 | HRB6164 | | MRK GF Equity | Merck KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000396_CT_FIRB | 5299001X9L42HXEBCZ51 | 1188960-7 | | | MEO GY EQUITY | Metro AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000397_CT_FIRB | 529900JAY79MT50JBH87 | | | | | MEYER WERFT GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000398_CT_FIRB | 213800E45LWMBVNF3R85 | 3052190-0 | NRWGRHRB8959 | | MNDI LN Equity | Mondi Consumer Packaging International AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000399_CT_FIRB | 529900807L67JY81RD65 | 2755947-5 | | | MTX GY Equity | MTU Aero Engines AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000400_CT_FIRB | 529900ISR2VNZV1C0T93 | 1182822-5 | | | | MVV Energie AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000401_CT_FIRB | 529900UXIUW801PQDI37 | 2597701-8 | | | | N-ERGIE AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000402_CT_FIRB | 529900HVDYCUWVD0OE76 | 2551585-9 | | | | NORDEX SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000403_CT_FIRB | 549300UH52ZS8O00MO03 | 1125476-0 | | | | Osram GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000404_CT_FIRB | 529900LMI5FN0KFOE272 | 1125552-8 | HRA62024 | | OTVR GR EQUITY | OTTO (GMBH & CO.KG) | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000405_CT_FIRB | 529900ELIX8Z8PQ6CU28 | 2593300-3 | | | | PAPIERFABRIK PALM GMBH & CO.KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000406_CT_FIRB | 529900HT3KJHBHNHDT64 | 1397102-3 | HRB6100 | | 259743Z GR EQUITY | PERI GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000407_CT_FIRB | 52990037VWJGYKGP9877 | 1131747-6 | HRA3551 | | 2590Z GR EQUITY | PHOENIX Pharmahandel GmbH & Co KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000408_CT_FIRB | 5299008XQJHPTOF8R354 | 2696731-5 | 241336g | | 661074Z GR EQUITY | Porsche Corporate Finance GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000409_CT_FIRB | 529900NY0WWQUKOMWQ37 | 2399699-4 | | | PSM GY EQUITY | ProSiebenSat 1 Media SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000410_CT_FIRB | 529900Z5KBA9KJP6EK09 | 1196360-0 | | | | R+V Versicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000411_CT_FIRB | 5299001OU9CSE29O6S05 | 1127893-4 | | | RHM GY EQUITY | Rheinmetall AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000412_CT_FIRB | 529900F0LT5OP4SV6122 | 1104684-4 | | | | Robert Bosch GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000413_CT_FIRB | 529900BZ1C5S5WQENF25 | 2820967-4 | HRB721056 | | | ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000414_CT_FIRB | 529900GB7KCA94ACC940 | 2531238-0 | HRB14525 | DE0007037129 | RWE GY EQUITY | RWE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000415_CT_FIRB | 529900Q5SR06C5T8NO26 | 1128992-3 | HRB8372 | | 7015557Z GR EQUITY | Salzgitter Mannesmann Handel GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000416_CT_FIRB | 529900D6BF99LW9R2E68 | 1308819-0 | | | SAP GY EQUITY | SAP SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000417_CT_FIRB | 529900JL0HDVGZMUJF32 | 3043578-8 | | | | Schaeffler Verwaltung Zwei GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000418_CT_FIRB | 529900D8QMD1LL0E2393 | 2800313-5 | | | | Schletter GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000419_CT_FIRB | 529900DG0F6AGQAP6N55 | 1131407-7 | 55234831 | | | SCHOLZ Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000420_CT_FIRB | 5299009QTM3SJL9BNR19 | 2209676-2 | | | | Schott AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000421_CT_FIRB | 529900ZCRUJ3J5PYWX81 | 2577577-6 | | | RPW GR EQUITY | SENVION GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000422_CT_FIRB | 52990038IB31TYK07X63 | 1129569-8 | | | SGL GY Equity | SGL Carbon SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000423_CT_FIRB | W38RGI023J3WT1HWRP32 | 1129508-6 | HRB12300B | | SIE GY EQUITY | Siemens Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000424_CT_FIRB | 529900M1LIO0SLOBAS50 | 1532176-3 | HRB1562 | DE0003304002 | SOW GY EQUITY | Software AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000425_CT_FIRB | 549300WM0X4AUT710770 | 3278292-2 | | | | Springer Science+Business Media Deutschland GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000426_CT_FIRB | 529900FMTTLMH0P0DL10 | 1473528-6 | | | | STADA Arzneimittel Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000427_CT_FIRB | 549300YTRYZPM57T3319 | 1132051-2 | | | | STADTWERKE HANNOVER AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000428_CT_FIRB | 529900QOJGJ2975GD560 | 2971375-7 | | | | Stahlgruber Otto Gruber AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000429_CT_FIRB | 5299003M4PGUGL48LS74 | 3094881-4 | | | | Styrolution Group GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000430_CT_FIRB | 529900Y2V1QWBDCBT818 | 2653119-4 | | | | Südwestdeutsche Medien Holding GmbH | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000431_CT_FIRB | 529900S8QNB101D40S72 | 1130211-4 | | | SZU GY EQUITY | Sudzucker AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000432_CT_FIRB | 529900D82I6R9601CF26 | 2819960-2 | HRB200436 | | | SYMRISE AG HOLZMINDEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000433_CT_FIRB | 529900P710MOUBKZDL27 | 2269857-5 | HEESHRB85143 | | | Techem GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000434_CT_FIRB | 529900COI81IT9N2Y682 | 3009289-4 | HRB180660 | | | THÜGA HOLDING GMBH + CO KGAA MÜNCHEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000435_CT_FIRB | 549300UDG16DOYUPR330 | 2411649-3 | HRB9092 | DE0007500001 | TKA GR EQUITY | THYSSENKRUPP AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000436_CT_FIRB | 529900JBK6KNC4HSW032 | 1672825-5 | | | | Tönnies Holding GmbH & Co. KG | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000437_CT_FIRB | 52990021AYVJLL2XMK94 | 2182800-9 | HRB16654 | | 7010965Z GR EQUITY | TRIMET ALUMINIUM SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000438_CT_FIRB | 529900SL2WSPV293B552 | 1126744-0 | | | TUI1 GY EQUITY | TUI AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000439_CT_FIRB | 3VEKWPJHTD4NKMBVG947 | 2353095-9 | | | | United Internet AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000440_CT_FIRB | XQMNIROSQAS7Y9TT7I97 | | NRWKOHRA24116 | | LBTYA UW Equity | Unitymedia Hessen GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000441_CT_FIRB | 529900I1IDJLEXFUYN67 | 3340688-5 | | | | WELTBILD GMBH & CO. KG, AUGSBURG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000442_CT_FIRB | 529900AGED6PJE9AVL37 | 3185940-8 | | | | Vier Gas Transport GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000443_CT_FIRB | 52990023338VFV5AIN59 | 1134669-9 | HRA3389 | | | VIESSMANN WERKE GMBH CO KG ALLENDORF | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000444_CT_FIRB | W24EDTPHEV8NJOD4FA29 | 1627667-7 | | | | VNG-Verbundnetz Gas Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000445_CT_FIRB | 5299004TYSI0Z73QUE46 | 1227804-0 | HRB725621 | | | Voith GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000446_CT_FIRB | 529900NNUPAGGOMPXZ31 | 1134796-0 | | | VOW3 GY EQUITY | Volkswagen AG [VW] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000447_CT_FIRB | 0NURKC5Q3CJYZPPK5046 | 1134904-0 | | | | WACKER CHEMIE AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000448_CT_FIRB | 529900KKY5IMBX35M241 | 2679160-8 | HRB7736 | | | Wasser und Gas Westfalen GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000449_CT_FIRB | 529900KQ44OJDIDU6J81 | 1135571-6 | | | | WEPA Hygieneprodukte GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000450_CT_FIRB | 5299006E92R0717GXP27 | 3189637-6 | HRA16706 | | 0892272D GR EQUITY | WINGAS GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000451_CT_FIRB | 529900A8LX4KL0YUTH71 | 2543621-3 | | | WDI GY Equity | Wirecard AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000452_CT_FIRB | 529900CAYOWB8YIG7X25 | 1136858-6 | | | | ZF FRIEDRICHSHAFEN AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000453_CT_FIRB | 549300D2K6PKKKXVNN73 | | 22756214 | DK0010244425 | MAERSKB DC EQUITY | A.P.Møller-Mærsk A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000454_CT_FIRB | | | 63965812 | | | A/S SCHOUW & CO | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000455_CT_FIRB | 549300ADWYS7RRJ8BG19 | | 14244441 | | | Aalborg Portland A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000456_CT_FIRB | 549300Y047DQV30CKT47 | | 49723911 | | | ABENA HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000457_CT_FIRB | 549300PLP6WVTICKLD32 | | 10526949 | | | ALM. BRAND FORSIKRING A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000458_CT_FIRB | 529900IJ6T4P1O10R377 | | 25313763 | | | ARLA FOODS A.M.B.A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000459_CT_FIRB | | | 25511484 | | | Atea A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000460_CT_FIRB | 213800KB128IK92MCD10 | | 44782510 | | | AVK Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000461_CT_FIRB | 2138009LJ6FGTV868W59 | | 22069519 | | | BYGMA GRUPPEN A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000462_CT_FIRB | 5493008YL42784DMWN61 | | 25508343 | DK0010181676 | CARLB DC EQUITY | Carlsberg Breweries A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000463_CT_FIRB | | | 27626904 | | | Catering Engros A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000464_CT_FIRB | 213800JF2XSR5NXGL660 | | 12760043 | | | Cheminova A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000465_CT_FIRB | 549300MKPW8ZF3E8MW37 | | 28318677 | | | Chr. Hansen Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000466_CT_FIRB | 213800AWZ8U3FVALIO26 | | 26259495 | | | Coop Danmark A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000467_CT_FIRB | 213800UW822WLK2HZF47 | | | | | Copenhagen Airports Denmark ApS | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000468_CT_FIRB | 529900BWY373HVUNIC90 | | 28527411 | | | Dagrofa ApS | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000469_CT_FIRB | | | 13878595 | | | Dagrofa S-Engros A/S (Foodservice) | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000470_CT_FIRB | 213800FJJH5XFNFIAK90 | | 23256118 | | | Damstahl A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000471_CT_FIRB | 5493007I2KABJNYPD639 | | 20165715 | | | DANFOSS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000472_CT_FIRB | | | 59789317 | | | Danish Agro A.M.B.A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000473_CT_FIRB | 21380063C9WS18D6WJ21 | | 26121264 | | | Danish Crown A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000474_CT_FIRB | 2138007QUZXQLFGCSV45 | | 24246930 | | | DANSK LANDBRUGS GROVVARESELSKAB A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000475_CT_FIRB | 549300FQY6MX8USM0112 | | 35954716 | | 4166777Z DC EQUITY | Dansk Supermarked A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000476_CT_FIRB | 549300JUFTJMOTC28B39 | | 28113951 | | | Danske Commodities A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000477_CT_FIRB | 213800ZCQ8X5QYJWVQ60 | | 42344613 | | | Det Danske Hedeselskab | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000478_CT_FIRB | 549300JZVW1Y1UZ5UK38 | | 14194711 | | | DFDS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000479_CT_FIRB | W9NG6WMZIYEU8VEDOG48 | | 36213728 | | | DONG Energy A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000480_CT_FIRB | 529900X41C0BSLK67H70 | | 58233528 | DK0060079531 | DSV DC EQUITY | DSV A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000481_CT_FIRB | 213800K83X1E9HF1MD69 | | 55828415 | | | DT Group A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000482_CT_FIRB | 529900C0U279ORGJC950 | | 45349918 | | | Ecco Sko A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000483_CT_FIRB | 213800Z47P2HZJKJSK23 | | 75272014 | | | EGM. INT. HOLD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000484_CT_FIRB | 549300JN1F17UXJMM315 | | 17225898 | | | ENERGI DANMARK A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000485_CT_FIRB | 5299003X050CWGDW1Z87 | | | | | Energinet.dk SOV | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000486_CT_FIRB | 213800MXXDGQ3ITPXI41 | | 58180912 | DK0010234467 | | FLSMIDTH & CO. A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000487_CT_FIRB | 549300036WZGCBDPDZ92 | | | | | GF-Forsikring A/S (Unsolicited Ratings) | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000488_CT_FIRB | 5493006R4KC2OI5D3470 | | 56759913 | | | H. Lundbeck A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000489_CT_FIRB | 213800HTGI1CTA7CKP20 | | 34728712 | | | Hedegaard A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000490_CT_FIRB | 213800NLXK98F6PC2R37 | | | | | ISS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000491_CT_FIRB | 549300RIPHN847476O42 | | | | | J. LAURITZEN A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000492_CT_FIRB | 54930032G32N1F8JBV10 | | | | | KIRKBI INVEST A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000493_CT_FIRB | UGKYQUOFW6QSIS3P4P93 | | 47458714 | | LEGO DC EQUITY | LEGO System A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000494_CT_FIRB | 52990077KVK7QCK2NG31 | | 56759514 | | | LEO PHARMA A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000495_CT_FIRB | 529900B5B2U7TIJN7757 | | | | | MONJASA A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000496_CT_FIRB | 213800WNLA5AH3U4WI67 | | 12562233 | | | MT HØJGAARD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000497_CT_FIRB | 549300UQ0QRC1KXGRE08 | | 20293195 | | | NEAS Energy A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000498_CT_FIRB | | | 10845858 | | | Nellemann Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000499_CT_FIRB | 529900197LKWCEQ0NL18 | | 62725214 | | | NKT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000500_CT_FIRB | 2138007XB7AUOGS4N159 | | 11142141 | | | NORDIC SEAFOOD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000501_CT_FIRB | 2138005ON7KF6M74P542 | | 81203113 | | | Nordisk Dæk Import A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000502_CT_FIRB | 549300DAQ1CVT6CXN342 | | | | NOVOB DC Equity | Novo Nordisk A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000503_CT_FIRB | 529900T6WNZXD2R3JW38 | | 10007127 | | | NOVOZYMES A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000504_CT_FIRB | 213800LALFCP5FJXW153 | | 62497718 | | | Nowaco A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000505_CT_FIRB | 213800PRY3GUP6B5GG04 | | 39170418 | | | OK A.m.b.A.

| DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000506_CT_FIRB | 213800RE7TE67AUCJS21 | | 11369677 | | | Polar Seafood Denmark | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000507_CT_FIRB | 213800QRC7LNX935OZ09 | | 54879415 | | | Rockwool International A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000508_CT_FIRB | | | 42997811 | | | SANISTÅL A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000509_CT_FIRB | 549300M5XVDYG4I7CC28 | | 14049673 | | | Scan Global Logistics | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000510_CT_FIRB | 5299003KG4JS99TRML67 | | 31080185 | | | SCANDINAVIAN TOBACCO GROUP A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000511_CT_FIRB | 529900N96EOVRB114D28 | | 14773908 | DK0060228559 | TDC DC EQUITY | TDC A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000512_CT_FIRB | 549300ZSIJREG4GDWJ45 | | | | | Topdanmark A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000513_CT_FIRB | 213800A5UXABGUQ3PX11 | | 22460218 | | | TORM A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000514_CT_FIRB | 213800BIA5L8OPBER229 | | | | | Tryg Forsikring A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000515_CT_FIRB | 213800O8J7U9F8Q8VQ80 | | | | | Tryg Garantiforsikring A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000516_CT_FIRB | | | 14003606 | | | Tulip Food Company A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000517_CT_FIRB | 54930026SJ2OBLO6M470 | | 25481968 | | | Verdo A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000518_CT_FIRB | 549300DYMC8BGZZC8844 | | 00311171460005 | | | VESTAS WIND SYSTEMS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000519_CT_FIRB | 213800RM6L9LN78BVA56 | | 71186911 | | | WILLIAM DEMANT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000520_CT_FIRB | 5493005044RTLQ5RZU70 | | | | | Eesti Energia AS | EE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000521_CT_FIRB | 549300YENFNR57ZJ3X76 | | | | | ABENER ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000522_CT_FIRB | 8ZQH7RR6DBQZIX8PEQ84 | ESA41002288 | A41002288 | | ABG/P SM EQUITY | ABENGOA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000523_CT_FIRB | 549300GKFVWI02JQ5332 | ESA08209769 | A08209769 | | ABE SM EQUITY | ABERTIS INFRAESTRUCTURAS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000524_CT_FIRB | 54930002KP75TLLLNO21 | ESA31768138 | A31768138 | | ANA SM EQUITY | ACCIONA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000525_CT_FIRB | 95980020140005558665 | ESA28004885 | A28004885 | | ACS SM EQUITY | Actividades de Construccion y Servicios SA [ACS Group] | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000526_CT_FIRB | 213800NKU21ZN7P7RT54 | ESA84409408 | A84409408 | | AMS SM EQUITY | Amadeus IT Group SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000527_CT_FIRB | | ESA26019992 | A26019992 | | 0468005D SM EQUITY | AQUALIA GESTION INTEGRAL DEL AGUA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000528_CT_FIRB | 95980020140005491929 | | A78839271 | | A3M | ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000529_CT_FIRB | 549300MXEGOT8MV1B924 | ESA62186556 | A62186556 | | ONO SM EQUITY | CABLEUROPA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000530_CT_FIRB | 549300CGERG48M7P5E96 | | | | | CENTROS COMERCIALES CARREFOUR S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000531_CT_FIRB | | ESA46146387 | A46146387 | | 0612929D SM EQUITY | COBRA INSTALACIONES Y SERVICIOS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000532_CT_FIRB | | ESA20001020 | A20001020 | | CAF SM EQUITY | CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000533_CT_FIRB | 95980020140005319366 | ESA48012009 | A48012009 | | OLE SM EQUITY | DEOLEO SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000534_CT_FIRB | 54930063C6K2TNFL6H10 | | | | | DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000535_CT_FIRB | | ESA15139314 | A15139314 | | DRC SM EQUITY | DRAGADOS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000536_CT_FIRB | 529900U1P1JEV71EBO44 | ESA28006104 | A28006104 | | 4367465Z SM EQUITY | EADS CONSTRUCCIONES AERONAUTICAS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000537_CT_FIRB | 95980020140005374753 | ESA28017895 | A28017895 | | 1082z sm equity | EL CORTE INGLES S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000538_CT_FIRB | 95980020140005491250 | | A48027056 | | ENO | ELECNOR S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000539_CT_FIRB | 213800VIN4XHLVFIOE10 | | A86484334 | | ENG SQ Equity | Enagas Transportes, S.A.U. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000540_CT_FIRB | 549300LHK07F2CHV4X31 | ESA28023430 | A28023430 | | ELE SM EQUITY | ENDESA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000541_CT_FIRB | 95980020140005732198 | | | | | ESCAL UGS S L | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000542_CT_FIRB | 95980020140005757903 | ESA81939209 | A81939209 | | FER SM EQUITY | Ferrovial SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000543_CT_FIRB | 95980020140005178328 | ESA28037224 | A28037224 | | FCC SM EQUITY | FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000544_CT_FIRB | 549300CKUXDA0CKRQJ56 | ESA80477144 | A80477144 | | GAM SM EQUITY | GAMESA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000545_CT_FIRB | TL2N6M87CW970S5SV098 | ESA08015497 | A08015497 | | GAS SM EQUITY | GAS NATURAL S.D.G. S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000546_CT_FIRB | 95980020140005484363 | ESB48943864 | B48943864 | | 495294Z SM EQUITY | GESTAMP AUTOMOCION S L | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000547_CT_FIRB | | ESA58389123 | A58389123 | | GRF SM EQUITY | GRIFOLS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000548_CT_FIRB | 213800OILC5Q9AR63B63 | | A09092305 | | | Grupo Antolin-Irausa, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000549_CT_FIRB | | ESA84173947 | A84173947 | | 1234Z SM EQUITY | GRUPO ISOLUX CORSAN SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000550_CT_FIRB | 5QK37QC7NWOJ8D7WVQ45 | ESA48010615 | A48010615 | | IBE SM EQUITY | Iberdrola SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000551_CT_FIRB | 549300GEL7LRGKK0DG70 | | | | | Iberia Lineas Aereas de Espana S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000552_CT_FIRB | GGYEFW27TI7Q3C3XB343 | | | | | INDUSTRIA DE DISEÑO TEXTIL S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000553_CT_FIRB | 95980020140005007414 | | | | | INMOBILIARIA COLONIAL SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000554_CT_FIRB | 549300D4HOJHH0LSET81 | ESA41694266 | A41694266 | | 4516287Z SM EQUITY | INSTALACIONES INABENSA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000555_CT_FIRB | 95980020140005317620 | | | | | ISOLUX INGENIERIA, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000556_CT_FIRB | 95980020140005606874 | | | | | IZASA DISTRIBUCIONES TECNICAS S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000557_CT_FIRB | 529900S4UWJNVO9LEH81 | | A60195278 | | 4374129Z | LIDL SUPERMERCADOS S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000558_CT_FIRB | UIUPNLHSQI58ZL7O2J82 | | A78346558 | | MAP SQ Equity | Mapfre Re, Compania de Reaseguros, S.A. | ES | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000559_CT_FIRB | 95980020140005021479 | ESA79075438 | A79075438 | | | MEDIASET ESPAÑA COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000560_CT_FIRB | | ESA78304516 | A78304516 | | MEL SM EQUITY | Melia Hotels International SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000561_CT_FIRB | 95980020140005311703 | | | | | NAVANTIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000562_CT_FIRB | 95980020140005395317 | ESA48010573 | A48010573 | | OHL SM EQUITY | OBRASCON HUARTE LAIN S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000563_CT_FIRB | | ESA36603587 | A36603587 | | PVA SM EQUITY | PESCANOVA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000564_CT_FIRB | 549300N94L4D5NDBFG97 | ESA28430882 | A28430882 | | | PROSEGUR COMPAÑIA DE SEGURIDAD S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000565_CT_FIRB | 54930070W8XSY31XK130 | ESA78003662 | A78003662 | | REE SM EQUITY | Red Electrica de Espana SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000566_CT_FIRB | BSYCX13Y0NOTV14V9N85 | | A78374725 | ES0273516007 | REP GY Equity | Repsol, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000567_CT_FIRB | | ESA08000820 | A08000820 | | DMM XT EQUITY | S A DAMM | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000568_CT_FIRB | 549300QHD5DP0GOPGX63 | | | | | SOVENA ESPANA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000569_CT_FIRB | 213800JEZBUPZKWJGF49 | ESA28092583 | A28092583 | | TRE SM EQUITY | TECNICAS REUNIDAS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000570_CT_FIRB | 549300EEJH4FEPDBBR25 | | KvK 24269798 0000 | | TEF SM EQUITY | TELEFONICA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000571_CT_FIRB | | ESA08356727 | A08356727 | | TST SM EQUITY | TESTA INMUEBLES EN RENTA S.A. | ES | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000572_CT_FIRB | 549300FM9ZIJB5FCS825 | | | | | TWINS ALIMENTACION SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000573_CT_FIRB | 95980020140005462150 | ESA79524054 | A79524054 | | 571979Z | URBASER S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000574_CT_FIRB | 5299008CBH6EAEH1VZ37 | ESA28293348 | A28293348 | | | WORLD DUTY FREE GROUP S.A.U., | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000575_CT_FIRB | 743700FHGZEV5UGCB005 | | | FI0009010391 | AHL1V FH EQUITY | Ahlstrom Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000576_CT_FIRB | 529900Q14KI1SCMIMO82 | | | | | Bayer Nordic SE | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000577_CT_FIRB | 5493002B0GOVF42KWX33 | | | | | Cargotec Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000578_CT_FIRB | 549300P8N0P6KDGTJ206 | | | XS0946179529 | TY2 GS Equity | Citycon OYJ | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000579_CT_FIRB | 743700TU2S3DXWGU7H32 | | 0116510-6 | XS0973806861 | EIA GM Equity | Elisa Corporation | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000580_CT_FIRB | 7437006ZZI1F7CUA5518 | | | | | Fingrid Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000581_CT_FIRB | 213800SB6EOB8SSK9W63 | | | FI0009003230 | FIA1S FH EQUITY | Finnair Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000582_CT_FIRB | 743700BKTW4EQIVKYY42 | | | FI0009000400 | FIS1V FH EQUITY | Fiskars Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000583_CT_FIRB | 635400IUIZZIUJSAMF76 | | | FI0009007132 | FUM1V FH EQUITY | Fortum Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000584_CT_FIRB | 74370031Y7RK5H88CQ48 | | | FI0009004824 | KRA1V FH EQUITY | Kemira Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000585_CT_FIRB | 743700OX6HSVMCAHPB95 | | | | | KESKO OYJ | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000586_CT_FIRB | 2138001CNF45JP5XZK38 | 1927400-1 | HRB57225 | | KC4 GR EQUITY | Kone GmbH | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000587_CT_FIRB | 2138007FRMWVPUDCMA45 | | | FI0009007835 | MEO1V FH EQUITY | Metso Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000588_CT_FIRB | 5493009GY1X8GQ66AM14 | | | FI0009013296 | NES1V FH EQUITY | Neste Oil Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000589_CT_FIRB | 549300A0JPRWG1KI7U06 | | | FI0009000681 | NOK1V FH EQUITY | Nokia Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000590_CT_FIRB | 743700YQIO8Y4L4WKR40 | | | | | Nokian Renkaat Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000591_CT_FIRB | 74370061PO7C10E3PA54 | | | | | Norilsk Nickel Harjavalta Oy | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000592_CT_FIRB | 5493009YRUJJDCFF0R80 | | | FI0009002422 | OUT1V FH EQUITY | Outokumpu Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000593_CT_FIRB | 549300R0VN9C371W0E07 | | | FI0009014575 | OTE1V FH EQUITY | Outotec Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000594_CT_FIRB | 743700X6KUJ0Z8GJIF03 | | | | | POHJOLAN VOIMA OY | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000595_CT_FIRB | 743700CIR72J2LJZO637 | | | | | Ramirent Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000596_CT_FIRB | 743700XJC24THUPK0S03 | | | FI0009007694 | SAA1V FH EQUITY | Sanoma Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000597_CT_FIRB | 743700IFQI6W89M1IY95 | | | | | STOCKMANN OYJ ABP | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000598_CT_FIRB | 7437000ZP669LKUTZ738 | | | | STERV FH EQUITY | Stora Enso Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000599_CT_FIRB | 743700LQ48IZBTZN4S52 | | 0196656-0 | XS1043513529 | | Teollisuuden Voima Oyj(TVO) | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000600_CT_FIRB | 743700PKLY067IZIF588 | | | | | Tikkurila Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000601_CT_FIRB | 213800EC6PW5VU4J9U64 | | | FI0009005987 | UPM1V FH EQUITY | UPM-Kymmene Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000602_CT_FIRB | 743700G7A9J1PHM3X223 | | | FI0009003727 | WRT1V FH EQUITY | Wärtsilä Oyj Abp | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000603_CT_FIRB | 549300TLDC3IQX97WU26 | | | | | Wihuri Packaging Oy | FI | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000604_CT_FIRB | 529900M13GM4VSTE6W80 | | | | | YIT Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000605_CT_FIRB | 969500QZC2Q0TK11NV07 | | | | AC FP EQUITY | Accor SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000606_CT_FIRB | 969500PJMBSFHYC37989 | | | | ADP FP Equity | Aeroports de Paris S.A. (ADP) | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000607_CT_FIRB | 969500AQW31GYO8JZD66 | | | FR0000031122 | | AIR FRANCE -KLM | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000608_CT_FIRB | 969500MMPQVHK671GT54 | | | | AI FP EQUITY | Air Liquide SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000609_CT_FIRB | 969500RAZNDFVFATTJ14 | | | | | ALCATEL LUCENT INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000610_CT_FIRB | 969500CCRD8GYWLG6R54 | | 542019096 | FR0000130007 | ALU FP EQUITY | Alcatel Lucent S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000611_CT_FIRB | 969500TZFFAS8XMVPQ44 | | | | ALALF UV Equity | ALCATEL-LUCENT SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000612_CT_FIRB | 549300W64S5Q0I46LK20 | | | | | ALSTOM HOLDINGS SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000613_CT_FIRB | 96950032TUYMW11FB530 | | | | ALO FP EQUITY | Alstom SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000614_CT_FIRB | 9695007B0RXQCHHTGR34 | | 305207169 | | AREVA FP EQUITY | AREVA NC | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000615_CT_FIRB | 96950026BLIV09FMSM49 | | | | AKE FP EQUITY | Arkema Group SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000616_CT_FIRB | | | | | ATO FP EQUITY | Atos Origin SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000617_CT_FIRB | 213800U12KWYZEECZ934 | | 572139996 | | ASF FP EQUITY | AUTOROUTES DU SUD DE LA FRANCE SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000618_CT_FIRB | 9695002SV2VP9CU42826 | | | | ARR FP EQUITY | Autoroutes Paris-Rhin-Rhone SA [APRR] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000619_CT_FIRB | F5WCUMTUM4RKZ1MAIE39 | | | | | AXA SA | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000620_CT_FIRB | 969500MOCLNQFNZN0D63 | | 572015246 | | EN LI Equity | BOUYGUES SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000621_CT_FIRB | 96950077L0TN7BAROX36 | | | | CAP FP EQUITY | Cap Gemini Sogeti SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000622_CT_FIRB | 549300B8P6MUJ1YWTS08 | | | | CA FP EQUITY | Carrefour SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000623_CT_FIRB | 969500VHL8F83GBL6L29 | | 554501171 | FR0000125585 | CO FP EQUITY | CASINO GUICHARD — PERRACHON | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000624_CT_FIRB | 9695001K81BDUET02H66 | | | | CGM FP EQUITY | Cegedim SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000625_CT_FIRB | 969500FCVQ5SLAAUJV59 | | | | GA S1 Equity | CGG | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000626_CT_FIRB | 969500WESYQMQ1F2C272 | | | | | CHRISTIAN DIOR | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000627_CT_FIRB | 969500BZJ49IICIBZZ08 | | | | | CMA CGM S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000628_CT_FIRB | 969500QKVPV2H8UXM738 | | | | CNP FP Equity | CNP Assurances | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000629_CT_FIRB | 213800CP8292W9E8LJ69 | | 552115891 | | DG FP Equity | Cofiroute | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000630_CT_FIRB | 969500DZBBMYHB8NAM93 | | 552025314 | FR0000121634 | RE FP EQUITY | COLAS SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000631_CT_FIRB | NFONVGN05Z0FMN5PEC35 | | | | SGO FP EQUITY | Compagnie de Saint-Gobain SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000632_CT_FIRB | 549300SOSI58J6VIW052 | | | | ML FP EQUITY | Compagnie Generale des Etablissements Michelin SCA [CGEM] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000633_CT_FIRB | 969500D8BWYH453FLN28 | | | | | CRISTAL UNION | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000634_CT_FIRB | 85OKW2SW05RZFQS1W718 | | | | JJ FP EQUITY | Crown European Holdings SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000635_CT_FIRB | 969500H6VMRN7AY1ZU14 | | 441133808 | | 85117Z FP EQUITY | DCNS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000636_CT_FIRB | 9695006LOD5B2D7Y0N70 | | | | EDEN FP Equity | Edenred S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000637_CT_FIRB | | | | FR0000130452 | FGR FP EQUITY | Eiffage SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000638_CT_FIRB | 549300X3UK4GG3FNMO06 | | | FR0010242511 | EDF FP EQUITY | Electricite de France SA [EDF] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000639_CT_FIRB | 9695001HM585I0NEI780 | | 380543678 | | | Elior | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000640_CT_FIRB | 549300LUH78PG2MP6N64 | | | | | Eramet SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000641_CT_FIRB | 549300M3VH1A3ER1TB49 | | 712049618 | FR0000121667 | EI FP EQUITY | ESSILOR INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000642_CT_FIRB | 529900HC20ELW4B6XI30 | | | | | Euler Hermes France | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000643_CT_FIRB | 52990087UKA0U2TO8412 | | 352383715 | | 117052Z FP EQUITY | EUROCOPTER SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000644_CT_FIRB | MINO79WLOO247M1IL051 | | | | EAD FP Equity | European Aeronautic Defence & Space Co NV [EADS] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000645_CT_FIRB | 549300MCOOY1V7P2PG30 | | | | ETL FP Equity | Eutelsat S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000646_CT_FIRB | 969500WASBF8AZP8TC02 | | 323288563 | FR0000053142 | LEY FP EQUITY | FAIVELEY TRANSPORT | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000647_CT_FIRB | 969500F0VMZLK2IULV85 | | | FR0000121147 | EO FP EQUITY | Faurecia S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000648_CT_FIRB | 969500UPKU9VF8XAEU18 | | 775625767 | | 1044Q FP EQUITY | FINANCIERE AGACHE SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000649_CT_FIRB | 969500P8M3W2XX376054 | | | | | Fonciere des Regions | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000650_CT_FIRB | 969500MCOONR8990S771 | | | | FTE FP EQUITY | France Telecom SA / Orange SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000651_CT_FIRB | 5493005GNGE7UFJCIL03 | | | | FBEL FP EQUITY | Fromageries Bel SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000652_CT_FIRB | 969500YWO65OHPVAHN71 | | | | | GALERIES LAFAYETTE | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000653_CT_FIRB | LAXUQCHT4FH58LRZDY46 | | | FR0010208488 | GSZ FP EQUITY | GDF Suez SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000654_CT_FIRB | 5299007I0OJCYZX6IL07 | | | | | GEA Batignolles Technologies Thermiques SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000655_CT_FIRB | 9695003E4MMA10IBTR26 | | 592014476 | | | Gecina | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000656_CT_FIRB | 9695004TMMZ3JBKJO332 | | 377791967 | | UG FP Equity | GIE PSA Tresorerie | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000657_CT_FIRB | 969500ASEC557H5A4F22 | | 476180625 | | | Groupe Auchan S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000658_CT_FIRB | 969500KMUQ2B6CBAF162 | | | | BN FP EQUITY | Groupe Danone SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000659_CT_FIRB | 969500O3KMCBQT8KGK58 | | | | | Groupe Soufflet SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000660_CT_FIRB | 969500FY5T5MLH4G9A95 | | | | RIA FP EQUITY | Groupe Steria SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000661_CT_FIRB | 969500LYSYS0E800SQ95 | | 408168003 | | | Holding Bercy Investissement SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000662_CT_FIRB | 969500I3QVK40XEORU25 | | 495137077 | | | HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000663_CT_FIRB | 969500UDH342QLTE1M42 | | 582074944 | FR0000035081 | ICAD FP EQUITY | ICADE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000664_CT_FIRB | 969500FZ9BTRZS3JNB97 | | 342376332 | FR0004035913 | ILD FP EQUITY | ILIAD | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000665_CT_FIRB | 54930075MZSSIB2TGC64 | | 449354224 | FR0000120859 | NK FP EQUITY | IMERYS S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000666_CT_FIRB | 9695002OY2X35E9X8W87 | | | | | Ipsos SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000667_CT_FIRB | 549300ORN5E1P46ATH26 | | 440413730 | | IT IM Equity | Italcementi Finance S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000668_CT_FIRB | 9695009KV7AFPDEI5S30 | | | | DEC FP EQUITY | JCDecaux SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000669_CT_FIRB | 549300VGEJKB7SVUZR78 | | 552075020 | | PP IM Equity | Kering S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000670_CT_FIRB | 969500PB4U31KEFHZ621 | | 780152914 | | | Klepierre S.A.

| FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000671_CT_FIRB | 969500L0T16HX3R78P61 | | | | | La Mondiale | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000672_CT_FIRB | 9695000YG7TR7PAP0L59 | | | | 222691Z FP EQUITY | La Poste [France] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000673_CT_FIRB | 969500O558W10MK2JF76 | | | | | Labco SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000674_CT_FIRB | 549300DNNL29KCEPRZ85 | | | FR0000120537 | LG FP EQUITY | Lafarge SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000675_CT_FIRB | 969500VX2NV2AQQ65G45 | | | | MMB FP EQUITY | Lagardere SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000676_CT_FIRB | 969500TJLHIZLFRWEQ48 | | | FR0010307819 | LR FP EQUITY | Legrand | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000677_CT_FIRB | 969500C0B8YR7HT3OM14 | | | | 221202Z FP EQUITY | Limagrain SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000678_CT_FIRB | 529900JI1GG6F7RKVI53 | | | FR0000120321 | OR FP EQUITY | L'Oréal | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000679_CT_FIRB | IOG4E947OATN0KJYSD45 | | | | MC FP EQUITY | LVMH Moet Hennessy Louis Vuitton SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000680_CT_FIRB | | | | | MDCA FP EQUITY | Medica France SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000681_CT_FIRB | 969500081CGAXB7YS433 | | 424064707 | | | Mercialys | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000682_CT_FIRB | 969500DZ56QVIKRIU954 | | | | | Monoprix SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000683_CT_FIRB | 96950015FU78G84UIV14 | | | | NEX FP EQUITY | Nexans SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000684_CT_FIRB | 549300DMQNOND6LEVJ13 | | | | | Novacap SA | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000685_CT_FIRB | 969500CDLQKYAR1PT761 | | | | | NutriXo SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000686_CT_FIRB | 969500SHDTSMKBXKKO85 | | | | | Oberthur Technologies S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000687_CT_FIRB | 52990097YFPX9J0H5D87 | | | FR0000120693 | RI FP EQUITY | PERNOD RICARD S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000688_CT_FIRB | 969500TZ5950IT5FPQ42 | | | | UG FP EQUITY | Peugeot SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000689_CT_FIRB | 969500C0PA29TV19CT55 | | | | 221410Z FP EQUITY | Picard Surgeles SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000690_CT_FIRB | | | | | PP FP EQUITY | Pinault Printemps Redoute SA [PPR] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000691_CT_FIRB | 2138004KW8BV57III342 | | | FR0000130577 | PUB FP EQUITY | Publicis Groupe SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000692_CT_FIRB | 969500AI7V5V0J9TOU58 | | | | RAL FP EQUITY | Rallye SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000693_CT_FIRB | 5493004V6A3Z027YT216 | | | | RCO FP Equity | Remy Cointreau S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000694_CT_FIRB | 969500F7JLTX36OUI695 | | | FR0000131906 | RNO FP EQUITY | RENAULT S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000695_CT_FIRB | 969500VZN4KDEZ14C105 | | 412280737 | | 224063Z FP EQUITY | RESEAU FERRE DE FRANCE | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000696_CT_FIRB | 969500N6AVPA51648T62 | | | | RXL FP Equity | Rexel SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000697_CT_FIRB | 969500FO141C5967KC72 | | | | | Roquette Freres | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000698_CT_FIRB | 969500JRJW0K2ET1UP76 | | 444619258 | | 226514Z FP EQUITY | RTE EDF TRANSPORT SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000699_CT_FIRB | 969500UIC89GT3UL7L24 | | | | SAF FP EQUITY | Safran SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000700_CT_FIRB | 549300E9PC51EN656011 | | 395030844 | | SAN FP Equity | SANOFI S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000701_CT_FIRB | 969500A1YF1XUYYXS284 | | | | SU FP EQUITY | Schneider Electric SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000702_CT_FIRB | 96950056ULJ4JI7V3752 | | | | SCR FP Equity | SCOR SE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000703_CT_FIRB | 969500WP61NBK098AC47 | | | | SK FP EQUITY | SEB SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000704_CT_FIRB | 969500KDAUM9TYWQTR36 | | 470801168 | | 286575Z FP EQUITY | SOC NATIONALE IMMOBILIERE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000705_CT_FIRB | 969500LCBOG12HXPYM84 | | | | SW FP EQUITY | Sodexho Alliance SA [Sodexo] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000706_CT_FIRB | 9695005U38X1SF184325 | | 552028425 | | QS3 GF Equity | Solocal Group | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000707_CT_FIRB | 969500VEVOWR22R2YR86 | | | | 9876578Z FP Equity | Sonepar SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000708_CT_FIRB | 969500A4MXJ3ESPHK698 | | 552049447 | | 224507Z FP EQUITY | STE NATIONALE DES CHEMINS DE FER FRANCAIS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000709_CT_FIRB | 9695001UJ7FMZ37G6N39 | | 572119550 | | 593377Z FP EQUITY | SUCRES ET DENREES | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000710_CT_FIRB | 9695002EVBYM5B2OIP31 | | | | 4699377Z FP Equity | Tarkett SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000711_CT_FIRB | 969500NQMNC0PVUY8V74 | | | | TEC FP EQUITY | Technip SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000712_CT_FIRB | 529900FNDVTQJOVVPZ19 | | | | HO FP EQUITY | Thales SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000713_CT_FIRB | | | 542051180 | FR0000120271 | FP FP EQUITY | TOTAL SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000714_CT_FIRB | 969500BWNQ1B0PI06I59 | | 492520333 | | | Tyrol Acquisition 2 SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000715_CT_FIRB | 969500SHQITWXSIS7N89 | | 682024096 | FR0000124711 | UL NA EQUITY | UNIBAIL RODAMCO SE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000716_CT_FIRB | 5493006IH2N2WMIBB742 | | | | FR FP Equity | Valeo S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000717_CT_FIRB | 969500P2Q1B47H4MCJ34 | | | | VK FP EQUITY | Vallourec SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000718_CT_FIRB | 969500LENY69X51OOT31 | | | | VIE FP EQUITY | Veolia Environnement SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000719_CT_FIRB | 9695009YI1863TOVDP79 | | | | | Vicat SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000720_CT_FIRB | 213800WFQ334R8UXUG83 | | | | DG FP EQUITY | Vinci SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000721_CT_FIRB | 969500FU4DRAEVJW7U54 | | | | VIV FP EQUITY | Vivendi SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000722_CT_FIRB | 969500M98ZMIZYJD5O34 | | 572174035 | | MF FP Equity | Wendel | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000723_CT_FIRB | 969500SFFMSIHH11UO32 | | | | ZC FP EQUITY | Zodiac Aerospace SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000724_CT_FIRB | 549300MJIRPTCHAYW359 | | 7847174 | | | ABP Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000725_CT_FIRB | 213800B4XZJ3ZDM7CL47 | | | | AFR LN Equity | Afren plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000726_CT_FIRB | 2138003R7TGCSVF27H47 | | SC177553 | GB00B4WQ2Z29 | AGK LN Equity | AGGREKO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000727_CT_FIRB | 213800HPMHRN3PT62M97 | | 06279732 | | 0807384D LN EQUITY | AIRTANKER FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000728_CT_FIRB | DTA07N5U5HK2KC1SCM04 | | 01675285 | GB0000282623 | | AMEC Foster Wheeler plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000729_CT_FIRB | 2Y33NQ5FPI8PR8L9QX13 | | 2854310 | | AML LN Equity | Amlin PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000730_CT_FIRB | 213800DL377MH46PDY63 | | 4330322 | | | Anglian Water Services Financing Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000731_CT_FIRB | 549300S9XF92D1X8ME43 | | 3564138 | GB00B1XZS820 | AAL LN EQUITY | Anglo American Plc. | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000732_CT_FIRB | VVT2B79I2Z4U3R6BY589 | | 7876075 | | AON UN Equity | Aon plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000733_CT_FIRB | | | | GB00B15Y0C52 | | AP ALTERNAT ASSETS | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000734_CT_FIRB | 549300F4RYR1DNTO2O39 | | 6137924 | | | Arqiva Financing No. 1 Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000735_CT_FIRB | GBQKSY6W7G0OHCQ8OQ72 | | 293262 | | ABF LN Equity | Associated British Foods PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000736_CT_FIRB | PY6ZZQWO2IZFZC3IOL08 | | 2723534 | | ZEG GY Equity | AstraZeneca PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000737_CT_FIRB | YF0Y5B0IB8SM0ZFG9G81 | | 2468686 | | AV/ LN EQUITY | Aviva Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000738_CT_FIRB | 213800TSKOLX4EU6L377 | | 02342138 | GB0009697037 | BAB LN Equity | Babcock International Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000739_CT_FIRB | 8SVCSVKSGDWMW2QHOH83 | | 1470151 | | BA/ LN EQUITY | BAE Systems Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000740_CT_FIRB | CT4UIJ3TUKGYYHMENQ17 | | 395826 | GB0000961622 | BBY LN EQUITY | Balfour Beatty plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000741_CT_FIRB | 2138006R85VEOF5YNK29 | | 604574 | | BDEV LN EQUITY | Barratt Developments Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000742_CT_FIRB | 2138001T2QEV5RXMFI32 | | 00053688 | GB00B1FP8915 | BBA LN Equity | BBA AVIATION PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000743_CT_FIRB | | | 1480047 | | BRSN LN Equity | Berendsen Plc [ex-Davis Service Group Plc] | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000744_CT_FIRB | | | | | 0134146D LN Equity | Best Buy Europe Distributions Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000745_CT_FIRB | V1LV067AJN766PCJIG11 | | 3763515 | | BG/ LN Equity | BG Energy Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000746_CT_FIRB | 549300C116EOWV835768 | | 3196209 | | BLT LN Equity | BHP Billiton Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000747_CT_FIRB | VK07P8T49UYFO085O712 | | 3114356 | | BMW HB Equity | BMW (UK) Capital plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000748_CT_FIRB | 213800V93QFW53NB7Y29 | | 1036959 | | | Bodycote International Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000749_CT_FIRB | 213800TGK6XXFA2TBO31 | | 3558065 | | | Boparan Holdings Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000750_CT_FIRB | 213800M11ELCLQ8VF938 | | 4011660 | | | Bourne Leisure Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000751_CT_FIRB | 549300ZPID4GQRDWI318 | 1104733-9 | HRB113611 | | BP/ LN EQUITY | BP Europa SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000752_CT_FIRB | G1KG0OQD10NOMCMLDZ35 | | 00542515 | | BP/ LN EQUITY | BP INTERNATIONAL LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000753_CT_FIRB | 213800MBRRUVQIONAN53 | | 4578621 | | BXB AT Equity | Brambles Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000754_CT_FIRB | 549300136VSBKI0Q8750 | | 5262170 | | | Brenntag UK Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000755_CT_FIRB | 375X9PSJLLOV7F21O626 | | 01777777 | | IAG LN EQUITY | BRITISH AIRWAYS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000756_CT_FIRB | 2138001S874P3WKNCV04 | | 3407696 | | BATS LN EQUITY | British American Tobacco Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000757_CT_FIRB | 5493000IBP32UQZ0KL24 | | RC000057 | | | British Broadcasting Corporation | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000758_CT_FIRB | RV5B68J2GV3QGMRPW209 | | 621920 | | | British Land Company PLC (The) | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000759_CT_FIRB | 2138003TS48MQKF4BZ29 | | 9256967 | | BSY LN EQUITY | British Sky Broadcasting Group Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000760_CT_FIRB | 549300OWFMSO9NYV4H90 | | 01800000 | | BT/A LN EQUITY | BRITISH TELECOMMUNICATIONS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000761_CT_FIRB | 635400L3NVMYD4BVCI53 | | 5604923 | | BVIC LN Equity | Britvic PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000762_CT_FIRB | | | 358948 | GB00B0744B38 | BNZL LN EQUITY | BUNZL PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000763_CT_FIRB | ZIMCVQHUFZ8GVHENP290 | | 2779134 | | | Bupa Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000764_CT_FIRB | 213800J3MPR8KO94D535 | | 3458224 | | BRBY LN Equity | Burberry Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000765_CT_FIRB | 213800UL7Z7B6GLBZ213 | | 3314066 | | | C&J Clark Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000766_CT_FIRB | CMIGEWPLHL4M7ZV0IZ88 | | 2081330 | | CPI LN EQUITY | Capita Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000767_CT_FIRB | 6SNZTEXLR1M5211YYB89 | | | | CLLN LN EQUITY | Carillion Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000768_CT_FIRB | 4DR1VPDQMHD3N3QW8W95 | | 4039524 | | CCL LN EQUITY | Carnival Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000769_CT_FIRB | 2138001E12GWLLDQQF16 | | 7105905 | | CPW LN Equity | DIXONS CARPHONE PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000770_CT_FIRB | E26EDV109X6EEPBKVH76 | | 3033654 | GB00B033F229 | CNA LN EQUITY | CENTRICA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000771_CT_FIRB | 549300IF6EUDVXYQI061 | | 5900853 | | | CEVA Group plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000772_CT_FIRB | 213800U9A54VQJ5P2J41 | | 86662 | | CHG LN Equity | Chemring Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000773_CT_FIRB | 213800J2J3TOOI176M73 | | 5212407 | | CINE LN Equity | CINEWORLD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000774_CT_FIRB | 213800A41R9NL49E5632 | | 00030470 | GB00B07KD360 | COB LN Equity | COBHAM PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000775_CT_FIRB | 2138008M6MH9OZ6U2T68 | | 4083914 | | CPG LN EQUITY | Compass Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000776_CT_FIRB | 6354003CVDDPNXREIR29 | | FC031117 | | | CPUK Finance Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000777_CT_FIRB | 4OFD47D73QFJ1T1MOF29 | | 184594 | | DMGT LN Equity | Daily Mail and General Trust Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000778_CT_FIRB | 213800NPR9YDSBO86U08 | | 03162897 | GB0002502812 | | DAIRY CREST GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000779_CT_FIRB | 5493007MMUEIF4NJG110 | | 5448421 | | DEB LN EQUITY | Debenhams Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000780_CT_FIRB | 213800J4UVB5OWG8VX82 | | 3369634 | | DPH LN Equity | Dechra Pharmaceuticals PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000781_CT_FIRB | 213800BXKQ9KZNUR1M61 | | 1819699 | | | Derwent London PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000782_CT_FIRB | 213800ZVIELEA55JMJ32 | | 23307 | | DGE FP Equity | Diageo plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000783_CT_FIRB | 2138005HMFMTYXNEEX13 | | SC000750 | | | DIAGEO SCOTLAND LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000784_CT_FIRB | 5299004HGJWHJ71M5T77 | | 5671205 | | | DNL UK LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000785_CT_FIRB | 2138001GRMZ39JRSE316 | | 01363137 | GB0002748050 | DNO LN Equity | DOMINO PRINTING SCIENCES PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000786_CT_FIRB | 39RSBE4RCI4M15BLWH36 | | 1377658 | | SMDS LN EQUITY | DS Smith Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000787_CT_FIRB | 2138001LSWETH5TDQG53 | | 2366777 | | | DWR Cymru Cyfyngedig | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000788_CT_FIRB | 213800U5R8Q5KGM2KU56 | | 2366906 | | | Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000789_CT_FIRB | 549300XUUK1H52EDCK10 | | | | | EDC Finance Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000790_CT_FIRB | 549300ZM2QCFG22BOJ03 | | 2366949 | | | Electricity North West Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000791_CT_FIRB | 549300KVXDURRKVW7R37 | | 647788 | | ECM LN EQUITY | Electrocomponents Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000792_CT_FIRB | 2138008LJU6WFQWOXJ73 | | 7140891 | | ENQ LN Equity | EnQuest plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000793_CT_FIRB | 7N0UJMJLXD0MDT5D5086 | | 7023598 | | | Ensco plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000794_CT_FIRB | 549300V1O67HJV48FS61 | | 6845434 | | | ENW Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000795_CT_FIRB | 5493007MOZNA03BVNE96 | | 5444653 | | ESNT LN Equity | ESSENTRA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000796_CT_FIRB | 21380023G8LF55V46281 | | 02954623 | | | EUROPEAN METAL RECYCLING LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000797_CT_FIRB | 213800SVCZ6YZ8YJI569 | | 2462001 | | 4379945Z LN Equity | Eurostar International Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000798_CT_FIRB | 5493002X7O83FCJVYO69 | | 7329930 | | | Eversholt Funding Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000799_CT_FIRB | JPO68XMABX4DR21BNE65 | | 8263590 | | 0274811Z LN Equity | Everything Everywhere Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000800_CT_FIRB | 54930080DFVZ551GGT17 | | | | EVR LN EQUITY | Evraz Group S.A. | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000801_CT_FIRB | 635400RXXHHYT1JTSZ26 | | 653331 | | | EXPERIAN PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000802_CT_FIRB | 213800JLG5TPE3RBYG56 | | 4094619 | | | FIRST CHOICE HOLIDAYS FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000803_CT_FIRB | 549300DEJZCPWA4HKM93 | | SC157176 | | FGP LN EQUITY | First Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000804_CT_FIRB | 549300JXWH1UV5J0XV81 | | 6344120 | | FRES LN Equity | Fresnillo plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000805_CT_FIRB | 213800WTATMITUGXJQ69 | | FC031364 | | | Friends Life Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000806_CT_FIRB | 549300L3KWKK8X35QR12 | | 4992207 | | GFS LN EQUITY | G4S Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000807_CT_FIRB | 213800OOHUV3HHP46A02 | | 00836539 | GB00B3Y2J508 | GFRD LN Equity | GALLIFORD TRY PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000808_CT_FIRB | 213800E8KX2VV9YDY362 | | 1991018 | | | Gatwick Airport Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000809_CT_FIRB | 549300IK25CZHKVLAL89 | | 03768267 | | 1844538Z LN EQUITY | Gazprom Marketing and Trading Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000810_CT_FIRB | 5493007Q8VD7Q3ZYZS59 | | 2258699 | | GS7 GY Equity | GlaxoSmithKline Capital PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000811_CT_FIRB | | | 3888792 | GB0009252882 | GSK LN EQUITY | GlaxoSmithKline plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000812_CT_FIRB | 213800N9W2D8A4GJGR36 | | 04542769 | | 2006623Z LN EQUITY | GLENCORE ENERGY UK LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000813_CT_FIRB | 213800QIJMYMW6TSBG41 | | 5333192 | | GNK LN Equity | Greene King Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000814_CT_FIRB | 213800R9N5F2WRMGTR50 | | 24511 | | GNK LN EQUITY | Greene King Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000815_CT_FIRB | 213800U8JEPF65PSKU22 | | 6143540 | | | GUARDIAN DIGITAL COMMUNICATIONS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000816_CT_FIRB | 2138007FRGLUR9KGBT40 | | 00040932 | GB0004052071 | HLMA LN Equity | HALMA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000817_CT_FIRB | 213800G1C9KKVVDN1A60 | | 360632 | GB0004065016 | HMSO LN EQUITY | Hammerson PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000818_CT_FIRB | 529900N6RQR0PX7ZTR62 | | 4626078 | | HEI GY Equity | Hanson Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000819_CT_FIRB | 213800QC8AWD4BO8TH08 | | 2150950 | | HAS LN Equity | Hays PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000820_CT_FIRB | 549300J5R8AWMHPE7O05 | | 1991017 | | | Heathrow Airport Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000821_CT_FIRB | 7TI96JO3DYEIQWZ7Z726 | | 99529 | | | Heathrow Funding Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000822_CT_FIRB | 213800YRHAPNN54BKN78 | | 5863533 | GB00B19NKB76 | HOME LN EQUITY | HOME RETAIL GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000823_CT_FIRB | 213800UTXVFRH9XBL453 | | 7939278 | | | Iceland Acquico Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000824_CT_FIRB | 213800FGWQXPVI86SE26 | | 5879252 | | | Iglo Foods MidCo Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000825_CT_FIRB | | | 3236483 | GB0004544929 | IMT LN EQUITY | Imperial Tobacco Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000826_CT_FIRB | 2138002D68XDR4LZCG32 | | 7084307 | | | Ineos Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000827_CT_FIRB | | | 5134420 | | IHG LN EQUITY | Intercontinental Hotels Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000828_CT_FIRB | 549300OGASR5WRKJ8R68 | | 2234775 | | | INTERMEDIATE CAPITAL GROUP PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000829_CT_FIRB | | | | GB00B19DVX61 | ISYS LN EQUITY | Invensys plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000830_CT_FIRB | ZLECI7ED2QMWFGYCXZ59 | | 4967001 | | ITV LN Equity | ITV plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000831_CT_FIRB | 213800VGZAAJIKJ9Y484 | | 185647 | | SBRY LN EQUITY | J Sainsbury Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000832_CT_FIRB | 529900RRNKUM3INJGF98 | | KvK 34233247 0000 | | JBH LN EQUITY | JAB Holdings B.V.

| GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000833_CT_FIRB | 213800CHWARFAAN7UB85 | | 1709784 | | JDW LN EQUITY | JD Wetherspoon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000834_CT_FIRB | 5493008LNN1X4R79PJ89 | | SC034970 | GB0005790059 | | JOHN MENZIES PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000835_CT_FIRB | 549300PLYY6I10B6S323 | | SC036219 | GB00B5N0P849 | WG/ LN Equity | JOHN WOOD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000836_CT_FIRB | 2138001AVBSD1HSC6Z10 | | 33774 | GB0004764071 | JMAT LN EQUITY | JOHNSON MATTHEY PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000837_CT_FIRB | 213800JFIBCR4LGUA242 | | SC015382 | GB0004769682 | | JOHNSTON PRESS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000838_CT_FIRB | | | 06467400 | | KAZ LN EQUITY | KAZ MINERALS FINANCE PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000839_CT_FIRB | 2138002RKCU2OM4Y7O48 | | 02708030 | GB0004915632 | KIE LN Equity | KIER GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000840_CT_FIRB | 213800KBMEV7I92FY281 | | 1664812 | | KGF LN EQUITY | Kingfisher Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000841_CT_FIRB | 213800QOWHF5R9VLL274 | | 1429533 | | LAD LN Equity | Ladbrokes plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000842_CT_FIRB | 213800JH9QQWHLO99821 | | 1417162 | | LGEN LN Equity | Legal & General Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000843_CT_FIRB | 549300BSGXG3QLIQYT84 | | 8379990 | | | Liberty Global plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000844_CT_FIRB | 213800JDI3GTKPG4XI38 | | 3929195 | | | London Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000845_CT_FIRB | 213800QAUUUP6I445N30 | | 05369106 | GB00B0SWJX34 | LSE LN Equity | LONDON STOCK EXCHANGE GROUP PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000846_CT_FIRB | 213800JP7STUK5WKRE92 | | 1000608 | | MMC LN Equity | MANAGEMENT CONSULTING GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000847_CT_FIRB | 213800IU37OVVT5ZXP41 | | 8338561 | | | Manchester Airport Group Funding PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000848_CT_FIRB | 213800CN1RI3UCIZWB95 | | 214436 | | MKS LN EQUITY | Marks & Spencer Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000849_CT_FIRB | 213800HQB746UJ9UWM15 | | 5135049 | | MARS LN Equity | Marston's Issuer PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000850_CT_FIRB | 213800Q6RP3ZJ2CZR962 | | 31461 | | | Marston's PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000851_CT_FIRB | 549300QSUNKAEBMYIR16 | | 2798634 | | | McBride plc | GB | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000852_CT_FIRB | YMFO3TKB4UAWQTDZJJ31 | | 432989 | | MGGT LN Equity | Meggitt Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000853_CT_FIRB | 213800E7QA1U8BF34219 | | 4778667 | | MAB LN Equity | Mitchells & Butlers Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000854_CT_FIRB | 213800LOZA69QFDC9N34 | | 6209386 | GB00B1CRLC47 | MNDI LN EQUITY | Mondi Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000855_CT_FIRB | 4PQUHN3JPFGFNF3BB653 | | 2068222 | | | Morgan Stanley & Co. International plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000856_CT_FIRB | 213800A8IQEMY8PA5X34 | | 2590560 | | NEX LN Equity | National Express Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000857_CT_FIRB | 8R95QZMKZLJX5Q2XR704 | | 4031152 | | NGG LN EQUITY | National Grid Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000858_CT_FIRB | 213800H88F5EE4B1D697 | | 5090412 | | | Network Rail Infrastructure Finance PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000859_CT_FIRB | 213800UGAULQ1FVD4B35 | | 1618428 | | | NEW LOOK RETAILERS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000860_CT_FIRB | 213800WQD8ECPZP9PH98 | | 4412362 | | NXT LN EQUITY | Next Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000861_CT_FIRB | 549300JIM3ERGZFGGL27 | | 6428375 | | | North West Electricity Networks Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000862_CT_FIRB | 635400GPHRFKZQIBUK45 | | NI026892 | | | Northern Ireland Electricity Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000863_CT_FIRB | 213800B3ZUTDOZYVJB41 | | 53171 | | NTG LN EQUITY | Northgate Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000864_CT_FIRB | 213800PWPM9HZIEEO670 | | 2366703 | | | Northumbrian Water Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000865_CT_FIRB | 213800WWVCAPAMOZ1M98 | | 5584873 | | | NSG UK Enterprises Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000866_CT_FIRB | | | | | 2158036Z LN EQUITY | Omnicom Financial Services Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000867_CT_FIRB | 213800G8P2ULTOP62Q95 | | 5915896 | | | Osprey Acquisitions Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000868_CT_FIRB | 213800J364EZD6UCE231 | | 00775598 | GB0006650450 | OXIG LN Equity | OXFORD INSTRUMENTS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000869_CT_FIRB | 213800NL5NLBY6YIBI88 | | 2019023 | | 6752 JT Equity | Panasonic Finance (Europe) plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000870_CT_FIRB | 2138004JBXWWJKIURC57 | | 53723 | | PSON LN EQUITY | Pearson Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000871_CT_FIRB | | | 2304195 | | PDG LN EQUITY | Pendragon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000872_CT_FIRB | 213800V1CCTS41GWH423 | | 02366640 | GB00B18V8630 | | PENNON GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000873_CT_FIRB | | | 1818486 | | PSN LN EQUITY | Persimmon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000874_CT_FIRB | 549300OPFWKTD6BUFP71 | | 4267536 | | PPL UN Equity | PPL UK DISTRIBUTION HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000875_CT_FIRB | 213800U93SZC44VXN635 | | 00668987 | GB00B1Z4ST84 | PFG LN Equity | PROVIDENT FINANCIAL PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000876_CT_FIRB | XB3CXKKKED7OMV80FY35 | | 00019457 | GB00B19Z1432 | PZC LN Equity | PZ CUSSONS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000877_CT_FIRB | 213800791EF5XP7WW494 | | 2641728 | | QBE AT Equity | QBE European Operations PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000878_CT_FIRB | 213800NRSZ1N2Y6LEX44 | | 5777981 | | | R&R Ice Cream plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000879_CT_FIRB | 5493003JFSMOJG48V108 | | 6270876 | | RB/ LN Equity | Reckitt Benckiser Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000880_CT_FIRB | 549300WSX3VBUFFJOO66 | | 2746616 | | | Relx Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000881_CT_FIRB | 549300VN4WV7Z6T14K68 | | 5393279 | | RTO LN EQUITY | Rentokil Initial Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000882_CT_FIRB | 549300JJKH86IWQ78005 | | 191285 | | REX LN EQUITY | Rexam Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000883_CT_FIRB | 2138009113L7IDGEM175 | | 358901 | | RIO LN Equity | Rio Tinto Finance plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000884_CT_FIRB | X57JK1U580XATGR67572 | | 1003142 | | RR/ LN EQUITY | Rolls-Royce Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000885_CT_FIRB | 213800ANK59AYB612F23 | | 93792 | | RSA LN Equity | Royal & Sun Alliance Insurance PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000886_CT_FIRB | 213800JQB9FWF5SD6F42 | | 4138203 | | | ROYAL MAIL GROUP LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000887_CT_FIRB | | | 2578443 | | RPC LN EQUITY | RPC Group | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000888_CT_FIRB | 549300HOGQ7E0TY86138 | | 2339826 | | RSA LN Equity | RSA Insurance Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000889_CT_FIRB | Y4DQT2X5DDRE70QFR206 | | 3528416 | | SAB LN EQUITY | SABMiller Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000890_CT_FIRB | 549300Y7M5CC1U5DBX07 | | SC264065 | | | Scotland Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000891_CT_FIRB | 549300KI75VYLLMSK856 | | SC117119 | | SSE LN EQUITY | SSE Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000892_CT_FIRB | 213800X1T29YFAYMPC26 | | SC144517 | | AGN NA Equity | Scottish Equitable PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000893_CT_FIRB | 21380085VKJ5NICZBA52 | | SC193794 | | IBE SQ Equity | Scottish Power Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000894_CT_FIRB | 549300WPVG0TZSPBYR76 | | SC199549 | | LLOY LN Equity | Scottish Widows PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000895_CT_FIRB | 213800XC35KGM9NFC641 | | 167591 | | | SEGRO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000896_CT_FIRB | 549300PT2CIHYN5GWJ21 | | 02048608 | GB0007973794 | | SERCO GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000897_CT_FIRB | 213800RPBXRETY4A4C59 | | 2366619 | | SVT LN EQUITY | Severn Trent Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000898_CT_FIRB | 213800CNEIDZBL17KU22 | | SC077438 | | SKS LN EQUITY | Shanks Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000899_CT_FIRB | 213800VDC1BKJEZ8PV53 | | 00998314 | GB0008025412 | SHI LN Equity | SIG PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000900_CT_FIRB | 213800ZTMDN8S67S1H61 | | 00324357 | GB0009223206 | SN/ LN Equity | SMITH & NEPHEW PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000901_CT_FIRB | 213800MJL6IPZS3ASA11 | | 137013 | | SMIN LN EQUITY | Smiths Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000902_CT_FIRB | AJOW550HA7E8YNKF5D89 | | 4120046 | | 6758 JT Equity | Sony Global Treasury Services PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000903_CT_FIRB | 213800H7NWVLCWAVKA15 | | 3043097 | | | South Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000904_CT_FIRB | 213800YQRUOQE9HPX193 | | 4295398 | | | South Staffordshire PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000905_CT_FIRB | 213800FR2VAOKRYRHX45 | | 2366665 | | | South West Water Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000906_CT_FIRB | 549300SR1GYYNBZQGX56 | | 4094290 | | SSE LN Equity | Southern Electric Power Distribution PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000907_CT_FIRB | 549300SPX8573VZ2SK79 | | 5167021 | | | Southern Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000908_CT_FIRB | 213800NCZLJFDE8Y8D88 | | 7581353 | | | Southern Water (Greensands) Financing plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000909_CT_FIRB | 213800Z4CO2CZO3M3T10 | | 02025003 | GB0003308607 | SXS LN Equity | SPECTRIS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000910_CT_FIRB | 4L663LRNTBQ008OK2N07 | | SC100764 | | SGC LN Equity | Stagecoach Group plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000911_CT_FIRB | 0TMBS544NMO7GLCE7H90 | | SC286832 | | SL/ LN Equity | Standard Life PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000912_CT_FIRB | 549300GUNF6FFGH4LN53 | | 9743802 | | 532183Z LN Equity | Stemcor Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000913_CT_FIRB | 213800QHYTM5QRFSEM66 | | 3355631 | | SYR LN EQUITY | Synergy Health Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000914_CT_FIRB | 213800WF53FVDRRHRF44 | | 7105891 | | TALK LN Equity | TalkTalk Telecom Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000915_CT_FIRB | 213800TR86P337IE8605 | | 2280000 | | 0469505D LN Equity | Tata Steel UK Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000916_CT_FIRB | 2138008K14474WPKZ244 | | 76535 | | TATE LN EQUITY | Tate & Lyle Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000917_CT_FIRB | 21380089BTRXTD8S3R66 | | 296805 | | TW/ LN EQUITY | Taylor Wimpey Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000918_CT_FIRB | 2138002P5RNKC5W2JZ46 | | 445790 | GB0008847096 | TSCO LN EQUITY | TESCO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000919_CT_FIRB | 213800JKM5UQHFJOTZ25 | | 2366661 | | | Thames Water Utilities Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000920_CT_FIRB | 2138009TF1SYOMQLBJ60 | | 02100855 | GB0003753778 | | THE GO-AHEAD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000921_CT_FIRB | 213800VZ4671W3DVB860 | | 6575598 | | TCG LN Equity | Thomas Cook Group Treasury limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000922_CT_FIRB | 2138003BOFNAAO14YV58 | | 2553288 | | 8766 JT Equity | Tokio Millennium Re (UK) Limited | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000923_CT_FIRB | 2138001I27OUBAF22K83 | | 824821 | | TPK LN Equity | Travis Perkins Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000924_CT_FIRB | 213800B6YQZAE8LHAW84 | | 6072876 | GB00B1Z7RQ77 | TT/ LN EQUITY | TUI TRAVEL Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000925_CT_FIRB | 2138003EYHWO75RKS857 | | 3919249 | GB0001500809 | TLW LN EQUITY | TULLOW OIL PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000926_CT_FIRB | 549300MKFYEKVRWML317 | | 41424 | | ULVR LN Equity | Unilever PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000927_CT_FIRB | 213800Y1TEVS8REY1M35 | | 5957557 | | | United Biscuits Holdco Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000928_CT_FIRB | 2138008EZCXK4ANQHF89 | | 3207231 | | | United Business Media holdings Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000929_CT_FIRB | 213800KYT12UFB2VE455 | | 2366616 | | UU/ LN Equity | United Utilities PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000930_CT_FIRB | XCJQ23OWIJNLHN7RQC93 | | 1022786 | | 271652Z LN Equity | Urenco Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000931_CT_FIRB | 213800F3BD6N3G6XHU16 | | 251977 | | CKSN LN Equity | VESUVIUS HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000932_CT_FIRB | 213800TB53ELEUKM7Q61 | | 1833679 | | VOD LN EQUITY | Vodafone Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000933_CT_FIRB | 549300UPYDURLSSFVL38 | | 9223384 | | | Western Power Distribution Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000934_CT_FIRB | 2138006LIAYQKUCYBB20 | | 29423 | | WTB LN Equity | Whitbread Group PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000935_CT_FIRB | | | 4212563 | | WMH LN EQUITY | William Hill Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000936_CT_FIRB | 213800Z5WTW8QKOHWQ82 | | 04178808 | GB0030329360 | | WINCANTON PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000937_CT_FIRB | 213800IN6LSRGTZSOS29 | | 358949 | | MRW LN Equity | Wm Morrison Supermarkets Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000938_CT_FIRB | 549300HTNGX0DU8W1F65 | | 5537577 | | WPP LN Equity | WPP 2008 Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000939_CT_FIRB | 635400LNUHA2LDXXV850 | | | | GCC ID Equity | C&C Group PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000940_CT_FIRB | 8NUHUXWN9LG4XBGJ7O17 | | 241565 | | CAT SE Equity | Caterpillar International Finance Limited | IE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000941_CT_FIRB | 635400CHHI1XZLVQH675 | | | | | Coillte Teoranta | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000942_CT_FIRB | 549300MIDJNNTH068E74 | | | IE0001827041 | CRH ID EQUITY | CRH Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000943_CT_FIRB | 213800UPS1QEE4TD3T45 | | | | DCC LN Equity | DCC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000944_CT_FIRB | 635400HRFGVKXFHZ8O77 | | 9401 | | | Dublin Airport Authority PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000945_CT_FIRB | 635400UFHDIQCDZ6JK11 | | | IE0003094731 | 1014Z ID EQUITY | Electricity Supply Board Ltd [ESB] | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000946_CT_FIRB | 635400VCPRSU89DLMZ57 | | 480184 | XS0856023493 | | ESB Finance Limited | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000947_CT_FIRB | 635400RKRK5EGXSPC782 | | | | EXPN LN EQUITY | Experian Finance Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000948_CT_FIRB | 635400YN51CDCGBYFZ31 | | | | | Fyffes plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000949_CT_FIRB | 5493008VFFOIPWCZJK45 | | | IE0000669501 | GLB ID EQUITY | Glanbia Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000950_CT_FIRB | 635400BE9SBAG61DJ963 | | | | GFTU LN Equity | Grafton Group PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000951_CT_FIRB | 6354007LIXWZ5WPPT308 | | 519799 | | GRF SQ Equity | Grifols World Wide Operations Ltd. | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000952_CT_FIRB | 9XTI53MZJ013RO12SX05 | | 2936 | IE00B59HWB19 | | INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000953_CT_FIRB | | | | IE0004906560 | KYG ID EQUITY | Kerry Group Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000954_CT_FIRB | 635400HM7V74SUB9OG75 | | | | | Kingspan Group plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000955_CT_FIRB | 635400JJOWHIYAJER733 | | | | | MUSGRAVE GROUP PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000956_CT_FIRB | 635400EG4YIJLJMZJ782 | | | IE0002588105 | PWL ID Equity | PADDY POWER PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000957_CT_FIRB | 635400WKFIPCHCKVW376 | | 104547 | | RYA ID Equity | Ryanair Holdings PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000958_CT_FIRB | 396PBGKP6TE3O062MS44 | | | | STX UW Equity | Seagate Technology plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000959_CT_FIRB | 635400CPLP8H5ITDVT56 | | | IE00B1RR8406 | SKG ID EQUITY | SMURFIT KAPPA GROUP PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000960_CT_FIRB | 549300INUT2G0ST5K268 | | 327184 | | TEX UN Equity | Terex International Financial Services Co. | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000961_CT_FIRB | 635400K7UEIKHMNKLJ02 | | | | | Total Produce plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000962_CT_FIRB | | | 482042 | | | XL Group PLC | IE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000963_CT_FIRB | VZVOSGGS8JITR4J7J704 | | | | | Amtek Auto Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000964_CT_FIRB | 8GRDBX1TJ0PU5NCSHT72 | | MH008931 | | BPCL IS Equity | Bharat Petroleum Corporation Limited | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000965_CT_FIRB | | | | | BHARTI IN Equity | Bharti Airtel Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000966_CT_FIRB | | | | | IOCL IN Equity | INDIAN OIL CORPN LIMITED | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000967_CT_FIRB | FMVY1IZCSYXSAFRDIT05 | | | | LT IN Equity | Larsen & Toubro Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000968_CT_FIRB | | | | | RCOM IN Equity | Reliance Communications Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000969_CT_FIRB | 5493003UOETFYRONLG31 | | | | RIL IN EQUITY | Reliance Industries Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000970_CT_FIRB | 1GZWF073IJTD6XPRUU65 | | | | | Wipro GE Healthcare Private Limited | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000971_CT_FIRB | 213800Z3CFZOLXPJWN61 | | | | | Landsvirkjun | IS | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000972_CT_FIRB | 81560076E3944316DB24 | 3812211 | 493995 | | A2A IM EQUITY | A2A S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000973_CT_FIRB | 8156000962B2EB41FE28 | 5988397 | 1497770 | | 4525791Z IM EQUITY | ACCIAIERIA ARVEDI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000974_CT_FIRB | 8156004FCECE0879E118 | 15161747 | 191346 | | 7570364Z IM EQUITY | ACCIAIERIE VALBRUNA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000975_CT_FIRB | 549300Q3448N041CTH56 | 11341891 | 882486 | XS0495012428 | ACE IM Equity | Acea SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000976_CT_FIRB | 8156008183686996C911 | 25090618 | 3567090232 | | | ACQUE VERONESI S.C.A R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000977_CT_FIRB | 8156007259ABDEA3F444 | 15214381 | 971268 | | | Aeroporti di Roma S.p.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000978_CT_FIRB | 549300H2RFDYI3YP5R63 | 13960200 | 263011 | | 337973Z NA EQUITY | AGUSTAWESTLAND S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000979_CT_FIRB | 529900EKXEGSRCGAAC89 | 14856155 | 2791070044 | | 4519735Z | ALSTOM FERROVIARIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000980_CT_FIRB | ZYXJDNVM2JI3VBM8G556 | | | | AMP IM EQUITY | Amplifon SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000981_CT_FIRB | 815600B611746717CC98 | | | | 50098Z IM Equity | Ansaldo Energia SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000982_CT_FIRB | 549300FZRH46R7DWAX12 | 1248024 | 557390 | | 4472623Z IM EQUITY | ANSALDOBREDA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000983_CT_FIRB | 815600049A1F9AFE6666 | 4140157 | 1192794 | | MN IM EQUITY | ARNOLDO MONDADORI EDITORE SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000984_CT_FIRB | 8156000BEB8FC062F442 | 1020333 | 120591 | | 2168Z IM EQUITY | ARTSANA — SOCIETA' PER AZIONI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000985_CT_FIRB | 549300X5UKJVE386ZB61 | 6914312 | 6204 | XS1014759648 | ASG GY Equity | Assicurazioni Generali SpA | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000986_CT_FIRB | 81560001F41A81948348 | | | | AST IM EQUITY | Astaldi SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000987_CT_FIRB | 8156008DEC771409C487 | 18631331 | 1023691 | | AU9 GF Equity | Atlantia S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000988_CT_FIRB | 5299003D9N2698I3C257 | 1367700 | 188902 | | AGL IM EQUITY | AUTOGRILL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000989_CT_FIRB | 815600149448CEB9B230 | 19402720 | 1037417 | | 3653719Z IM EQUITY | AUTOSTRADE PER L' ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000990_CT_FIRB | | 26926563 | 1057205 | | 3889748Z IM EQUITY | AVIO S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000991_CT_FIRB | 529900RRESEDV68K0S54 | 28770346 | 235460 | | BLLA IM EQUITY | BARILLA INIZIATIVE S.R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000992_CT_FIRB | 815600BFEB936DC6ED24 | | | | BEN IM EQUITY | Benetton Group SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000993_CT_FIRB | 8156004C04255952AB77 | 1076562 | 821225 | | BNS IM EQUITY | BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000994_CT_FIRB | 5299003DX5YLKSVJ6K59 | 2930031 | 134288 | | BZU IM Equity | Buzzi Unicem SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000995_CT_FIRB | 8156006BEAA911EC0A47 | 1019726 | 587878 | | | CANDY SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000996_CT_FIRB | 8156008B101B97A43B02 | 1053555 | 160498 | | CEM IM EQUITY | CEMENTIR HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000997_CT_FIRB | 815600F3213951394367 | 40014779 | 2001719 | | | Cerved Group S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000998_CT_FIRB | | 4544552 | 8114020152 | | | CLASS EDITORI SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000999_CT_FIRB | 8156009034C1A5108284 | 15716081 | 61357 | | | Compagnia Valdostana delle Acque Spa (CVA Spa) | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001000_CT_FIRB | 815600DBF6DC4BC94832 | 1061039 | 260769 | | 0310548D IM EQUITY | CONSERVE ITALIA — CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE — SOCIETA' COOPERA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001001_CT_FIRB | | 8327877 | 819280157 | | | COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001002_CT_FIRB | 815600A5C1DD6C3A8455 | 1093853 | 154950364 | | | CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001003_CT_FIRB | 81560039BF5C1D8E5A15 | 2836130 | 60793 | | 3898658Z IM EQUITY | DALMARE SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001004_CT_FIRB | 5493005TWX96RDJ9I655 | | | | | De Agostini Invest SA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001005_CT_FIRB | 529900WS2E20BA5J4L49 | 16183303 | 1698754 | | EDNR IM EQUITY | EDISON S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001006_CT_FIRB | WOCMU6HCI0OJWNPRZS33 | | | | ENEL IM EQUITY | Enel SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001007_CT_FIRB | BUCRF72VH5RBN7X3VL35 | | | IT0003132476 | ENI IM EQUITY | ENI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001008_CT_FIRB | 81560081EE079FBED395 | 19377159 | 3544950961 | | | ENOVA S.R.L.

| IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001009_CT_FIRB | 549300JJBVOOKOBCTX09 | 2153515 | 354265 | | ERG IM EQUITY | ERG S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001010_CT_FIRB | 549300AZQ4Z5UGY0Q555 | 1002458 | 91712 | | EXO IM EQUITY | EXOR S.P.A. | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001011_CT_FIRB | 8156004CE82074779D19 | 13870596 | 1664630223 | | | FEDRIGONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001012_CT_FIRB | 549300J4SXC5ALCJM731 | | | | 1448Z IM Equity | Ferrovie dello Stato SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001013_CT_FIRB | 5493004C1SL445NFDR90 | | | | F IM EQUITY | Fiat SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001014_CT_FIRB | 8156001B8AD051794959 | | | | | FINAVAL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001015_CT_FIRB | 529900X4EEX1U9LN3U39 | 1053767 | 7031 | | FNC IM EQUITY | FINMECCANICA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001016_CT_FIRB | 815600C3CCA800EF5D96 | 1134215 | | | | FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001017_CT_FIRB | 815600E12249DD563C29 | 26650695 | 1143814 | | | Gamenet S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001018_CT_FIRB | 81560098DBDD66154985 | | | | | GRANDI NAVI VELOCI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001019_CT_FIRB | 8156001250E819E30127 | | | | GCN IM EQUITY | Gruppo Coin SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001020_CT_FIRB | 8156001294017C870346 | 11027526 | 10022100159 | | | GRUPPO FINELCO SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001021_CT_FIRB | 8156005113BD16699393 | 24907200 | RM1117269 | | LTO IX Equity | GTECH S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001022_CT_FIRB | | 15541251 | 1638878 | | 4004268Z IM EQUITY | H3G S.P.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001023_CT_FIRB | 8156009414FD99443B48 | 3201267 | 363550 | | HER IM EQUITY | HERA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001024_CT_FIRB | 815600D86992FDA7B908 | 1035363 | 149288 | | IMA IM EQUITY | I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001025_CT_FIRB | 815600A7D7C7A85F8B51 | 2733792 | 1168660262 | | | I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001026_CT_FIRB | 81560033824BE53C7D28 | 3585262 | 1303501215 | | | IMAP EXPORT S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001027_CT_FIRB | 549300KTGKED5E25JR59 | | | | IND IM EQUITY | Indesit Co SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001028_CT_FIRB | 213800M4YYCP6E8YUX94 | 2714789 | 2589327 | | | IPLOM S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001029_CT_FIRB | 8156001EBD33FD474E60 | 10431674 | 281364 | | IRE IM EQUITY | IREN S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001030_CT_FIRB | 8156009D23D0FDC70C93 | 1007005 | 50 | | ITM IM Equity | Italcementi S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001031_CT_FIRB | 815600236A6B5AE5B406 | 26754254 | 167186 | | | Linea Group Holding S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001032_CT_FIRB | 549300I1NMOBS4B1LT88 | | | IT0001479374 | LUX IM EQUITY | LUXOTTICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001033_CT_FIRB | | 7003703 | 481230266 | | | MANGIAROTTI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001034_CT_FIRB | 815600292DA01BE68971 | 3755075 | 152396 | | 3184788Z IM EQUITY | MARCEGAGLIA — S.P.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001035_CT_FIRB | 815600C8D55034EB5379 | 3779273 | 64334 | | | Marcolin SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001036_CT_FIRB | 213800DIFN7NR7B97A50 | 552637 | 1264109 | | MS IM EQUITY | Mediaset S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001037_CT_FIRB | PSNL19R2RXX5U3QWHI44 | 1012492 | 343508 | | MB IM Equity | MEDIOBANCA SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001038_CT_FIRB | 815600325D15DD92A023 | 4376875 | 4846130633 | | | MOBY S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001039_CT_FIRB | | 1653085 | 110858 | | 3893422Z IM EQUITY | MONIER S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001040_CT_FIRB | 8156003A100E8AB89697 | 6794759 | 1865640369 | | | PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001041_CT_FIRB | 8156001B96890989C002 | 23641842 | 5411110827 | | | PB TANKERS S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001042_CT_FIRB | 5493006293RJBDQWJL92 | 5944540 | 169833 | | PMS IM EQUITY | PERMASTEELISA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001043_CT_FIRB | 8156000256C2431C2E92 | 4495509 | 134077 | | PIA IM Equity | Piaggio & C. S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001044_CT_FIRB | 815600A0C9AFC1F2A709 | | | | PC IM Equity | Pirelli & Co SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001045_CT_FIRB | 815600EDDBB07C9BDB90 | 15591777 | 2246400218 | | | PODINI HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001046_CT_FIRB | 815600354DEDBD0BA991 | 3465665 | 842633 | | POST IM EQUITY | POSTE ITALIANE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001047_CT_FIRB | 8156000FE0A2DC5B7852 | 16232311 | 1343952 | | PRP GR EQUITY | PRADA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001048_CT_FIRB | 213800VHJ22UE2BRRZ48 | 3830970 | 706270410 | | | PROFILGLASS S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001049_CT_FIRB | | 23687310 | 1777895 | | PRY IM EQUITY | PRYSMIAN S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001050_CT_FIRB | 815600B9FC8D18A5D034 | 1058024 | 291350635 | | | RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001051_CT_FIRB | 81560086FA79BEDD6B94 | 13270817 | | | | RHIAG — INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001052_CT_FIRB | | 5012487 | 8850400154 | | | SACAL — SOCIETA' ALLUMINIO CARISIO — S.P | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001053_CT_FIRB | 815600AF08EE2EC2DE92 | 1035262 | 8924 | | 226907Z IM EQUITY | SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001054_CT_FIRB | 815600FC906D230A1420 | 16077541 | 86111 | | SFL IM Equity | Safilo SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001055_CT_FIRB | 549300PHV8MBDHWB8X12 | 1086637 | 788744 | | SPM IM EQUITY | SAIPEM S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001056_CT_FIRB | 549300UKR289DF4UXQ47 | 1013056 | 525502 | | SAL | SALINI IMPREGILO S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001057_CT_FIRB | | 6524595 | 3957900487 | | | SAMMONTANA — S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001058_CT_FIRB | 8156006755200B82EB33 | 1246827 | 836320150 | | | SAN CARLO GRUPPO ALIMENTARE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001059_CT_FIRB | 5299005KJSU2AQUJUH84 | 1066932 | 49540 | | SRS IM EQUITY | SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. — RAFFINERIE SARDE | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001060_CT_FIRB | 815600D2FC31AF713B07 | 1012950 | 166476 | | | SNAI SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001061_CT_FIRB | 8156002278562044AF79 | 16067629 | 1633443 | | SRG IM Equity | SNAM SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001062_CT_FIRB | EOJCGSUI4NX234BL7V57 | 14234253 | 1594238 | | 2091Z IM EQUITY | SORGENIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001063_CT_FIRB | 815600141CFE5F4C4325 | 19113128 | 1016401 | | 4473035Z IM EQUITY | STRADA DEI PARCHI SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001064_CT_FIRB | 815600C3438977CBBE37 | 1038951 | 68670397 | | | TAMPIERI FINANCIAL GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001065_CT_FIRB | 81560029415DF1381583 | 1030384 | 195810262 | | | TECNICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001066_CT_FIRB | 815600AC5599D16D9A40 | 3335773 | 574643 | | MT IM EQUITY | TECNIMONT S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001067_CT_FIRB | 549300W384M3RI3VXU42 | | | IT0003497168 | TIT IM EQUITY | TELECOM ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001068_CT_FIRB | 815600CD7323A82E5092 | 28935694 | 1763778 | | 2847328Z IM EQUITY | TENOVA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001069_CT_FIRB | | 1037712 | 182850362 | | | TERMOSANITARI CORRADINI — S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001070_CT_FIRB | 8156009E94ED54DE7C31 | | | | TRN IM Equity | Terna Rete Elettrica Nazionale SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001071_CT_FIRB | 549300IN56S27SDGEI85 | 18659000 | 1019536 | | 80698Z IM EQUITY | TIRRENO POWER S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001072_CT_FIRB | 8156003E86EBA167A868 | | | | 0946688D IM EQUITY | TotalErg SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001073_CT_FIRB | 815600FE9E92D9D6C309 | 3554534 | 201271 | | TFI IM EQUITY | TREVI — FINANZIARIA INDUSTRIALE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001074_CT_FIRB | | | | | 4212473Z IM EQUITY | UNIECO SOCIETA' COOPERATIVA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001075_CT_FIRB | 815600B8027C92F0DA07 | 4257672 | 1189360066 | | | VIBAC S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001076_CT_FIRB | 549300YSFQKM1C0X4E45 | 11321265 | 884361 | | WIND IM EQUITY | WIND TELECOMUNICAZIONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001077_CT_FIRB | 549300DHPOF90OYYD780 | | | | 5108 JT Equity | Bridgestone Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001078_CT_FIRB | 549300IZYK3206QECG76 | | | | CAT SE Equity | Caterpillar Finance Corporation | JP | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001079_CT_FIRB | 549300MIFE1VEW02GY83 | | | JP3298600002 | | COSMO OIL COMPANY LTD | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001080_CT_FIRB | 549300T6IPOCDWLKC615 | | | | 6501 JT Equity | Hitachi, Ltd. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001081_CT_FIRB | J48DJYXDTLHM30UMYI18 | | | | 8001 JT Equity | Itochu Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001082_CT_FIRB | 5493004LQ0B4T7QPQV17 | | | | 6301 JT Equity | Komatsu Ltd. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001083_CT_FIRB | 4P4N3ORD02UGQT1T1W12 | | 0100-01-008776 | | 8002 JT Equity | Marubeni Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001084_CT_FIRB | KVIPTY4PULAPGC1VVD26 | | | | 8058 JP EQUITY | Mitsubishi Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001085_CT_FIRB | 5493008VBQD43X8QCS14 | | | | | Mitsui Life Insurance Company Limited | JP | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001086_CT_FIRB | 5493000QYMPFRTEY4K28 | | | | 6701 JT Equity | NEC Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001087_CT_FIRB | | | | | 7201 JP EQUITY | Nissan Motor Co Ltd | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001088_CT_FIRB | 5493003BZYYYCDIO0R13 | | | | 9984 JT Equity | SOFTBANK CORP. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001089_CT_FIRB | 5493004SE33MRLPB1W98 | | | | 2768 JP EQUITY | Sojitz Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001090_CT_FIRB | | | | | 6758 JP EQUITY | Sony Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001091_CT_FIRB | V82KK8NH1P0JS71FJC05 | | | | 8053 JP EQUITY | Sumitomo Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001092_CT_FIRB | 54930074QUY8RD0UZM08 | | | | | Suntory Holdings Limited | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001093_CT_FIRB | 549300ZLMVP4X0OGR454 | | | | 4502 JT Equity | Takeda Pharmaceutical Company Limited | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001094_CT_FIRB | 549300LBHTST91VKHO68 | | | | 6502 JT Equity | Toshiba Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001095_CT_FIRB | 5493006W3QUS5LMH6R84 | | | | TOM GY Equity | Toyota Motor Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001096_CT_FIRB | | | | | 004020 KS Equity | Hyundai Steel Co | KR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001097_CT_FIRB | | | | | 000270 KS Equity | Kia Motors Corp | KR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001098_CT_FIRB | 549300MGHLPT1EFHGF84 | | | | 2007 HK Equity | Country Garden Holdings Company Limited | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001099_CT_FIRB | 549300IHVJRWVT07S523 | | | | 3333 HK Equity | Evergrande Real Estate Group Limited | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001100_CT_FIRB | 5493003DTPH8AMMK4P51 | | | | NE UN Equity | Noble Corporation | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001101_CT_FIRB | 549300FNENFFSMO3GT38 | | | XS0835890350 | XPBR SQ Equity | Petrobras Global Finance B.V. | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001102_CT_FIRB | 213800S7DNJQX6LHTQ21 | | 133818917 | | | AB “Kauno grūdai” | LT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001103_CT_FIRB | | | | LU1014539529 | | ALTICE | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001104_CT_FIRB | 5493003BU7PAH5RRM092 | | | | APAM NA EQUITY | Aperam SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001105_CT_FIRB | 2EULGUTUI56JI9SAL165 | | | | MT LX EQUITY | ArcelorMittal SA [AM] | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001106_CT_FIRB | 549300GJ79DYFBBF5T83 | | | | 0307096D LX EQUITY | Brandbrew S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001107_CT_FIRB | 5493007GVB1I2FDSS786 | | B0155849 | | CNHI UN Equity | CNH Industrial Finance Europe S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001108_CT_FIRB | 549300938QUWMPITJ642 | | | | COV US EQUITY | Covidien International Finance SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001109_CT_FIRB | 5299001R2HL1TAFZ8Z20 | | | | | ENOVOS INTERNATIONAL SA (FORMER SOTEG) | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001110_CT_FIRB | | | 350807947 | FR0000038259 | ERF FP EQUITY | EUROFINS SCIENTIFIC SE | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001111_CT_FIRB | 213800568PRHV2JR9650 | | | XS0357281558 | GSPBEX RR Equity | Gaz Capital S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001112_CT_FIRB | 213800WHKNIC1JQQG433 | | | | 8GC GS Equity | Glencore Finance (Europe) S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001113_CT_FIRB | 8XJ8KF85PBKK1TLMFN29 | | | | | Intelsat Jackson Holdings S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001114_CT_FIRB | 549300MBM5B61VCW5A23 | | | | | International Automotive Components Group, S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001115_CT_FIRB | RUOKPID0PZ0UWJYU9J61 | | | | DE UN Equity | John Deere Bank S.A. | LU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001116_CT_FIRB | 529900XUC6PXMN6ABU42 | | | | TGH GY Equity | Logwin AG | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001117_CT_FIRB | 549300CTHC1CP86P2G96 | | | | MIICF PQ Equity | Millicom International Cellular S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001118_CT_FIRB | | | | | 0755015D LX EQUITY | NH FINANCE SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001119_CT_FIRB | 213800IUIRBFRNCYVR24 | | | | 3900394Z LX Equity | Nizi International SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001120_CT_FIRB | 549300VEJMMZCY6OBU06 | | | | PDSA NS Equity | Pacific Drilling S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001121_CT_FIRB | 529900UUYBCBB7HMVI56 | | | | | Phoenix PIB Dutch Finance B.V. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001122_CT_FIRB | 549300OZSHE4H5BFQA66 | | | | | QUILVEST SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001123_CT_FIRB | 5493000C8J3C3SZYS040 | | | | RTL BB Equity | RTL Group S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001124_CT_FIRB | 5493008JPA4HYMH1HX51 | | | | SESG FP EQUITY | SES SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001125_CT_FIRB | 549300CJ7LW6QSGIL444 | | | | | Swiss Re Europe S.A. | LU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001126_CT_FIRB | 529900BSBZ853DKUP675 | | | | | TRAXYS SARL | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001127_CT_FIRB | 549300RIG2CXWN6IV731 | | | | | CEMEX S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001128_CT_FIRB | 5493008KEVFYPMGTXO33 | | | | KOFL MM Equity | Coca-Cola FEMSA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001129_CT_FIRB | 5493000XJLJ6C4T0PG82 | | | | GRUMAB MM Equity | GRUMA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001130_CT_FIRB | 5493000RIXURZEBFEV60 | | | | BIMBOA MM Equity | Grupo Bimbo, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001131_CT_FIRB | 549300QOAB2GJSFM0381 | | | | 1234Z MM Equity | Grupo Petrotemex SA de CV | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001132_CT_FIRB | 549300CAZKPF4HKMPX17 | | | | | PETROLEOS MEXICANOS | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001133_CT_FIRB | 549300FW3RGHPHT21D10 | | | | ALFAA MM Equity | Sigma Alimentos, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001134_CT_FIRB | 5493000MY3DAIB0BP706 | | TNE940608HS5 | USP9084BAD03 | ALFAA MM Equity | Tenedora Nemak, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001135_CT_FIRB | 549300EMP9DT6Q35HZ31 | | | NL0000852564 | | AALBERTS INDUSTR | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001136_CT_FIRB | 549300J93WR5DPG0P466 | | KVK 33232124 | | ABB SS Equity | ABB Capital B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001137_CT_FIRB | 5493007WHKI5H75YJ358 | | KVK 34215458 | | ABE SQ Equity | Abertis Infraestructuras Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001138_CT_FIRB | 7245007QUMI1FHIQV531 | | KVK 33235189 | | | Achmea B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001139_CT_FIRB | 724500HIKX3QVUQF9G08 | | KVK 28080300 | | | Achmea Zorgverzekeringen N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001140_CT_FIRB | O4QK7KMMK83ITNTHUG69 | | KVK 27076669 | NL0000303709 | AGN NA Equity | AEGON N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001141_CT_FIRB | | | | NL0010672325 | | AHOLD KON | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001142_CT_FIRB | 724500XYIJUGXAA5QD70 | | KVK 09007809 | NL0000009132 | AKZA NA EQUITY | Akzo Nobel NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001143_CT_FIRB | 724500XBZ9QOPTI11U82 | | KVK 34108286 | | | Alliander N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001144_CT_FIRB | 549300KYQ7B0H0K66406 | | KVK 33055009 | | AML LN Equity | Amlin Europe N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001145_CT_FIRB | 724500MCUU6QOFRFEA53 | | KVK 33256360 0000 | | 792658Z PL EQUITY | AMORIM ENERGIA, BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001146_CT_FIRB | 7245000UZH70GO047N03 | | | NL0006237562 | | ARCADIS | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001147_CT_FIRB | 7245001I22ND6ZFHX623 | | KVK 30037466 | NL0000334118 | ASM NA Equity | ASM International N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001148_CT_FIRB | 724500Y6DUVHQD6OXN27 | | KVK 17085815 | NL0006034001 | ASML NA EQUITY | ASML HOLDING N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001149_CT_FIRB | 7245004JOPUJ0OOWTU73 | | KVK 30031823 | | | ASR Schadeverzekering N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001150_CT_FIRB | 724500XFMNHF1GFPYJ05 | | KVK 08125298 | | 3324558Z NA Equity | BDR Thermea Group BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001151_CT_FIRB | 5299006ZHG3IXU0PNJ56 | | KvK 27106340 0000 | | 1136Z NA EQUITY | BMW Finance N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001152_CT_FIRB | | | | NL0000852580 | | BOSKALIS WESTMIN | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001153_CT_FIRB | | | | NL0010776944 | | BRUNEL INTERNAT | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001154_CT_FIRB | 529900AOH3NBA8PZFG65 | | KvK 32097651 0000 | | 0533866D NA EQUITY | Celesio Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001155_CT_FIRB | 549300WGC2HZ5J67V817 | | | | CNHI IM Equity | CNH Industrial NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001156_CT_FIRB | 549300BXVNOCYQ83FU09 | | KVK 34154633 | | KO UN Equity | Coca-Cola HBC Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001157_CT_FIRB | | | | NL0000200384 | | CORE LABORATORIES | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001158_CT_FIRB | 549300UNTCLR21YKLL62 | | KVK 30073501 | NL0000288967 | | Corio N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001159_CT_FIRB | | | | NL0009294552 | | DELTA LLOYD | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001160_CT_FIRB | 724500S75737K2SFDA03 | | KVK 22031457 | | | Delta N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001161_CT_FIRB | 213800N8X49KJRTNDM49 | | KVK 3419663 | | DGE FP Equity | Diageo Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001162_CT_FIRB | 529900M7QSB704RUUT95 | | KVK 34182495 | | AIR FP Equity | Eads Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001163_CT_FIRB | 724500KRQECMCRGM1971 | | KVK 14026250 | | | EBN B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001164_CT_FIRB | 5299007L43AQDFOW5739 | | KvK 34121496 0000 | | 1403Z NA EQUITY | EDP FINANCE BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001165_CT_FIRB | 724500R5IP6TFKTNRU48 | | KvK 24306393 | | 2091Z NA Equity | Eneco Holding NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001166_CT_FIRB | 549300XW2F91G4T4WC42 | | KVK 34149162 | | ENL GY Equity | ENEL Investment Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001167_CT_FIRB | 529900011V8VJ3BUKR64 | | KVK 17115973 | | RWE GF Equity | Essent N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001168_CT_FIRB | | | | NL0000288876 | | EUROCOMMERCIAL | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001169_CT_FIRB | | | | NL0000352565 | | FUGRO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001170_CT_FIRB | 2138005FTXOJUBQ5J563 | | KVK 24243533 | | GAS SQ Equity | Gas Natural Fenosa Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001171_CT_FIRB | 724500EJ2TDPAITRSJ55 | | KVK 02089290 | | | GasTerra B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001172_CT_FIRB | | | | NL0000400653 | | GEMALTO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001173_CT_FIRB | 549300L10EVYURBFIH66 | | KVK 55293980 | | | Global Blue Acquisition B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001174_CT_FIRB | 529900SNLFF5M6HJ1T36 | | KvK 33286563 0000 | | 1004Z NA EQUITY | Haniel Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001175_CT_FIRB | 724500K5PTPSST86UQ23 | | KVK 33011433 | NL0000009165 | HEIA NA Equity | Heineken NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001176_CT_FIRB | 7245008C9KMJL9P2UI77 | | KVK 34323653 | | | Hyva Global B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001177_CT_FIRB | 724500CR19MQGFWFBZ64 | | KvK 34217578 0000 | | 0308206D NA EQUITY | ICL Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001178_CT_FIRB | TLLG0UTU6ZHOG003X735 | | | | | Imperial Mobility Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001179_CT_FIRB | 54930050LBZUR4138I72 | | KVK 27120438 | | | ING Re (Netherlands) N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001180_CT_FIRB | | | KVK 24311905 | | 2872423Z NA Equity | InterGen NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001181_CT_FIRB | 724500C9GNBV20UYRX36 | | KVK 35000363 | NL0010672325 | AH NA Equity | Koninklijke Ahold NV [Royal Ahold NV] | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001182_CT_FIRB | 724500V38C5KTDY5BS93 | | KVK 30058019 | NL0000337319 | BAMNB NA Equity | Koninklijke BAM NBM NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001183_CT_FIRB | 724500SNT1MK246AHP04 | | KVK 14022069 | NL0000009827 | DSM NA EQUITY | Koninklijke DSM N.V | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001184_CT_FIRB | 549300YO0JZHAL7FVP81 | | KVK 02045200 | NL0000009082 | KPN NA Equity | Koninklijke KPN NV [Royal KPN NV] | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001185_CT_FIRB | H1FJE8H61JGM1JSGM897 | | KVK 17001910 | NL0000009538 | PHIA NA Equity | Koninklijke Philips Electronics N.V.

| NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001186_CT_FIRB | 724500HZ4BN317I12G68 | | KVK 06016321 | | KTC NA Equity | Koninklijke Ten Cate NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001187_CT_FIRB | 724500UL634GFV1KYF10 | | KVK 24295332 | NL0009432491 | VPK NA Equity | Koninklijke Vopak NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001188_CT_FIRB | 529900WQGOTJDYG9NP76 | | KVK 09151956 | | LXS GF Equity | Lanxess Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001189_CT_FIRB | 5H8RMHHYTWIP1RKLCE38 | | KvK 34115238 0000 | | 2177Z NA EQUITY | Linde Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001190_CT_FIRB | 549300J6QSW38QNOJK61 | | KVK 57924562 | | | LYB International Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001191_CT_FIRB | BN6WCCZ8OVP3ITUUVN49 | | KVK 24473890 | | DLY GB Equity | LyondellBasell Industries N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001192_CT_FIRB | 635400TMCKVEU87EJ582 | | KVK 24321697 | | | METINVEST B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001193_CT_FIRB | 529900PF6F1OHRZVU341 | | KvK 33178683 0000 | | 1169Z NA EQUITY | Metro Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001194_CT_FIRB | 6354007MKEEGGVUMXO83 | | KVK 34239108 | | | New World Resources N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001195_CT_FIRB | 724500RKMOD48AIWKD94 | | KvK 24307569 0000 | | 3893886Z NA EQUITY | NIDERA B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001196_CT_FIRB | 54930062JS29A5N4GO82 | | KVK 34248449 | | | Nielsen Holdings N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001197_CT_FIRB | 724500GQV9YLNSWECU41 | | KVK 17179668 | | | Nord Gold N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001198_CT_FIRB | 724500TXS5HH3GY4UW42 | | KVK 30124358 | | | NS Groep N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001199_CT_FIRB | 5299000CMF80GY2U0U47 | | KVK 16074305 | NL0010395208 | NUO NA Equity | Nutreco Holding NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001200_CT_FIRB | 724500HT4YW45B1Y7859 | | KVK 57585083 | | | OAK Leaf B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001201_CT_FIRB | 549300NCMRGIBJYUOE57 | | | NL0010558797 | | OCI | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001202_CT_FIRB | 724500IM9A059TQLBX63 | | | | | OCI Nitrogen BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001203_CT_FIRB | 72450053F5WRDY8CDZ66 | | KVK 24291478 | | OI US Equity | OI European Group B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001204_CT_FIRB | Q47A62EK6GMSID3Y8C39 | | KVK 17133742 | XS0788529096 | PCAR US Equity | PACCAR Financial Europe B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001205_CT_FIRB | 549300N522D3SS8MKV65 | | KvK 24320769 0000 | | 3617372Z NA EQUITY | PETROBRAS NETHERLANDS BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001206_CT_FIRB | 549300VGHFJJ58HE2B54 | | KVK 17008551 | | PHIA NA Equity | Philips Electronics NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001207_CT_FIRB | 529900N9UJEHN9UPXN50 | | | | | PHOENIX PIB FINANCE BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001208_CT_FIRB | 724500Q41FHN0P1GPC53 | | KVK 27168968 | NL0009739416 | TNT LI Equity | PostNL N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001209_CT_FIRB | 54930036WK3GMCN17Z57 | | | | QIA GY Equity | Qiagen NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001210_CT_FIRB | 7245009EAAUUQJ0U4T57 | | KVK 33216172 | NL0000379121 | RAND NA EQUITY | RANDSTAD HOLDING NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001211_CT_FIRB | 549300XO8R7MPISUO753 | | KVK 33155037 | NL0006144495 | | Reed Elsevier NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001212_CT_FIRB | 5493002YCY6HTK0OUR29 | | KVK 24251372 | XS0202649934 | REP GY Equity | Repsol International Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001213_CT_FIRB | | | KVK 34179503 | GB00B03MM408 | RDSA NA EQUITY | ROYAL DUTCH SHELL PLC | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001214_CT_FIRB | 5493002N51KZCVBDMS27 | | 24114856 | NL0006055329 | | ROYAL IMTECH NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001215_CT_FIRB | 213800LBMMAIG1FQP389 | | KVK 14105351 | | SABIC AB Equity | SABIC Capital I B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001216_CT_FIRB | | | | NL0000360618 | | SBM OFFSHORE | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001217_CT_FIRB | 529900KEH8410ESH1483 | | KVK 53761790 | | | Schaeffler Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001218_CT_FIRB | 724500DX7Q1A19SPY530 | | KVK 34166584 | | | Schiphol Nederland B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001219_CT_FIRB | 7245001TBT3NI9SPNJ75 | | | | | SHV Netherlands NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001220_CT_FIRB | TAFO772JB70PDRN5VS48 | | KvK 27092998 0000 | | 1223Z NA EQUITY | Siemens Financieringsmaatschappij N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001221_CT_FIRB | 724500E9ZG6JMH6E2I14 | | | NL0000817179 | | SLIGRO FOOD GROUP | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001222_CT_FIRB | 724500ZTKJYJMWVLWJ82 | | KVK 34297413 | | | SRLEV N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001223_CT_FIRB | 5493002SSXOL85X3XC87 | | KVK 58623701 | | | Syncreon Group B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001224_CT_FIRB | 724500LTUWK3JQG63903 | | KVK 09083317 | | | TenneT Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001225_CT_FIRB | 7245008G22FOV7TYYJ34 | | KVK 06045666 | NL0000852523 | TWEKA NA EQUITY | TKH Group NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001226_CT_FIRB | 724500978QL7NKMLTQ37 | | KVK 34210949 | | | TMF Group Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001227_CT_FIRB | | | | NL0009739424 | | TNT EXPRESS | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001228_CT_FIRB | 724500L44K67W7UW1C59 | | KVK 34224566 | NL0000387058 | TOM2 NA EQUITY | TOMTOM N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001229_CT_FIRB | 724500OPA8GZSQUNSR96 | | KVK 33194984 | | TOM GY Equity | Toyota Motor Finance (Netherlands) B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001230_CT_FIRB | PX7SUPU7HUNJBQ8BPI65 | | KVK 33236939 | | 585233Z NA Equity | Trafigura Beheer BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001231_CT_FIRB | 549300TK7G7NZTVM1Z30 | | KVK 24051830 | NL0000009355 | UNIA NA Equity | Unilever NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001232_CT_FIRB | 549300IW6C3SRHUUK147 | | | | | Vitol Holding BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001233_CT_FIRB | | | | NL0009432491 | | VOPAK | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001234_CT_FIRB | 549300FRXSUUW3M2Q281 | | | | | WABCO Europe Holdings BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001235_CT_FIRB | 724500522D3ORUTUGW47 | | KVK 05078970 | | WAVIN NA Equity | Wavin NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001236_CT_FIRB | 724500YRQCY3BD9RJZ92 | | | NL0000289213 | | WERELDHAVE | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001237_CT_FIRB | 724500TEM53I0U077B74 | | KVK 33202517 | NL0000395903 | WKL NA EQUITY | Wolters Kluwer N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001238_CT_FIRB | 5JB3IE65ZU13TA0DGN10 | | | | | Würth Finance International B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001239_CT_FIRB | | | | NL0006294290 | | ZIGGO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001240_CT_FIRB | | | | | BWO NO Equity | BW Offshore Shipholding Ltd | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001241_CT_FIRB | 5493004ZHCILEMZLBS85 | | 00304772770005 | | | FERD AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001242_CT_FIRB | 5493009F6KP3UMLPOY27 | | 931186744 | | | ICA Norge AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001243_CT_FIRB | 549300ZLJDXBXUNCY824 | | 936738540 | | | National Oilwell Varco Norway AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001244_CT_FIRB | 549300N1SDN71ZZ8BO45 | | | | NHY NO Equity | Norsk Hydro ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001245_CT_FIRB | 529900J8VSH14TP5VD23 | | | | | ODFJELL SE | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001246_CT_FIRB | 213800T66DRTE6O6BV87 | | 916235291 | | PGS NO Equity | Petroleum Geo-Services ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001247_CT_FIRB | 529900TH4OAW7WYG1777 | | 987059699 | | | Statkraft AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001248_CT_FIRB | OW6OFBNCKXC4US5C7523 | | 923609016 | | STL NO Equity | Statoil ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001249_CT_FIRB | R7NJHU48LTCIOB9BVU57 | | | | CNU NZ Equity | Chorus Limited | NZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001250_CT_FIRB | 259400GYHYZPQ0HTMT82 | | | | CIE PW Equity | Ciech S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001251_CT_FIRB | 259400A9BI23M3K1NK82 | | | | LTS PW EQUITY | GRUPA LOTOS S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001252_CT_FIRB | 259400WT6MCX3V59XI09 | | | | | Netia S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001253_CT_FIRB | 259400TOMPUOLS65II22 | | 10681 | | TPA1 GB Equity | ORANGE POLSKA SA | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001254_CT_FIRB | 259400TGY6IYEP2EFW87 | | 467426 | | | POLKOMTEL SP. Z O.O. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001255_CT_FIRB | 259400VVMM70CQREJT74 | | 28860 | | PKN PW Equity | Polski Koncern Naftowy ORLEN S.A. (PKN) | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001256_CT_FIRB | 259400NAPDFBOTNCRL54 | | | | TPE PW Equity | TAURON Polska Energia S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001257_CT_FIRB | Q1ECZWEVT6ZTFERCPG94 | | | PLTLKPL00017 | OPL PW EQUITY | TELEKOMUNIKACJA POLSKA SA | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001258_CT_FIRB | 213800RQXBBZ6KSP1I72 | | 500311390 | | | AMORIM & IRMAOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001259_CT_FIRB | 2138002PLGLYW8EP7248 | | | | | AMORIM HOLDING II SGPS SA | PT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001260_CT_FIRB | 213800V5Z38TLIRQW516 | | 500700834 | | | ANA AEROPORTOS PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001261_CT_FIRB | | | 502607920 | | | AUCHAN PORTUGAL HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001262_CT_FIRB | 54930011KNBNPPKW7528 | | 500038015 | | | AUTO SUECO LDA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001263_CT_FIRB | 549300RU6UYW1UMYOP92 | | 500194670 | | | BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001264_CT_FIRB | | | | PTBRI0AM0000 | BRI PL EQUITY | BRISA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001265_CT_FIRB | 549300FREK460JU7RG08 | | 500060266 | | | CELULOSE BEIRA INDUSTRIAL-CELBI SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001266_CT_FIRB | 549300TF1SUYCFUO3840 | | 503309362 | | | COLEP PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001267_CT_FIRB | | | 507195515 | | | CONTROLINVESTE SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001268_CT_FIRB | 213800X28CMB8LAIT849 | | 502557400 | | | CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001269_CT_FIRB | 549300RGQV4M16FESU23 | | 500832234 | | | CUF QUIMICOS INDUSTRIAS, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001270_CT_FIRB | 529900CLC3WDMGI9VH80 | | | PTEDP0AM0009 | EDP PL EQUITY | EDP — Energias de Portugal S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001271_CT_FIRB | 529900LOXJVWGOH84656 | | 503293695 | | | EDP — GESTÃO DA PRODUÇÃO DE ENERGIA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001272_CT_FIRB | | | 504885367 | | | ESPIRITO SANTO SAUDE SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001273_CT_FIRB | 2138003319Y7NM75FG53 | | 504499777 | PTGALIOE0009 | GALP PL Equity | GALP ENERGIA SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001274_CT_FIRB | 213800Y3V72PI6W8KG10 | | 511220448 | | | GRUPO PESTANA — SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001275_CT_FIRB | 259400A8SZP10GB5IB19 | | | PTJMT0AE0001 | JMT PL EQUITY | J.MARTINS | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001276_CT_FIRB | | | 500073880 | | | LENA ENGENHARIA CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001277_CT_FIRB | 549300SNYKYW15R3UE62 | | 502011475 | | | MODELO CONTINENTE HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001278_CT_FIRB | 549300TLPT6W9R3CLQ86 | | 500197814 | | | MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001279_CT_FIRB | 5493003NN4LXUF8JA244 | | | | | Ocidental Companhia Portuguesa de Seguros de Vida, S.A. | PT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001280_CT_FIRB | 54930071D35BVUPC5942 | | 502604751 | | | OPTIMUS-COMUNICACOES S.A | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001281_CT_FIRB | | | 507979265 | | | OPWAY — SGPS, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001282_CT_FIRB | 213800ZWKG61JG7ZCF61 | | 500697370 | | | PETROLEOS PORTUGAL PETROGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001283_CT_FIRB | 259400DRC6WOXNVW8B57 | 500829993 | 500829993 | | 90413Z PL EQUITY | PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001284_CT_FIRB | 549300UNIB7M2AXUXS35 | | | PTPTI0AM0006 | PTCL TQ EQUITY | Portucel S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001285_CT_FIRB | 549300FR1FN48IGHR915 | | | PTREL0AM0008 | RENE PL Equity | REN-Redes Energeticas Nacionais, SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001286_CT_FIRB | | | 500246963 | | | REPSOL PORTUGUESA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001287_CT_FIRB | 5493002X2CCY60HWCU94 | | 500243590 | | | SECIL COMP GERAL CAL CIMENTO SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001288_CT_FIRB | 549300PXZF74GVQM6867 | | 500058580 | | | SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001289_CT_FIRB | 549300EZYIURQ5RGSE56 | | 500278571 | | | SOVENA OILSEEDS PORTUGAL, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001290_CT_FIRB | 549300KFJPELBPMQH079 | | 500833532 | | | SOVENA PORTUGAL CONSUMER GOODS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001291_CT_FIRB | 95980020140005813290 | | 505042037 | | | SUMOL+COMPAL MARCAS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001292_CT_FIRB | | | 500097488 | | | TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001293_CT_FIRB | 549300CNE5R74B3XKF57 | | 505266202 | | | UNICER BEBIDAS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001294_CT_FIRB | | 503933139 | 503933139 | | 3646175Z PL EQUITY | UNILEVER JERÓNIMO MARTINS, LDA. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001295_CT_FIRB | 213800IDK8UTYDSFOG74 | | 502544180 | | | VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001296_CT_FIRB | | 500302200 | 500302200 | | 0265472D PL EQUITY | ZAGOPE — CONSTRUÇÕES E ENGENHARIA S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001297_CT_FIRB | 549300VOFQC1SPGTZM19 | | 503039063 | | | ZON TV CABO PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001298_CT_FIRB | 549300D3EIDZJB62TR20 | | 21183 | | ORDS QD Equity | Ooredoo Q.S.C. | QA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001299_CT_FIRB | 549300UKYDM6L8HEPU79 | | | | SNP RO EQUITY | OMV PETROM S.A. | RO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001300_CT_FIRB | 549300F8ZIGJVUPIU797 | | 24297754 | | | Rompetrol Group N.V.

(The) | RO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001301_CT_FIRB | | | | | GAZP RU Equity | Gazprom OAO | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001302_CT_FIRB | | | | | ROSN RU Equity | OJSC Oil Co Rosneft | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001303_CT_FIRB | | | | | TATN RU Equity | Tatneft OAO | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001304_CT_FIRB | 5493007RN7O98MYBX124 | | | | | AKTIEBOLAG LINDEX | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001305_CT_FIRB | 549300UCKT2UK88AG251 | | | SE0000695876 | ALFA SS EQUITY | Alfa Laval AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001306_CT_FIRB | 549300YECS8HKCIMMB67 | | | SE0000255648 | ASSAB SS EQUITY | Assa Abloy AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001307_CT_FIRB | 213800T8PC8Q4FYJZR07 | | 5560142720 | SE0000122467 | ATCOA SS EQUITY | Atlas Copco Aktiebolag | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001308_CT_FIRB | 2138002GW5WN1UYZAO32 | | 55611256900004 | | | BILIA AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001309_CT_FIRB | 549300YJUYJ9A24RXL71 | | | SE0005906922 | SE0005906922 Corp | BILLERUDKORSNÄS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001310_CT_FIRB | 549300ZACGIQHBBMOD20 | | 5560269549 | | BONN SS EQUITY | Bonnier Finans AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001311_CT_FIRB | 213800SE6FV3UDEIEY92 | | 72317831 | | | CAPIO AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001312_CT_FIRB | 549300GU5OHTR1T5IY68 | | | SE0005932225 | SE0005932225 Corp | Castellum AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001313_CT_FIRB | 549300HCT1WLHEXNLZ18 | | | | | Dometic Holding AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001314_CT_FIRB | 549300Y3HHZB1ZGFPJ93 | | | | ELUXA SS Equity | Electrolux AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001315_CT_FIRB | 549300JNPI46XNH0PM97 | | | | | Fabege AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001316_CT_FIRB | 5493003PZ4F570G3W735 | | | | | GETINGE AB, | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001317_CT_FIRB | 529900XKWB408ZZYBF68 | | | | | GREEN CARGO AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001318_CT_FIRB | 213800YUV362W4E1LP46 | | | | | H & M Hennes & Mauritz GBC AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001319_CT_FIRB | 54930033BTSY61VHUR49 | | 55601011550004 | | | HALDEX AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001320_CT_FIRB | 549300VOTS5OZ82UTG69 | | | SE0005934320 | SE0005934320 Corp | HEMSÖ FASTIGHETS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001321_CT_FIRB | 549300WJFW6ILNI4TA80 | | 5561904771 | SE0000103699 | HEXAB SS EQUITY | Hexagon AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001322_CT_FIRB | 52990080SH3454F0QE68 | | 5560013301 | SE0000109290 | HOLMB SS EQUITY | Holmen AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001323_CT_FIRB | 549300GYQIIJ3UXB7655 | | | SE0001662222 | HUSQB SS EQUITY | HUSQVARNA AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001324_CT_FIRB | 549300VEBQPHRZBKUX38 | | 556013-8298 | XS0795505402 | INVEA SS Equity | Investor AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001325_CT_FIRB | 529900X0UEM9DOM6FK12 | | 5560452103 | SE0000806994 | JM SS EQUITY | JM AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001326_CT_FIRB | 549300VD6SNNS5N5V183 | | | | | KORAB INTERNATIONAL AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001327_CT_FIRB | 5493005OXRTBK0WSJN46 | | 5565451217 | SE0000549412 | KLED SS EQUITY | Kungsleden AB | SE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001328_CT_FIRB | 529900AB08F05L4HWU11 | | | | | LANTMÄNNEN EK FÖR | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001329_CT_FIRB | 213800NS2XXVRYS7WP40 | | | SE0002683557 | LOOMB SS EQUITY | Loomis AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001330_CT_FIRB | 549300SNQNTHQLZQON04 | | 5564272812 | SE0000221723 | MEDAA SS EQUITY | Meda AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001331_CT_FIRB | 549300E8NDODRSX29339 | | 5563099158 | SE0000412371 | MTGB SS EQUITY | MODERN TIMES GROUP MTG AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001332_CT_FIRB | 213800WRGLW3CY4MHW53 | | 55603451740004 | | | NCC | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001333_CT_FIRB | 549300KUJMRC9NW93S96 | | | | | Nobina sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001334_CT_FIRB | 5493007VGEKBZGZ6PC69 | | | | | NYNAS AB (PUBL) | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001335_CT_FIRB | 549300ES84TRW7EWGU35 | | | | | Perstorp Holding AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001336_CT_FIRB | 549300S2D8BDH1CKLI47 | | | | | PostNord AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001337_CT_FIRB | 549300MIHCMD8DCSBY41 | | 55607269770034 | | | Preem | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001338_CT_FIRB | 549300ZHO4JCQQI13M69 | | 556036-0793 | SE0000112385 | SE0005567088 Corp | SAAB AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001339_CT_FIRB | 5299008ZUAXN43LVZF54 | | | | SAND SS Equity | Sandvik AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001340_CT_FIRB | 5299001G94UPTI8C7N54 | | 5566577416 | | 0301536D SS EQUITY | Sandvik Treasury AB | SE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001341_CT_FIRB | 529900AE1FZNUH6EVS39 | | | SE0003366871 | SAS SS EQUITY | SAS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001342_CT_FIRB | 529900BZYSUQLQSPNR07 | | 5560840976 | SE0000308280 | SCVB SS EQUITY | Scania CV AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001343_CT_FIRB | 635400TTYKE8EIWDS617 | | | | SECUB SS Equity | Securitas AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001344_CT_FIRB | 5493004WOSC31U83UG49 | | 5561063834 | | SKAB SS EQUITY | Skanska Financial Services | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001345_CT_FIRB | 549300MA1BZYJU87BW55 | | 5560339086 | SE0000113250 | SKAB SS EQUITY | Skanska Sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001346_CT_FIRB | 549300X6MQ0GG8BRY481 | | | | | SKF sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001347_CT_FIRB | 5493002FIVSWBLEV7P15 | | | | | SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001348_CT_FIRB | 529900329VS14ZIML164 | | 5560163429 | SE0000171100 | SSABA SS EQUITY | SSAB AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001349_CT_FIRB | 529900J0C48FH28HNQ19 | | 5563137933 | SE0000120669 | SSABA SS EQUITY | SSAB Emea AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001350_CT_FIRB | 213800CWLTI7WZCC2R35 | | 5560010802 | | 1081Z SS EQUITY | Stena AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001351_CT_FIRB | 5299005HSK597UX55629 | | | | | SVEASKOG FÖRVALTNINGS AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001352_CT_FIRB | 549300FW5JDRV1IJ0M67 | | | | SCAB SS Equity | Svenska Cellulosa AB [SCA] | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001353_CT_FIRB | 529900ZERGNJBEQEX179 | | 55679708180004 | | | SWEDAVIA AB SWEDAVIA EKONOMI | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001354_CT_FIRB | 5493005DU3003SGUC166 | | | | | SWEDISH HOSPITAL PARTNERS AB, | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001355_CT_FIRB | 529900YVXCGNWAUYZG78 | | | SE0000310336 | SWMA SS EQUITY | Swedish Match AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001356_CT_FIRB | 213800EKD193RVI9HL76 | | 5564108917 | SE0000314304 | TEL2B SS EQUITY | Tele2 AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001357_CT_FIRB | 549300W9JLPW15XIFM52 | | 556016-0680 | XS0435008726 | ERICB SS Equity | Telefonaktiebolaget LM Ericsson | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001358_CT_FIRB | 213800FSR9RNDUOTXO25 | | | | TLSN SS Equity | TeliaSonera AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001359_CT_FIRB | 5493006LU5JO4P7HQ305 | | | | | THULE HOLDING AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001360_CT_FIRB | 213800XY16PAWG2PAD14 | | | | TRELB SS Equity | Trelleborg AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001361_CT_FIRB | 5493007LNZSEWN5KTV42 | | | SE0005769270 | SE0005769270 Corp | Vasakronan | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001362_CT_FIRB | 549300T5RZ1HA5HZ3109 | | | | VATT SS Equity | Vattenfall AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001363_CT_FIRB | 549300HGV012CNC8JD22 | | | SE0000115420 | VOLVB SS EQUITY | Volvo AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001364_CT_FIRB | 54930083GODGBHODQ153 | | 189744 | | | Global A&T Electronics Ltd. | SG | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001365_CT_FIRB | 33D7DTWH8BNIUWE0IF81 | | | | OLAM SP Equity | Olam International Ltd | SG | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001366_CT_FIRB | | | | | 7536988Z SK EQUITY | Volkswagen Slovakia A.S. | SK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001367_CT_FIRB | 549300QOGMPTKB6W7G56 | | 1,07544E+11 | USY71548BY95 | PTT TB Equity | PTT Public Company Limited | TH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001368_CT_FIRB | 8RS0AKOLN987042F2V04 | | | | NXWA GF Equity | 21st Century Fox America, Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001369_CT_FIRB | LUZQVYP4VS22CLWDAR65 | | | US88579YAF88 | MMM SE Equity | 3M Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001370_CT_FIRB | HQD377W2YR662HK5JX27 | | IL08142220 | | ABT US Equity | Abbott Laboratories | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001371_CT_FIRB | FR5LCKFTG8054YNNRU85 | | DE5126809 | | 4AB GF Equity | AbbVie Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001372_CT_FIRB | 549300T0GJTEK811VI53 | | | | WPI US EQUITY | Actavis, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001373_CT_FIRB | 549300QKBENKLBXQ8968 | | PA724325 | | AET US Equity | Aetna Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001374_CT_FIRB | LYOM0B2GCF1JWXK5ZG04 | | | | AGCO UN Equity | AGCO Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001375_CT_FIRB | QUIX8Y7A2WP0XRMW7G29 | | | | A UN Equity | Agilent Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001376_CT_FIRB | 9PO87UV78U1JHLR68X04 | | | | 8685 JT Equity | AIG Financial Products Corp. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001377_CT_FIRB | 7QEON6Y1RL5XR3R1W237 | | | | APD US Equity | Air Products & Chemicals Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001378_CT_FIRB | ABPN11VOHLHX6QR7XQ48 | | | | AA US Equity | Alcoa Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001379_CT_FIRB | XSGZFLO9YTNO9VCQV219 | | | | MO US Equity | Altria Group Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001380_CT_FIRB | ZXTILKJKG63JELOEG630 | | DE2620453 | | AMZN US Equity | Amazon.com, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001381_CT_FIRB | IWUQB36BXD6OWD6X4T14 | | DE0332421 | | AAL UW Equity | American Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001382_CT_FIRB | B6Q2VFHD1797Q7NZ3E43 | | CAC0951492 | | 7267 JT Equity | American Honda Finance Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001383_CT_FIRB | 5493006ORUSIL88JOE18 | | | | AMT US Equity | American Tower Corp [ex- American Tower System] | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001384_CT_FIRB | 549300D3L3G0R4U4VT04 | | | | APH US Equity | Amphenol Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001385_CT_FIRB | B78FQ7XBQFLP4AYJ6F79 | | | | APC US Equity | Anadarko Petroleum Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001386_CT_FIRB | 72ZZ1XRHOOU9P9X16K08 | | | | APA US Equity | Apache Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001387_CT_FIRB | HWUPKR0MPOU8FGXBT394 | | CAC0806592 | | AAPL US Equity | Apple Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001388_CT_FIRB | 42YMHYH0XMHJEXDUB065 | | | | | ARAMARK Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001389_CT_FIRB | W47HVZ7Q6FXL86RELH91 | | DE0717711 | | ACI US Equity | Arch Coal, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001390_CT_FIRB | 549300LO13MQ9HYSTR83 | | DE0152524 | | ADM US Equity | Archer-Daniels-Midland Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001391_CT_FIRB | 0C0SZC7H22UWI2NA3R46 | | | | ARRS UW Equity | Arris Group, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001392_CT_FIRB | 549300YNNLBXT8N8R512 | | NYCARREUS | | ARW US Equity | Arrow Electronics, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001393_CT_FIRB | 6O4MRU8C1MS0K34UQF79 | | KY0580261 | | ASH US Equity | Ashland Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001394_CT_FIRB | 549300Z40J86GGSTL398 | | DE2018584 | | T* MM Equity | AT&T Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001395_CT_FIRB | QVLWEGTD2S8GJMO8D383 | | | | ATO US Equity | Atmos Energy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001396_CT_FIRB | HGBOLILQXWER4SAL2I23 | | | | ADP US Equity | Automatic Data Processing | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001397_CT_FIRB | GA3JGKJ41LJKXDN23E90 | | | | | Autozone Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001398_CT_FIRB | XN8R4HH1TVC1XOCL5P21 | | | | CAR US EQUITY | Avis Budget Car Rental LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001399_CT_FIRB | XJI53DCPL7QABOWK4Z75 | | NYCAVNTUS | | AVT US Equity | Avnet, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001400_CT_FIRB | 5493007RY69UEB1F1B45 | | | | AVP US Equity | Avon Products, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001401_CT_FIRB | MF62XBVMNYTYMC18DL76 | | DE2416636 | | BA/ LN Equity | BAE Systems Holdings Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001402_CT_FIRB | | | | | BHI US EQUITY | Baker Hughes Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001403_CT_FIRB | EWRDABCN7XBHM37LIA98 | | DE2072335 | | | Beam Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001404_CT_FIRB | HL5XPTVRV0O8TUN5LL90 | | MN1K-1056 | | BBY US Equity | Best Buy Co., Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001405_CT_FIRB | KK5MZM9DIXLXZL9DZL15 | | DE2322568 | | BMW HB Equity | BMW US Capital, LLC | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001406_CT_FIRB | 549300DSFX2IE88NSX47 | | | | BWA US Equity | BorgWarner Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001407_CT_FIRB | Y6ZDD9FP4P8JSSJMW954 | | DE0874815 | | BSX UN Equity | Boston Scientific Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001408_CT_FIRB | 549300GMUCJ08527GQ81 | | IN182869-107 | | BP/ LN Equity | BP Corporation North America Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001409_CT_FIRB | 549300YYMNSW7KWZH127 | | | | BP/ LN Equity | BP Products North America Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001410_CT_FIRB | HLYYNH7UQUORYSJQCN42 | | | | BMY US EQUITY | Bristol Myers Squibb Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001411_CT_FIRB | 5493007M0RIN8HY3MM77 | | | | BG US Equity | Bunge Limited | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001412_CT_FIRB | Y7ET3D9SDOFUZ515FE28 | | DE0799956 | | CA US Equity | CA, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001413_CT_FIRB | 43R4VPJBXTU2O15HEF41 | | | | | Calpine Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001414_CT_FIRB | 5493007JDSMX8Z5Z1902 | | | | CPB US Equity | Campbell Soup Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001415_CT_FIRB | CCU46N3GJMF4OK4N7U60 | | OH535613 | | CAH US Equity | Cardinal Health, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001416_CT_FIRB | QXZYQNMR4JZ5RIRN4T31 | | | | 3091Z US Equity | Cargill Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001417_CT_FIRB | EDBQKYOPJUCJKLOJDE72 | | DE0921323 | | CAT SE Equity | Caterpillar Financial Services Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001418_CT_FIRB | WRJR7GS4GTRECRRTVX92 | | | | CAT US EQUITY | Caterpillar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001419_CT_FIRB | 5KYC8KF17ROCY24M3H09 | | DE2106821 | | C5S GM Equity | CBS Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001420_CT_FIRB | CD30XVRLT4QO00B1C706 | | DE3780476 | | CE UN Equity | Celanese US Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001421_CT_FIRB | 4SIHMF0MOSTTL8CD0X64 | | | | CELG US Equity | Celgene Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001422_CT_FIRB | 21TPXMRRHFKOBHDC8J74 | | | | | CenterPoint Energy Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001423_CT_FIRB | 8E6NF1YAL0WT6CWXXV93 | | | | CSCO US EQUITY | Cisco Systems Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001424_CT_FIRB | 549300IA9XFBAGNIBW29 | | | | | CMS Energy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001425_CT_FIRB | B0QU0GIVGFFMCOP5RJ72 | | DE4789658 | | CKK GB Equity | Coca-Cola Enterprises, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001426_CT_FIRB | 2V9V7M0RUQG9M2J4IC47 | | | | | Colfax Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001427_CT_FIRB | YMEGZFW4SBUSS5BQXF88 | | DE0156313 | | CL US Equity | Colgate-Palmolive Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001428_CT_FIRB | 51M0QTTNCGUN7KFCFZ59 | | PA3039985 | | CTP GB Equity | Comcast Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001429_CT_FIRB | 549300OQS2LO07ZJ7N73 | | DE0406521 | | CMC US Equity | Commercial Metals Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001430_CT_FIRB | 6113F6JQLWIUGTBN1L36 | | | | CSC US equity | Computer Sciences Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001431_CT_FIRB | 54930035UDEIH090K650 | | DE0818944 | | CAG US Equity | ConAgra Foods, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001432_CT_FIRB | SYHS7HRDXLL4I0IQ8776 | | | | CXO US EQUITY | Concho Resources Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001433_CT_FIRB | 6VJJ5GQWIRDQ06DUXG89 | | DE0064324 | | COP US Equity | ConocoPhillips Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001434_CT_FIRB | 549300JK3KH8PWM3B226 | | DE2277631 | | CNX UN Equity | CONSOL Energy Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001435_CT_FIRB | 29DX7H14B9S6O3FD6V18 | | | | CTO GM Equity | Costco Wholesale Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001436_CT_FIRB | 549300BO9IWPF3S48F93 | | | | COTY US EQUITY | Coty Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001437_CT_FIRB | TVRMNZKRGA8LPW6XPG60 | | | | | Cox Enterprises Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001438_CT_FIRB | RPPGGRL1J75WGF2DFO04 | | PA3337938 | | CCK US Equity | Crown Americas LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001439_CT_FIRB | ZUNI8PYC725B6H8JU438 | | IN194062-043 | | CMI UN Equity | Cummins Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001440_CT_FIRB | S4BKK9OTCEWQ3YHPFM11 | | | | DHR US EQUITY | Danaher Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001441_CT_FIRB | PWFTNG3EI0Y73OXWDH08 | | | | DE US EQUITY | Deere & Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001442_CT_FIRB | 3E70L4WYANTIWWIPHC81 | | | | DELL US EQUITY | Dell Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001443_CT_FIRB | Q2CCMS6R0AS67HJMBN42 | | | | DAL US EQUITY | Delta Air Lines Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001444_CT_FIRB | 54930042348RKR3ZPN35 | | DE2155705 | | DVN US Equity | Devon Energy Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001445_CT_FIRB | F14FQJ2EEHW5VPYUHL14 | | | | DO US Equity | Diamond Offshore Drilling, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001446_CT_FIRB | 549300Z1UGYT5725XB67 | | DE3535468 | | DTV TQ Equity | DIRECTV Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001447_CT_FIRB | ILUL7B6Z54MRYCF6H308 | | | | D US EQUITY | Dominion Resources Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001448_CT_FIRB | 549300FMC2ALGA7N9E80 | | DE0412823 | | DOV UN Equity | Dover Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001449_CT_FIRB | ZQUIP1CSZO8LXRBSOU78 | | | | DOW US EQUITY | Dow Chemical Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001450_CT_FIRB | 549300IX8SD6XXD71I78 | | | | DTE US EQUITY | DTE Energy Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001451_CT_FIRB | FDPVHDGJ1IQZFK9KH630 | | DE2345566 | | EMN UN Equity | Eastman Chemical Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001452_CT_FIRB | 0NZWDMRCE180888QQE14 | | | | ETN US EQUITY | Eaton Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001453_CT_FIRB | OML71K8X303XQONU6T67 | | DE2871352 | | EBAY US Equity | eBay Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001454_CT_FIRB | FRDRIPF3EKNDJ2CQJL29 | | | | LLY US EQUITY | Eli Lilly & Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001455_CT_FIRB | FGLT0EWZSUIRRITFOA30 | | | | EMR UN Equity | Emerson Electric Co. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001456_CT_FIRB | GHFPUH0OZ5JLGJXWCO16 | | | | ESV UN Equity | ENSCO International Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001457_CT_FIRB | 4XM3TW50JULSLG8BNC79 | | | | ETR US EQUITY | Entergy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001458_CT_FIRB | 549300EVUN2BTLJ3GT74 | | DE2911438 | | EQIX US Equity | Equinix, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001459_CT_FIRB | 549300RO2XES74KQGG63 | | | | XLS US EQUITY | Exelis Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001460_CT_FIRB | 3SOUA6IRML7435B56G12 | | | | EXC US EQUITY | Exelon Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001461_CT_FIRB | CI7MUJI4USF3V0NJ1H64 | | WA601975803 | | EXPE UW Equity | Expedia, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001462_CT_FIRB | J3WHBG0MTS7O8ZVMDC91 | | NJ3793794100 | | XOM US Equity | Exxon Mobil Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001463_CT_FIRB | 549300E707U7WNPZN687 | | | | FDX US EQUITY | FedEx Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001464_CT_FIRB | 6WQI0GK1PRFVBA061U48 | | GA0110597 | | FIS UN Equity | Fidelity National Information Services, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001465_CT_FIRB | 549300NPYMLM4NHTOF27 | | | | | First Solar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001466_CT_FIRB | 549300SVYJS666PQJH88 | | OH953140 | | FE US Equity | FirstEnergy Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001467_CT_FIRB | 6Y0GK87T6V7NJKZJVM41 | | NYCDRRCUS | | FLS US Equity | Flowserve Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001468_CT_FIRB | CQ7WZ4NOFWT7FAE6Q943 | | | | FLR US EQUITY | Fluor Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001469_CT_FIRB | CKDHZ2X64EEBQCSP7013 | | | | FMC US Equity | FMC Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001470_CT_FIRB | EMQFUEY7DV1MVNKAUT87 | | DE3315658 | | FTI US Equity | FMC Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001471_CT_FIRB | 20S05OYHG0MQM4VUIC57 | | | | F US EQUITY | Ford Motor Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001472_CT_FIRB | 2MNR4Q42DBL85U7RD221 | | | | | Forest Oil Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001473_CT_FIRB | A0WMBJD47C49E2JJOM88 | | DE4594648 | | FRE GY Equity | Fresenius US Finance I, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001474_CT_FIRB | 549300FNRIXILI56M704 | | | | 0196414D US EQUITY | Gavilon LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001475_CT_FIRB | 9C1X8XOOTYY2FNYTVH06 | | | | GD US EQUITY | General Dynamics Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001476_CT_FIRB | 3C7474T6CDKPR9K6YT90 | | NYCGECYUS | | GNE FP Equity | General Electric Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001477_CT_FIRB | 2TGYMUGI08PO8X8L6150 | | | | GIS US Equity | General Mills, Inc.

| US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001478_CT_FIRB | 549300PDWRZX0BR28B12 | | DE4717789 | | GM UN Equity | General Motors Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001479_CT_FIRB | L2EVHWFHVAQK72TMH265 | | DE4275413 | | | Georgia-Pacific LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001480_CT_FIRB | 5493002BI0S2ZQUY3437 | | | | GT US EQUITY | Goodyear Tire & Rubber Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001481_CT_FIRB | 7ZW8QJWVPR4P1J1KQY45 | | | | GOOG US EQUITY | Google Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001482_CT_FIRB | ENYF8GB5SMQZ25S06U51 | | DE2681775 | | HAL UN Equity | Halliburton Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001483_CT_FIRB | KAO98FK89NPNNPQGUZ43 | | DE0497602 | | HSC US Equity | Harsco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001484_CT_FIRB | 549300NUB6D2R1ITYR45 | | | | HAS US Equity | Hasbro, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001485_CT_FIRB | 549300PD0C69OJ0NLB27 | | | | 766481Z US EQUITY | Hertz Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001486_CT_FIRB | UASVRYNXNK17ULIGK870 | | DE0097017 | | AHC GB Equity | Hess Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001487_CT_FIRB | WHKXQACZ14C5XRO8LW03 | | | | HPQ US EQUITY | Hewlett-Packard Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001488_CT_FIRB | 5493003STKEZ2S0RNU91 | | | | HNZ US EQUITY | HJ Heinz Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001489_CT_FIRB | ISRPG12PN4EIEOEMW547 | | DE2061772 | | HON UN Equity | Honeywell International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001490_CT_FIRB | KNX4USFCNGPY45LOCE31 | | | | 4335 HK Equity | Intel Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001491_CT_FIRB | VGRQXHF3J8VDLUA7XE92 | | | | IBM US EQUITY | International Business Machines (IBM Corp) | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001492_CT_FIRB | F9HV8ZL85LRIQ6D60098 | | NVC7491-1980 | | IGT UN Equity | International Game Technology | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001493_CT_FIRB | 824LMFJDH41EY779Q875 | | | | IP US EQUITY | International Paper Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001494_CT_FIRB | 5493008IUOJ5VWTRC333 | | | | | Interpublic Group of Cos | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001495_CT_FIRB | 24F6LSZD18II6ICG6S41 | | | | | Itron Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001496_CT_FIRB | YB2O5TUONPB3W1X7WJ88 | | | | ITT US EQUITY | ITT Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001497_CT_FIRB | KD833U13JEIGETBW2749 | | | | JAH US EQUITY | Jarden Corp (fka Alltrista Corp) | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001498_CT_FIRB | 549300XR6O4ACB0KLV08 | | | | | JFB Firth Rixson, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001499_CT_FIRB | E0KSF7PFQ210NWI8Z391 | | | | DE UN Equity | John Deere Capital Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001500_CT_FIRB | 549300G0CFPGEF6X2043 | | NJ5106301000 | | JNJ GQ Equity | Johnson & Johnson | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001501_CT_FIRB | 3LB2NG8VUULSCV2NO430 | | | | JCI US EQUITY | Johnson Controls Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001502_CT_FIRB | LONOZNOJYIBXOHXWDB86 | | | | K US EQUITY | Kellogg Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001503_CT_FIRB | AGX0G2MXE54NFNNICD28 | | | | KU1 US EQUITY | Kentucky Utilities Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001504_CT_FIRB | MP3J6QPYPGN75NVW2S34 | | | | KMB UN Equity | Kimberly-Clark Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001505_CT_FIRB | 549300PDHUGWPWGOT525 | | DE2301470 | | | Kinder Morgan Energy Partners, L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001506_CT_FIRB | 5493005158BXZWGOX572 | | | | 3097Z US EQUITY | Koch Industries Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001507_CT_FIRB | 549300JF6LPRTRJ0FH50 | | | | KSS UN Equity | Kohl's Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001508_CT_FIRB | V1BYR0MM295ZFWYYS367 | | | | KRFT US EQUITY | Kraft Foods Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001509_CT_FIRB | GR3KVMWVCR54YWQNXU90 | | DE0933796 | | LTD GF Equity | L Brands, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001510_CT_FIRB | | | | | LINE US EQUITY | Linn Energy LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001511_CT_FIRB | 5493007B9BM9ZXJINO78 | | DE4009151 | | LYV UN Equity | Live Nation Entertainment, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001512_CT_FIRB | DPRBOZP0K5RM2YE8UU08 | | | | LMT US EQUITY | Lockheed Martin Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001513_CT_FIRB | WAFCR4OKGSC504WU3E95 | | NC0087443 | | LOW UN Equity | Lowe's Companies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001514_CT_FIRB | 2RTSLGQ89VMY18RHX631 | | | | | Manitowoc Co Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001515_CT_FIRB | 1FRVQX2CRLGC1XLP5727 | | DE3395371 | | MRO US Equity | Marathon Oil Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001516_CT_FIRB | 3BNYRYQHD39K4LCKQF12 | | DE4750998 | | MPC UN Equity | Marathon Petroleum Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001517_CT_FIRB | 225YDZ14ZO8E1TXUSU86 | | DE2798413 | | MAR US Equity | Marriott International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001518_CT_FIRB | 54930073HKEO6GZBSS03 | | | | 4614Z US EQUITY | Mars Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001519_CT_FIRB | 549300XMP3KDCKJXIU47 | | DE0706226 | | MMC UN Equity | Marsh & McLennan Companies, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001520_CT_FIRB | 5GCSNMQXHEYA1JO8QN11 | | DE0585027 | | MAS US Equity | Masco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001521_CT_FIRB | AR5L2ODV9HN37376R084 | | DE3390142 | | MA US Equity | MasterCard Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001522_CT_FIRB | 549300VELLG24KHTJ564 | | DE0673809 | | MAT US Equity | Mattel, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001523_CT_FIRB | UE2136O97NLB5BYP9H04 | | | | MCD US EQUITY | McDonald's Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001524_CT_FIRB | 549300WZWOM80UCFSF54 | | DE2417015 | | MCK US Equity | McKesson Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001525_CT_FIRB | 4DL8C98Z5G5IXZLH3578 | | | | MWV US Equity | MeadWestvaco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001526_CT_FIRB | D56MRZY2INAN94ZONZ37 | | | | MDT US EQUITY | Medtronic Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001527_CT_FIRB | 4YV9Y5M8S0BRK1RP0397 | | | | MRK US EQUITY | Merck & Co Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001528_CT_FIRB | INR2EJN1ERAN0W5ZP974 | | WA600413485 | | MSF NA Equity | Microsoft Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001529_CT_FIRB | 54930073LBBH6ZCBE225 | | | | TAP US EQUITY | Molson Coors Brewing Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001530_CT_FIRB | 549300DV9GIB88LZ5P30 | | VA05501796 | | KTF GF Equity | Mondelez International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001531_CT_FIRB | NONUZEX43GHIPSVDD938 | | DE3174788 | | MON US Equity | Monsanto Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001532_CT_FIRB | 6S552MUG6KGJVEBSEC55 | | DE0789650 | | MTLA GF Equity | Motorola Solutions, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001533_CT_FIRB | MOM4570XTJ5YYX7JKH83 | | DE2977161 | | NG/ LN Equity | National Grid USA | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001534_CT_FIRB | 549300VSP3RIX7FGDZ51 | | | | NEM US EQUITY | Newmont Mining Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001535_CT_FIRB | UMI46YPGBLUE4VGNNT48 | | | | NEE UN Equity | NextEra Energy Capital Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001536_CT_FIRB | 549300Z2ZSKKGUE3J147 | | | | NKE US EQUITY | Nike Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001537_CT_FIRB | ZHUWIE4VK4MIYES0UG62 | | IN2000033100151 | | NI UN Equity | NiSource Finance Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001538_CT_FIRB | 7D6DIU2QXTUJRFNNJA49 | | CAC1059173 | | 7201 JT Equity | Nissan Motor Acceptance Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001539_CT_FIRB | 02VFQXG2D1LR5ZH3K186 | | | | NBL UN Equity | Noble Energy, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001540_CT_FIRB | 549300S3IZB5P35KNV16 | | WA178071138 | | JWN US Equity | Nordstrom, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001541_CT_FIRB | RIMU48P07456QXSO0R61 | | | | NOC US EQUITY | Northrop Grumman Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001542_CT_FIRB | 6B6FQLPMMKB14LX6NY57 | | | | | Novelis Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001543_CT_FIRB | 549300GGJCRSI2TIEJ46 | | | | NUE UN Equity | Nucor Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001544_CT_FIRB | IM7X0T3ECJW4C1T7ON55 | | | | OXY US EQUITY | Occidental Petroleum | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001545_CT_FIRB | 52990006VBKYFQMQJX90 | | KvK 34311273 0000 | | OILT UD EQUITY | Oiltanking Finance B.V. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001546_CT_FIRB | HKUPACFHSSASQK8HLS17 | | | | OMC US EQUITY | Omnicom Group | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001547_CT_FIRB | 1Z4GXXU7ZHVWFCD8TV52 | | DE2457805 | | ORCL* MM Equity | Oracle Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001548_CT_FIRB | 549300TOPQ8NG4HGVK16 | | | | | Owens Corning | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001549_CT_FIRB | PH3S12DWZBHHQKVYZ297 | | WA177005077 | | PCAR US Equity | PACCAR Financial Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001550_CT_FIRB | KDTEY8BWE486IKZ3CC07 | | | | PCAR US EQUITY | Paccar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001551_CT_FIRB | SGY07Y7FNYBNLM6Z1M11 | | OR085297-86 | | BRK/A US Equity | PacifiCorp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001552_CT_FIRB | 5493002CONDB4N2HKI23 | | | | PH US EQUITY | Parker Hannifin Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001553_CT_FIRB | EJCO258LNNVSKAR2JX59 | | DE2864939 | | BTU US Equity | Peabody Energy Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001554_CT_FIRB | FJSUNZKFNQ5YPJ5OT455 | | NC0198463 | | PEP SE Equity | PepsiCo, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001555_CT_FIRB | 765LHXWGK1KXCLTFYQ30 | | | | PFE US EQUITY | Pfizer Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001556_CT_FIRB | 8YQ2GSDWYZXO2EDN3511 | | | | | PG&E Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001557_CT_FIRB | HL3H1H2BGXWVG3BSWR90 | | VA0670281-5 | | PMI SE Equity | Philip Morris International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001558_CT_FIRB | TWSEY0NEDUDCKS27AH81 | | | | | Pinnacle West Capital Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001559_CT_FIRB | 549300N2O26NW4ST6W55 | | DE0101728 | | PBI US Equity | Pitney Bowes Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001560_CT_FIRB | 5MRSWZYSSE4064ED3F25 | | | | | Plains Exploration & Production Co LP | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001561_CT_FIRB | 549300BKPEP01R3V6C59 | | PA284424 | | PPG UN Equity | PPG Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001562_CT_FIRB | ZU69GUVJQGZ6Z1UOOO79 | | | | PX US EQUITY | Praxair Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001563_CT_FIRB | 6S3X7J22E861RNTJSA74 | | | | 3252Z US EQUITY | President & Fellows of Harvard College | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001564_CT_FIRB | 2572IBTT8CCZW6AU4141 | | | | PG US EQUITY | Procter & Gamble Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001565_CT_FIRB | 5PRBRS5FEH7NREC8OR45 | | NJ0100802453 | | PRU US Equity | Prudential Financial, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001566_CT_FIRB | PUSS41EMO3E6XXNV3U28 | | | | PEG US EQUITY | Public Service Enterprise Group Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001567_CT_FIRB | 123WALMHY1GZXG2YDL90 | | | | PVH UN Equity | PVH Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001568_CT_FIRB | 8MCWUBXQ0WE04KMXBX50 | | DE2249088 | | DGX UN Equity | Quest Diagnostics Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001569_CT_FIRB | HO1QNWM0IXBZ0QSMMO20 | | | | RL UN Equity | Ralph Lauren Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001570_CT_FIRB | YR6K3WJN0KKLUPZSNL57 | | DE0472015 | | RTN US Equity | Raytheon Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001571_CT_FIRB | NKNQHM6BLECKVOQP7O46 | | | | RSG US EQUITY | Republic Services Group | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001572_CT_FIRB | PQQ60KVT5SJX0ETQT497 | | | | RKT US Equity | Rock-Tenn Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001573_CT_FIRB | VH3R4HHBHH12O0EXZJ88 | | | | ROK US Equity | Rockwell Automation, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001574_CT_FIRB | 549300LJXD867XMVE759 | | | | ROP UN Equity | Roper Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001575_CT_FIRB | K2NEH8QNVW44JIWK7Z55 | | C-38863 | | RCL NO Equity | Royal Caribbean Cruises Ltd. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001576_CT_FIRB | 549300TJCKW4BRXPJ474 | | | | RPM US Equity | RPM International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001577_CT_FIRB | 549300VXRTBPBK07QT94 | | | | 0398293Z US EQUITY | Ruby Pipeline LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001578_CT_FIRB | ZXJ6Y2OSPZXIVGRILD15 | | FL590739250 | | R US Equity | Ryder System, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001579_CT_FIRB | 549300NKZ6VCN5P3K723 | | DE2096948 | | SWY US Equity | Safeway Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001580_CT_FIRB | RLTHESQ0RNFQJWPBJN60 | | DE2258732 | | SGMS UW Equity | Scientific Games International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001581_CT_FIRB | Q0M0CZB4YN6JZ65WXI09 | | | | SEE US EQUITY | Sealed Air Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001582_CT_FIRB | PBBKGKLRK5S5C0Y4T545 | | CAC1991515 | | SRE US Equity | Sempra Energy | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001583_CT_FIRB | KAF673KJXD92C8KSLU49 | | | | SLGN US EQUITY | Silgan Holdings Inc [fka Silgan Corp] | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001584_CT_FIRB | MR92GTD0MJTTTTQDVG45 | | DE2360269 | | | Simon Property Group, L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001585_CT_FIRB | HHWAT5TDOYZMM26KKQ73 | | | | SNA US Equity | Snap-on Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001586_CT_FIRB | 549300FC3G3YU2FBZD92 | | | | | Southern Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001587_CT_FIRB | EFWMP121W54QV9MGOP87 | | DE4116263 | | SWN US Equity | Southwestern Energy Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001588_CT_FIRB | P761FCI0CPOG24I8JE10 | | | | SPW US Equity | SPX Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001589_CT_FIRB | 549300DJ09SMTO561131 | | | | SWK US Equity | Stanley Black & Decker, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001590_CT_FIRB | XQM2JINI1UL7642TU573 | | | | SPLS US Equity | Staples, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001591_CT_FIRB | 5493002F0SC4JTBU5137 | | MI148492 | | SYK US Equity | Stryker Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001592_CT_FIRB | 549300TXO070764WUH65 | | | | SPWR US EQUITY | Sunpower Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001593_CT_FIRB | YF6ZV0M6AU4FY94MK914 | | | | SYMC US Equity | Symantec Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001594_CT_FIRB | 5RGWIFLMGH3YS7KWI652 | | | | SYY US Equity | Sysco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001595_CT_FIRB | 8WDDFXB5T1Z6J0XC1L66 | | | | TGT US Equity | Target Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001596_CT_FIRB | 6HL0C5LCIE4TN8UZHL06 | | DE2980513 | | TRP UN Equity | TC PipeLines, LP | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001597_CT_FIRB | UUL85LWXB4NGSWWXIQ25 | | | | TFX US Equity | Teleflex Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001598_CT_FIRB | YAWJZJYEQ7M1SYMOS462 | | DE2106001 | | TEX UN Equity | Terex Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001599_CT_FIRB | CMTK1YBYNLPLIS3QLI53 | | | | TSO US EQUITY | Tesoro Petroleum | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001600_CT_FIRB | 549300VFZ8XJ9NUPU221 | | | | | The Estee Lauder Companies | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001601_CT_FIRB | HCHV7422L5HDJZCRFL38 | | DE0558016 | | TMO US Equity | Thermo Fisher Scientific Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001602_CT_FIRB | KNG3XRAA0RHN9H62OK76 | | | | TWX US EQUITY | Time Warner Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001603_CT_FIRB | B0I35MLPFXZSE70ASS73 | | | | TKR US EQUITY | Timken Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001604_CT_FIRB | 549300V2JRLO5DIFGE82 | | DE3058821 | | DTE GF Equity | T-Mobile USA, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001605_CT_FIRB | R1JB4KXN77XFCXOQKV49 | | DE7324254 | | TRN US Equity | Trinity Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001606_CT_FIRB | 3NWOXIHJSQCX0SM5Z749 | | DE3589359 | | TRW US Equity | TRW Automotive Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001607_CT_FIRB | G8NWFN4YP7CR6FOP4886 | | | | | Tupperware Brands Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001608_CT_FIRB | WD6L6041MNRW1JE49D58 | | | | TSN US Equity | Tyson Foods, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001609_CT_FIRB | MYF1DAS6G5WY7PRWCU78 | | DE0945814 | | ULVR LN Equity | Unilever Capital Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001610_CT_FIRB | K1OQBWM7XEOO08LDNP29 | | DE0890080 | | UAL UN Equity | United Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001611_CT_FIRB | D01LMJZU09ULLNCY6Z23 | | | | UPS US EQUITY | United Parcel Service Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001612_CT_FIRB | JNLUVFYJT1OZSIQ24U47 | | | | X UN Equity | United States Steel Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001613_CT_FIRB | I07WOS4YJ0N7YRFE7309 | | | | UTX US EQUITY | United Technologies Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001614_CT_FIRB | 549300VSXHFQVR770L55 | | DE4426189 | | | Univar Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001615_CT_FIRB | 549300BZXZ66F6DTIF20 | | VA0016487-1 | | UVV US Equity | Universal Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001616_CT_FIRB | 5493004XNBKB5SFUJI60 | | DE0932960 | | AAL UW Equity | US Airways, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001617_CT_FIRB | KOO0397YRO83WY5MGD97 | | | | VRX CT Equity | Valeant Pharmaceuticals International | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001618_CT_FIRB | 549300XTO5VR8SKV1V74 | | | | VLO US EQUITY | Valero Energy Corp | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001619_CT_FIRB | 2S72QS2UO2OESLG6Y829 | | | | VZ US EQUITY | Verizon Communications Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001620_CT_FIRB | CWAJJ9DJ5Z7P057HV541 | | | | VFC US EQUITY | VF Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001621_CT_FIRB | X0ST5BPF0CZG9FE5OV61 | | | | VIA US EQUITY | Viacom Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001622_CT_FIRB | 549300OBVCU4IRZFZ230 | | | | | Virgin Media Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001623_CT_FIRB | CQKUMNNZVDJLRYV2PT43 | | | | | Virginia Electric & Power Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001624_CT_FIRB | 549300JZ4OKEHW3DPJ59 | | | | V US Equity | Visa Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001625_CT_FIRB | 549300BMOJ05INE4YK86 | | DE2669712 | | | Vornado Realty L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001626_CT_FIRB | 549300UUPJ2NXDB68M19 | | DE0911551 | | | VW Credit, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001627_CT_FIRB | Y87794H0US1R65VBXU25 | | | | WMT US EQUITY | Wal-Mart Stores Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001628_CT_FIRB | 7260JQNI6SCF9FIV2392 | | | | DIS US EQUITY | Walt Disney Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001629_CT_FIRB | IQN3XTJNANI73KWRED03 | | | | | Walter Energy Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001630_CT_FIRB | 549300YX8JIID70NFS41 | | | | WM US EQUITY | Waste Management | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001631_CT_FIRB | 3CYEJKBUJZO3UW777J80 | | DE3797582 | | | WEA Finance LLC | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001632_CT_FIRB | WHENKOULSSK7WUM60H03 | | | | WHR US EQUITY | Whirlpool Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001633_CT_FIRB | D3W7PCXCBRQLL17DZ313 | | | | | World Fuel Services Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001634_CT_FIRB | T4VNTWMFQ7JQB65L7T35 | | DE3664441 | | WYN UN Equity | Wyndham Worldwide Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001635_CT_FIRB | LGJNMI9GH8XIDG5RCM61 | | MN37-AA | | XEL US Equity | Xcel Energy Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001636_CT_FIRB | 4KF48RN45X1OO8UBLY20 | | | | XRX UN Equity | Xerox Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001637_CT_FIRB | 6EY4K7ZMF9UX1CU6KC79 | | | | XIX GF Equity | Xilinx, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001638_CT_FIRB | 549300DF5MV96DRYLQ48 | | | | XYL US EQUITY | Xylem Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001639_CT_FIRB | 2P2YLDVPES3BXQ1FRB91 | | DE3343799 | | ZMH US Equity | Zimmer Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001640_CT_FIRB | 549300HD9Q1LOC9KLJ48 | | | | ZTS UN Equity | Zoetis Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001641_CT_FIRB | 5493007CO5W5OBFG7L21 | | | | | RETAIL ESTATES NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001642_CT_FIRB | 549300QSUNKAEBMYIR16 | | | | | RAVAGO S.A.

| BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001643_CT_FIRB | 549300O3SGMD4K45DN61 | | | BE 0404621642 | | ALCATEL-LUCENT BELL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001644_CT_FIRB | 54930031IF9XW7PCY637 | | | BE 0403992231 | | Atlas Copco Airpower | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001645_CT_FIRB | 549300PR82EONF1NKE18 | | | BE 0473566965 | | BELFIMA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001646_CT_FIRB | 549300UOBXCS79E82606 | | | BE 0404535431 | | Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001647_CT_FIRB | 549300VSM2RG55U2QU15 | | | BE 0400853488 | | BRUSSELS AIRLINES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001648_CT_FIRB | 5493007ZLRNTTT9B6384 | | | | | Carrefour Finance SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001649_CT_FIRB | 529900P0HVIO92I8AU52 | | | BE 0422362447 | | COCKERILL MAINTENANCE & INGENIERIE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001650_CT_FIRB | 549300VWVXR1GOHG0E16 | | | BE 0425702910 | | COFELY FABRICOM sa | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001651_CT_FIRB | 5493003N7PPOYDZI1G90 | | | BE 0400464795 | | COMPAGNIE D'ENTREPRISES CFE — AANNEMINGSMAATSCHAPPIJ CFE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001652_CT_FIRB | 5299009GDDJ20VCTA286 | | | BE 0404411707 | | CONTINENTAL BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001653_CT_FIRB | 549300NF0J86QSGBSV95 | | | BE 0413572663 | | DELDO AUTOBANDEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001654_CT_FIRB | 549300KT827RUL680A73 | | | BE0428741087 | | D'IETEREN Treasury | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001655_CT_FIRB | 5493000G720YN71E2S86 | | | BE 0435305514 | | DREDGING INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001656_CT_FIRB | 529900YOYR5FW12UBJ80 | | | BE 0471811661 | | EDF Luminus | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001657_CT_FIRB | 549300F203XBWYK45D98 | | | BE 0411515075 | | Emmaüs vzw | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001658_CT_FIRB | 529900T3V512W5JEJF78 | | | BE 0406183144 | | Evonik Degussa Antwerpen | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001659_CT_FIRB | 5493006GOR72R0ZYBN98 | | | BE 0860409202 | | EXMAR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001660_CT_FIRB | 52990071WX2UW1WNHC16 | | | BE 0402954628 | | FLUXYS BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001661_CT_FIRB | 529900RL1B6NSLKU7P45 | | | BE 0821382439 | | FLUXYS FINANCE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001662_CT_FIRB | 549300EL1OTYCHBFUV17 | | | BE 0442100363 | | GDF SUEZ CC SCRL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001663_CT_FIRB | 549300AS6JDY8GAUB274 | | | BE 0831958211 | | GDF SUEZ ENERGY MANAGEMENT TRADING | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001664_CT_FIRB | 6IM6CQKADLNCQGUEU352 | | | BE0439255986 | | GEMS Services SA/NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001665_CT_FIRB | 549300UFHGFY5IOON989 | | | BE 0220324117 | | Gimv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001666_CT_FIRB | 5493004EAZQ20FYJKT70 | | | BE 0438202052 | | greif services belgium | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001667_CT_FIRB | 5299004FBX5DGG463D98 | | | BE 0430060188 | | HERAEUS ELECTRO — NITE INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001668_CT_FIRB | 5493002TTO3072KC6L60 | | | BE 0402220594 | | Hewlett — Packard Belgium | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001669_CT_FIRB | 549300VI27GGJFIOCP26 | | | BE 0440113348 | | INTERNATIONAL FINANCE CENTER CFE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001670_CT_FIRB | 5493002RVRZ1S3CPUI26 | | | BE 0428750985 | | ION BEAM APPLICATIONS S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001671_CT_FIRB | 54930073JZQL85NE3817 | | | BE 0222343301 | | IVERLEK | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001672_CT_FIRB | 549300YEC7519H8CBF72 | | | BE 0473587751 | | J.C. General Services CVBA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001673_CT_FIRB | 549300U0BLKP6Y8LPX16 | | | BE 0404778426 | | Katoen Natie | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001674_CT_FIRB | 529900X1VAF3IXDZJ071 | | | | | LE PEIGNE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001675_CT_FIRB | 549300ROPVHSEKEMW107 | | | BE 0807049797 | | LOCORAIL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001676_CT_FIRB | 549300L6DOLPEQSOI005 | | | BE 0405580655 | | MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001677_CT_FIRB | 5493007JS0ZHJVBUWP18 | | | BE 0456810810 | | MOBISTAR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001678_CT_FIRB | 549300V3ES7BVGYNRZ58 | | | BE 0413630071 | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001679_CT_FIRB | 529900P78BT1RIIYWY69 | | | BE 0458885719 | | NUTRECO CAPITAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001680_CT_FIRB | 549300XHGK09MEWMOL68 | | | BE 0419457296 | | Ontex bvba | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001681_CT_FIRB | 5299009CBE6VJXABZS81 | | | BE 0436410522 | | RAFFINERIE TIRLEMONTOISE — TIENSE SUIKERRAFFINADERERIJ | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001682_CT_FIRB | 529900P4SONA6KVTRT86 | | | BE 0428343981 | | RECTICEL INTERNATIONAL SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001683_CT_FIRB | 529900LK4T42CNH2U882 | | | BE 0434475767 | | S.B. MANAGEMENT AND SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001684_CT_FIRB | 529900FTYUE9QOXMU884 | | | BE 0434284638 | | SAINT-GOBAIN BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001685_CT_FIRB | 549300CCKFF44A550J72 | | | BE 0400747580 | | SARENS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001686_CT_FIRB | 549300JTFH1WHCEMIN40 | | | BE 0407139583 | | SD WORX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001687_CT_FIRB | HB7FFAZI0OMZ8PP8OE26 | | | BE 0413330856 | | Society for Worldwide Interbank Financial Telecommunication | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001688_CT_FIRB | 213800IS5GA1OZ8RBM85 | | | BE 0473416418 | | TELENET nv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001689_CT_FIRB | 529900R7MYQQO8CHR962 | | | BE 0403063902 | | TOTAL BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001690_CT_FIRB | 5299003N2SCVNU16O909 | | | BE 0403079441 | | Total Petrochemicals & Refining SA/NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001691_CT_FIRB | 549300ZSTW3D1UXOXY91 | | | BE 0412639681 | | TRACTEBEL ENGINEERING sa | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001692_CT_FIRB | 529900F3AIQECS8ZSV61 | | | | | UMICORE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001693_CT_FIRB | 549300J5X4E65PJHE355 | | | BE 0464538245 | | VPK SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001694_CT_FIRB | 5493002MUOV04NSPT571 | 2796756-1 | | | | RBC INVESTOR SERVICES TRUST | CA | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001695_CT_FIRB | 549300G6ZUFBJVLAJQ46 | | | | | MERCURIA ENERGY TRADING SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001696_CT_FIRB | 5299009K1FINARYDEC72 | | | | | RENAULT FINANCE SA | CH | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001697_CT_FIRB | 549300WZRVQERM819Z90 | 1141987-6 | CH02039235685 | | | Schweizerische RÃ ckversicherungs-Gesellschaft AG | CH | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001698_CT_FIRB | 52990031Q7PCTSUSRW11 | 2820823-9 | HRB40498 | | | LBBW Dublin Management GmbH | DE | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001699_CT_FIRB | 529900GHE5268QPEOH13 | 2537992-6 | HRB106727 | | | LIDL IRELAND GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001700_CT_FIRB | 529900USFSZYPS075O24 | 1144838-8 | HRB3790 | | | VOLKSWAGEN FINANCIAL SERVICES AG | DE | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001701_CT_FIRB | 549300Y5BJOTCMUYT658 | | | | | ARCELORMITTAL TREASURY SNC | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001702_CT_FIRB | 969500KY4MRVCLM9HE48 | | | | | EDF ENERGIES NOUVELLES | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001703_CT_FIRB | 529900QI55ZLJVCMPA71 | | | | | TOTAL CAPITAL | FR | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001704_CT_FIRB | 2138006E2VG89XLORJ06 | | 02366682 | | | YORKSHIRE WATER SERVICES LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001705_CT_FIRB | 549300BPQYQ838KE1X51 | | | | | UNIPEC ASIA COMPANY LIMITED | HK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001706_CT_FIRB | 213800SKZTSE2L1BII69 | | | | | THAMES WATER UTILITIES CAYMAN FINANCE LIMITED | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001707_CT_FIRB | 0YQH6LCEF474UTUV4B96 | | KvK 34313428 0000 | | | ENEL FINANCE INTERNATIONAL N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001708_CT_FIRB | 4ME66GO1Q4T87C52WS37 | | KvK 33134831 0000 | | | GENERAL ELECTRIC INTERNATIONAL INC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001709_CT_FIRB | | | | | 1310Z AR Equity | Argentina | AR | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001710_CT_FIRB | | | | | 1525Z AU Equity | Australia | AU | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001711_CT_FIRB | | | | | 1480Z AV Equity | Austria | AT | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001712_CT_FIRB | | | | | 43886Z BD Equity | Bangladesh | BD | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001713_CT_FIRB | | | | | 111136Z BB Equity | Belgium | BE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001714_CT_FIRB | | | | | 1323Z BZ Equity | Brazil | BR | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001715_CT_FIRB | | | | | 129225Z BU Equity | Bulgaria | BG | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001716_CT_FIRB | | | | | 80710Z CN Equity | Canada | CA | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001717_CT_FIRB | | | | | 45793Z CI Equity | Chile | CL | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001718_CT_FIRB | | | | | PRCH CH Equity | China | CN | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001719_CT_FIRB | | | | | 1153Z CB Equity | Colombia | CO | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001720_CT_FIRB | | | | | 1040Z CP Equity | Czech Republic | CZ | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001721_CT_FIRB | | | | | 1271Z DC Equity | Denmark | DK | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001722_CT_FIRB | | | | | 1083Z EY Equity | Egypt | EG | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001723_CT_FIRB | | | | | 1000Z ET Equity | Estonia | EE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001724_CT_FIRB | | | | | 1306Z FH Equity | Finland | FI | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001725_CT_FIRB | | | | | 223727Z FP Equity | France | FR | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001726_CT_FIRB | | | | | 3413Z GR Equity | Germany | DE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001727_CT_FIRB | | | | | 1004Z GA Equity | Greece | GR | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001728_CT_FIRB | | | | | 1182Z HB Equity | Hungary | HU | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001729_CT_FIRB | | | | | 1504Z IN Equity | India | IN | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001730_CT_FIRB | | | | | 1133Z IJ Equity | Indonesia | ID | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001731_CT_FIRB | | | | | 1266Z ID Equity | Ireland | IE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001732_CT_FIRB | | | | | 3343943Z IT Equity | Israel | IL | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001733_CT_FIRB | | | | | 2103Z IM Equity | Italy | IT | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001734_CT_FIRB | | | | | JAPZ JP Equity | Japan | JP | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001735_CT_FIRB | | | | | 1001Z KN Equity | Kenya | KE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001736_CT_FIRB | | | | | 3344606Z LR Equity | Latvia | LV | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001737_CT_FIRB | | | | | 1092Z LH Equity | Lithuania | LT | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001738_CT_FIRB | | | | | 1110Z LX Equity | Luxembourg | LU | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001739_CT_FIRB | | | | | 1124Z MK Equity | Malaysia | MY | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001740_CT_FIRB | | | | | 5753Z US Equity | Malta | MT | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001741_CT_FIRB | | | | | 1426Z MM Equity | Mexico | MX | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001742_CT_FIRB | | | | | 1096Z MC Equity | Morocco | MA | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001743_CT_FIRB | | | | | 1533Z NA Equity | Netherlands | NL | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001744_CT_FIRB | | | | | 46443Z NZ Equity | New Zealand | NZ | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001745_CT_FIRB | | | | | 1233Z NO Equity | Norway | NO | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001746_CT_FIRB | | | | | 279379Z PM Equity | Philippines | PH | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001747_CT_FIRB | | | | | 1084Z PW Equity | Poland | PL | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001748_CT_FIRB | | | | | 1174Z PL Equity | Portugal | PT | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001749_CT_FIRB | | | | | 1089Z RO Equity | Romania | RO | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001750_CT_FIRB | | | | | 4458Z RU Equity | Russia | RU | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001751_CT_FIRB | | | | | 3344642Z AB Equity | Saudi Arabia | SA | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001752_CT_FIRB | | | | | 1545Z SP Equity | Singapore | SG | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001753_CT_FIRB | | | | | 1023Z SK Equity | Slovakia | SK | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001754_CT_FIRB | | | | | 1091Z SV Equity | Slovenia | SI | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001755_CT_FIRB | | | | | 50184Z SJ Equity | South Africa | ZA | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001756_CT_FIRB | | | | | ROKZ KS Equity | South Korea | KR | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001757_CT_FIRB | | | | | 1841Z SM Equity | Spain | ES | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001758_CT_FIRB | | | | | 204283Z EK Equity | Sudan | SD | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001759_CT_FIRB | | | | | 1179Z SS Equity | Sweden | SE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001760_CT_FIRB | | | | | 344758Z SW Equity | Switzerland | CH | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001761_CT_FIRB | | | | | 116657Z TT Equity | Taiwan | TW | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001762_CT_FIRB | | | | | 1179Z TB Equity | Thailand | TH | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001763_CT_FIRB | | | | | 114144Z TI Equity | Turkey | TR | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001764_CT_FIRB | | | | | 1089Z UZ Equity | Ukraine | UA | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001765_CT_FIRB | | | | | 3344698Z UH Equity | United Arab Emirates | AE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001766_CT_FIRB | | | | | 6152Z LN Equity | United Kingdom | GB | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001768_CT_FIRB | | | | | 6152Z LN Equity | United States | US | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001769_CT_FIRB | | | | | 1069Z VC Equity | Venezuela | VE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001770_CT_FIRB | | | | | 231715Z VN Equity | Vietnam | VN | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001771_CT_FIRB | ZTMSNXROF84AHWJNKQ93 | | | | | INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT | US | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001772_CT_FIRB | QKL54NQY28TCDAI75F60 | | | | | INTERNATIONAL FINANCE CORPORATION | US | Sovereign sample | General governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001773_CT_FIRB | BFXS5XCH7N0Y05NIXW11 | | | | 3531454Z NA EQUITY | ABN Amro | NL | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001774_CT_FIRB | | | | CNE100000Q43 | 1288 HK EQUITY | Agricultural Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001775_CT_FIRB | 3U8WV1YX2VMUHH7Z1Q21 | | | IE0000197834 | ALBK ID EQUITY | ALLIED IRISH BANKS PLC | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001776_CT_FIRB | 5299009N55YRQC69CN08 | | | GRS015013006 | ALPHA GA EQUITY | Alpha Bank | GR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001777_CT_FIRB | JHE42UYNWWTJB8YTTU19 | | | AU000000ANZ3 | ANZ AU EQUITY | ANZ | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001778_CT_FIRB | 549300CTUU1RFXHQJE44 | | | US0594603039 | BBD US EQUITY | Banco Bradesco | BR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001779_CT_FIRB | JU1U6S0DG9YLT7N8ZV32 | | | PTBCP0AM0007 | BCP PL EQUITY | BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) | PT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001780_CT_FIRB | QE0Q0253K88YAGNPE356 | | | BRBBASACNOR3 | BBAS3 BZ EQUITY | Banco Do Brasil | BR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001781_CT_FIRB | 5493006P8PDBI8LC0O96 | | | IT0005002883 | BP IM EQUITY | Banco Popolare | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001782_CT_FIRB | 9DJT3UXIJIZJI4WXO774 | | | US0605051046 | BAC US EQUITY | Bank of America Corp. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001783_CT_FIRB | 54930053HGCFWVHYZX42 | | | CNE1000001Z5 | 3988 HK EQUITY | Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001784_CT_FIRB | | | | CNE100000205 | 3328 HK EQUITY | Bank of Communications | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001785_CT_FIRB | CO6GC26LCGGRTUESIP55 | | | HK0023000190 | 23 HK EQUITY | Bank of East Asia Ltd. | HK | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001786_CT_FIRB | Q2GQA2KF6XJ24W42G291 | | | IE0030606259 | BKIR ID EQUITY | BANK OF IRELAND | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001787_CT_FIRB | NQQ6HPCNCCU6TUTQYE16 | | | CA0636711016 | BMO CN EQUITY | Bank of Montreal | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001788_CT_FIRB | WFLLPEPC7FZXENRZV188 | | | US0640581007 | BK US EQUITY | Bank of New York Mellon Corp. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001789_CT_FIRB | L3I9ZG2KFGXZ61BMYR72 | | | CA0641491075 | BNS CN EQUITY | Bank of Nova Scotia | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001790_CT_FIRB | 549300685QG7DJS55M76 | | | ES0113307021 | BKIA SM EQUITY | Bankia | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001791_CT_FIRB | VWMYAEQSTOPNV0SUGU82 | | | ES0113679I37 | BKT SM EQUITY | BANKINTER | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001792_CT_FIRB | G5GSEF7VJP5I7OUK5573 | | | GB0031348658 | BARC LN EQUITY | Barclays Plc | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001794_CT_FIRB | VDYMYTQGZZ6DU0912C88 | 1103165-5 | | | BLGZ GR EQUITY | Bayerische Landesbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001795_CT_FIRB | K8MS7FD7N5Z2WQ51AZ71 | | | ES0113211835 | BBVA SM EQUITY | BBVA | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001796_CT_FIRB | A5GWLFH3KM7YV2SFQL84 | | | | CCBG BB EQUITY | Belfius (Ex-Dexia bank) | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001797_CT_FIRB | R0MUWSFPU8MPRO8K5P83 | | | FR0000131104 | BNP FP EQUITY | BNP Paribas | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001798_CT_FIRB | 9695005MSX1OYEMGDF46 | | | | 3692594z fp equity | BPCE | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001799_CT_FIRB | 7CUNS533WID6K7DGFI87 | | | ES0140609019 | CABK SM EQUITY | CaixaBank | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001800_CT_FIRB | 2IGI19DL77OX0HC3ZE78 | | | CA1360691010 | CM CN EQUITY | Canadian Imperial Bank of Commerce | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001801_CT_FIRB | | | | CNE1000001Q4 | 998 HK EQUITY | China CITIC Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001802_CT_FIRB | 5493001KQW6DM7KEDR62 | | | CNE1000002H1 | 939 HK EQUITY | China Construction | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001803_CT_FIRB | | | | CNE100000SL4 | 601818 CH EQUITY | China Everbright Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001804_CT_FIRB | 549300MKO5B60FFIHF58 | | | CNE1000002M1 | 3968 HK EQUITY | China Merchants Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001805_CT_FIRB | 549300HBUGSQD1VCXG94 | | | CNE100000HF9 | 1988 HK EQUITY | China Minsheng Banking Corp., Ltd. | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001806_CT_FIRB | 6SHGI4ZSSLCXXQSBB395 | | | US1729674242 | C US EQUITY | Citigroup | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001807_CT_FIRB | 851WYGNLUQLFZBSYGB56 | 1106139-7 | | DE000CBK1001 | CBK GY EQUITY | Commerzbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001808_CT_FIRB | MSFSBD3QN1GSN7Q6C537 | | | AU000000CBA7 | CBA AU EQUITY | Commonwealth | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001809_CT_FIRB | 969500TJ5KRTCJQWXH05 | | | FR0000045072 | ACA FP EQUITY | Crédit Agricole | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001810_CT_FIRB | 9695000CG7B84NLR5984 | | | | CMUT FP EQUITY | Crédit Mutuel | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001811_CT_FIRB | ANGGYXNX0JLX3X63JN86 | | | CH0012138530 | CSGN VX EQUITY | Credit Suisse | CH | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001812_CT_FIRB | MAES062Z21O4RZ2U7M96 | | | DK0010274414 | DANSKE DC EQUITY | Danske Bank | DK | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001813_CT_FIRB | 7LTWFZYICNSX8D621K86 | 1106989-5 | | DE0005140008 | DBk GY EQUITY | Deutsche Bank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001814_CT_FIRB | 549300GKFG0RYRRQ1414 | | | NO0010031479 | DNB NO EQUITY | DNB NOR | NO | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001815_CT_FIRB | 529900HNOAA1KXQJUQ27 | 1107041-4 | | DE0008343104 | DGBK GR EQUITY | DZ BANK AG Deutsche Zentral-Genossenschaftsbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001816_CT_FIRB | JEUVK5RWVJEN8W0C9M24 | | | GRS323003004 | EUROB GA EQUITY | EFG EUROBANK ERGASIAS | GR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001817_CT_FIRB | PQOH26KWDF7CG10L6792 | | | AT0000652011 | EBS AV EQUITY | Erste Group Bank AG | AT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001818_CT_FIRB | 549300GGF3CSCFS5UT61 | | | PTBES0AM0007 | BES PL EQUITY | ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) | PT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001819_CT_FIRB | THRNG6BD57P9QWTQLG42 | | | US3167731005 | FITB US EQUITY | Fifth Third Bancorp | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001820_CT_FIRB | 784F5XWPLTWKTBV3E584 | | | US38141G1040 | GS US EQUITY | Goldman Sachs Group | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001821_CT_FIRB | MLU0ZO3ML4LN2LL2TL39 | | | GB0005405286 | HSBA LN EQUITY | HSBC Holdings | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001823_CT_FIRB | | | | CNE000001QZ7 | 601166 CH EQUITY | Industrial Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001824_CT_FIRB | 5493002ERZU2K9PZDL40 | | | CNE1000003G1 | 1398 HK EQUITY | Industrial Commercial Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001825_CT_FIRB | 3TK20IVIUJ8J3ZU0QE75 | | | NL0000303600 | INGA NA EQUITY | ING | NL | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001826_CT_FIRB | 2W8N8UU78PMDQKZENC08 | | | IT0000072618 | ISP IM EQUITY | Intesa | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001827_CT_FIRB | 635400DTNHVYGZODKQ93 | | | | ILOA ID EQUITY | Permanent TSB Group Holdings Plc | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001828_CT_FIRB | BZO2P8KHO2O10H5QQ663 | | | BRITUBACNPR1 | ITUB4 BZ EQUITY | Itaú Unibanco Holding | BR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001829_CT_FIRB | 8I5DZWZKVSZI1NUHU748 | | | US46625H1005 | JPM US EQUITY | JPMorgan Chase & Co.

| US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001830_CT_FIRB | 3M5E1GQGKL17HI6CPN30 | | | DK0010307958 | JYSK DC EQUITY | Jyske Bank | DK | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001831_CT_FIRB | 213800X3Q9LSAKRUWY91 | | | BE0003565737 | KBC BB EQUITY | KBC | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001832_CT_FIRB | 549300XXMOJSIW8P4769 | | | KR7060000007 | 060000 KS EQUITY | Kookmin Bank | KR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001833_CT_FIRB | B81CK4ESI35472RHJ606 | 1001144-3 | | | 2525Z GR EQUITY | Landesbank Baden-Württemberg | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001834_CT_FIRB | 549300PPXHEU2JF0AM85 | | | GB0008706128 | LLOY LN EQUITY | Lloyds Banking Group | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001836_CT_FIRB | 4ZHCHI4KYZG2WVRT8631 | | | AU000000MQG1 | MQG AU EQUITY | Macquarie | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001837_CT_FIRB | PSNL19R2RXX5U3QWHI44 | | | IT0000062957 | mb im equity | Mediobanca SpA | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001838_CT_FIRB | | | | JP3902900004 | 8306 JP EQUITY | Mitsubishi UFJ Financial Group | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001839_CT_FIRB | RB0PEZSDGCO3JS6CEU02 | | | JP3885780001 | 8411 JP EQUITY | Mizuho Financial Group | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001840_CT_FIRB | J4CP7MHCXR8DAQMKIL78 | | | IT0001334587 | BMPS IM EQUITY | Monte Dei Paschi | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001841_CT_FIRB | IGJSJL3JD5P30I6NJZ34 | | | US6174464486 | MS US EQUITY | Morgan Stanley | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001842_CT_FIRB | F8SB4JFBSYQFRQEH3Z21 | | | AU000000NAB4 | NAB AU EQUITY | National Australia Bank | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001843_CT_FIRB | 549300XFX12G42QIKN82 | | | | 0916972D LN EQUITY | Nationwide Building Society | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001845_CT_FIRB | 549300B3CEAHYG7K8164 | | | JP3762600009 | 8604 JP EQUITY | Nomura Holdings | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001846_CT_FIRB | DSNHHQ2B9X5N6OUJ1236 | 1124864-8 | | | 2531Z GR EQUITY | Norddeutsche Landesbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001847_CT_FIRB | 6SCPQ280AIY8EP3XFW53 | | | SE0000427361 | NDA SS EQUITY | Nordea | SE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001848_CT_FIRB | 549300GLF98S992BC502 | | | US6658591044 | NTRS US EQUITY | Northern Trust Corp. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001849_CT_FIRB | 7437003B5WFBOIEFY714 | | | | | OP Osuuskunta | FI | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001850_CT_FIRB | CFGNEKW0P8842LEUIA51 | | | US6934751057 | PNC US EQUITY | PNC Financial Services Group | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001851_CT_FIRB | DG3RU1DBUFHT4ZF9WN62 | | | | 682055Z NA EQUITY | Rabobank | NL | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001852_CT_FIRB | EVOYOND2GGP3UHGGE885 | | | AT0000606306 | RBI AV EQUITY | Raiffeisen Zentralbank Österreich AG | AT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001853_CT_FIRB | ES7IP3U3RHIGC71XBU11 | | | CA7800871021 | RY CN EQUITY | Royal Bank of Canada | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001854_CT_FIRB | 2138005O9XJIJN4JPN90 | | | GB00B7T77214 | RBS LN EQUITY | Royal Bank of Scotland | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001856_CT_FIRB | 5493006QMFDDMYWIAM13 | | | ES0113900J37 | SAN SM EQUITY | Santander | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001857_CT_FIRB | 549300WE6TAF5EEWQS81 | | | RU0009029540 | SBER RX EQUITY | Sberbank | RU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001858_CT_FIRB | F3JS33DEI6XQ4ZBPTN86 | | | SE0000148884 | SEBA SS EQUITY | SEB | SE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001859_CT_FIRB | | | | CNE0000011B7 | 600000 CH EQUITY | Shanghai Pudong Development Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001860_CT_FIRB | O2RNE8IBXP4R0TD8PU41 | | | FR0000130809 | GLE FP EQUITY | Société Générale | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001861_CT_FIRB | U4LOSYZ7YG4W3S5F2G91 | | | GB0004082847 | STAN LN EQUITY | Standard Chartered Group | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001863_CT_FIRB | 5493001JZ37UBBZF6L49 | | | INE062A01012 | SBIN IN EQUITY | State Bank of India | IN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001864_CT_FIRB | 549300ZFEEJ2IP5VME73 | | | US8574771031 | STT US EQUITY | State Street Corp | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001865_CT_FIRB | | | | JP3890350006 | 8316 JP EQUITY | Sumitomo Mitsui Financial Group | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001866_CT_FIRB | 7E1PDLW1JL6TS0BS1G03 | | | US8679141031 | STI US EQUITY | SunTrust Banks Inc. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001867_CT_FIRB | NHBDILHZTYCNBV5UYZ31 | | | SE0000193120 | SHBA SS EQUITY | Svenska Handelsbanken | SE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001868_CT_FIRB | M312WZV08Y7LYUC71685 | | | SE0000242455 | SWEDA SS EQUITY | Swedbank | SE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001869_CT_FIRB | GP5DT10VX1QRQUKVBK64 | | | DK0010311471 | SYDB DC EQUITY | Sydbank | DK | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001870_CT_FIRB | | | | | NORZ JP EQUITY | The Norinchukin Bank | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001871_CT_FIRB | PT3QB789TSUIDF371261 | | | CA8911605092 | TD CN EQUITY | Toronto-Dominion Bank | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001872_CT_FIRB | N1GZ7BBF3NP8GI976H15 | | | US9029733048 | USB US EQUITY | U.S. Bancorp | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001873_CT_FIRB | 81560097964CBDAED282 | | | | UBI IM EQUITY | UBI Banca | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001874_CT_FIRB | BFM8T61CT2L1QCEMIK50 | | | CH0024899483 | UBSN VX EQUITY | UBS | CH | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001875_CT_FIRB | 549300TRUWO2CD2G5692 | | | IT0004781412 | UCG IM EQUITY | Unicredit | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001876_CT_FIRB | IO66REGK3RCBAMA8HR66 | | | SG1M31001969 | UOB SP EQUITY | United Overseas Bank Ltd. | SG | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001877_CT_FIRB | | | | RU000A0JP5V6 | VTBR RX EQUITY | VTB Bank | RU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001878_CT_FIRB | PBLD0EJDB5FWOLXP3B76 | | | US9497461015 | WFC US EQUITY | Wells Fargo & Company | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001879_CT_FIRB | EN5TNI6CI43VEPAMHL14 | | | AU000000WBC1 | WBC AU EQUITY | Westpac | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001880_CT_FIRB | | | | KR7053000006 | 053000 ks equity | Woori Finance Holding | KR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001881_CT_FIRB | 2138002Y3WMK6RZS8H90 | | | | | NATIONAL BANK OF ABU DHABI | AE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001882_CT_FIRB | A6NZLYKYN1UV7VVGFX65 | | | BE 0404453574 | | Argenta Spaarbank NV/SA | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001883_CT_FIRB | 529900WPR59SSV2AOJ29 | | | BE 0414392710 | | BNP Paribas Fortis Factor | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001884_CT_FIRB | KGCEPHLVVKVRZYO1T647 | | | BE 0403199702 | | BNP PARIBAS FORTIS SA/NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001885_CT_FIRB | 549300OZ46BRLZ8Y6F65 | | | BE 0429875591 | | Euroclear Bank SA/NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001886_CT_FIRB | JLS56RAMYQZECFUF2G44 | | | BE 0403200393 | | ING BELGIUM SA/NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001887_CT_FIRB | 5493008QOCP58OLEN998 | | | BE 0404453475 | | Investar | BE | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001888_CT_FIRB | 6B2PBRV1FCJDMR45RZ53 | | | BE 0462920226 | | KBC BANK NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001889_CT_FIRB | Q5BP2UEQ48R75BOTCB92 | | | | | Ceskoslovenska obchodni banka as | CZ | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001890_CT_FIRB | KR6LSKV3BTSJRD41IF75 | 2900164-1 | 64948242 | | | UNICREDIT CZ/SK PRA | CZ | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001891_CT_FIRB | 2ZCNRR8UK83OBTEK2170 | 1103210-9 | HRB42148 | | | Unicredit Bank AG | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001892_CT_FIRB | 529900GJD3OQLRZCKW37 | 1134792-9 | HRB1819 | | | VOLKSWAGEN BANK GMBH | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001893_CT_FIRB | CXW2O4H2U3MBVXMY1773 | | | | | NORDEA BANK FINLAND PLC | FI | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001894_CT_FIRB | 969500VHCVGOH0RM3X42 | | | | | AXA CORPORATE SOLUTIONS ASSURANCE | FR | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001895_CT_FIRB | 549300WCGB70D06XZS54 | | | | | BNP Paribas Securities Services | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001896_CT_FIRB | 1VUV7VQFKUOQSJ21A208 | | | | | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001897_CT_FIRB | F4G136OIPBYND1F41110 | | | | | DEXIA CREDIT LOCAL | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001898_CT_FIRB | KX1WK48MPD4Y2NCUIZ63 | | | | | NATIXIS SA | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001899_CT_FIRB | QP3XKRKS0CX2T3O07L95 | | 02857033 | | | CARGILL GLOBAL FUNDING PLC | GB | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001900_CT_FIRB | 549300ZT0RVWCG8T4L55 | | 03196171 | | | CLERICAL MEDICAL INVESTMENT GROUP LTD | GB | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001901_CT_FIRB | TXDSU46SXBWIGJ8G8E98 | | 00995939 | | | RBC EUROPE | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001902_CT_FIRB | 0LC1OXN013FUKQASJB58 | 1466050-0 | | | | ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED | GG | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001903_CT_FIRB | 2HI3YI5320L3RW6NJ957 | 1116658-4 | | | | THE HONGKONG AND SHA | HK | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001904_CT_FIRB | N1FBEDJ5J41VKZLO2475 | | | | 3445100Z ID Equity | CITIBANK EUROPE PLC | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001905_CT_FIRB | HRRVUBV0XN84YQZT6245 | | | XS0227637500 | | DEPFA BANK PLC-DUBLIN HEAD OFFICE | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001906_CT_FIRB | EQYXK86SF381Q21S3020 | | | | 3459384Z LN Equity | MERRILL LYNCH INTERNATIONAL BANK LIMITED | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001907_CT_FIRB | 549300F99IL9YJDWH369 | 1105105-9 | | | | HSBC BANK MIDDLE EAST LIMITED | JE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001908_CT_FIRB | C3GTMMZIHMY46P4OIX74 | 1123361-6 | 019901008846 | | | THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001909_CT_FIRB | 549300OL514RA0SXJJ44 | | B9248 | | | CLEARSTREAM BANKING S.A. | LU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001910_CT_FIRB | 5493006YXS1U5GIHE750 | | | | | European Investment Bank | LU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001911_CT_FIRB | 549300X34UUBDEUL1Z91 | | | | XHB GR EQUITY | HSBC BANK MALTA PLC | MT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001912_CT_FIRB | G8ZTNESVNKW4NN761W05 | | KvK 33170459 0000 | | | ABN AMRO CLEARING BANK NV | NL | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001913_CT_FIRB | X3CZP3CK64YBHON1LE12 | | KvK 33002587 1594 | | | THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE | NL | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001914_CT_FIRB | HZSN7FQBPO5IEWYIGC72 | | | | | ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE | NZ | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001915_CT_FIRB | 54930044PULMORCKB765 | | | | | SAUDI ARABIAN MONETARY AGENCY | SA | Institutions sample | Central banks | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001916_CT_FIRB | CWZ8NZDH5SKY12Q4US31 | | | | | Citibank AS | TR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001917_CT_FIRB | B4TYDEB6GKMZO031MB27 | | | | | Bank of America NA | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001918_CT_FIRB | HPFHU0OQ28E4N0NFVK49 | | | | | BANK OF NEW YORK MELLON | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001919_CT_FIRB | E57ODZWZ7FF32TWEFA76 | | | | | Citibank NA | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001920_CT_FIRB | 7H6GLXDRUGQFU57RNE97 | | KvK 33278302 0000 | | | JPMorgan Chase Bank N | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001921_CT_FIRB | 571474TGEMMWANRLN572 | 1203023-5 | | | | STATE STREET BANK AND TRUST COMPANY BOSTON — MASSACHUSETTS | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000001_CT_AIRB | | 1040 | 58237v | | 0296104D AV EQUITY | ALPINE Bau GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000002_CT_AIRB | 5299005VO3GJ18GL5F14 | 8670870 | 310593f | | | AMAG Austria Metall AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000003_CT_AIRB | 549300VZKC61IR5U8G96 | 26972 | 50935f | AT0000730007 | ANDR AV EQUITY | ANDRITZ AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000004_CT_AIRB | 529900LMTI8YSE62EI88 | | | | LHA GF Equity | AUSTRIAN AIRLINES AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000005_CT_AIRB | 5299004QD601B8U1HD44 | 131830 | 109445z | | | Austrian Gaming Industries GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000006_CT_AIRB | 529900J7EWWGQ375DL84 | 2410 | 53507m | | | AVL List GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000007_CT_AIRB | | 226424 | 58036y | | | Bauunternehmung Granit Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000008_CT_AIRB | | 160431 | 89102h | | | BENE AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000009_CT_AIRB | 529900ZAFSOBVFCKF263 | | 319670d | | 0456855D AV EQUITY | Benteler International Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000010_CT_AIRB | 5299000SY4448XU04857 | 847216 | 86959g | | | CAG Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000011_CT_AIRB | 5299003V84MVB5A3C324 | 5762600 | 231192p | | | CARBONES HOLDING GMBH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000012_CT_AIRB | 529900G8XM6H1XVZBJ73 | 67504 | 99639d | | | Casinos Austria Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000013_CT_AIRB | 529900VN62L73X2OJX85 | 5200326 | 212163f | | | conwert Immobilien Invest SE | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000014_CT_AIRB | | 7161956 | 270027z | | | DCM DECOmetal GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000015_CT_AIRB | | 76350 | 67493f | | | dm drogerie markt GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000016_CT_AIRB | 5299002NFQKOBT1E8569 | 3570614 | 156765m | | | DO & CO Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000017_CT_AIRB | 5299004ARAOQMGTWCI13 | 125709 | 70342w | | | Doppelmayr Seilbahnen GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000018_CT_AIRB | 54930060U4XOVED1T359 | 5536812 | 223028h | | | EconGas GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000019_CT_AIRB | 529900WJZJAEI0VBLP60 | | | | | Egger Holzwerkstoffe GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000020_CT_AIRB | 52990048A4N0S24VG982 | 159026 | 42973x | | | Eglo Leuchten GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000021_CT_AIRB | 529900N8OA1GVSR5R946 | 30988 | 76532y | | | Energie AG Oberösterreich | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000022_CT_AIRB | 529900BMPGUGAFYYAV45 | 6106 | 126805d | | | Energie Burgenland AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000023_CT_AIRB | 529900WID59A60HHYX13 | 2795493 | 145825z | | | Erber Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000024_CT_AIRB | 529900P4JZBFEVNEAE60 | | | | EVN AV Equity | EVN AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000025_CT_AIRB | | 9907106 | 347483f | | | Felbermayr Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000026_CT_AIRB | 549300FQ2ILBH7DJ6I45 | 1754530 | 42984m | | | Flughafen Wien Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000027_CT_AIRB | 529900RJAN0LNMW7Q775 | 1312138 | 89381v | | | HABAU Hoch- und Tiefbaugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000028_CT_AIRB | 5299000X53SAWQMDFF06 | 58114 | 26451z | | | Hofer Kommanditgesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000029_CT_AIRB | | 1640348 | 47654f | | | Hyundai Import Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000030_CT_AIRB | 529900RQJADHH91ABP14 | 2777363 | 144991y | | | Infineon Technologies Austria AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000031_CT_AIRB | 529900DSSMPIR6R3GO43 | 130311 | 64543t | | | J. u. A. Frischeis Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000032_CT_AIRB | 5299008ARRNJFPBNTM78 | 4155033 | 178368g | | | Kapsch BusinessCom AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000033_CT_AIRB | 529900A9NX1TM65N4176 | 21369 | 99133i | | | KELAG-Kärntner Elektrizitäts-Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000034_CT_AIRB | | 1376136 | 94579m | | | Leiner Immobilien GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000035_CT_AIRB | | 25798 | 32725a | | | Leyrer + Graf Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000036_CT_AIRB | | 1216520 | 106825x | | | Management Trust Holding Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000037_CT_AIRB | 529900JYVV57QBKV9G11 | 1991078 | 35673k | | | MFC Commodities GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000038_CT_AIRB | 529900WFARKZGRCQ8652 | | | | | MONTANA TECH COMPONENTS GMBH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000039_CT_AIRB | 213800CUWJ54846X6779 | 1760513 | 40450k | | | Montanwerke Brixlegg Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000040_CT_AIRB | 529900UUANUJ60MNMX97 | | 71396w | | 7716424Z AV EQUITY | ÖBB — Infrastruktur Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000041_CT_AIRB | 529900UOHXZ1BIORCV04 | 6467385 | 248742y | | | ÖBB-Personenverkehr Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000042_CT_AIRB | 529900B76VL5KG71J029 | 6515541 | 250198p | | | ÖBB-Postbus GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000043_CT_AIRB | 529900UZY47TEIFNF978 | 6496644 | 249666g | | | ÖBB-Produktion Gesellschaft mbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000044_CT_AIRB | 549300V62YJ9HTLRI486 | | 93363z | AT0000743059 | OMV AV EQUITY | OMV Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000045_CT_AIRB | | 3512231 | 154148p | | | Österreichische Bundesforste AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000046_CT_AIRB | 529900IFAV83BX8O1O91 | 526819 | 33393h | AT0000758305 | PAL AV EQUITY | PALFINGER AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000047_CT_AIRB | | 957313 | 115289v | | | QuadraCir AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000048_CT_AIRB | 5299000HTNHA5ACH9N32 | 1074393 | 56247t | | 495680Z AV EQUITY | Red Bull GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000049_CT_AIRB | 529900ENFTO28GS3KF76 | 1813722 | 78563i | | | Rohöl-Aufsuchungs Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000050_CT_AIRB | 5299005U4ZMMSYUJ5G02 | 7113951 | 267218v | | | ROXCEL Handelsgesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000051_CT_AIRB | 5493000C4S664YT7T556 | 38229 | 51350s | | | Salzburg AG für Energie, Verkehr und Telekommunikation | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000052_CT_AIRB | 549300XBCUMUR5CI0181 | | | | | Sappi Papier Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000053_CT_AIRB | 5299002XAOMQWAIZMA51 | 271020 | 128056v | | | Schmid Industrieholding G.m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000054_CT_AIRB | 52990021T5LVTQOGSU18 | 39594 | 60562m | | | Siemens Aktiengesellschaft Österreich | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000055_CT_AIRB | 52990020WIPPT0HC0V31 | | | | | Steinhoff Europe AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000056_CT_AIRB | 529900TYYSRJH2VJSP60 | 421065 | 88983h | AT000000STR1 | STR AV EQUITY | Strabag SE | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000057_CT_AIRB | 529900BTWJ6SISLJ5854 | 5880980 | 235264b | | | SWARCO AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000058_CT_AIRB | 529900SCL1LJL8PZNI48 | 501247 | 83175t | | | Swietelsky Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000059_CT_AIRB | 529900V54UV5XQUK5S85 | | FN155563W | | TKA AV Equity | Telekom Finanzmanagement GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000060_CT_AIRB | 529900OOW8ELHOXWZP82 | | | | UN9 GS Equity | UNIQA Insurance Group AG | AT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000061_CT_AIRB | 549300IFXHQIB5POT565 | 3734340 | 162844b | | | VAMED ENGINEERING GmbH & CO KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000062_CT_AIRB | 5299006UDSEJCTTEJS30 | 45926 | 76023z | AT0000746409 | VER AV EQUITY | VERBUND AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000063_CT_AIRB | 529900ZAXBMQDIWPNB72 | 2147807 | 66209t | AT0000937503 | VOE AV EQUITY | voestalpine AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000064_CT_AIRB | 5299008VQJD65XCUPR16 | 1134770-5 | HRA661038 | | 6830553Z AV EQUITY | Voith Turbo GmbH & Co. KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000065_CT_AIRB | 529900VXIFBHO0SW2I31 | 46434 | 77676f | AT0000831706 | WIE AV EQUITY | Wienerberger AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000066_CT_AIRB | 529900OS67T49AW45S74 | 194255 | 121150m | | 665707Z AV EQUITY | WIENERBERGER FINANZ SERVICE GMBH | AT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000067_CT_AIRB | 529900OJFTLS1RYWIF55 | 9565779 | 336561v | | | XXXLutz KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000068_CT_AIRB | 529900IIODYNYAZ2ID26 | | | | | ZUMTOBEL AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000069_CT_AIRB | 54930002QM8QVWM56E14 | | | | | Amcor Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000070_CT_AIRB | WZE1WSENV6JSZFK0JC28 | | | | BHP AU EQUITY | BHP Billiton Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000071_CT_AIRB | | | | | 6026550Z AU EQUITY | Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000072_CT_AIRB | JOR7RJTXUXBRJ4UA5G70 | | | | CCL AT Equity | Coca-Cola Amatil Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000073_CT_AIRB | 549300HPMK7UWN02N804 | | PA3337938 | | CWN AT Equity | Crown Group Finance Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000074_CT_AIRB | | | | | LEI AU EQUITY | Leighton Holdings Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000075_CT_AIRB | ACMHD8HWFMFUIQQ8Y590 | | | | MQG AU EQUITY | Macquarie Group Ltd | AU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000076_CT_AIRB | ZSN2LWNPYW6ISMRUC664 | | | | ORG AU EQUITY | Origin Energy Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000077_CT_AIRB | 5493008XVFHYYV0YHN70 | | | | HUWA GF Equity | Powercor Australia, LLC | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000078_CT_AIRB | YLXNW6TI6QSK1H8H0N82 | | | | QAN AU EQUITY | Qantas Airways Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000079_CT_AIRB | | | 520433129 | | SPT AU EQUITY | Spotless Holding SAS | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000080_CT_AIRB | PCTXNQGRJVR3OG33JG65 | | | | TLS AT Equity | Telstra Corporation Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000081_CT_AIRB | 5493003L32ZX9557ST85 | | | | WES AU EQUITY | Wesfarmers Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000082_CT_AIRB | QNWEWQBS7HP85QHXQL92 | | | | | Woolworths Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000083_CT_AIRB | G05OZ4J4E05KDATL0J93 | | | | | AG Insurance | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000084_CT_AIRB | 549300IHBDUTUNQJJB79 | 16342 | | | AGFB BB EQUITY | Agfa-Gevaert NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000085_CT_AIRB | 549300N22C0GCT5BUD97 | 26198 | | | | AJINOMOTO OMNICHEM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000086_CT_AIRB | | 116163 | | | | ALBELEC | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000087_CT_AIRB | | 225626 | | | | ALCATAN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000088_CT_AIRB | 5493008H3828EMEXB082 | | | | ABI BB EQUITY | Anheuser-Busch InBev NV/SA [ABInBev] | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000089_CT_AIRB | 549300BKDDQ56JWCBT72 | 1098030 | | | | AQUAFIN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000090_CT_AIRB | 549300B4HNIJSAWU1C95 | 1138391 | | | | ARPAL MANAGEMENT | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000091_CT_AIRB | 213800R1F1EJYM4ICO85 | | 444734706 | BE 0444734706 | | Barry Callebaut Services | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000092_CT_AIRB | 549300CWRXC5EP004533 | | | | BELG BB Equity | Belgacom S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000093_CT_AIRB | 549300R9I8GUZLNIV408 | | 890082292 | | | Brussels Airport Company S.A./N.V.

| BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000094_CT_AIRB | | 433287 | | | | CENTRE HOSPITALIER CHRETIEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000095_CT_AIRB | | 81095 | | | | CHAUSSURES CECIL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000096_CT_AIRB | 549300IP2F5TKUC0GF38 | 82988 | | | | CHEMITEX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000097_CT_AIRB | 549300TM914CSF6KI389 | 149177 | | | COFB BB EQUITY | COFINIMMO | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000098_CT_AIRB | | 184723 | | | | COLLIGNON ENG. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000099_CT_AIRB | | 201775 | | | | COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000100_CT_AIRB | 213800DMG7PUQHINO388 | | | BE 0401641663 | | Louis Delhaize — Compagnie franco-belge d'Alimentation | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000101_CT_AIRB | | 255648 | | | | DOD | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000102_CT_AIRB | | 1145532 | | | | EDIFICIO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000103_CT_AIRB | T0YOOBZO4L6YAD6SAV65 | 14206 | 403170701 | | ELEB BB EQUITY | ELECTRABEL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000104_CT_AIRB | 549300JC3HI3K7ZSYU66 | 1329681 | | | | ELEM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000105_CT_AIRB | 549300S1MP1NFDIKT460 | | | BE 0476388378 | ELI BB Equity | ELIA SYSTEM OPERATOR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000106_CT_AIRB | 5493001XW6MSHRMFLU28 | | | | ENI GY Equity | eni finance international SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000107_CT_AIRB | 549300VO7PUETX031S03 | 10309 | | BE 0860004176 | | ETEXCO SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000108_CT_AIRB | | 13771 | | | | ETS DE SIMONE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000109_CT_AIRB | 52990053AH5LF0YZWD07 | | | | | Euler Hermes Europe | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000110_CT_AIRB | 549300D80RYON74MEJ03 | 18181 | | | EURN BB EQUITY | Euronav NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000111_CT_AIRB | 8RDWFWPP4PLMZ5PPQH32 | | | | | Fluxys G SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000112_CT_AIRB | | 25281 | | | | G EN J VASTGOED | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000113_CT_AIRB | | 65807 | | | | HOET TRUCKING & RENTING | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000114_CT_AIRB | 549300M48VNC2Z0MDG47 | 71844 | | | | HOTTLET FROZEN FOODS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000115_CT_AIRB | 549300GR6U0KHJD7DG07 | | | | | IKEA SERVICE CENTRE N.V. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000116_CT_AIRB | | 84089 | | | | INTERNATIONAL ORE ET FERTILIZER BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000117_CT_AIRB | | 85640 | | | | JEAN WAUTERS-ACIERS SPECIAUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000118_CT_AIRB | | 111717 | | | | M.G.S. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000119_CT_AIRB | 5493004FKZI586397240 | | | | | Magotteaux International SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000120_CT_AIRB | 549300Q80KFPKZC6BQ79 | 144096 | | | | MENOUQUIN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000121_CT_AIRB | | 166601 | | | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000122_CT_AIRB | 5493002HHHFTG6G3BG36 | | | BE 0431676229 | OME BB EQUITY | OMEGA PHARMA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000123_CT_AIRB | | 168945 | | | | OPIO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000124_CT_AIRB | | 192350 | | | | PHARMACIES SERVAIS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000125_CT_AIRB | 54930064JCEXFA8M0W31 | 202291 | | BE 0405747040 | | PRAYON | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000126_CT_AIRB | | 204834 | | | | PRO CONCEPT M P J | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000127_CT_AIRB | 549300NMIBTX17HWF142 | 233001 | | | | RARE GEMS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000128_CT_AIRB | 549300X72GEQB1X8K911 | 247664 | | | | ROULARTA MEDIA GROUP | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000129_CT_AIRB | 529900PY79CWSUGVK810 | 249233 | | | | S.A. CORMAN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000130_CT_AIRB | 549300O3VKWJUM16UI64 | 257312 | | | | SAMIR GEMS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000131_CT_AIRB | 213800WWE8U6DC99NP03 | | | | | SCR Sibelco NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000132_CT_AIRB | | 257564 | | | | SEADCO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000133_CT_AIRB | 213800WDGKCVWZAN1N02 | 1051701 | 465409265 | | 0790057D BB EQUITY | SILFIN NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000134_CT_AIRB | | 294964 | | | | SOBEMO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000135_CT_AIRB | | 302642 | | | | SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000136_CT_AIRB | 549300BB5CXGL9YV0D53 | 303429 | | | | SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000137_CT_AIRB | | 303783 | | | | SOCIETE D'APPLICATIONS ET DE TRAVAUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000138_CT_AIRB | 549300MMVL80RTBP3O28 | 556814 | | | SOLB BB EQUITY | Solvay SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000139_CT_AIRB | | 923107 | | | | TEAM KALORIK GROUP | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000140_CT_AIRB | 549300ZKLIF7RP6EH823 | | | BE 0412101728 | TESB BB EQUITY | Tessenderlo Chemie | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000141_CT_AIRB | | 953398 | | | | TEX ALLIANCE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000142_CT_AIRB | | 1044409 | | | | TOP-TEX BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000143_CT_AIRB | 2138008J191VLSGY5A09 | | | | UCB BB EQUITY | UCB SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000144_CT_AIRB | 529900F3AIQECS8ZSV61 | | | | UMI BB EQUITY | Umicore SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000145_CT_AIRB | 5493008MCDJ4Y6D5SI04 | 1113512 | | | | UNISTEEL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000146_CT_AIRB | | 1140588 | | | | UNIVERSITE LIBRE DE BRUXELLES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000147_CT_AIRB | 549300TRHV6F6IE14H93 | 1159858 | | BE 0404060032 | | Van Hool nv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000148_CT_AIRB | | 1231271 | | | | VASTGOED MANAGEMENT ASSOCIATIE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000149_CT_AIRB | 529900RAZGQHX0VFTK05 | | | | | Volkswagen Group Services S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000150_CT_AIRB | 549300NWW2UDYHH65J03 | 1911623 | | | | WILDO PROPERTIES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000151_CT_AIRB | 5299007TSQVOLXOABA65 | 1364744 | | | | ZF WIND POWER ANTWERPEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000152_CT_AIRB | 4P8GJCF52NVFW7UL4C95 | | 18630 | | ACE US Equity | ACE Tempest Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000153_CT_AIRB | 549300J3KKX1PEJGDW36 | | | | ACGL US Equity | Arch Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000154_CT_AIRB | UNZWILHE4KMRP9K2L524 | | 34678 | | NCLH UW Equity | NCL Corporation Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000155_CT_AIRB | V5EGRCZCH7FN6WX41891 | | | | OEH UN Equity | Orient-Express Hotels Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000156_CT_AIRB | 549300F7ZDOIMR4PZW67 | | | | IPG US Equity | Pacnet Limited | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000157_CT_AIRB | V7TL7UQFHNWUEMDZ3X02 | | | | RNR US Equity | Renaissance Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000158_CT_AIRB | 5493008CA3NMHYEVT131 | | | | | VimpelCom Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000159_CT_AIRB | | | | BMG455841020 | | HAL TRUST | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000160_CT_AIRB | 5493001QYTIDILBVYO18 | | | | | Companhia Brasileira de Aluminio | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000161_CT_AIRB | 549300TH5Q6VRP8OT012 | | | | ABI LI Equity | Companhia de Bebidas das Americas (AmBev) | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000162_CT_AIRB | 549300EM51WYXFHUY333 | | | | | Embraer S.A. | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000163_CT_AIRB | | | | | FIBR3 BZ EQUITY | Fibria Celulose SA | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000164_CT_AIRB | 5493000J801JZRCMFE49 | | | | XPBR SQ Equity | Petroleo Brasileiro S.A. — PETROBRAS | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000165_CT_AIRB | | | | | VALE5 BZ EQUITY | Vale SA | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000166_CT_AIRB | LXVM6T3LO7QIZ8LUZ688 | | | | | Votorantim Cimentos S.A. | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000167_CT_AIRB | 55S3547PRDP469JRO238 | | 2880814 | | AGU CT Equity | Agrium Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000168_CT_AIRB | 4B4HI3CGXMBDC0G6BM51 | | | | AC/A CT Equity | Air Canada | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000169_CT_AIRB | 549300OSW32RVX8CCZ87 | | | | ANCUF PQ Equity | Alimentation Couche-Tard Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000170_CT_AIRB | DR5LKEURSR8SXLM64266 | | 7501889 | | ALA CT Equity | AltaGas Ltd. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000171_CT_AIRB | 0O4KBQCJZX82UKGCBV73 | | | | ABX CN EQUITY | Barrick Gold Corp | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000172_CT_AIRB | 5493001I9203PRB5KR45 | | | | BCE CT Equity | BCE Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000173_CT_AIRB | 549300VPM8ERH1Q42198 | | | | | Bell Canada | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000174_CT_AIRB | W7L3VLU8EHQY34Z36697 | | | | BBD/B CN EQUITY | Bombardier Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000175_CT_AIRB | 36ZUFRRMJERSM4Q0S289 | | 746053 | | BPO CT Equity | Brookfield Office Properties Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000176_CT_AIRB | 3SU7BEP7TH9YEQOZCS77 | | | | CNI UN Equity | Canadian National Railway Company | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000177_CT_AIRB | 5493008IGIA1HJMDJS40 | | 1722453 | | CNQ CT Equity | Canadian Natural Resources Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000178_CT_AIRB | NXIVWPYOIVYXFF6WCZ47 | | | | CVE CN EQUITY | Cenovus Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000179_CT_AIRB | 549300WSRCZY73ZG3090 | | 00326711660005 | | | CGI GROUP INC. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000180_CT_AIRB | XYSIJOU3HNVROZWNA008 | | | | UFS CT Equity | Domtar Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000181_CT_AIRB | 98TPTUM4IVMFCZBCUR27 | | | | ENB CN EQUITY | Enbridge Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000182_CT_AIRB | CZ72ZHBVKZXQRV3XFE26 | | | | ECA CN EQUITY | Encana | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000183_CT_AIRB | 549300679TRDUXPT7415 | | 206654303 | | | EPCOR Utilities Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000184_CT_AIRB | I2YOHH65IBBT53JFYQ52 | | | | G CT Equity | Goldcorp Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000185_CT_AIRB | B1EEF6ML54YDWRC6ZK53 | | 2015335496 | | | Harvest Operations Corp. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000186_CT_AIRB | 549300UEBMAQDN0K0R06 | | | | K CN EQUITY | Kinross Gold Corp | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000187_CT_AIRB | 95RWVLFZX6VGDZNNTN43 | | | | MG CN EQUITY | Magna International Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000188_CT_AIRB | 6Q7WW7FQZR6X22IL2I79 | | | | | Nexen Energy ULC | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000189_CT_AIRB | 549300O4ZJZZOHH4H804 | | 3572862 | | NBD CT Equity | Norbord Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000190_CT_AIRB | 5493007M1XGU5E55ZJ25 | | | | | NOVA Chemicals Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000191_CT_AIRB | 549300HDLRTPBQU69P29 | | | | BIN CT Equity | Progressive Waste Solutions Ltd. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000192_CT_AIRB | 549300A0QNNPY14D9106 | | | | SCC CT Equity | Sears Canada Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000193_CT_AIRB | 3XCBVWUPHGBZ5GF7TY15 | | | | SU CN EQUITY | Suncor Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000194_CT_AIRB | NQWTWUIL1PK7V7N5Y468 | | | | TLM CN EQUITY | Talisman Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000195_CT_AIRB | T8KI5SQ2JRWHL7XY0E11 | | | | TCK/B CN EQUITY | Teck Resources Ltd [Ex-Teck Cominco Ltd] | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000196_CT_AIRB | YHKQM2RIPKZYOZ6RVZ46 | | | | TK US Equity | Teekay Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000197_CT_AIRB | L2TEUTQ8OSHMJWVLCE40 | | | | T CT Equity | TELUS Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000198_CT_AIRB | 549300561UZND4C7B569 | | 884903 | | TOC GF Equity | Thomson Reuters Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000199_CT_AIRB | HJZQGXYTVV2NWJZLPW74 | | | | TOM GY Equity | Toyota Credit Canada Inc. | CA | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000200_CT_AIRB | 5BV01I6231JPDAPMGH09 | | | | TRP UN Equity | TransCanada PipeLines Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000201_CT_AIRB | PRAQ4VOSFIK7OQ8Z2512 | | 4406354 | | VALE3 BS Equity | Vale Canada Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000202_CT_AIRB | WT03B8BB1IX8WI9ZGV02 | | | | | Vermilion Energy Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000203_CT_AIRB | 549300WHE4O6UJ2KU013 | | | | | Yamana Gold Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000204_CT_AIRB | 5493003DNMEAO1DT3F51 | | | | ABBN VX EQUITY | ABB Ltd [Asea Brown Boveri] | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000205_CT_AIRB | NI14Y5UMU60O7JE9P611 | | | | ADEN VX EQUITY | Adecco SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000206_CT_AIRB | 549300Q3WREIMQYFBC20 | | | | 0170576D SW EQUITY | Ameropa AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000207_CT_AIRB | 5493007KVRV2OKRXFA55 | | CH-020.3.035.716-8 | | AML LN Equity | Amlin AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000208_CT_AIRB | 529900H7ZPIGI2U3CJ14 | | | | | AXPO TRADING AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000209_CT_AIRB | 213800Y5RWKLDPUTT265 | | | | BARN SW EQUITY | Barry Callebaut AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000210_CT_AIRB | 529900UPDCU6WEL7W167 | | | | BALN VX Equity | Basler Versicherung AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000211_CT_AIRB | | 2816554-6 | HRB54517 | DE000DCAG010 | 7705815Z SW EQUITY | DEMAG CRANES AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000212_CT_AIRB | 5493002MXX2JLKWLE880 | | | | 567151Z SW EQUITY | Duferco SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000213_CT_AIRB | 549300I08UA8SMJON743 | | CH-270.3.002.354-9/ | | DUFN EB Equity | Dufry international AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000214_CT_AIRB | 549300ADLU67CYBFIW70 | | CH-645.1.008.684-9 | | | Elsevier Finance SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000215_CT_AIRB | 529900Y8BGAFVVVYVN24 | | | | GATE SE Equity | gategroup Holding AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000216_CT_AIRB | 213800SVRMQA1TD91D41 | | | | GIVN VX Equity | Givaudan SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000217_CT_AIRB | 213800PSSU2QXF1WLR89 | | | | GLEN LN EQUITY | Glencore International AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000218_CT_AIRB | 549300DHSS9U1QKJZG57 | | KvK 34275373 0000 | | 1002136Z SW EQUITY | GUNVOR INTERNATIONAL BV | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000219_CT_AIRB | 529900EHPFPYHV6IQO98 | | | | HOLN VX EQUITY | Holcim Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000220_CT_AIRB | 529900Q0YED3805QXQ66 | | | | | KUEHNE AND NAGEL INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000221_CT_AIRB | 52990074N8ID7UPV7A95 | | | | | LIEBHERR-INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000222_CT_AIRB | 549300EFW4H2TCZ71055 | | | | | Lonza Group AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000223_CT_AIRB | KY37LUS27QQX7BB93L28 | | CH-550.0.067.293-5 | CH0038863350 | NESN.VX | NESTLE SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000224_CT_AIRB | 529900I2PEF1FN6N6723 | | | | 2284161Z SW EQUITY | Nord Stream AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000225_CT_AIRB | | | | | NOVN VX EQUITY | Novartis AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000226_CT_AIRB | 549300HUJ5CJUX02RS52 | | | | | OMV SUPPLY & TRADING AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000227_CT_AIRB | 5299002JRTT699WFOV74 | | | | | OMYA (Schweiz) AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000228_CT_AIRB | 549300HMJAFUW4NSKI73 | | | | | Paul Reinhart AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000229_CT_AIRB | | | | | ROG VX EQUITY | Roche Holding Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000230_CT_AIRB | 529900PTQ0Z1J44SHZ08 | | CH-100.3.010.656-7 | | STLN SE Equity | SCHMOLZ + BICKENBACH AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000231_CT_AIRB | 549300R3N69ECGYPU434 | | | | SIK IX Equity | Sika AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000232_CT_AIRB | 213800Z8NOHIKRI42W10 | | | NL0000226223 | STM FP EQUITY | STMICROELECTRONICS NV | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000233_CT_AIRB | 5493000KUC3Z24U77V93 | | | | SLHN VX Equity | Swiss Life Holding AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000234_CT_AIRB | 5493005SL9HHOXS3B739 | | CHE-102.753.938 | | SCMN VX Equity | Swisscom AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000235_CT_AIRB | 549300HTOMQG20JYV568 | | | | SYNN VX Equity | Syngenta AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000236_CT_AIRB | KSVC38RP5WL6C6LJGG03 | | | | TYC US Equity | Tyco International Ltd. | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000237_CT_AIRB | 549300VBJS7MG74G2H60 | | | | | Weatherford International Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000238_CT_AIRB | | | | | WOS LN EQUITY | Wolseley Plc | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000239_CT_AIRB | | | | | XTA LN EQUITY | Xstrata Plc | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000240_CT_AIRB | 50ZCTKCMUDIABGHX3R52 | | | | | Zurich Insurance Company | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000241_CT_AIRB | 549300IF4IFG0FS0RM26 | | | | AESGENER CC Equity | AES Gener S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000242_CT_AIRB | 549300NLTGCFV7482429 | | | | CENCOSUD CC Equity | Cencosud S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000243_CT_AIRB | 549300YP3P0JZBLIV197 | | | | | EMPRESA NACIONAL DEL PETROLEO | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000244_CT_AIRB | 549300G475ACIABB4385 | | | USG49215AA73 | CMPC CC Equity | Inversiones CMPC S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000245_CT_AIRB | 549300HX3UUDPEFTG707 | | | | LAN CC Equity | Latam Airlines Group S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000246_CT_AIRB | 549300RUPF4SKMJPUR70 | | | | BLT LN Equity | Minera Escondida Limitada | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000247_CT_AIRB | | | | | 600031 CH EQUITY | Sany Heavy Industry Co Ltd | CN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000248_CT_AIRB | A25574TZFLBNK7NWQT47 | | | | PRE CT Equity | Pacific Rubiales Energy Corp. | CO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000249_CT_AIRB | 724500JV0VHPRVANL538 | | 5778 | ANN4327C1220 | | HUNTER DOUGLAS NV | CW | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000250_CT_AIRB | 213800MRTA64ULUE9919 | | | | | CARBO ONE LIMITED | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000251_CT_AIRB | 549300OEZB4GETCGFX34 | | | | | GUNVOR GROUP LTD | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000252_CT_AIRB | 549300IVA1PZNX2MN285 | | | | 0163947D CY EQUITY | Mercuria Energy Group Ltd | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000253_CT_AIRB | 2138001LK2Z2HSER4U15 | | | | PRS NO EQUITY | PROSAFE | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000254_CT_AIRB | 31570010000000137835 | 1131604 | 29287391 | | | ALTA, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000255_CT_AIRB | 31570010000000116592 | 657856 | 25572881 | | | ARMATURY Group a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000256_CT_AIRB | 31570010000000075367 | 765380 | 28402758 | | | BAK stavební společnost, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000257_CT_AIRB | 31570010000000115525 | 834699 | 46504940 | | | Cerea, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000258_CT_AIRB | 31570010000000034336 | 1023328 | 70994226 | | | České dráhy, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000259_CT_AIRB | 315700CTFRL3U2DNMO58 | 633919 | 25085689 | | | CETELEM ČR, a.s. | CZ | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000260_CT_AIRB | 529900S5R9YHJHYKKG94 | | | CZ0005112300 | CEZ CP EQUITY | CEZ a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000261_CT_AIRB | 315700XJHXU2PD40RU82 | 865668 | 48589837 | | | DEKTRADE a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000262_CT_AIRB | 529900C5PL4JGDILRZ94 | 837043 | 46678468 | | | HOCHTIEF CZ a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000263_CT_AIRB | 31570010000000099520 | 644725 | 25322257 | | | IMOS Brno, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000264_CT_AIRB | 31570010000000032687 | 1086806 | 931 | | | METALIMEX a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000265_CT_AIRB | 315700JDC49X4VSP6Z49 | 601013 | 14915 | | | Metrostav a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000266_CT_AIRB | 31570066GBSS7JYFEL35 | 817880 | 45193592 | | | MJM Litovel a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000267_CT_AIRB | 31570010000000120084 | 832322 | 46342796 | | | OHL ŽS, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000268_CT_AIRB | 31570010000000009116 | 699640 | 26463318 | | | OTE, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000269_CT_AIRB | 31570010000000026285 | 671247 | 25860038 | | | Pars nova a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000270_CT_AIRB | 315700LTSCT2O45NWM28 | 805950 | 43873189 | | | PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000271_CT_AIRB | 31570010000000115622 | 817271 | 45148155 | | | Primagra, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000272_CT_AIRB | 549300KL08IFWLTWLQ52 | 691287 | 26271303 | | | Skanska a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000273_CT_AIRB | 529900I8XOZDM4ZQSQ21 | | | | 1025Z CP EQUITY | Skoda Auto A.S. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000274_CT_AIRB | 31570010000000031135 | 923751 | 62623753 | | | ŠKODA TRANSPORTATION a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000275_CT_AIRB | 213800Z39ZW4XHAAUA27 | 725860 | 27195147 | | | SMP CZ, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000276_CT_AIRB | 3157004ICDH3MRKW7534 | 889798 | 60193336 | | | Telefónica Czech Republic, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000277_CT_AIRB | 31570010000000055191 | 617997 | 18050646 | | | TŘINECKÉ ŽELEZÁRNY, a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000278_CT_AIRB | 3157007C98ILJK5ST356 | 609769 | 15886492 | | | UniCredit Leasing CZ, a.s. | CZ | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000279_CT_AIRB | 315700EFFOU65ETZ0V16 | 886003 | 531766 | | | UNISTAV a.s.

| CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000280_CT_AIRB | 31570010000000001356 | 672337 | 25877950 | | | VÍTKOVICE HEAVY MACHINERY a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000281_CT_AIRB | 31570010000000003490 | 710607 | 26823357 | | | VÍTKOVICE POWER ENGINEERING a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000282_CT_AIRB | 31570010000000015033 | 697350 | 26415623 | | | W.A.G. payment solutions, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000283_CT_AIRB | 5493005KH7FO1T5TMX47 | 1236614-2 | | | ASG GY Equity | AachenMuenchener Lebensversicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000284_CT_AIRB | 549300JSX0Z4CW0V5023 | 1319784-3 | | | | ADIDAS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000285_CT_AIRB | 549300X1WWPGMS47QQ72 | 1215807-7 | | | ASG GY Equity | Advocard Rechtsschutzversicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000286_CT_AIRB | 529900SO83U6ISM6DL85 | 2832395-4 | HRA36525B | | | ALBA Group plc & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000287_CT_AIRB | 529900K9B0N5BT694847 | 1100627-7 | | | ALV GY Equity | Allianz SE | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000288_CT_AIRB | 529900C058B9OTVFTU36 | 2033673-1 | HRB98981 | | | ASKLEPIOS KLINIKEN GMBH HAMBURG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000289_CT_AIRB | 549300FJWANEIJ25D318 | 1545974-6 | | | | Atlas Copco Energas GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000290_CT_AIRB | 529900YNBT62HCUPRG10 | 1106210-6 | | | | AUGUST STORCK KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000291_CT_AIRB | 5299005SHIN9ZK7GW242 | 1124841-6 | HRB1775 | DE0006766504 | NDA GY EQUITY | Aurubis AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000292_CT_AIRB | 529900PXZU3YHO6HMD80 | 1130123-1 | | | | Axel Springer SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000293_CT_AIRB | 529900AJX4TCFW0QT666 | 1104883-2 | | | | B. Braun Melsungen Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000294_CT_AIRB | 529900PM64WH8AF1E917 | 1102017-9 | HRB6000 | DE000BASF111 | BAS GR EQUITY | BASF SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000295_CT_AIRB | 529900XMQYET3NBF2363 | 2192515-1 | HRB101375 | DE0005168108 | B5A GY EQUITY | Bauer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000296_CT_AIRB | 549300J4U55H3WP1XT59 | 1109561-9 | | | BAYN GY EQUITY | Bayer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000297_CT_AIRB | YEH5ZCD6E441RHVHD759 | 1103190-3 | | | BMW GY EQUITY | Bayerische Motoren Werke AG [BMW AG] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000298_CT_AIRB | 529900SM0FDLLYATXU36 | 1103233-1 | | | | BAYWA AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000299_CT_AIRB | 5299001BUUGXAREGE533 | 1103821-3 | | | BTG GR EQUITY | Bertelsmann SE & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000300_CT_AIRB | 529900H0HULEN2BZ4604 | 1114115-7 | BWMAHRB710296 | | GBF GY Equity | Bilfinger SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000301_CT_AIRB | 529900XBEZ2EYI9ZOV89 | 3010079-6 | | | | BMG Rights Management GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000302_CT_AIRB | 529900FOTM78R9Q9NY89 | 1163617-2 | HRB75534 | | 2340173Z GR EQUITY | BOSCH UND SIEMENS HAUSGERATE GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000303_CT_AIRB | NNROIXVWJ7CPSR27SV97 | 2926464-5 | | | BNR GY EQUITY | Brenntag AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000304_CT_AIRB | 529900OQDCYXCLQOAY53 | 1105482-2 | | | | Burda Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000305_CT_AIRB | 5299000XH7YX33EJZP65 | 2730972-3 | | | | CARL ZEISS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000306_CT_AIRB | 52990076MX7KD2XYCH67 | 1111099-6 | HRB9517 | DE000CLS1001 | CLS1 GY EQUITY | Celesio AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000307_CT_AIRB | 529900O4ND7T8ABIXF67 | 1235957-6 | | | | Claas Kommanditgesellschaft auf Aktien mbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000308_CT_AIRB | 529900A7YD9C0LLXM621 | 1106273-4 | HRB3527 | DE0005439004 | CON GY EQUITY | CONTINENTAL AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000309_CT_AIRB | | | | | 2294277Z GR EQUITY | Coutinho & Ferrostaal GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000310_CT_AIRB | 5299007VZZKH65OCN774 | 2781995-2 | | | | Cronimet Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000311_CT_AIRB | 5299008ODF4EFHRI0G60 | 2402196-6 | HRB8957 | | 7097181Z GR EQUITY | CWS-boco International GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000312_CT_AIRB | 5299005LEM60UYKU5235 | 1106512-5 | | | | DACHSER Group SE & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000313_CT_AIRB | 529900R27DL06UVNT076 | 2344103-3 | HRB19360 | | DAI GR EQUITY | Daimler AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000314_CT_AIRB | 5299006S0UKN6D9ZP412 | 2451917-5 | | | | DB NETZ AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000315_CT_AIRB | 529900I2DLZPTFPENJ05 | 1106744-4 | | | | DEHNER GMBH & CO KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000316_CT_AIRB | 5299005A2ZEP6AP7KM81 | 2537834-0 | | | ANN GF Equity | Vonovia SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000317_CT_AIRB | 52990063S23N13HU4E98 | 1818189-1 | HRB50000B | | DBHN GR EQUITY | DEUTSCHE BAHN AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000318_CT_AIRB | 529900PH63HYJ86ASW55 | 1107110-7 | HRB2168 | | LHA GY EQUITY | DEUTSCHE LUFTHANSA AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000319_CT_AIRB | 52990063W8KQHQMF4M43 | 2623414-6 | | | DPW GF Equity | Deutsche Post Finance B.V. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000320_CT_AIRB | 529900ITHU5Y51F1S257 | 1107106-5 | | | | DEUTSCHE SPARKASSEN LEASING AG & CO KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000321_CT_AIRB | 549300V9QSIG4WX4GJ96 | 2185287-6 | HRB6794 | | DTE GY EQUITY | DEUTSCHE TELEKOM AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000322_CT_AIRB | 529900KSWLV9JYE7NC83 | 2095980-5 | HRB34977 | | | DFS Deutsche Flugsicherung GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000323_CT_AIRB | 529900QTO8D2QK2TJG32 | 1107340-0 | | | | Diehl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000324_CT_AIRB | 529900Y1AT9MQF6UYT42 | 2836050-1 | HRB203044 | | | DMK DEUTSCHES MILCHKONTOR GMBH BREMEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000325_CT_AIRB | 529900YZNQ3MUUZ02M47 | 1117002-4 | HRB242 | | | Douglas Holding AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000326_CT_AIRB | 5299004W7VTLPROHR533 | 1125242-6 | HRA8242 | | | DR AUGUST OETKER KG BIELEFELD | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000327_CT_AIRB | 529900EWEX125AULXI58 | 3008027-9 | | | PAH3 GY EQUITY | Dr Ing HCF Porsche AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000328_CT_AIRB | 5493005UFVHY0PPNKD75 | 1107708-8 | HRB7903HL | DE0005550602 | DRW3 GY EQUITY | Drägerwerk AG & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000329_CT_AIRB | 52990076FKBR9THZ8C62 | 2779318-1 | | | | DYWIDAG-Systems International GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000330_CT_AIRB | 529900Z8W8S8J1P7U364 | 1105067-1 | HRA9905 | | | E BREUNINGER GMBH CO STUTTGART | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000331_CT_AIRB | Q9MAIUP40P25UFBFG033 | 1134262-3 | HRB22315 | | EOAN GY EQUITY | E.ON SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000332_CT_AIRB | 5299000MT7P9STUCL908 | 1137158-0 | | | | Ed. Züblin Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000333_CT_AIRB | 529900JSFZ4TS59HKD79 | 2331844-7 | | | EBK GR EQUITY | Energie Baden-Wurttemberg AG [EnBW] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000334_CT_AIRB | 549300OQ94C7KRGGC351 | 2177540-8 | | | ASG GY Equity | Envivas Krankenversicherung AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000335_CT_AIRB | 529900G1B8AXELNRG982 | | | | ALV GY Equity | Euler Hermes Deutschland AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000336_CT_AIRB | 41GUOJQTALQHLF39XJ34 | 1518676-0 | | | 154407Z GR EQUITY | Evonik Industries AG (Evonic) | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000337_CT_AIRB | 529900L64X6KZZW19R71 | 1108854-9 | | | 4501Z GR EQUITY | EWE AG [Energieversorgung Weser-Ems] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000338_CT_AIRB | 529900D7N2PTTZWFWN57 | 2579145-0 | | | | F.S. Fehrer Automotive GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000339_CT_AIRB | 529900EI7R9SCEJP4T76 | 1109776-3 | 00311027000005 | | | FERROSTAAL GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000340_CT_AIRB | 529900WBP9HFX10RKB30 | 1110203-5 | | | | FLUGHAFEN MUNCHEN GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000341_CT_AIRB | 529900VHM89GUAJ1RK35 | 1114926-7 | HRB25 | | 1048Z GR EQUITY | FRANZ HANIEL & CIE GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000342_CT_AIRB | 5299001ERX0K10IZUL40 | 1110198-7 | | | | FRAPORT AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000343_CT_AIRB | XDFJ0CYCOO1FXRFTQS51 | 1110492-4 | HRB11852 | DE0005785604 | FRE GY EQUITY | FRESENIUS SE & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000344_CT_AIRB | 5299006NS9FCLFHZVL76 | 1578686-6 | HRB714579 | | | Freudenberg SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000345_CT_AIRB | 529900KXMB40SPYJD743 | 2052428-6 | HRB36569B | | 7013717Z GR EQUITY | GAZPROM Germania GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000346_CT_AIRB | 549300PHUU0ZZWO8EO07 | 1122951-5 | | | GEA GR EQUITY | GEA Group AG [Global Engineering Alliance] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000347_CT_AIRB | 529900JGEOQMCDYOK785 | 1135188-9 | | | | Gelsenwasser AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000348_CT_AIRB | 529900F916IVP0TJZK88 | 1051383-6 | HRA11722 | | | GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000349_CT_AIRB | 5299006GD4UWSYZOKC28 | 2877346-3 | HRB56040 | | GXI GY Equity | Gerresheimer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000350_CT_AIRB | 529900OJM5EX75OD8032 | 1113335-2 | | | | Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000351_CT_AIRB | 529900K6BWO03KP4GU58 | 1113443-4 | | | | Giesecke & Devrient Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000352_CT_AIRB | 529900J0V7C8Z8MLN980 | 2943243-2 | | | | Gigaset Communications GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000353_CT_AIRB | 529900LPAX2H9S4NKU05 | 1215951-3 | | | | Gothaer Finanzholding AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000354_CT_AIRB | 529900F4P4RV4Z50PI82 | 1114066-2 | HRB527 | | | GROSSKRAFTWERK MANNHEIM AG MANNHEIM | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000355_CT_AIRB | HD52L5PJVBXJUUX8I539 | 2294348-4 | | | HPL GR EQUITY | Hapag-Lloyd AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000356_CT_AIRB | 5299007CE1VJWKM99H49 | 1130882-2 | HRB2680KI | | 4729Z GR EQUITY | Hauptgenossenschaft Nord AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000357_CT_AIRB | 529900MKHOFQI4A0XC48 | 2873755-9 | | | | HAWE Hydraulik SE | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000358_CT_AIRB | 52990022107L9199GO56 | 2588017-0 | | | | HDI Versicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000359_CT_AIRB | 529900755OZXM37H4975 | 1115355-8 | | | | Heckler & Koch GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000360_CT_AIRB | LZ2C6E0W5W7LQMX5ZI37 | 1126630-1 | HRB330082 | DE0006047004 | HEI GY EQUITY | HEIDELBERGCEMENT AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000361_CT_AIRB | 529900ZM98OISTG16932 | 1115394-7 | | | HDD GY Equity | Heidelberger Druckmaschinen AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000362_CT_AIRB | 529900PLX4ADJFWIY024 | 1135805-8 | | | 2550Z GR EQUITY | Hella KGaA Hueck & Co | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000363_CT_AIRB | 52990027B9ARY5AC8476 | 1115622-1 | | | | HELM AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000364_CT_AIRB | 549300VZCL1HTH4O4Y49 | 1115688-2 | HRB4724 | DE0006048408 | HEN3 GY EQUITY | HENKEL AG & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000365_CT_AIRB | 5493007EO7JOPWXHBJ27 | 1740986-3 | HRB3364 | | | Heraeus Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000366_CT_AIRB | 529900BVZYMVDRRSXY68 | 1306869-7 | HRB390485 | | 3540636Z GR EQUITY | HERRENKNECHT AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000367_CT_AIRB | 529900O7US4NP0J6XD12 | 1179777-6 | | | | HETTICH HOLDING GMBH & CO OHG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000368_CT_AIRB | 529900Y25S8NZIYTT924 | 1116241-9 | | | HOT GY EQUITY | Hochtief AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000369_CT_AIRB | 5299008WW53GLXRORN29 | 1350826-2 | HRB2311 | | HBM GY Equity | Hornbach-Baumarkt-AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000370_CT_AIRB | 529900LFVU534EBRXD13 | 1104693-5 | | | | HUGO BOSS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000371_CT_AIRB | TSI2PJM6EPETEQ4X1U25 | 2443536-4 | | | IFX GY Equity | Infineon Technologies AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000372_CT_AIRB | 529900FFRTWZQXTTUB07 | 1193155-7 | | | 7573220Z GR EQUITY | Intersnack Knabber-Gebäck GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000373_CT_AIRB | 529900DJMOF0DTSWHO38 | 2850239-1 | HRB40163 | | | JUWI AG WÖRRSTADT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000374_CT_AIRB | 529900YURAYD4IJX2J91 | 1128982-4 | HRB2669 | | SDF GY Equity | K+S Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000375_CT_AIRB | 1AW6P2GG0FOINEBZUQ05 | | | | VOD LN Equity | Kabel Deutschland Vertrieb und Service GmbH. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000376_CT_AIRB | 529900WFRVF4SQ2EV734 | 1121308-9 | HRA102851 | | 509821Z GR EQUITY | Kaufland Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000377_CT_AIRB | 529900CQ31CN6GV5LL52 | 2821686-9 | NRWDUHRB20486 | | KCO GY Equity | Kloeckner & Co. S.E. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000378_CT_AIRB | 5299001GRRO0Z25YZT52 | 1130169-4 | | | | Knorr-Bremse AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000379_CT_AIRB | 529900IQ90WSXBWSTD78 | 1131272-5 | | | | KOENIG & BAUER AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000380_CT_AIRB | 529900LUYJ0V8SOOT260 | 1173404-3 | HRA4415 | | 3612759z gr equity | KRAFTVERKEHR NAGEL GMBH & CO. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000381_CT_AIRB | 529900MAU9591GT2S236 | 2849255-1 | | | | KraussMaffei Technologies GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000382_CT_AIRB | 529900NY2GSZWWUBW049 | 1120219-9 | | | | KRONES Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000383_CT_AIRB | 529900BVAET534PD7C28 | 1119133-5 | HRB21016 | DE0006292006 | KSB3 GY EQUITY | KSB Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000384_CT_AIRB | 529900VPRFDDIN7BE119 | 1117324-2 | HRB22709 | | IWKG IX Equity | KUKA AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000385_CT_AIRB | 529900FR2K4P9L9XLV21 | 1119187-1 | | | | KWS SAAT SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000386_CT_AIRB | 529900PTLRE72EMYIJ77 | 2451186-7 | HRB53652 | | LXS GF Equity | Lanxess AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000387_CT_AIRB | 5299002HNCMIUBHOMK35 | 1121223-0 | HRB202 | DE0005408884 | LEO GY EQUITY | Leoni AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000388_CT_AIRB | 529900EW0ZH7KAZ11H71 | 1797294-4 | | | | Lidl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000389_CT_AIRB | WTV8QGD5UD7MMD4HS345 | 1121375-8 | | | LIN GY Equity | Linde AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000390_CT_AIRB | 529900SL1W4KHVE18T81 | 1121582-9 | | | | LOHMANN + Co. AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000391_CT_AIRB | 52990098TR1QJBWIYG58 | 1147145-5 | | | | MAHLE GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000392_CT_AIRB | 52990018UPG26YRFSM46 | 1122332-8 | HRB179426 | DE0005937007 | MAN GR EQUITY | MAN SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000393_CT_AIRB | 5299009Z8B0YE4ECMJ92 | 1044964-3 | | | | Media-Saturn Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000394_CT_AIRB | 5299009WLGROB3HKM878 | 1522457-9 | | | | MEGGLE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000395_CT_AIRB | 529900OAREIS0MOPTW25 | 2198479-4 | HRB6164 | | MRK GF Equity | Merck KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000396_CT_AIRB | 5299001X9L42HXEBCZ51 | 1188960-7 | | | MEO GY EQUITY | Metro AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000397_CT_AIRB | 529900JAY79MT50JBH87 | | | | | MEYER WERFT GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000398_CT_AIRB | 213800E45LWMBVNF3R85 | 3052190-0 | NRWGRHRB8959 | | MNDI LN Equity | Mondi Consumer Packaging International AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000399_CT_AIRB | 529900807L67JY81RD65 | 2755947-5 | | | MTX GY Equity | MTU Aero Engines AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000400_CT_AIRB | 529900ISR2VNZV1C0T93 | 1182822-5 | | | | MVV Energie AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000401_CT_AIRB | 529900UXIUW801PQDI37 | 2597701-8 | | | | N-ERGIE AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000402_CT_AIRB | 529900HVDYCUWVD0OE76 | 2551585-9 | | | | NORDEX SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000403_CT_AIRB | 549300UH52ZS8O00MO03 | 1125476-0 | | | | Osram GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000404_CT_AIRB | 529900LMI5FN0KFOE272 | 1125552-8 | HRA62024 | | OTVR GR EQUITY | OTTO (GMBH & CO.KG) | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000405_CT_AIRB | 529900ELIX8Z8PQ6CU28 | 2593300-3 | | | | PAPIERFABRIK PALM GMBH & CO.KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000406_CT_AIRB | 529900HT3KJHBHNHDT64 | 1397102-3 | HRB6100 | | 259743Z GR EQUITY | PERI GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000407_CT_AIRB | 52990037VWJGYKGP9877 | 1131747-6 | HRA3551 | | 2590Z GR EQUITY | PHOENIX Pharmahandel GmbH & Co KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000408_CT_AIRB | 5299008XQJHPTOF8R354 | 2696731-5 | 241336g | | 661074Z GR EQUITY | Porsche Corporate Finance GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000409_CT_AIRB | 529900NY0WWQUKOMWQ37 | 2399699-4 | | | PSM GY EQUITY | ProSiebenSat 1 Media SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000410_CT_AIRB | 529900Z5KBA9KJP6EK09 | 1196360-0 | | | | R+V Versicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000411_CT_AIRB | 5299001OU9CSE29O6S05 | 1127893-4 | | | RHM GY EQUITY | Rheinmetall AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000412_CT_AIRB | 529900F0LT5OP4SV6122 | 1104684-4 | | | | Robert Bosch GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000413_CT_AIRB | 529900BZ1C5S5WQENF25 | 2820967-4 | HRB721056 | | | ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000414_CT_AIRB | 529900GB7KCA94ACC940 | 2531238-0 | HRB14525 | DE0007037129 | RWE GY EQUITY | RWE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000415_CT_AIRB | 529900Q5SR06C5T8NO26 | 1128992-3 | HRB8372 | | 7015557Z GR EQUITY | Salzgitter Mannesmann Handel GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000416_CT_AIRB | 529900D6BF99LW9R2E68 | 1308819-0 | | | SAP GY EQUITY | SAP SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000417_CT_AIRB | 529900JL0HDVGZMUJF32 | 3043578-8 | | | | Schaeffler Verwaltung Zwei GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000418_CT_AIRB | 529900D8QMD1LL0E2393 | 2800313-5 | | | | Schletter GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000419_CT_AIRB | 529900DG0F6AGQAP6N55 | 1131407-7 | 55234831 | | | SCHOLZ Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000420_CT_AIRB | 5299009QTM3SJL9BNR19 | 2209676-2 | | | | Schott AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000421_CT_AIRB | 529900ZCRUJ3J5PYWX81 | 2577577-6 | | | RPW GR EQUITY | SENVION GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000422_CT_AIRB | 52990038IB31TYK07X63 | 1129569-8 | | | SGL GY Equity | SGL Carbon SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000423_CT_AIRB | W38RGI023J3WT1HWRP32 | 1129508-6 | HRB12300B | | SIE GY EQUITY | Siemens Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000424_CT_AIRB | 529900M1LIO0SLOBAS50 | 1532176-3 | HRB1562 | DE0003304002 | SOW GY EQUITY | Software AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000425_CT_AIRB | 549300WM0X4AUT710770 | 3278292-2 | | | | Springer Science+Business Media Deutschland GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000426_CT_AIRB | 529900FMTTLMH0P0DL10 | 1473528-6 | | | | STADA Arzneimittel Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000427_CT_AIRB | 549300YTRYZPM57T3319 | 1132051-2 | | | | STADTWERKE HANNOVER AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000428_CT_AIRB | 529900QOJGJ2975GD560 | 2971375-7 | | | | Stahlgruber Otto Gruber AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000429_CT_AIRB | 5299003M4PGUGL48LS74 | 3094881-4 | | | | Styrolution Group GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000430_CT_AIRB | 529900Y2V1QWBDCBT818 | 2653119-4 | | | | Südwestdeutsche Medien Holding GmbH | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000431_CT_AIRB | 529900S8QNB101D40S72 | 1130211-4 | | | SZU GY EQUITY | Sudzucker AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000432_CT_AIRB | 529900D82I6R9601CF26 | 2819960-2 | HRB200436 | | | SYMRISE AG HOLZMINDEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000433_CT_AIRB | 529900P710MOUBKZDL27 | 2269857-5 | HEESHRB85143 | | | Techem GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000434_CT_AIRB | 529900COI81IT9N2Y682 | 3009289-4 | HRB180660 | | | THÜGA HOLDING GMBH + CO KGAA MÜNCHEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000435_CT_AIRB | 549300UDG16DOYUPR330 | 2411649-3 | HRB9092 | DE0007500001 | TKA GR EQUITY | THYSSENKRUPP AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000436_CT_AIRB | 529900JBK6KNC4HSW032 | 1672825-5 | | | | Tönnies Holding GmbH & Co. KG | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000437_CT_AIRB | 52990021AYVJLL2XMK94 | 2182800-9 | HRB16654 | | 7010965Z GR EQUITY | TRIMET ALUMINIUM SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000438_CT_AIRB | 529900SL2WSPV293B552 | 1126744-0 | | | TUI1 GY EQUITY | TUI AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000439_CT_AIRB | 3VEKWPJHTD4NKMBVG947 | 2353095-9 | | | | United Internet AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000440_CT_AIRB | XQMNIROSQAS7Y9TT7I97 | | NRWKOHRA24116 | | LBTYA UW Equity | Unitymedia Hessen GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000441_CT_AIRB | 529900I1IDJLEXFUYN67 | 3340688-5 | | | | WELTBILD GMBH & CO.

KG, AUGSBURG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000442_CT_AIRB | 529900AGED6PJE9AVL37 | 3185940-8 | | | | Vier Gas Transport GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000443_CT_AIRB | 52990023338VFV5AIN59 | 1134669-9 | HRA3389 | | | VIESSMANN WERKE GMBH CO KG ALLENDORF | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000444_CT_AIRB | W24EDTPHEV8NJOD4FA29 | 1627667-7 | | | | VNG-Verbundnetz Gas Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000445_CT_AIRB | 5299004TYSI0Z73QUE46 | 1227804-0 | HRB725621 | | | Voith GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000446_CT_AIRB | 529900NNUPAGGOMPXZ31 | 1134796-0 | | | VOW3 GY EQUITY | Volkswagen AG [VW] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000447_CT_AIRB | 0NURKC5Q3CJYZPPK5046 | 1134904-0 | | | | WACKER CHEMIE AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000448_CT_AIRB | 529900KKY5IMBX35M241 | 2679160-8 | HRB7736 | | | Wasser und Gas Westfalen GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000449_CT_AIRB | 529900KQ44OJDIDU6J81 | 1135571-6 | | | | WEPA Hygieneprodukte GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000450_CT_AIRB | 5299006E92R0717GXP27 | 3189637-6 | HRA16706 | | 0892272D GR EQUITY | WINGAS GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000451_CT_AIRB | 529900A8LX4KL0YUTH71 | 2543621-3 | | | WDI GY Equity | Wirecard AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000452_CT_AIRB | 529900CAYOWB8YIG7X25 | 1136858-6 | | | | ZF FRIEDRICHSHAFEN AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000453_CT_AIRB | 549300D2K6PKKKXVNN73 | | 22756214 | DK0010244425 | MAERSKB DC EQUITY | A.P.Møller-Mærsk A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000454_CT_AIRB | | | 63965812 | | | A/S SCHOUW & CO | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000455_CT_AIRB | 549300ADWYS7RRJ8BG19 | | 14244441 | | | Aalborg Portland A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000456_CT_AIRB | 549300Y047DQV30CKT47 | | 49723911 | | | ABENA HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000457_CT_AIRB | 549300PLP6WVTICKLD32 | | 10526949 | | | ALM. BRAND FORSIKRING A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000458_CT_AIRB | 529900IJ6T4P1O10R377 | | 25313763 | | | ARLA FOODS A.M.B.A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000459_CT_AIRB | | | 25511484 | | | Atea A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000460_CT_AIRB | 213800KB128IK92MCD10 | | 44782510 | | | AVK Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000461_CT_AIRB | 2138009LJ6FGTV868W59 | | 22069519 | | | BYGMA GRUPPEN A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000462_CT_AIRB | 5493008YL42784DMWN61 | | 25508343 | DK0010181676 | CARLB DC EQUITY | Carlsberg Breweries A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000463_CT_AIRB | | | 27626904 | | | Catering Engros A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000464_CT_AIRB | 213800JF2XSR5NXGL660 | | 12760043 | | | Cheminova A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000465_CT_AIRB | 549300MKPW8ZF3E8MW37 | | 28318677 | | | Chr. Hansen Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000466_CT_AIRB | 213800AWZ8U3FVALIO26 | | 26259495 | | | Coop Danmark A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000467_CT_AIRB | 213800UW822WLK2HZF47 | | | | | Copenhagen Airports Denmark ApS | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000468_CT_AIRB | 529900BWY373HVUNIC90 | | 28527411 | | | Dagrofa ApS | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000469_CT_AIRB | | | 13878595 | | | Dagrofa S-Engros A/S (Foodservice) | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000470_CT_AIRB | 213800FJJH5XFNFIAK90 | | 23256118 | | | Damstahl A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000471_CT_AIRB | 5493007I2KABJNYPD639 | | 20165715 | | | DANFOSS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000472_CT_AIRB | | | 59789317 | | | Danish Agro A.M.B.A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000473_CT_AIRB | 21380063C9WS18D6WJ21 | | 26121264 | | | Danish Crown A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000474_CT_AIRB | 2138007QUZXQLFGCSV45 | | 24246930 | | | DANSK LANDBRUGS GROVVARESELSKAB A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000475_CT_AIRB | 549300FQY6MX8USM0112 | | 35954716 | | 4166777Z DC EQUITY | Dansk Supermarked A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000476_CT_AIRB | 549300JUFTJMOTC28B39 | | 28113951 | | | Danske Commodities A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000477_CT_AIRB | 213800ZCQ8X5QYJWVQ60 | | 42344613 | | | Det Danske Hedeselskab | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000478_CT_AIRB | 549300JZVW1Y1UZ5UK38 | | 14194711 | | | DFDS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000479_CT_AIRB | W9NG6WMZIYEU8VEDOG48 | | 36213728 | | | DONG Energy A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000480_CT_AIRB | 529900X41C0BSLK67H70 | | 58233528 | DK0060079531 | DSV DC EQUITY | DSV A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000481_CT_AIRB | 213800K83X1E9HF1MD69 | | 55828415 | | | DT Group A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000482_CT_AIRB | 529900C0U279ORGJC950 | | 45349918 | | | Ecco Sko A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000483_CT_AIRB | 213800Z47P2HZJKJSK23 | | 75272014 | | | EGM. INT. HOLD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000484_CT_AIRB | 549300JN1F17UXJMM315 | | 17225898 | | | ENERGI DANMARK A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000485_CT_AIRB | 5299003X050CWGDW1Z87 | | | | | Energinet.dk SOV | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000486_CT_AIRB | 213800MXXDGQ3ITPXI41 | | 58180912 | DK0010234467 | | FLSMIDTH & CO. A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000487_CT_AIRB | 549300036WZGCBDPDZ92 | | | | | GF-Forsikring A/S (Unsolicited Ratings) | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000488_CT_AIRB | 5493006R4KC2OI5D3470 | | 56759913 | | | H. Lundbeck A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000489_CT_AIRB | 213800HTGI1CTA7CKP20 | | 34728712 | | | Hedegaard A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000490_CT_AIRB | 213800NLXK98F6PC2R37 | | | | | ISS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000491_CT_AIRB | 549300RIPHN847476O42 | | | | | J. LAURITZEN A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000492_CT_AIRB | 54930032G32N1F8JBV10 | | | | | KIRKBI INVEST A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000493_CT_AIRB | UGKYQUOFW6QSIS3P4P93 | | 47458714 | | LEGO DC EQUITY | LEGO System A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000494_CT_AIRB | 52990077KVK7QCK2NG31 | | 56759514 | | | LEO PHARMA A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000495_CT_AIRB | 529900B5B2U7TIJN7757 | | | | | MONJASA A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000496_CT_AIRB | 213800WNLA5AH3U4WI67 | | 12562233 | | | MT HØJGAARD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000497_CT_AIRB | 549300UQ0QRC1KXGRE08 | | 20293195 | | | NEAS Energy A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000498_CT_AIRB | | | 10845858 | | | Nellemann Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000499_CT_AIRB | 529900197LKWCEQ0NL18 | | 62725214 | | | NKT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000500_CT_AIRB | 2138007XB7AUOGS4N159 | | 11142141 | | | NORDIC SEAFOOD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000501_CT_AIRB | 2138005ON7KF6M74P542 | | 81203113 | | | Nordisk Dæk Import A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000502_CT_AIRB | 549300DAQ1CVT6CXN342 | | | | NOVOB DC Equity | Novo Nordisk A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000503_CT_AIRB | 529900T6WNZXD2R3JW38 | | 10007127 | | | NOVOZYMES A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000504_CT_AIRB | 213800LALFCP5FJXW153 | | 62497718 | | | Nowaco A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000505_CT_AIRB | 213800PRY3GUP6B5GG04 | | 39170418 | | | OK A.m.b.A. | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000506_CT_AIRB | 213800RE7TE67AUCJS21 | | 11369677 | | | Polar Seafood Denmark | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000507_CT_AIRB | 213800QRC7LNX935OZ09 | | 54879415 | | | Rockwool International A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000508_CT_AIRB | | | 42997811 | | | SANISTÅL A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000509_CT_AIRB | 549300M5XVDYG4I7CC28 | | 14049673 | | | Scan Global Logistics | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000510_CT_AIRB | 5299003KG4JS99TRML67 | | 31080185 | | | SCANDINAVIAN TOBACCO GROUP A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000511_CT_AIRB | 529900N96EOVRB114D28 | | 14773908 | DK0060228559 | TDC DC EQUITY | TDC A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000512_CT_AIRB | 549300ZSIJREG4GDWJ45 | | | | | Topdanmark A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000513_CT_AIRB | 213800A5UXABGUQ3PX11 | | 22460218 | | | TORM A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000514_CT_AIRB | 213800BIA5L8OPBER229 | | | | | Tryg Forsikring A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000515_CT_AIRB | 213800O8J7U9F8Q8VQ80 | | | | | Tryg Garantiforsikring A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000516_CT_AIRB | | | 14003606 | | | Tulip Food Company A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000517_CT_AIRB | 54930026SJ2OBLO6M470 | | 25481968 | | | Verdo A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000518_CT_AIRB | 549300DYMC8BGZZC8844 | | 00311171460005 | | | VESTAS WIND SYSTEMS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000519_CT_AIRB | 213800RM6L9LN78BVA56 | | 71186911 | | | WILLIAM DEMANT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000520_CT_AIRB | 5493005044RTLQ5RZU70 | | | | | Eesti Energia AS | EE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000521_CT_AIRB | 549300YENFNR57ZJ3X76 | | | | | ABENER ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000522_CT_AIRB | 8ZQH7RR6DBQZIX8PEQ84 | ESA41002288 | A41002288 | | ABG/P SM EQUITY | ABENGOA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000523_CT_AIRB | 549300GKFVWI02JQ5332 | ESA08209769 | A08209769 | | ABE SM EQUITY | ABERTIS INFRAESTRUCTURAS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000524_CT_AIRB | 54930002KP75TLLLNO21 | ESA31768138 | A31768138 | | ANA SM EQUITY | ACCIONA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000525_CT_AIRB | 95980020140005558665 | ESA28004885 | A28004885 | | ACS SM EQUITY | Actividades de Construccion y Servicios SA [ACS Group] | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000526_CT_AIRB | 213800NKU21ZN7P7RT54 | ESA84409408 | A84409408 | | AMS SM EQUITY | Amadeus IT Group SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000527_CT_AIRB | | ESA26019992 | A26019992 | | 0468005D SM EQUITY | AQUALIA GESTION INTEGRAL DEL AGUA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000528_CT_AIRB | 95980020140005491929 | | A78839271 | | A3M | ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000529_CT_AIRB | 549300MXEGOT8MV1B924 | ESA62186556 | A62186556 | | ONO SM EQUITY | CABLEUROPA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000530_CT_AIRB | 549300CGERG48M7P5E96 | | | | | CENTROS COMERCIALES CARREFOUR S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000531_CT_AIRB | | ESA46146387 | A46146387 | | 0612929D SM EQUITY | COBRA INSTALACIONES Y SERVICIOS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000532_CT_AIRB | | ESA20001020 | A20001020 | | CAF SM EQUITY | CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000533_CT_AIRB | 95980020140005319366 | ESA48012009 | A48012009 | | OLE SM EQUITY | DEOLEO SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000534_CT_AIRB | 54930063C6K2TNFL6H10 | | | | | DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000535_CT_AIRB | | ESA15139314 | A15139314 | | DRC SM EQUITY | DRAGADOS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000536_CT_AIRB | 529900U1P1JEV71EBO44 | ESA28006104 | A28006104 | | 4367465Z SM EQUITY | EADS CONSTRUCCIONES AERONAUTICAS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000537_CT_AIRB | 95980020140005374753 | ESA28017895 | A28017895 | | 1082z sm equity | EL CORTE INGLES S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000538_CT_AIRB | 95980020140005491250 | | A48027056 | | ENO | ELECNOR S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000539_CT_AIRB | 213800VIN4XHLVFIOE10 | | A86484334 | | ENG SQ Equity | Enagas Transportes, S.A.U. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000540_CT_AIRB | 549300LHK07F2CHV4X31 | ESA28023430 | A28023430 | | ELE SM EQUITY | ENDESA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000541_CT_AIRB | 95980020140005732198 | | | | | ESCAL UGS S L | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000542_CT_AIRB | 95980020140005757903 | ESA81939209 | A81939209 | | FER SM EQUITY | Ferrovial SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000543_CT_AIRB | 95980020140005178328 | ESA28037224 | A28037224 | | FCC SM EQUITY | FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000544_CT_AIRB | 549300CKUXDA0CKRQJ56 | ESA80477144 | A80477144 | | GAM SM EQUITY | GAMESA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000545_CT_AIRB | TL2N6M87CW970S5SV098 | ESA08015497 | A08015497 | | GAS SM EQUITY | GAS NATURAL S.D.G. S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000546_CT_AIRB | 95980020140005484363 | ESB48943864 | B48943864 | | 495294Z SM EQUITY | GESTAMP AUTOMOCION S L | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000547_CT_AIRB | | ESA58389123 | A58389123 | | GRF SM EQUITY | GRIFOLS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000548_CT_AIRB | 213800OILC5Q9AR63B63 | | A09092305 | | | Grupo Antolin-Irausa, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000549_CT_AIRB | | ESA84173947 | A84173947 | | 1234Z SM EQUITY | GRUPO ISOLUX CORSAN SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000550_CT_AIRB | 5QK37QC7NWOJ8D7WVQ45 | ESA48010615 | A48010615 | | IBE SM EQUITY | Iberdrola SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000551_CT_AIRB | 549300GEL7LRGKK0DG70 | | | | | Iberia Lineas Aereas de Espana S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000552_CT_AIRB | GGYEFW27TI7Q3C3XB343 | | | | | INDUSTRIA DE DISEÑO TEXTIL S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000553_CT_AIRB | 95980020140005007414 | | | | | INMOBILIARIA COLONIAL SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000554_CT_AIRB | 549300D4HOJHH0LSET81 | ESA41694266 | A41694266 | | 4516287Z SM EQUITY | INSTALACIONES INABENSA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000555_CT_AIRB | 95980020140005317620 | | | | | ISOLUX INGENIERIA, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000556_CT_AIRB | 95980020140005606874 | | | | | IZASA DISTRIBUCIONES TECNICAS S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000557_CT_AIRB | 529900S4UWJNVO9LEH81 | | A60195278 | | 4374129Z | LIDL SUPERMERCADOS S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000558_CT_AIRB | UIUPNLHSQI58ZL7O2J82 | | A78346558 | | MAP SQ Equity | Mapfre Re, Compania de Reaseguros, S.A. | ES | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000559_CT_AIRB | 95980020140005021479 | ESA79075438 | A79075438 | | | MEDIASET ESPAÑA COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000560_CT_AIRB | | ESA78304516 | A78304516 | | MEL SM EQUITY | Melia Hotels International SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000561_CT_AIRB | 95980020140005311703 | | | | | NAVANTIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000562_CT_AIRB | 95980020140005395317 | ESA48010573 | A48010573 | | OHL SM EQUITY | OBRASCON HUARTE LAIN S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000563_CT_AIRB | | ESA36603587 | A36603587 | | PVA SM EQUITY | PESCANOVA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000564_CT_AIRB | 549300N94L4D5NDBFG97 | ESA28430882 | A28430882 | | | PROSEGUR COMPAÑIA DE SEGURIDAD S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000565_CT_AIRB | 54930070W8XSY31XK130 | ESA78003662 | A78003662 | | REE SM EQUITY | Red Electrica de Espana SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000566_CT_AIRB | BSYCX13Y0NOTV14V9N85 | | A78374725 | ES0273516007 | REP GY Equity | Repsol, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000567_CT_AIRB | | ESA08000820 | A08000820 | | DMM XT EQUITY | S A DAMM | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000568_CT_AIRB | 549300QHD5DP0GOPGX63 | | | | | SOVENA ESPANA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000569_CT_AIRB | 213800JEZBUPZKWJGF49 | ESA28092583 | A28092583 | | TRE SM EQUITY | TECNICAS REUNIDAS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000570_CT_AIRB | 549300EEJH4FEPDBBR25 | | KvK 24269798 0000 | | TEF SM EQUITY | TELEFONICA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000571_CT_AIRB | | ESA08356727 | A08356727 | | TST SM EQUITY | TESTA INMUEBLES EN RENTA S.A. | ES | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000572_CT_AIRB | 549300FM9ZIJB5FCS825 | | | | | TWINS ALIMENTACION SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000573_CT_AIRB | 95980020140005462150 | ESA79524054 | A79524054 | | 571979Z | URBASER S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000574_CT_AIRB | 5299008CBH6EAEH1VZ37 | ESA28293348 | A28293348 | | | WORLD DUTY FREE GROUP S.A.U., | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000575_CT_AIRB | 743700FHGZEV5UGCB005 | | | FI0009010391 | AHL1V FH EQUITY | Ahlstrom Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000576_CT_AIRB | 529900Q14KI1SCMIMO82 | | | | | Bayer Nordic SE | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000577_CT_AIRB | 5493002B0GOVF42KWX33 | | | | | Cargotec Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000578_CT_AIRB | 549300P8N0P6KDGTJ206 | | | XS0946179529 | TY2 GS Equity | Citycon OYJ | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000579_CT_AIRB | 743700TU2S3DXWGU7H32 | | 0116510-6 | XS0973806861 | EIA GM Equity | Elisa Corporation | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000580_CT_AIRB | 7437006ZZI1F7CUA5518 | | | | | Fingrid Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000581_CT_AIRB | 213800SB6EOB8SSK9W63 | | | FI0009003230 | FIA1S FH EQUITY | Finnair Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000582_CT_AIRB | 743700BKTW4EQIVKYY42 | | | FI0009000400 | FIS1V FH EQUITY | Fiskars Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000583_CT_AIRB | 635400IUIZZIUJSAMF76 | | | FI0009007132 | FUM1V FH EQUITY | Fortum Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000584_CT_AIRB | 74370031Y7RK5H88CQ48 | | | FI0009004824 | KRA1V FH EQUITY | Kemira Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000585_CT_AIRB | 743700OX6HSVMCAHPB95 | | | | | KESKO OYJ | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000586_CT_AIRB | 2138001CNF45JP5XZK38 | 1927400-1 | HRB57225 | | KC4 GR EQUITY | Kone GmbH | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000587_CT_AIRB | 2138007FRMWVPUDCMA45 | | | FI0009007835 | MEO1V FH EQUITY | Metso Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000588_CT_AIRB | 5493009GY1X8GQ66AM14 | | | FI0009013296 | NES1V FH EQUITY | Neste Oil Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000589_CT_AIRB | 549300A0JPRWG1KI7U06 | | | FI0009000681 | NOK1V FH EQUITY | Nokia Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000590_CT_AIRB | 743700YQIO8Y4L4WKR40 | | | | | Nokian Renkaat Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000591_CT_AIRB | 74370061PO7C10E3PA54 | | | | | Norilsk Nickel Harjavalta Oy | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000592_CT_AIRB | 5493009YRUJJDCFF0R80 | | | FI0009002422 | OUT1V FH EQUITY | Outokumpu Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000593_CT_AIRB | 549300R0VN9C371W0E07 | | | FI0009014575 | OTE1V FH EQUITY | Outotec Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000594_CT_AIRB | 743700X6KUJ0Z8GJIF03 | | | | | POHJOLAN VOIMA OY | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000595_CT_AIRB | 743700CIR72J2LJZO637 | | | | | Ramirent Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000596_CT_AIRB | 743700XJC24THUPK0S03 | | | FI0009007694 | SAA1V FH EQUITY | Sanoma Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000597_CT_AIRB | 743700IFQI6W89M1IY95 | | | | | STOCKMANN OYJ ABP | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000598_CT_AIRB | 7437000ZP669LKUTZ738 | | | | STERV FH EQUITY | Stora Enso Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000599_CT_AIRB | 743700LQ48IZBTZN4S52 | | 0196656-0 | XS1043513529 | | Teollisuuden Voima Oyj(TVO) | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000600_CT_AIRB | 743700PKLY067IZIF588 | | | | | Tikkurila Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000601_CT_AIRB | 213800EC6PW5VU4J9U64 | | | FI0009005987 | UPM1V FH EQUITY | UPM-Kymmene Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000602_CT_AIRB | 743700G7A9J1PHM3X223 | | | FI0009003727 | WRT1V FH EQUITY | Wärtsilä Oyj Abp | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000603_CT_AIRB | 549300TLDC3IQX97WU26 | | | | | Wihuri Packaging Oy | FI | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000604_CT_AIRB | 529900M13GM4VSTE6W80 | | | | | YIT Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000605_CT_AIRB | 969500QZC2Q0TK11NV07 | | | | AC FP EQUITY | Accor SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000606_CT_AIRB | 969500PJMBSFHYC37989 | | | | ADP FP Equity | Aeroports de Paris S.A. (ADP) | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000607_CT_AIRB | 969500AQW31GYO8JZD66 | | | FR0000031122 | | AIR FRANCE -KLM | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000608_CT_AIRB | 969500MMPQVHK671GT54 | | | | AI FP EQUITY | Air Liquide SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000609_CT_AIRB | 969500RAZNDFVFATTJ14 | | | | | ALCATEL LUCENT INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000610_CT_AIRB | 969500CCRD8GYWLG6R54 | | 542019096 | FR0000130007 | ALU FP EQUITY | Alcatel Lucent S.A.

| FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000611_CT_AIRB | 969500TZFFAS8XMVPQ44 | | | | ALALF UV Equity | ALCATEL-LUCENT SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000612_CT_AIRB | 549300W64S5Q0I46LK20 | | | | | ALSTOM HOLDINGS SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000613_CT_AIRB | 96950032TUYMW11FB530 | | | | ALO FP EQUITY | Alstom SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000614_CT_AIRB | 9695007B0RXQCHHTGR34 | | 305207169 | | AREVA FP EQUITY | AREVA NC | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000615_CT_AIRB | 96950026BLIV09FMSM49 | | | | AKE FP EQUITY | Arkema Group SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000616_CT_AIRB | | | | | ATO FP EQUITY | Atos Origin SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000617_CT_AIRB | 213800U12KWYZEECZ934 | | 572139996 | | ASF FP EQUITY | AUTOROUTES DU SUD DE LA FRANCE SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000618_CT_AIRB | 9695002SV2VP9CU42826 | | | | ARR FP EQUITY | Autoroutes Paris-Rhin-Rhone SA [APRR] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000619_CT_AIRB | F5WCUMTUM4RKZ1MAIE39 | | | | | AXA SA | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000620_CT_AIRB | 969500MOCLNQFNZN0D63 | | 572015246 | | EN LI Equity | BOUYGUES SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000621_CT_AIRB | 96950077L0TN7BAROX36 | | | | CAP FP EQUITY | Cap Gemini Sogeti SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000622_CT_AIRB | 549300B8P6MUJ1YWTS08 | | | | CA FP EQUITY | Carrefour SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000623_CT_AIRB | 969500VHL8F83GBL6L29 | | 554501171 | FR0000125585 | CO FP EQUITY | CASINO GUICHARD — PERRACHON | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000624_CT_AIRB | 9695001K81BDUET02H66 | | | | CGM FP EQUITY | Cegedim SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000625_CT_AIRB | 969500FCVQ5SLAAUJV59 | | | | GA S1 Equity | CGG | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000626_CT_AIRB | 969500WESYQMQ1F2C272 | | | | | CHRISTIAN DIOR | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000627_CT_AIRB | 969500BZJ49IICIBZZ08 | | | | | CMA CGM S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000628_CT_AIRB | 969500QKVPV2H8UXM738 | | | | CNP FP Equity | CNP Assurances | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000629_CT_AIRB | 213800CP8292W9E8LJ69 | | 552115891 | | DG FP Equity | Cofiroute | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000630_CT_AIRB | 969500DZBBMYHB8NAM93 | | 552025314 | FR0000121634 | RE FP EQUITY | COLAS SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000631_CT_AIRB | NFONVGN05Z0FMN5PEC35 | | | | SGO FP EQUITY | Compagnie de Saint-Gobain SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000632_CT_AIRB | 549300SOSI58J6VIW052 | | | | ML FP EQUITY | Compagnie Generale des Etablissements Michelin SCA [CGEM] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000633_CT_AIRB | 969500D8BWYH453FLN28 | | | | | CRISTAL UNION | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000634_CT_AIRB | 85OKW2SW05RZFQS1W718 | | | | JJ FP EQUITY | Crown European Holdings SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000635_CT_AIRB | 969500H6VMRN7AY1ZU14 | | 441133808 | | 85117Z FP EQUITY | DCNS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000636_CT_AIRB | 9695006LOD5B2D7Y0N70 | | | | EDEN FP Equity | Edenred S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000637_CT_AIRB | | | | FR0000130452 | FGR FP EQUITY | Eiffage SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000638_CT_AIRB | 549300X3UK4GG3FNMO06 | | | FR0010242511 | EDF FP EQUITY | Electricite de France SA [EDF] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000639_CT_AIRB | 9695001HM585I0NEI780 | | 380543678 | | | Elior | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000640_CT_AIRB | 549300LUH78PG2MP6N64 | | | | | Eramet SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000641_CT_AIRB | 549300M3VH1A3ER1TB49 | | 712049618 | FR0000121667 | EI FP EQUITY | ESSILOR INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000642_CT_AIRB | 529900HC20ELW4B6XI30 | | | | | Euler Hermes France | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000643_CT_AIRB | 52990087UKA0U2TO8412 | | 352383715 | | 117052Z FP EQUITY | EUROCOPTER SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000644_CT_AIRB | MINO79WLOO247M1IL051 | | | | EAD FP Equity | European Aeronautic Defence & Space Co NV [EADS] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000645_CT_AIRB | 549300MCOOY1V7P2PG30 | | | | ETL FP Equity | Eutelsat S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000646_CT_AIRB | 969500WASBF8AZP8TC02 | | 323288563 | FR0000053142 | LEY FP EQUITY | FAIVELEY TRANSPORT | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000647_CT_AIRB | 969500F0VMZLK2IULV85 | | | FR0000121147 | EO FP EQUITY | Faurecia S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000648_CT_AIRB | 969500UPKU9VF8XAEU18 | | 775625767 | | 1044Q FP EQUITY | FINANCIERE AGACHE SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000649_CT_AIRB | 969500P8M3W2XX376054 | | | | | Fonciere des Regions | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000650_CT_AIRB | 969500MCOONR8990S771 | | | | FTE FP EQUITY | France Telecom SA / Orange SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000651_CT_AIRB | 5493005GNGE7UFJCIL03 | | | | FBEL FP EQUITY | Fromageries Bel SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000652_CT_AIRB | 969500YWO65OHPVAHN71 | | | | | GALERIES LAFAYETTE | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000653_CT_AIRB | LAXUQCHT4FH58LRZDY46 | | | FR0010208488 | GSZ FP EQUITY | GDF Suez SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000654_CT_AIRB | 5299007I0OJCYZX6IL07 | | | | | GEA Batignolles Technologies Thermiques SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000655_CT_AIRB | 9695003E4MMA10IBTR26 | | 592014476 | | | Gecina | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000656_CT_AIRB | 9695004TMMZ3JBKJO332 | | 377791967 | | UG FP Equity | GIE PSA Tresorerie | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000657_CT_AIRB | 969500ASEC557H5A4F22 | | 476180625 | | | Groupe Auchan S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000658_CT_AIRB | 969500KMUQ2B6CBAF162 | | | | BN FP EQUITY | Groupe Danone SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000659_CT_AIRB | 969500O3KMCBQT8KGK58 | | | | | Groupe Soufflet SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000660_CT_AIRB | 969500FY5T5MLH4G9A95 | | | | RIA FP EQUITY | Groupe Steria SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000661_CT_AIRB | 969500LYSYS0E800SQ95 | | 408168003 | | | Holding Bercy Investissement SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000662_CT_AIRB | 969500I3QVK40XEORU25 | | 495137077 | | | HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000663_CT_AIRB | 969500UDH342QLTE1M42 | | 582074944 | FR0000035081 | ICAD FP EQUITY | ICADE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000664_CT_AIRB | 969500FZ9BTRZS3JNB97 | | 342376332 | FR0004035913 | ILD FP EQUITY | ILIAD | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000665_CT_AIRB | 54930075MZSSIB2TGC64 | | 449354224 | FR0000120859 | NK FP EQUITY | IMERYS S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000666_CT_AIRB | 9695002OY2X35E9X8W87 | | | | | Ipsos SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000667_CT_AIRB | 549300ORN5E1P46ATH26 | | 440413730 | | IT IM Equity | Italcementi Finance S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000668_CT_AIRB | 9695009KV7AFPDEI5S30 | | | | DEC FP EQUITY | JCDecaux SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000669_CT_AIRB | 549300VGEJKB7SVUZR78 | | 552075020 | | PP IM Equity | Kering S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000670_CT_AIRB | 969500PB4U31KEFHZ621 | | 780152914 | | | Klepierre S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000671_CT_AIRB | 969500L0T16HX3R78P61 | | | | | La Mondiale | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000672_CT_AIRB | 9695000YG7TR7PAP0L59 | | | | 222691Z FP EQUITY | La Poste [France] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000673_CT_AIRB | 969500O558W10MK2JF76 | | | | | Labco SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000674_CT_AIRB | 549300DNNL29KCEPRZ85 | | | FR0000120537 | LG FP EQUITY | Lafarge SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000675_CT_AIRB | 969500VX2NV2AQQ65G45 | | | | MMB FP EQUITY | Lagardere SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000676_CT_AIRB | 969500TJLHIZLFRWEQ48 | | | FR0010307819 | LR FP EQUITY | Legrand | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000677_CT_AIRB | 969500C0B8YR7HT3OM14 | | | | 221202Z FP EQUITY | Limagrain SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000678_CT_AIRB | 529900JI1GG6F7RKVI53 | | | FR0000120321 | OR FP EQUITY | L'Oréal | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000679_CT_AIRB | IOG4E947OATN0KJYSD45 | | | | MC FP EQUITY | LVMH Moet Hennessy Louis Vuitton SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000680_CT_AIRB | | | | | MDCA FP EQUITY | Medica France SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000681_CT_AIRB | 969500081CGAXB7YS433 | | 424064707 | | | Mercialys | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000682_CT_AIRB | 969500DZ56QVIKRIU954 | | | | | Monoprix SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000683_CT_AIRB | 96950015FU78G84UIV14 | | | | NEX FP EQUITY | Nexans SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000684_CT_AIRB | 549300DMQNOND6LEVJ13 | | | | | Novacap SA | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000685_CT_AIRB | 969500CDLQKYAR1PT761 | | | | | NutriXo SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000686_CT_AIRB | 969500SHDTSMKBXKKO85 | | | | | Oberthur Technologies S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000687_CT_AIRB | 52990097YFPX9J0H5D87 | | | FR0000120693 | RI FP EQUITY | PERNOD RICARD S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000688_CT_AIRB | 969500TZ5950IT5FPQ42 | | | | UG FP EQUITY | Peugeot SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000689_CT_AIRB | 969500C0PA29TV19CT55 | | | | 221410Z FP EQUITY | Picard Surgeles SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000690_CT_AIRB | | | | | PP FP EQUITY | Pinault Printemps Redoute SA [PPR] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000691_CT_AIRB | 2138004KW8BV57III342 | | | FR0000130577 | PUB FP EQUITY | Publicis Groupe SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000692_CT_AIRB | 969500AI7V5V0J9TOU58 | | | | RAL FP EQUITY | Rallye SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000693_CT_AIRB | 5493004V6A3Z027YT216 | | | | RCO FP Equity | Remy Cointreau S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000694_CT_AIRB | 969500F7JLTX36OUI695 | | | FR0000131906 | RNO FP EQUITY | RENAULT S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000695_CT_AIRB | 969500VZN4KDEZ14C105 | | 412280737 | | 224063Z FP EQUITY | RESEAU FERRE DE FRANCE | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000696_CT_AIRB | 969500N6AVPA51648T62 | | | | RXL FP Equity | Rexel SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000697_CT_AIRB | 969500FO141C5967KC72 | | | | | Roquette Freres | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000698_CT_AIRB | 969500JRJW0K2ET1UP76 | | 444619258 | | 226514Z FP EQUITY | RTE EDF TRANSPORT SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000699_CT_AIRB | 969500UIC89GT3UL7L24 | | | | SAF FP EQUITY | Safran SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000700_CT_AIRB | 549300E9PC51EN656011 | | 395030844 | | SAN FP Equity | SANOFI S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000701_CT_AIRB | 969500A1YF1XUYYXS284 | | | | SU FP EQUITY | Schneider Electric SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000702_CT_AIRB | 96950056ULJ4JI7V3752 | | | | SCR FP Equity | SCOR SE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000703_CT_AIRB | 969500WP61NBK098AC47 | | | | SK FP EQUITY | SEB SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000704_CT_AIRB | 969500KDAUM9TYWQTR36 | | 470801168 | | 286575Z FP EQUITY | SOC NATIONALE IMMOBILIERE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000705_CT_AIRB | 969500LCBOG12HXPYM84 | | | | SW FP EQUITY | Sodexho Alliance SA [Sodexo] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000706_CT_AIRB | 9695005U38X1SF184325 | | 552028425 | | QS3 GF Equity | Solocal Group | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000707_CT_AIRB | 969500VEVOWR22R2YR86 | | | | 9876578Z FP Equity | Sonepar SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000708_CT_AIRB | 969500A4MXJ3ESPHK698 | | 552049447 | | 224507Z FP EQUITY | STE NATIONALE DES CHEMINS DE FER FRANCAIS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000709_CT_AIRB | 9695001UJ7FMZ37G6N39 | | 572119550 | | 593377Z FP EQUITY | SUCRES ET DENREES | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000710_CT_AIRB | 9695002EVBYM5B2OIP31 | | | | 4699377Z FP Equity | Tarkett SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000711_CT_AIRB | 969500NQMNC0PVUY8V74 | | | | TEC FP EQUITY | Technip SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000712_CT_AIRB | 529900FNDVTQJOVVPZ19 | | | | HO FP EQUITY | Thales SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000713_CT_AIRB | | | 542051180 | FR0000120271 | FP FP EQUITY | TOTAL SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000714_CT_AIRB | 969500BWNQ1B0PI06I59 | | 492520333 | | | Tyrol Acquisition 2 SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000715_CT_AIRB | 969500SHQITWXSIS7N89 | | 682024096 | FR0000124711 | UL NA EQUITY | UNIBAIL RODAMCO SE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000716_CT_AIRB | 5493006IH2N2WMIBB742 | | | | FR FP Equity | Valeo S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000717_CT_AIRB | 969500P2Q1B47H4MCJ34 | | | | VK FP EQUITY | Vallourec SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000718_CT_AIRB | 969500LENY69X51OOT31 | | | | VIE FP EQUITY | Veolia Environnement SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000719_CT_AIRB | 9695009YI1863TOVDP79 | | | | | Vicat SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000720_CT_AIRB | 213800WFQ334R8UXUG83 | | | | DG FP EQUITY | Vinci SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000721_CT_AIRB | 969500FU4DRAEVJW7U54 | | | | VIV FP EQUITY | Vivendi SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000722_CT_AIRB | 969500M98ZMIZYJD5O34 | | 572174035 | | MF FP Equity | Wendel | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000723_CT_AIRB | 969500SFFMSIHH11UO32 | | | | ZC FP EQUITY | Zodiac Aerospace SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000724_CT_AIRB | 549300MJIRPTCHAYW359 | | 7847174 | | | ABP Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000725_CT_AIRB | 213800B4XZJ3ZDM7CL47 | | | | AFR LN Equity | Afren plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000726_CT_AIRB | 2138003R7TGCSVF27H47 | | SC177553 | GB00B4WQ2Z29 | AGK LN Equity | AGGREKO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000727_CT_AIRB | 213800HPMHRN3PT62M97 | | 06279732 | | 0807384D LN EQUITY | AIRTANKER FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000728_CT_AIRB | DTA07N5U5HK2KC1SCM04 | | 01675285 | GB0000282623 | | AMEC Foster Wheeler plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000729_CT_AIRB | 2Y33NQ5FPI8PR8L9QX13 | | 2854310 | | AML LN Equity | Amlin PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000730_CT_AIRB | 213800DL377MH46PDY63 | | 4330322 | | | Anglian Water Services Financing Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000731_CT_AIRB | 549300S9XF92D1X8ME43 | | 3564138 | GB00B1XZS820 | AAL LN EQUITY | Anglo American Plc. | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000732_CT_AIRB | VVT2B79I2Z4U3R6BY589 | | 7876075 | | AON UN Equity | Aon plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000733_CT_AIRB | | | | GB00B15Y0C52 | | AP ALTERNAT ASSETS | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000734_CT_AIRB | 549300F4RYR1DNTO2O39 | | 6137924 | | | Arqiva Financing No.

1 Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000735_CT_AIRB | GBQKSY6W7G0OHCQ8OQ72 | | 293262 | | ABF LN Equity | Associated British Foods PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000736_CT_AIRB | PY6ZZQWO2IZFZC3IOL08 | | 2723534 | | ZEG GY Equity | AstraZeneca PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000737_CT_AIRB | YF0Y5B0IB8SM0ZFG9G81 | | 2468686 | | AV/ LN EQUITY | Aviva Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000738_CT_AIRB | 213800TSKOLX4EU6L377 | | 02342138 | GB0009697037 | BAB LN Equity | Babcock International Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000739_CT_AIRB | 8SVCSVKSGDWMW2QHOH83 | | 1470151 | | BA/ LN EQUITY | BAE Systems Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000740_CT_AIRB | CT4UIJ3TUKGYYHMENQ17 | | 395826 | GB0000961622 | BBY LN EQUITY | Balfour Beatty plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000741_CT_AIRB | 2138006R85VEOF5YNK29 | | 604574 | | BDEV LN EQUITY | Barratt Developments Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000742_CT_AIRB | 2138001T2QEV5RXMFI32 | | 00053688 | GB00B1FP8915 | BBA LN Equity | BBA AVIATION PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000743_CT_AIRB | | | 1480047 | | BRSN LN Equity | Berendsen Plc [ex-Davis Service Group Plc] | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000744_CT_AIRB | | | | | 0134146D LN Equity | Best Buy Europe Distributions Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000745_CT_AIRB | V1LV067AJN766PCJIG11 | | 3763515 | | BG/ LN Equity | BG Energy Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000746_CT_AIRB | 549300C116EOWV835768 | | 3196209 | | BLT LN Equity | BHP Billiton Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000747_CT_AIRB | VK07P8T49UYFO085O712 | | 3114356 | | BMW HB Equity | BMW (UK) Capital plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000748_CT_AIRB | 213800V93QFW53NB7Y29 | | 1036959 | | | Bodycote International Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000749_CT_AIRB | 213800TGK6XXFA2TBO31 | | 3558065 | | | Boparan Holdings Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000750_CT_AIRB | 213800M11ELCLQ8VF938 | | 4011660 | | | Bourne Leisure Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000751_CT_AIRB | 549300ZPID4GQRDWI318 | 1104733-9 | HRB113611 | | BP/ LN EQUITY | BP Europa SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000752_CT_AIRB | G1KG0OQD10NOMCMLDZ35 | | 00542515 | | BP/ LN EQUITY | BP INTERNATIONAL LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000753_CT_AIRB | 213800MBRRUVQIONAN53 | | 4578621 | | BXB AT Equity | Brambles Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000754_CT_AIRB | 549300136VSBKI0Q8750 | | 5262170 | | | Brenntag UK Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000755_CT_AIRB | 375X9PSJLLOV7F21O626 | | 01777777 | | IAG LN EQUITY | BRITISH AIRWAYS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000756_CT_AIRB | 2138001S874P3WKNCV04 | | 3407696 | | BATS LN EQUITY | British American Tobacco Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000757_CT_AIRB | 5493000IBP32UQZ0KL24 | | RC000057 | | | British Broadcasting Corporation | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000758_CT_AIRB | RV5B68J2GV3QGMRPW209 | | 621920 | | | British Land Company PLC (The) | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000759_CT_AIRB | 2138003TS48MQKF4BZ29 | | 9256967 | | BSY LN EQUITY | British Sky Broadcasting Group Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000760_CT_AIRB | 549300OWFMSO9NYV4H90 | | 01800000 | | BT/A LN EQUITY | BRITISH TELECOMMUNICATIONS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000761_CT_AIRB | 635400L3NVMYD4BVCI53 | | 5604923 | | BVIC LN Equity | Britvic PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000762_CT_AIRB | | | 358948 | GB00B0744B38 | BNZL LN EQUITY | BUNZL PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000763_CT_AIRB | ZIMCVQHUFZ8GVHENP290 | | 2779134 | | | Bupa Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000764_CT_AIRB | 213800J3MPR8KO94D535 | | 3458224 | | BRBY LN Equity | Burberry Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000765_CT_AIRB | 213800UL7Z7B6GLBZ213 | | 3314066 | | | C&J Clark Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000766_CT_AIRB | CMIGEWPLHL4M7ZV0IZ88 | | 2081330 | | CPI LN EQUITY | Capita Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000767_CT_AIRB | 6SNZTEXLR1M5211YYB89 | | | | CLLN LN EQUITY | Carillion Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000768_CT_AIRB | 4DR1VPDQMHD3N3QW8W95 | | 4039524 | | CCL LN EQUITY | Carnival Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000769_CT_AIRB | 2138001E12GWLLDQQF16 | | 7105905 | | CPW LN Equity | DIXONS CARPHONE PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000770_CT_AIRB | E26EDV109X6EEPBKVH76 | | 3033654 | GB00B033F229 | CNA LN EQUITY | CENTRICA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000771_CT_AIRB | 549300IF6EUDVXYQI061 | | 5900853 | | | CEVA Group plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000772_CT_AIRB | 213800U9A54VQJ5P2J41 | | 86662 | | CHG LN Equity | Chemring Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000773_CT_AIRB | 213800J2J3TOOI176M73 | | 5212407 | | CINE LN Equity | CINEWORLD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000774_CT_AIRB | 213800A41R9NL49E5632 | | 00030470 | GB00B07KD360 | COB LN Equity | COBHAM PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000775_CT_AIRB | 2138008M6MH9OZ6U2T68 | | 4083914 | | CPG LN EQUITY | Compass Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000776_CT_AIRB | 6354003CVDDPNXREIR29 | | FC031117 | | | CPUK Finance Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000777_CT_AIRB | 4OFD47D73QFJ1T1MOF29 | | 184594 | | DMGT LN Equity | Daily Mail and General Trust Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000778_CT_AIRB | 213800NPR9YDSBO86U08 | | 03162897 | GB0002502812 | | DAIRY CREST GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000779_CT_AIRB | 5493007MMUEIF4NJG110 | | 5448421 | | DEB LN EQUITY | Debenhams Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000780_CT_AIRB | 213800J4UVB5OWG8VX82 | | 3369634 | | DPH LN Equity | Dechra Pharmaceuticals PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000781_CT_AIRB | 213800BXKQ9KZNUR1M61 | | 1819699 | | | Derwent London PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000782_CT_AIRB | 213800ZVIELEA55JMJ32 | | 23307 | | DGE FP Equity | Diageo plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000783_CT_AIRB | 2138005HMFMTYXNEEX13 | | SC000750 | | | DIAGEO SCOTLAND LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000784_CT_AIRB | 5299004HGJWHJ71M5T77 | | 5671205 | | | DNL UK LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000785_CT_AIRB | 2138001GRMZ39JRSE316 | | 01363137 | GB0002748050 | DNO LN Equity | DOMINO PRINTING SCIENCES PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000786_CT_AIRB | 39RSBE4RCI4M15BLWH36 | | 1377658 | | SMDS LN EQUITY | DS Smith Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000787_CT_AIRB | 2138001LSWETH5TDQG53 | | 2366777 | | | DWR Cymru Cyfyngedig | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000788_CT_AIRB | 213800U5R8Q5KGM2KU56 | | 2366906 | | | Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000789_CT_AIRB | 549300XUUK1H52EDCK10 | | | | | EDC Finance Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000790_CT_AIRB | 549300ZM2QCFG22BOJ03 | | 2366949 | | | Electricity North West Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000791_CT_AIRB | 549300KVXDURRKVW7R37 | | 647788 | | ECM LN EQUITY | Electrocomponents Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000792_CT_AIRB | 2138008LJU6WFQWOXJ73 | | 7140891 | | ENQ LN Equity | EnQuest plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000793_CT_AIRB | 7N0UJMJLXD0MDT5D5086 | | 7023598 | | | Ensco plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000794_CT_AIRB | 549300V1O67HJV48FS61 | | 6845434 | | | ENW Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000795_CT_AIRB | 5493007MOZNA03BVNE96 | | 5444653 | | ESNT LN Equity | ESSENTRA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000796_CT_AIRB | 21380023G8LF55V46281 | | 02954623 | | | EUROPEAN METAL RECYCLING LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000797_CT_AIRB | 213800SVCZ6YZ8YJI569 | | 2462001 | | 4379945Z LN Equity | Eurostar International Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000798_CT_AIRB | 5493002X7O83FCJVYO69 | | 7329930 | | | Eversholt Funding Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000799_CT_AIRB | JPO68XMABX4DR21BNE65 | | 8263590 | | 0274811Z LN Equity | Everything Everywhere Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000800_CT_AIRB | 54930080DFVZ551GGT17 | | | | EVR LN EQUITY | Evraz Group S.A. | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000801_CT_AIRB | 635400RXXHHYT1JTSZ26 | | 653331 | | | EXPERIAN PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000802_CT_AIRB | 213800JLG5TPE3RBYG56 | | 4094619 | | | FIRST CHOICE HOLIDAYS FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000803_CT_AIRB | 549300DEJZCPWA4HKM93 | | SC157176 | | FGP LN EQUITY | First Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000804_CT_AIRB | 549300JXWH1UV5J0XV81 | | 6344120 | | FRES LN Equity | Fresnillo plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000805_CT_AIRB | 213800WTATMITUGXJQ69 | | FC031364 | | | Friends Life Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000806_CT_AIRB | 549300L3KWKK8X35QR12 | | 4992207 | | GFS LN EQUITY | G4S Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000807_CT_AIRB | 213800OOHUV3HHP46A02 | | 00836539 | GB00B3Y2J508 | GFRD LN Equity | GALLIFORD TRY PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000808_CT_AIRB | 213800E8KX2VV9YDY362 | | 1991018 | | | Gatwick Airport Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000809_CT_AIRB | 549300IK25CZHKVLAL89 | | 03768267 | | 1844538Z LN EQUITY | Gazprom Marketing and Trading Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000810_CT_AIRB | 5493007Q8VD7Q3ZYZS59 | | 2258699 | | GS7 GY Equity | GlaxoSmithKline Capital PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000811_CT_AIRB | | | 3888792 | GB0009252882 | GSK LN EQUITY | GlaxoSmithKline plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000812_CT_AIRB | 213800N9W2D8A4GJGR36 | | 04542769 | | 2006623Z LN EQUITY | GLENCORE ENERGY UK LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000813_CT_AIRB | 213800QIJMYMW6TSBG41 | | 5333192 | | GNK LN Equity | Greene King Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000814_CT_AIRB | 213800R9N5F2WRMGTR50 | | 24511 | | GNK LN EQUITY | Greene King Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000815_CT_AIRB | 213800U8JEPF65PSKU22 | | 6143540 | | | GUARDIAN DIGITAL COMMUNICATIONS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000816_CT_AIRB | 2138007FRGLUR9KGBT40 | | 00040932 | GB0004052071 | HLMA LN Equity | HALMA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000817_CT_AIRB | 213800G1C9KKVVDN1A60 | | 360632 | GB0004065016 | HMSO LN EQUITY | Hammerson PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000818_CT_AIRB | 529900N6RQR0PX7ZTR62 | | 4626078 | | HEI GY Equity | Hanson Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000819_CT_AIRB | 213800QC8AWD4BO8TH08 | | 2150950 | | HAS LN Equity | Hays PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000820_CT_AIRB | 549300J5R8AWMHPE7O05 | | 1991017 | | | Heathrow Airport Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000821_CT_AIRB | 7TI96JO3DYEIQWZ7Z726 | | 99529 | | | Heathrow Funding Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000822_CT_AIRB | 213800YRHAPNN54BKN78 | | 5863533 | GB00B19NKB76 | HOME LN EQUITY | HOME RETAIL GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000823_CT_AIRB | 213800UTXVFRH9XBL453 | | 7939278 | | | Iceland Acquico Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000824_CT_AIRB | 213800FGWQXPVI86SE26 | | 5879252 | | | Iglo Foods MidCo Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000825_CT_AIRB | | | 3236483 | GB0004544929 | IMT LN EQUITY | Imperial Tobacco Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000826_CT_AIRB | 2138002D68XDR4LZCG32 | | 7084307 | | | Ineos Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000827_CT_AIRB | | | 5134420 | | IHG LN EQUITY | Intercontinental Hotels Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000828_CT_AIRB | 549300OGASR5WRKJ8R68 | | 2234775 | | | INTERMEDIATE CAPITAL GROUP PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000829_CT_AIRB | | | | GB00B19DVX61 | ISYS LN EQUITY | Invensys plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000830_CT_AIRB | ZLECI7ED2QMWFGYCXZ59 | | 4967001 | | ITV LN Equity | ITV plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000831_CT_AIRB | 213800VGZAAJIKJ9Y484 | | 185647 | | SBRY LN EQUITY | J Sainsbury Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000832_CT_AIRB | 529900RRNKUM3INJGF98 | | KvK 34233247 0000 | | JBH LN EQUITY | JAB Holdings B.V. | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000833_CT_AIRB | 213800CHWARFAAN7UB85 | | 1709784 | | JDW LN EQUITY | JD Wetherspoon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000834_CT_AIRB | 5493008LNN1X4R79PJ89 | | SC034970 | GB0005790059 | | JOHN MENZIES PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000835_CT_AIRB | 549300PLYY6I10B6S323 | | SC036219 | GB00B5N0P849 | WG/ LN Equity | JOHN WOOD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000836_CT_AIRB | 2138001AVBSD1HSC6Z10 | | 33774 | GB0004764071 | JMAT LN EQUITY | JOHNSON MATTHEY PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000837_CT_AIRB | 213800JFIBCR4LGUA242 | | SC015382 | GB0004769682 | | JOHNSTON PRESS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000838_CT_AIRB | | | 06467400 | | KAZ LN EQUITY | KAZ MINERALS FINANCE PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000839_CT_AIRB | 2138002RKCU2OM4Y7O48 | | 02708030 | GB0004915632 | KIE LN Equity | KIER GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000840_CT_AIRB | 213800KBMEV7I92FY281 | | 1664812 | | KGF LN EQUITY | Kingfisher Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000841_CT_AIRB | 213800QOWHF5R9VLL274 | | 1429533 | | LAD LN Equity | Ladbrokes plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000842_CT_AIRB | 213800JH9QQWHLO99821 | | 1417162 | | LGEN LN Equity | Legal & General Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000843_CT_AIRB | 549300BSGXG3QLIQYT84 | | 8379990 | | | Liberty Global plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000844_CT_AIRB | 213800JDI3GTKPG4XI38 | | 3929195 | | | London Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000845_CT_AIRB | 213800QAUUUP6I445N30 | | 05369106 | GB00B0SWJX34 | LSE LN Equity | LONDON STOCK EXCHANGE GROUP PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000846_CT_AIRB | 213800JP7STUK5WKRE92 | | 1000608 | | MMC LN Equity | MANAGEMENT CONSULTING GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000847_CT_AIRB | 213800IU37OVVT5ZXP41 | | 8338561 | | | Manchester Airport Group Funding PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000848_CT_AIRB | 213800CN1RI3UCIZWB95 | | 214436 | | MKS LN EQUITY | Marks & Spencer Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000849_CT_AIRB | 213800HQB746UJ9UWM15 | | 5135049 | | MARS LN Equity | Marston's Issuer PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000850_CT_AIRB | 213800Q6RP3ZJ2CZR962 | | 31461 | | | Marston's PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000851_CT_AIRB | 549300QSUNKAEBMYIR16 | | 2798634 | | | McBride plc | GB | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000852_CT_AIRB | YMFO3TKB4UAWQTDZJJ31 | | 432989 | | MGGT LN Equity | Meggitt Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000853_CT_AIRB | 213800E7QA1U8BF34219 | | 4778667 | | MAB LN Equity | Mitchells & Butlers Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000854_CT_AIRB | 213800LOZA69QFDC9N34 | | 6209386 | GB00B1CRLC47 | MNDI LN EQUITY | Mondi Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000855_CT_AIRB | 4PQUHN3JPFGFNF3BB653 | | 2068222 | | | Morgan Stanley & Co.

International plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000856_CT_AIRB | 213800A8IQEMY8PA5X34 | | 2590560 | | NEX LN Equity | National Express Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000857_CT_AIRB | 8R95QZMKZLJX5Q2XR704 | | 4031152 | | NGG LN EQUITY | National Grid Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000858_CT_AIRB | 213800H88F5EE4B1D697 | | 5090412 | | | Network Rail Infrastructure Finance PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000859_CT_AIRB | 213800UGAULQ1FVD4B35 | | 1618428 | | | NEW LOOK RETAILERS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000860_CT_AIRB | 213800WQD8ECPZP9PH98 | | 4412362 | | NXT LN EQUITY | Next Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000861_CT_AIRB | 549300JIM3ERGZFGGL27 | | 6428375 | | | North West Electricity Networks Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000862_CT_AIRB | 635400GPHRFKZQIBUK45 | | NI026892 | | | Northern Ireland Electricity Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000863_CT_AIRB | 213800B3ZUTDOZYVJB41 | | 53171 | | NTG LN EQUITY | Northgate Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000864_CT_AIRB | 213800PWPM9HZIEEO670 | | 2366703 | | | Northumbrian Water Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000865_CT_AIRB | 213800WWVCAPAMOZ1M98 | | 5584873 | | | NSG UK Enterprises Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000866_CT_AIRB | | | | | 2158036Z LN EQUITY | Omnicom Financial Services Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000867_CT_AIRB | 213800G8P2ULTOP62Q95 | | 5915896 | | | Osprey Acquisitions Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000868_CT_AIRB | 213800J364EZD6UCE231 | | 00775598 | GB0006650450 | OXIG LN Equity | OXFORD INSTRUMENTS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000869_CT_AIRB | 213800NL5NLBY6YIBI88 | | 2019023 | | 6752 JT Equity | Panasonic Finance (Europe) plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000870_CT_AIRB | 2138004JBXWWJKIURC57 | | 53723 | | PSON LN EQUITY | Pearson Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000871_CT_AIRB | | | 2304195 | | PDG LN EQUITY | Pendragon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000872_CT_AIRB | 213800V1CCTS41GWH423 | | 02366640 | GB00B18V8630 | | PENNON GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000873_CT_AIRB | | | 1818486 | | PSN LN EQUITY | Persimmon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000874_CT_AIRB | 549300OPFWKTD6BUFP71 | | 4267536 | | PPL UN Equity | PPL UK DISTRIBUTION HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000875_CT_AIRB | 213800U93SZC44VXN635 | | 00668987 | GB00B1Z4ST84 | PFG LN Equity | PROVIDENT FINANCIAL PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000876_CT_AIRB | XB3CXKKKED7OMV80FY35 | | 00019457 | GB00B19Z1432 | PZC LN Equity | PZ CUSSONS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000877_CT_AIRB | 213800791EF5XP7WW494 | | 2641728 | | QBE AT Equity | QBE European Operations PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000878_CT_AIRB | 213800NRSZ1N2Y6LEX44 | | 5777981 | | | R&R Ice Cream plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000879_CT_AIRB | 5493003JFSMOJG48V108 | | 6270876 | | RB/ LN Equity | Reckitt Benckiser Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000880_CT_AIRB | 549300WSX3VBUFFJOO66 | | 2746616 | | | Relx Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000881_CT_AIRB | 549300VN4WV7Z6T14K68 | | 5393279 | | RTO LN EQUITY | Rentokil Initial Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000882_CT_AIRB | 549300JJKH86IWQ78005 | | 191285 | | REX LN EQUITY | Rexam Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000883_CT_AIRB | 2138009113L7IDGEM175 | | 358901 | | RIO LN Equity | Rio Tinto Finance plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000884_CT_AIRB | X57JK1U580XATGR67572 | | 1003142 | | RR/ LN EQUITY | Rolls-Royce Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000885_CT_AIRB | 213800ANK59AYB612F23 | | 93792 | | RSA LN Equity | Royal & Sun Alliance Insurance PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000886_CT_AIRB | 213800JQB9FWF5SD6F42 | | 4138203 | | | ROYAL MAIL GROUP LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000887_CT_AIRB | | | 2578443 | | RPC LN EQUITY | RPC Group | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000888_CT_AIRB | 549300HOGQ7E0TY86138 | | 2339826 | | RSA LN Equity | RSA Insurance Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000889_CT_AIRB | Y4DQT2X5DDRE70QFR206 | | 3528416 | | SAB LN EQUITY | SABMiller Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000890_CT_AIRB | 549300Y7M5CC1U5DBX07 | | SC264065 | | | Scotland Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000891_CT_AIRB | 549300KI75VYLLMSK856 | | SC117119 | | SSE LN EQUITY | SSE Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000892_CT_AIRB | 213800X1T29YFAYMPC26 | | SC144517 | | AGN NA Equity | Scottish Equitable PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000893_CT_AIRB | 21380085VKJ5NICZBA52 | | SC193794 | | IBE SQ Equity | Scottish Power Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000894_CT_AIRB | 549300WPVG0TZSPBYR76 | | SC199549 | | LLOY LN Equity | Scottish Widows PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000895_CT_AIRB | 213800XC35KGM9NFC641 | | 167591 | | | SEGRO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000896_CT_AIRB | 549300PT2CIHYN5GWJ21 | | 02048608 | GB0007973794 | | SERCO GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000897_CT_AIRB | 213800RPBXRETY4A4C59 | | 2366619 | | SVT LN EQUITY | Severn Trent Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000898_CT_AIRB | 213800CNEIDZBL17KU22 | | SC077438 | | SKS LN EQUITY | Shanks Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000899_CT_AIRB | 213800VDC1BKJEZ8PV53 | | 00998314 | GB0008025412 | SHI LN Equity | SIG PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000900_CT_AIRB | 213800ZTMDN8S67S1H61 | | 00324357 | GB0009223206 | SN/ LN Equity | SMITH & NEPHEW PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000901_CT_AIRB | 213800MJL6IPZS3ASA11 | | 137013 | | SMIN LN EQUITY | Smiths Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000902_CT_AIRB | AJOW550HA7E8YNKF5D89 | | 4120046 | | 6758 JT Equity | Sony Global Treasury Services PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000903_CT_AIRB | 213800H7NWVLCWAVKA15 | | 3043097 | | | South Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000904_CT_AIRB | 213800YQRUOQE9HPX193 | | 4295398 | | | South Staffordshire PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000905_CT_AIRB | 213800FR2VAOKRYRHX45 | | 2366665 | | | South West Water Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000906_CT_AIRB | 549300SR1GYYNBZQGX56 | | 4094290 | | SSE LN Equity | Southern Electric Power Distribution PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000907_CT_AIRB | 549300SPX8573VZ2SK79 | | 5167021 | | | Southern Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000908_CT_AIRB | 213800NCZLJFDE8Y8D88 | | 7581353 | | | Southern Water (Greensands) Financing plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000909_CT_AIRB | 213800Z4CO2CZO3M3T10 | | 02025003 | GB0003308607 | SXS LN Equity | SPECTRIS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000910_CT_AIRB | 4L663LRNTBQ008OK2N07 | | SC100764 | | SGC LN Equity | Stagecoach Group plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000911_CT_AIRB | 0TMBS544NMO7GLCE7H90 | | SC286832 | | SL/ LN Equity | Standard Life PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000912_CT_AIRB | 549300GUNF6FFGH4LN53 | | 9743802 | | 532183Z LN Equity | Stemcor Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000913_CT_AIRB | 213800QHYTM5QRFSEM66 | | 3355631 | | SYR LN EQUITY | Synergy Health Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000914_CT_AIRB | 213800WF53FVDRRHRF44 | | 7105891 | | TALK LN Equity | TalkTalk Telecom Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000915_CT_AIRB | 213800TR86P337IE8605 | | 2280000 | | 0469505D LN Equity | Tata Steel UK Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000916_CT_AIRB | 2138008K14474WPKZ244 | | 76535 | | TATE LN EQUITY | Tate & Lyle Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000917_CT_AIRB | 21380089BTRXTD8S3R66 | | 296805 | | TW/ LN EQUITY | Taylor Wimpey Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000918_CT_AIRB | 2138002P5RNKC5W2JZ46 | | 445790 | GB0008847096 | TSCO LN EQUITY | TESCO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000919_CT_AIRB | 213800JKM5UQHFJOTZ25 | | 2366661 | | | Thames Water Utilities Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000920_CT_AIRB | 2138009TF1SYOMQLBJ60 | | 02100855 | GB0003753778 | | THE GO-AHEAD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000921_CT_AIRB | 213800VZ4671W3DVB860 | | 6575598 | | TCG LN Equity | Thomas Cook Group Treasury limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000922_CT_AIRB | 2138003BOFNAAO14YV58 | | 2553288 | | 8766 JT Equity | Tokio Millennium Re (UK) Limited | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000923_CT_AIRB | 2138001I27OUBAF22K83 | | 824821 | | TPK LN Equity | Travis Perkins Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000924_CT_AIRB | 213800B6YQZAE8LHAW84 | | 6072876 | GB00B1Z7RQ77 | TT/ LN EQUITY | TUI TRAVEL Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000925_CT_AIRB | 2138003EYHWO75RKS857 | | 3919249 | GB0001500809 | TLW LN EQUITY | TULLOW OIL PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000926_CT_AIRB | 549300MKFYEKVRWML317 | | 41424 | | ULVR LN Equity | Unilever PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000927_CT_AIRB | 213800Y1TEVS8REY1M35 | | 5957557 | | | United Biscuits Holdco Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000928_CT_AIRB | 2138008EZCXK4ANQHF89 | | 3207231 | | | United Business Media holdings Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000929_CT_AIRB | 213800KYT12UFB2VE455 | | 2366616 | | UU/ LN Equity | United Utilities PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000930_CT_AIRB | XCJQ23OWIJNLHN7RQC93 | | 1022786 | | 271652Z LN Equity | Urenco Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000931_CT_AIRB | 213800F3BD6N3G6XHU16 | | 251977 | | CKSN LN Equity | VESUVIUS HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000932_CT_AIRB | 213800TB53ELEUKM7Q61 | | 1833679 | | VOD LN EQUITY | Vodafone Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000933_CT_AIRB | 549300UPYDURLSSFVL38 | | 9223384 | | | Western Power Distribution Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000934_CT_AIRB | 2138006LIAYQKUCYBB20 | | 29423 | | WTB LN Equity | Whitbread Group PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000935_CT_AIRB | | | 4212563 | | WMH LN EQUITY | William Hill Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000936_CT_AIRB | 213800Z5WTW8QKOHWQ82 | | 04178808 | GB0030329360 | | WINCANTON PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000937_CT_AIRB | 213800IN6LSRGTZSOS29 | | 358949 | | MRW LN Equity | Wm Morrison Supermarkets Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000938_CT_AIRB | 549300HTNGX0DU8W1F65 | | 5537577 | | WPP LN Equity | WPP 2008 Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000939_CT_AIRB | 635400LNUHA2LDXXV850 | | | | GCC ID Equity | C&C Group PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000940_CT_AIRB | 8NUHUXWN9LG4XBGJ7O17 | | 241565 | | CAT SE Equity | Caterpillar International Finance Limited | IE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000941_CT_AIRB | 635400CHHI1XZLVQH675 | | | | | Coillte Teoranta | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000942_CT_AIRB | 549300MIDJNNTH068E74 | | | IE0001827041 | CRH ID EQUITY | CRH Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000943_CT_AIRB | 213800UPS1QEE4TD3T45 | | | | DCC LN Equity | DCC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000944_CT_AIRB | 635400HRFGVKXFHZ8O77 | | 9401 | | | Dublin Airport Authority PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000945_CT_AIRB | 635400UFHDIQCDZ6JK11 | | | IE0003094731 | 1014Z ID EQUITY | Electricity Supply Board Ltd [ESB] | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000946_CT_AIRB | 635400VCPRSU89DLMZ57 | | 480184 | XS0856023493 | | ESB Finance Limited | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000947_CT_AIRB | 635400RKRK5EGXSPC782 | | | | EXPN LN EQUITY | Experian Finance Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000948_CT_AIRB | 635400YN51CDCGBYFZ31 | | | | | Fyffes plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000949_CT_AIRB | 5493008VFFOIPWCZJK45 | | | IE0000669501 | GLB ID EQUITY | Glanbia Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000950_CT_AIRB | 635400BE9SBAG61DJ963 | | | | GFTU LN Equity | Grafton Group PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000951_CT_AIRB | 6354007LIXWZ5WPPT308 | | 519799 | | GRF SQ Equity | Grifols World Wide Operations Ltd. | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000952_CT_AIRB | 9XTI53MZJ013RO12SX05 | | 2936 | IE00B59HWB19 | | INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000953_CT_AIRB | | | | IE0004906560 | KYG ID EQUITY | Kerry Group Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000954_CT_AIRB | 635400HM7V74SUB9OG75 | | | | | Kingspan Group plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000955_CT_AIRB | 635400JJOWHIYAJER733 | | | | | MUSGRAVE GROUP PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000956_CT_AIRB | 635400EG4YIJLJMZJ782 | | | IE0002588105 | PWL ID Equity | PADDY POWER PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000957_CT_AIRB | 635400WKFIPCHCKVW376 | | 104547 | | RYA ID Equity | Ryanair Holdings PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000958_CT_AIRB | 396PBGKP6TE3O062MS44 | | | | STX UW Equity | Seagate Technology plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000959_CT_AIRB | 635400CPLP8H5ITDVT56 | | | IE00B1RR8406 | SKG ID EQUITY | SMURFIT KAPPA GROUP PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000960_CT_AIRB | 549300INUT2G0ST5K268 | | 327184 | | TEX UN Equity | Terex International Financial Services Co. | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000961_CT_AIRB | 635400K7UEIKHMNKLJ02 | | | | | Total Produce plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000962_CT_AIRB | | | 482042 | | | XL Group PLC | IE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000963_CT_AIRB | VZVOSGGS8JITR4J7J704 | | | | | Amtek Auto Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000964_CT_AIRB | 8GRDBX1TJ0PU5NCSHT72 | | MH008931 | | BPCL IS Equity | Bharat Petroleum Corporation Limited | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000965_CT_AIRB | | | | | BHARTI IN Equity | Bharti Airtel Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000966_CT_AIRB | | | | | IOCL IN Equity | INDIAN OIL CORPN LIMITED | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000967_CT_AIRB | FMVY1IZCSYXSAFRDIT05 | | | | LT IN Equity | Larsen & Toubro Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000968_CT_AIRB | | | | | RCOM IN Equity | Reliance Communications Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000969_CT_AIRB | 5493003UOETFYRONLG31 | | | | RIL IN EQUITY | Reliance Industries Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000970_CT_AIRB | 1GZWF073IJTD6XPRUU65 | | | | | Wipro GE Healthcare Private Limited | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000971_CT_AIRB | 213800Z3CFZOLXPJWN61 | | | | | Landsvirkjun | IS | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000972_CT_AIRB | 81560076E3944316DB24 | 3812211 | 493995 | | A2A IM EQUITY | A2A S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000973_CT_AIRB | 8156000962B2EB41FE28 | 5988397 | 1497770 | | 4525791Z IM EQUITY | ACCIAIERIA ARVEDI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000974_CT_AIRB | 8156004FCECE0879E118 | 15161747 | 191346 | | 7570364Z IM EQUITY | ACCIAIERIE VALBRUNA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000975_CT_AIRB | 549300Q3448N041CTH56 | 11341891 | 882486 | XS0495012428 | ACE IM Equity | Acea SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000976_CT_AIRB | 8156008183686996C911 | 25090618 | 3567090232 | | | ACQUE VERONESI S.C.A R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000977_CT_AIRB | 8156007259ABDEA3F444 | 15214381 | 971268 | | | Aeroporti di Roma S.p.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000978_CT_AIRB | 549300H2RFDYI3YP5R63 | 13960200 | 263011 | | 337973Z NA EQUITY | AGUSTAWESTLAND S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000979_CT_AIRB | 529900EKXEGSRCGAAC89 | 14856155 | 2791070044 | | 4519735Z | ALSTOM FERROVIARIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000980_CT_AIRB | ZYXJDNVM2JI3VBM8G556 | | | | AMP IM EQUITY | Amplifon SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000981_CT_AIRB | 815600B611746717CC98 | | | | 50098Z IM Equity | Ansaldo Energia SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000982_CT_AIRB | 549300FZRH46R7DWAX12 | 1248024 | 557390 | | 4472623Z IM EQUITY | ANSALDOBREDA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000983_CT_AIRB | 815600049A1F9AFE6666 | 4140157 | 1192794 | | MN IM EQUITY | ARNOLDO MONDADORI EDITORE SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000984_CT_AIRB | 8156000BEB8FC062F442 | 1020333 | 120591 | | 2168Z IM EQUITY | ARTSANA — SOCIETA' PER AZIONI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000985_CT_AIRB | 549300X5UKJVE386ZB61 | 6914312 | 6204 | XS1014759648 | ASG GY Equity | Assicurazioni Generali SpA | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000986_CT_AIRB | 81560001F41A81948348 | | | | AST IM EQUITY | Astaldi SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000987_CT_AIRB | 8156008DEC771409C487 | 18631331 | 1023691 | | AU9 GF Equity | Atlantia S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000988_CT_AIRB | 5299003D9N2698I3C257 | 1367700 | 188902 | | AGL IM EQUITY | AUTOGRILL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000989_CT_AIRB | 815600149448CEB9B230 | 19402720 | 1037417 | | 3653719Z IM EQUITY | AUTOSTRADE PER L' ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000990_CT_AIRB | | 26926563 | 1057205 | | 3889748Z IM EQUITY | AVIO S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000991_CT_AIRB | 529900RRESEDV68K0S54 | 28770346 | 235460 | | BLLA IM EQUITY | BARILLA INIZIATIVE S.R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000992_CT_AIRB | 815600BFEB936DC6ED24 | | | | BEN IM EQUITY | Benetton Group SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000993_CT_AIRB | 8156004C04255952AB77 | 1076562 | 821225 | | BNS IM EQUITY | BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000994_CT_AIRB | 5299003DX5YLKSVJ6K59 | 2930031 | 134288 | | BZU IM Equity | Buzzi Unicem SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000995_CT_AIRB | 8156006BEAA911EC0A47 | 1019726 | 587878 | | | CANDY SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000996_CT_AIRB | 8156008B101B97A43B02 | 1053555 | 160498 | | CEM IM EQUITY | CEMENTIR HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000997_CT_AIRB | 815600F3213951394367 | 40014779 | 2001719 | | | Cerved Group S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000998_CT_AIRB | | 4544552 | 8114020152 | | | CLASS EDITORI SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000999_CT_AIRB | 8156009034C1A5108284 | 15716081 | 61357 | | | Compagnia Valdostana delle Acque Spa (CVA Spa) | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001000_CT_AIRB | 815600DBF6DC4BC94832 | 1061039 | 260769 | | 0310548D IM EQUITY | CONSERVE ITALIA — CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE — SOCIETA' COOPERA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001001_CT_AIRB | | 8327877 | 819280157 | | | COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001002_CT_AIRB | 815600A5C1DD6C3A8455 | 1093853 | 154950364 | | | CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001003_CT_AIRB | 81560039BF5C1D8E5A15 | 2836130 | 60793 | | 3898658Z IM EQUITY | DALMARE SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001004_CT_AIRB | 5493005TWX96RDJ9I655 | | | | | De Agostini Invest SA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001005_CT_AIRB | 529900WS2E20BA5J4L49 | 16183303 | 1698754 | | EDNR IM EQUITY | EDISON S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001006_CT_AIRB | WOCMU6HCI0OJWNPRZS33 | | | | ENEL IM EQUITY | Enel SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001007_CT_AIRB | BUCRF72VH5RBN7X3VL35 | | | IT0003132476 | ENI IM EQUITY | ENI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001008_CT_AIRB | 81560081EE079FBED395 | 19377159 | 3544950961 | | | ENOVA S.R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001009_CT_AIRB | 549300JJBVOOKOBCTX09 | 2153515 | 354265 | | ERG IM EQUITY | ERG S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001010_CT_AIRB | 549300AZQ4Z5UGY0Q555 | 1002458 | 91712 | | EXO IM EQUITY | EXOR S.P.A. | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001011_CT_AIRB | 8156004CE82074779D19 | 13870596 | 1664630223 | | | FEDRIGONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001012_CT_AIRB | 549300J4SXC5ALCJM731 | | | | 1448Z IM Equity | Ferrovie dello Stato SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001013_CT_AIRB | 5493004C1SL445NFDR90 | | | | F IM EQUITY | Fiat SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001014_CT_AIRB | 8156001B8AD051794959 | | | | | FINAVAL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001015_CT_AIRB | 529900X4EEX1U9LN3U39 | 1053767 | 7031 | | FNC IM EQUITY | FINMECCANICA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001016_CT_AIRB | 815600C3CCA800EF5D96 | 1134215 | | | | FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001017_CT_AIRB | 815600E12249DD563C29 | 26650695 | 1143814 | | | Gamenet S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001018_CT_AIRB | 81560098DBDD66154985 | | | | | GRANDI NAVI VELOCI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001019_CT_AIRB | 8156001250E819E30127 | | | | GCN IM EQUITY | Gruppo Coin SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001020_CT_AIRB | 8156001294017C870346 | 11027526 | 10022100159 | | | GRUPPO FINELCO SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001021_CT_AIRB | 8156005113BD16699393 | 24907200 | RM1117269 | | LTO IX Equity | GTECH S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001022_CT_AIRB | | 15541251 | 1638878 | | 4004268Z IM EQUITY | H3G S.P.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001023_CT_AIRB | 8156009414FD99443B48 | 3201267 | 363550 | | HER IM EQUITY | HERA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001024_CT_AIRB | 815600D86992FDA7B908 | 1035363 | 149288 | | IMA IM EQUITY | I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001025_CT_AIRB | 815600A7D7C7A85F8B51 | 2733792 | 1168660262 | | | I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001026_CT_AIRB | 81560033824BE53C7D28 | 3585262 | 1303501215 | | | IMAP EXPORT S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001027_CT_AIRB | 549300KTGKED5E25JR59 | | | | IND IM EQUITY | Indesit Co SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001028_CT_AIRB | 213800M4YYCP6E8YUX94 | 2714789 | 2589327 | | | IPLOM S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001029_CT_AIRB | 8156001EBD33FD474E60 | 10431674 | 281364 | | IRE IM EQUITY | IREN S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001030_CT_AIRB | 8156009D23D0FDC70C93 | 1007005 | 50 | | ITM IM Equity | Italcementi S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001031_CT_AIRB | 815600236A6B5AE5B406 | 26754254 | 167186 | | | Linea Group Holding S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001032_CT_AIRB | 549300I1NMOBS4B1LT88 | | | IT0001479374 | LUX IM EQUITY | LUXOTTICA GROUP S.P.A.

| IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001033_CT_AIRB | | 7003703 | 481230266 | | | MANGIAROTTI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001034_CT_AIRB | 815600292DA01BE68971 | 3755075 | 152396 | | 3184788Z IM EQUITY | MARCEGAGLIA — S.P.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001035_CT_AIRB | 815600C8D55034EB5379 | 3779273 | 64334 | | | Marcolin SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001036_CT_AIRB | 213800DIFN7NR7B97A50 | 552637 | 1264109 | | MS IM EQUITY | Mediaset S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001037_CT_AIRB | PSNL19R2RXX5U3QWHI44 | 1012492 | 343508 | | MB IM Equity | MEDIOBANCA SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001038_CT_AIRB | 815600325D15DD92A023 | 4376875 | 4846130633 | | | MOBY S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001039_CT_AIRB | | 1653085 | 110858 | | 3893422Z IM EQUITY | MONIER S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001040_CT_AIRB | 8156003A100E8AB89697 | 6794759 | 1865640369 | | | PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001041_CT_AIRB | 8156001B96890989C002 | 23641842 | 5411110827 | | | PB TANKERS S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001042_CT_AIRB | 5493006293RJBDQWJL92 | 5944540 | 169833 | | PMS IM EQUITY | PERMASTEELISA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001043_CT_AIRB | 8156000256C2431C2E92 | 4495509 | 134077 | | PIA IM Equity | Piaggio & C. S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001044_CT_AIRB | 815600A0C9AFC1F2A709 | | | | PC IM Equity | Pirelli & Co SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001045_CT_AIRB | 815600EDDBB07C9BDB90 | 15591777 | 2246400218 | | | PODINI HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001046_CT_AIRB | 815600354DEDBD0BA991 | 3465665 | 842633 | | POST IM EQUITY | POSTE ITALIANE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001047_CT_AIRB | 8156000FE0A2DC5B7852 | 16232311 | 1343952 | | PRP GR EQUITY | PRADA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001048_CT_AIRB | 213800VHJ22UE2BRRZ48 | 3830970 | 706270410 | | | PROFILGLASS S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001049_CT_AIRB | | 23687310 | 1777895 | | PRY IM EQUITY | PRYSMIAN S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001050_CT_AIRB | 815600B9FC8D18A5D034 | 1058024 | 291350635 | | | RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001051_CT_AIRB | 81560086FA79BEDD6B94 | 13270817 | | | | RHIAG — INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001052_CT_AIRB | | 5012487 | 8850400154 | | | SACAL — SOCIETA' ALLUMINIO CARISIO — S.P | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001053_CT_AIRB | 815600AF08EE2EC2DE92 | 1035262 | 8924 | | 226907Z IM EQUITY | SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001054_CT_AIRB | 815600FC906D230A1420 | 16077541 | 86111 | | SFL IM Equity | Safilo SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001055_CT_AIRB | 549300PHV8MBDHWB8X12 | 1086637 | 788744 | | SPM IM EQUITY | SAIPEM S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001056_CT_AIRB | 549300UKR289DF4UXQ47 | 1013056 | 525502 | | SAL | SALINI IMPREGILO S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001057_CT_AIRB | | 6524595 | 3957900487 | | | SAMMONTANA — S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001058_CT_AIRB | 8156006755200B82EB33 | 1246827 | 836320150 | | | SAN CARLO GRUPPO ALIMENTARE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001059_CT_AIRB | 5299005KJSU2AQUJUH84 | 1066932 | 49540 | | SRS IM EQUITY | SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. — RAFFINERIE SARDE | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001060_CT_AIRB | 815600D2FC31AF713B07 | 1012950 | 166476 | | | SNAI SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001061_CT_AIRB | 8156002278562044AF79 | 16067629 | 1633443 | | SRG IM Equity | SNAM SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001062_CT_AIRB | EOJCGSUI4NX234BL7V57 | 14234253 | 1594238 | | 2091Z IM EQUITY | SORGENIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001063_CT_AIRB | 815600141CFE5F4C4325 | 19113128 | 1016401 | | 4473035Z IM EQUITY | STRADA DEI PARCHI SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001064_CT_AIRB | 815600C3438977CBBE37 | 1038951 | 68670397 | | | TAMPIERI FINANCIAL GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001065_CT_AIRB | 81560029415DF1381583 | 1030384 | 195810262 | | | TECNICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001066_CT_AIRB | 815600AC5599D16D9A40 | 3335773 | 574643 | | MT IM EQUITY | TECNIMONT S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001067_CT_AIRB | 549300W384M3RI3VXU42 | | | IT0003497168 | TIT IM EQUITY | TELECOM ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001068_CT_AIRB | 815600CD7323A82E5092 | 28935694 | 1763778 | | 2847328Z IM EQUITY | TENOVA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001069_CT_AIRB | | 1037712 | 182850362 | | | TERMOSANITARI CORRADINI — S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001070_CT_AIRB | 8156009E94ED54DE7C31 | | | | TRN IM Equity | Terna Rete Elettrica Nazionale SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001071_CT_AIRB | 549300IN56S27SDGEI85 | 18659000 | 1019536 | | 80698Z IM EQUITY | TIRRENO POWER S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001072_CT_AIRB | 8156003E86EBA167A868 | | | | 0946688D IM EQUITY | TotalErg SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001073_CT_AIRB | 815600FE9E92D9D6C309 | 3554534 | 201271 | | TFI IM EQUITY | TREVI — FINANZIARIA INDUSTRIALE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001074_CT_AIRB | | | | | 4212473Z IM EQUITY | UNIECO SOCIETA' COOPERATIVA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001075_CT_AIRB | 815600B8027C92F0DA07 | 4257672 | 1189360066 | | | VIBAC S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001076_CT_AIRB | 549300YSFQKM1C0X4E45 | 11321265 | 884361 | | WIND IM EQUITY | WIND TELECOMUNICAZIONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001077_CT_AIRB | 549300DHPOF90OYYD780 | | | | 5108 JT Equity | Bridgestone Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001078_CT_AIRB | 549300IZYK3206QECG76 | | | | CAT SE Equity | Caterpillar Finance Corporation | JP | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001079_CT_AIRB | 549300MIFE1VEW02GY83 | | | JP3298600002 | | COSMO OIL COMPANY LTD | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001080_CT_AIRB | 549300T6IPOCDWLKC615 | | | | 6501 JT Equity | Hitachi, Ltd. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001081_CT_AIRB | J48DJYXDTLHM30UMYI18 | | | | 8001 JT Equity | Itochu Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001082_CT_AIRB | 5493004LQ0B4T7QPQV17 | | | | 6301 JT Equity | Komatsu Ltd. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001083_CT_AIRB | 4P4N3ORD02UGQT1T1W12 | | 0100-01-008776 | | 8002 JT Equity | Marubeni Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001084_CT_AIRB | KVIPTY4PULAPGC1VVD26 | | | | 8058 JP EQUITY | Mitsubishi Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001085_CT_AIRB | 5493008VBQD43X8QCS14 | | | | | Mitsui Life Insurance Company Limited | JP | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001086_CT_AIRB | 5493000QYMPFRTEY4K28 | | | | 6701 JT Equity | NEC Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001087_CT_AIRB | | | | | 7201 JP EQUITY | Nissan Motor Co Ltd | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001088_CT_AIRB | 5493003BZYYYCDIO0R13 | | | | 9984 JT Equity | SOFTBANK CORP. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001089_CT_AIRB | 5493004SE33MRLPB1W98 | | | | 2768 JP EQUITY | Sojitz Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001090_CT_AIRB | | | | | 6758 JP EQUITY | Sony Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001091_CT_AIRB | V82KK8NH1P0JS71FJC05 | | | | 8053 JP EQUITY | Sumitomo Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001092_CT_AIRB | 54930074QUY8RD0UZM08 | | | | | Suntory Holdings Limited | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001093_CT_AIRB | 549300ZLMVP4X0OGR454 | | | | 4502 JT Equity | Takeda Pharmaceutical Company Limited | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001094_CT_AIRB | 549300LBHTST91VKHO68 | | | | 6502 JT Equity | Toshiba Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001095_CT_AIRB | 5493006W3QUS5LMH6R84 | | | | TOM GY Equity | Toyota Motor Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001096_CT_AIRB | | | | | 004020 KS Equity | Hyundai Steel Co | KR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001097_CT_AIRB | | | | | 000270 KS Equity | Kia Motors Corp | KR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001098_CT_AIRB | 549300MGHLPT1EFHGF84 | | | | 2007 HK Equity | Country Garden Holdings Company Limited | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001099_CT_AIRB | 549300IHVJRWVT07S523 | | | | 3333 HK Equity | Evergrande Real Estate Group Limited | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001100_CT_AIRB | 5493003DTPH8AMMK4P51 | | | | NE UN Equity | Noble Corporation | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001101_CT_AIRB | 549300FNENFFSMO3GT38 | | | XS0835890350 | XPBR SQ Equity | Petrobras Global Finance B.V. | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001102_CT_AIRB | 213800S7DNJQX6LHTQ21 | | 133818917 | | | AB “Kauno grūdai” | LT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001103_CT_AIRB | | | | LU1014539529 | | ALTICE | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001104_CT_AIRB | 5493003BU7PAH5RRM092 | | | | APAM NA EQUITY | Aperam SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001105_CT_AIRB | 2EULGUTUI56JI9SAL165 | | | | MT LX EQUITY | ArcelorMittal SA [AM] | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001106_CT_AIRB | 549300GJ79DYFBBF5T83 | | | | 0307096D LX EQUITY | Brandbrew S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001107_CT_AIRB | 5493007GVB1I2FDSS786 | | B0155849 | | CNHI UN Equity | CNH Industrial Finance Europe S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001108_CT_AIRB | 549300938QUWMPITJ642 | | | | COV US EQUITY | Covidien International Finance SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001109_CT_AIRB | 5299001R2HL1TAFZ8Z20 | | | | | ENOVOS INTERNATIONAL SA (FORMER SOTEG) | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001110_CT_AIRB | | | 350807947 | FR0000038259 | ERF FP EQUITY | EUROFINS SCIENTIFIC SE | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001111_CT_AIRB | 213800568PRHV2JR9650 | | | XS0357281558 | GSPBEX RR Equity | Gaz Capital S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001112_CT_AIRB | 213800WHKNIC1JQQG433 | | | | 8GC GS Equity | Glencore Finance (Europe) S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001113_CT_AIRB | 8XJ8KF85PBKK1TLMFN29 | | | | | Intelsat Jackson Holdings S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001114_CT_AIRB | 549300MBM5B61VCW5A23 | | | | | International Automotive Components Group, S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001115_CT_AIRB | RUOKPID0PZ0UWJYU9J61 | | | | DE UN Equity | John Deere Bank S.A. | LU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001116_CT_AIRB | 529900XUC6PXMN6ABU42 | | | | TGH GY Equity | Logwin AG | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001117_CT_AIRB | 549300CTHC1CP86P2G96 | | | | MIICF PQ Equity | Millicom International Cellular S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001118_CT_AIRB | | | | | 0755015D LX EQUITY | NH FINANCE SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001119_CT_AIRB | 213800IUIRBFRNCYVR24 | | | | 3900394Z LX Equity | Nizi International SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001120_CT_AIRB | 549300VEJMMZCY6OBU06 | | | | PDSA NS Equity | Pacific Drilling S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001121_CT_AIRB | 529900UUYBCBB7HMVI56 | | | | | Phoenix PIB Dutch Finance B.V. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001122_CT_AIRB | 549300OZSHE4H5BFQA66 | | | | | QUILVEST SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001123_CT_AIRB | 5493000C8J3C3SZYS040 | | | | RTL BB Equity | RTL Group S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001124_CT_AIRB | 5493008JPA4HYMH1HX51 | | | | SESG FP EQUITY | SES SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001125_CT_AIRB | 549300CJ7LW6QSGIL444 | | | | | Swiss Re Europe S.A. | LU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001126_CT_AIRB | 529900BSBZ853DKUP675 | | | | | TRAXYS SARL | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001127_CT_AIRB | 549300RIG2CXWN6IV731 | | | | | CEMEX S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001128_CT_AIRB | 5493008KEVFYPMGTXO33 | | | | KOFL MM Equity | Coca-Cola FEMSA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001129_CT_AIRB | 5493000XJLJ6C4T0PG82 | | | | GRUMAB MM Equity | GRUMA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001130_CT_AIRB | 5493000RIXURZEBFEV60 | | | | BIMBOA MM Equity | Grupo Bimbo, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001131_CT_AIRB | 549300QOAB2GJSFM0381 | | | | 1234Z MM Equity | Grupo Petrotemex SA de CV | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001132_CT_AIRB | 549300CAZKPF4HKMPX17 | | | | | PETROLEOS MEXICANOS | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001133_CT_AIRB | 549300FW3RGHPHT21D10 | | | | ALFAA MM Equity | Sigma Alimentos, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001134_CT_AIRB | 5493000MY3DAIB0BP706 | | TNE940608HS5 | USP9084BAD03 | ALFAA MM Equity | Tenedora Nemak, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001135_CT_AIRB | 549300EMP9DT6Q35HZ31 | | | NL0000852564 | | AALBERTS INDUSTR | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001136_CT_AIRB | 549300J93WR5DPG0P466 | | KVK 33232124 | | ABB SS Equity | ABB Capital B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001137_CT_AIRB | 5493007WHKI5H75YJ358 | | KVK 34215458 | | ABE SQ Equity | Abertis Infraestructuras Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001138_CT_AIRB | 7245007QUMI1FHIQV531 | | KVK 33235189 | | | Achmea B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001139_CT_AIRB | 724500HIKX3QVUQF9G08 | | KVK 28080300 | | | Achmea Zorgverzekeringen N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001140_CT_AIRB | O4QK7KMMK83ITNTHUG69 | | KVK 27076669 | NL0000303709 | AGN NA Equity | AEGON N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001141_CT_AIRB | | | | NL0010672325 | | AHOLD KON | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001142_CT_AIRB | 724500XYIJUGXAA5QD70 | | KVK 09007809 | NL0000009132 | AKZA NA EQUITY | Akzo Nobel NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001143_CT_AIRB | 724500XBZ9QOPTI11U82 | | KVK 34108286 | | | Alliander N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001144_CT_AIRB | 549300KYQ7B0H0K66406 | | KVK 33055009 | | AML LN Equity | Amlin Europe N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001145_CT_AIRB | 724500MCUU6QOFRFEA53 | | KVK 33256360 0000 | | 792658Z PL EQUITY | AMORIM ENERGIA, BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001146_CT_AIRB | 7245000UZH70GO047N03 | | | NL0006237562 | | ARCADIS | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001147_CT_AIRB | 7245001I22ND6ZFHX623 | | KVK 30037466 | NL0000334118 | ASM NA Equity | ASM International N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001148_CT_AIRB | 724500Y6DUVHQD6OXN27 | | KVK 17085815 | NL0006034001 | ASML NA EQUITY | ASML HOLDING N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001149_CT_AIRB | 7245004JOPUJ0OOWTU73 | | KVK 30031823 | | | ASR Schadeverzekering N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001150_CT_AIRB | 724500XFMNHF1GFPYJ05 | | KVK 08125298 | | 3324558Z NA Equity | BDR Thermea Group BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001151_CT_AIRB | 5299006ZHG3IXU0PNJ56 | | KvK 27106340 0000 | | 1136Z NA EQUITY | BMW Finance N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001152_CT_AIRB | | | | NL0000852580 | | BOSKALIS WESTMIN | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001153_CT_AIRB | | | | NL0010776944 | | BRUNEL INTERNAT | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001154_CT_AIRB | 529900AOH3NBA8PZFG65 | | KvK 32097651 0000 | | 0533866D NA EQUITY | Celesio Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001155_CT_AIRB | 549300WGC2HZ5J67V817 | | | | CNHI IM Equity | CNH Industrial NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001156_CT_AIRB | 549300BXVNOCYQ83FU09 | | KVK 34154633 | | KO UN Equity | Coca-Cola HBC Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001157_CT_AIRB | | | | NL0000200384 | | CORE LABORATORIES | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001158_CT_AIRB | 549300UNTCLR21YKLL62 | | KVK 30073501 | NL0000288967 | | Corio N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001159_CT_AIRB | | | | NL0009294552 | | DELTA LLOYD | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001160_CT_AIRB | 724500S75737K2SFDA03 | | KVK 22031457 | | | Delta N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001161_CT_AIRB | 213800N8X49KJRTNDM49 | | KVK 3419663 | | DGE FP Equity | Diageo Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001162_CT_AIRB | 529900M7QSB704RUUT95 | | KVK 34182495 | | AIR FP Equity | Eads Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001163_CT_AIRB | 724500KRQECMCRGM1971 | | KVK 14026250 | | | EBN B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001164_CT_AIRB | 5299007L43AQDFOW5739 | | KvK 34121496 0000 | | 1403Z NA EQUITY | EDP FINANCE BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001165_CT_AIRB | 724500R5IP6TFKTNRU48 | | KvK 24306393 | | 2091Z NA Equity | Eneco Holding NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001166_CT_AIRB | 549300XW2F91G4T4WC42 | | KVK 34149162 | | ENL GY Equity | ENEL Investment Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001167_CT_AIRB | 529900011V8VJ3BUKR64 | | KVK 17115973 | | RWE GF Equity | Essent N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001168_CT_AIRB | | | | NL0000288876 | | EUROCOMMERCIAL | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001169_CT_AIRB | | | | NL0000352565 | | FUGRO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001170_CT_AIRB | 2138005FTXOJUBQ5J563 | | KVK 24243533 | | GAS SQ Equity | Gas Natural Fenosa Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001171_CT_AIRB | 724500EJ2TDPAITRSJ55 | | KVK 02089290 | | | GasTerra B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001172_CT_AIRB | | | | NL0000400653 | | GEMALTO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001173_CT_AIRB | 549300L10EVYURBFIH66 | | KVK 55293980 | | | Global Blue Acquisition B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001174_CT_AIRB | 529900SNLFF5M6HJ1T36 | | KvK 33286563 0000 | | 1004Z NA EQUITY | Haniel Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001175_CT_AIRB | 724500K5PTPSST86UQ23 | | KVK 33011433 | NL0000009165 | HEIA NA Equity | Heineken NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001176_CT_AIRB | 7245008C9KMJL9P2UI77 | | KVK 34323653 | | | Hyva Global B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001177_CT_AIRB | 724500CR19MQGFWFBZ64 | | KvK 34217578 0000 | | 0308206D NA EQUITY | ICL Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001178_CT_AIRB | TLLG0UTU6ZHOG003X735 | | | | | Imperial Mobility Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001179_CT_AIRB | 54930050LBZUR4138I72 | | KVK 27120438 | | | ING Re (Netherlands) N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001180_CT_AIRB | | | KVK 24311905 | | 2872423Z NA Equity | InterGen NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001181_CT_AIRB | 724500C9GNBV20UYRX36 | | KVK 35000363 | NL0010672325 | AH NA Equity | Koninklijke Ahold NV [Royal Ahold NV] | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001182_CT_AIRB | 724500V38C5KTDY5BS93 | | KVK 30058019 | NL0000337319 | BAMNB NA Equity | Koninklijke BAM NBM NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001183_CT_AIRB | 724500SNT1MK246AHP04 | | KVK 14022069 | NL0000009827 | DSM NA EQUITY | Koninklijke DSM N.V | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001184_CT_AIRB | 549300YO0JZHAL7FVP81 | | KVK 02045200 | NL0000009082 | KPN NA Equity | Koninklijke KPN NV [Royal KPN NV] | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001185_CT_AIRB | H1FJE8H61JGM1JSGM897 | | KVK 17001910 | NL0000009538 | PHIA NA Equity | Koninklijke Philips Electronics N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001186_CT_AIRB | 724500HZ4BN317I12G68 | | KVK 06016321 | | KTC NA Equity | Koninklijke Ten Cate NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001187_CT_AIRB | 724500UL634GFV1KYF10 | | KVK 24295332 | NL0009432491 | VPK NA Equity | Koninklijke Vopak NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001188_CT_AIRB | 529900WQGOTJDYG9NP76 | | KVK 09151956 | | LXS GF Equity | Lanxess Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001189_CT_AIRB | 5H8RMHHYTWIP1RKLCE38 | | KvK 34115238 0000 | | 2177Z NA EQUITY | Linde Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001190_CT_AIRB | 549300J6QSW38QNOJK61 | | KVK 57924562 | | | LYB International Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001191_CT_AIRB | BN6WCCZ8OVP3ITUUVN49 | | KVK 24473890 | | DLY GB Equity | LyondellBasell Industries N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001192_CT_AIRB | 635400TMCKVEU87EJ582 | | KVK 24321697 | | | METINVEST B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001193_CT_AIRB | 529900PF6F1OHRZVU341 | | KvK 33178683 0000 | | 1169Z NA EQUITY | Metro Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001194_CT_AIRB | 6354007MKEEGGVUMXO83 | | KVK 34239108 | | | New World Resources N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001195_CT_AIRB | 724500RKMOD48AIWKD94 | | KvK 24307569 0000 | | 3893886Z NA EQUITY | NIDERA B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001196_CT_AIRB | 54930062JS29A5N4GO82 | | KVK 34248449 | | | Nielsen Holdings N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001197_CT_AIRB | 724500GQV9YLNSWECU41 | | KVK 17179668 | | | Nord Gold N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001198_CT_AIRB | 724500TXS5HH3GY4UW42 | | KVK 30124358 | | | NS Groep N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001199_CT_AIRB | 5299000CMF80GY2U0U47 | | KVK 16074305 | NL0010395208 | NUO NA Equity | Nutreco Holding NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001200_CT_AIRB | 724500HT4YW45B1Y7859 | | KVK 57585083 | | | OAK Leaf B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001201_CT_AIRB | 549300NCMRGIBJYUOE57 | | | NL0010558797 | | OCI | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001202_CT_AIRB | 724500IM9A059TQLBX63 | | | | | OCI Nitrogen BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001203_CT_AIRB | 72450053F5WRDY8CDZ66 | | KVK 24291478 | | OI US Equity | OI European Group B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001204_CT_AIRB | Q47A62EK6GMSID3Y8C39 | | KVK 17133742 | XS0788529096 | PCAR US Equity | PACCAR Financial Europe B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001205_CT_AIRB | 549300N522D3SS8MKV65 | | KvK 24320769 0000 | | 3617372Z NA EQUITY | PETROBRAS NETHERLANDS BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001206_CT_AIRB | 549300VGHFJJ58HE2B54 | | KVK 17008551 | | PHIA NA Equity | Philips Electronics NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001207_CT_AIRB | 529900N9UJEHN9UPXN50 | | | | | PHOENIX PIB FINANCE BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001208_CT_AIRB | 724500Q41FHN0P1GPC53 | | KVK 27168968 | NL0009739416 | TNT LI Equity | PostNL N.V.

| NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001209_CT_AIRB | 54930036WK3GMCN17Z57 | | | | QIA GY Equity | Qiagen NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001210_CT_AIRB | 7245009EAAUUQJ0U4T57 | | KVK 33216172 | NL0000379121 | RAND NA EQUITY | RANDSTAD HOLDING NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001211_CT_AIRB | 549300XO8R7MPISUO753 | | KVK 33155037 | NL0006144495 | | Reed Elsevier NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001212_CT_AIRB | 5493002YCY6HTK0OUR29 | | KVK 24251372 | XS0202649934 | REP GY Equity | Repsol International Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001213_CT_AIRB | | | KVK 34179503 | GB00B03MM408 | RDSA NA EQUITY | ROYAL DUTCH SHELL PLC | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001214_CT_AIRB | 5493002N51KZCVBDMS27 | | 24114856 | NL0006055329 | | ROYAL IMTECH NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001215_CT_AIRB | 213800LBMMAIG1FQP389 | | KVK 14105351 | | SABIC AB Equity | SABIC Capital I B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001216_CT_AIRB | | | | NL0000360618 | | SBM OFFSHORE | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001217_CT_AIRB | 529900KEH8410ESH1483 | | KVK 53761790 | | | Schaeffler Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001218_CT_AIRB | 724500DX7Q1A19SPY530 | | KVK 34166584 | | | Schiphol Nederland B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001219_CT_AIRB | 7245001TBT3NI9SPNJ75 | | | | | SHV Netherlands NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001220_CT_AIRB | TAFO772JB70PDRN5VS48 | | KvK 27092998 0000 | | 1223Z NA EQUITY | Siemens Financieringsmaatschappij N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001221_CT_AIRB | 724500E9ZG6JMH6E2I14 | | | NL0000817179 | | SLIGRO FOOD GROUP | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001222_CT_AIRB | 724500ZTKJYJMWVLWJ82 | | KVK 34297413 | | | SRLEV N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001223_CT_AIRB | 5493002SSXOL85X3XC87 | | KVK 58623701 | | | Syncreon Group B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001224_CT_AIRB | 724500LTUWK3JQG63903 | | KVK 09083317 | | | TenneT Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001225_CT_AIRB | 7245008G22FOV7TYYJ34 | | KVK 06045666 | NL0000852523 | TWEKA NA EQUITY | TKH Group NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001226_CT_AIRB | 724500978QL7NKMLTQ37 | | KVK 34210949 | | | TMF Group Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001227_CT_AIRB | | | | NL0009739424 | | TNT EXPRESS | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001228_CT_AIRB | 724500L44K67W7UW1C59 | | KVK 34224566 | NL0000387058 | TOM2 NA EQUITY | TOMTOM N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001229_CT_AIRB | 724500OPA8GZSQUNSR96 | | KVK 33194984 | | TOM GY Equity | Toyota Motor Finance (Netherlands) B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001230_CT_AIRB | PX7SUPU7HUNJBQ8BPI65 | | KVK 33236939 | | 585233Z NA Equity | Trafigura Beheer BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001231_CT_AIRB | 549300TK7G7NZTVM1Z30 | | KVK 24051830 | NL0000009355 | UNIA NA Equity | Unilever NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001232_CT_AIRB | 549300IW6C3SRHUUK147 | | | | | Vitol Holding BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001233_CT_AIRB | | | | NL0009432491 | | VOPAK | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001234_CT_AIRB | 549300FRXSUUW3M2Q281 | | | | | WABCO Europe Holdings BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001235_CT_AIRB | 724500522D3ORUTUGW47 | | KVK 05078970 | | WAVIN NA Equity | Wavin NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001236_CT_AIRB | 724500YRQCY3BD9RJZ92 | | | NL0000289213 | | WERELDHAVE | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001237_CT_AIRB | 724500TEM53I0U077B74 | | KVK 33202517 | NL0000395903 | WKL NA EQUITY | Wolters Kluwer N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001238_CT_AIRB | 5JB3IE65ZU13TA0DGN10 | | | | | Würth Finance International B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001239_CT_AIRB | | | | NL0006294290 | | ZIGGO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001240_CT_AIRB | | | | | BWO NO Equity | BW Offshore Shipholding Ltd | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001241_CT_AIRB | 5493004ZHCILEMZLBS85 | | 00304772770005 | | | FERD AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001242_CT_AIRB | 5493009F6KP3UMLPOY27 | | 931186744 | | | ICA Norge AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001243_CT_AIRB | 549300ZLJDXBXUNCY824 | | 936738540 | | | National Oilwell Varco Norway AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001244_CT_AIRB | 549300N1SDN71ZZ8BO45 | | | | NHY NO Equity | Norsk Hydro ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001245_CT_AIRB | 529900J8VSH14TP5VD23 | | | | | ODFJELL SE | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001246_CT_AIRB | 213800T66DRTE6O6BV87 | | 916235291 | | PGS NO Equity | Petroleum Geo-Services ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001247_CT_AIRB | 529900TH4OAW7WYG1777 | | 987059699 | | | Statkraft AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001248_CT_AIRB | OW6OFBNCKXC4US5C7523 | | 923609016 | | STL NO Equity | Statoil ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001249_CT_AIRB | R7NJHU48LTCIOB9BVU57 | | | | CNU NZ Equity | Chorus Limited | NZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001250_CT_AIRB | 259400GYHYZPQ0HTMT82 | | | | CIE PW Equity | Ciech S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001251_CT_AIRB | 259400A9BI23M3K1NK82 | | | | LTS PW EQUITY | GRUPA LOTOS S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001252_CT_AIRB | 259400WT6MCX3V59XI09 | | | | | Netia S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001253_CT_AIRB | 259400TOMPUOLS65II22 | | 10681 | | TPA1 GB Equity | ORANGE POLSKA SA | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001254_CT_AIRB | 259400TGY6IYEP2EFW87 | | 467426 | | | POLKOMTEL SP. Z O.O. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001255_CT_AIRB | 259400VVMM70CQREJT74 | | 28860 | | PKN PW Equity | Polski Koncern Naftowy ORLEN S.A. (PKN) | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001256_CT_AIRB | 259400NAPDFBOTNCRL54 | | | | TPE PW Equity | TAURON Polska Energia S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001257_CT_AIRB | Q1ECZWEVT6ZTFERCPG94 | | | PLTLKPL00017 | OPL PW EQUITY | TELEKOMUNIKACJA POLSKA SA | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001258_CT_AIRB | 213800RQXBBZ6KSP1I72 | | 500311390 | | | AMORIM & IRMAOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001259_CT_AIRB | 2138002PLGLYW8EP7248 | | | | | AMORIM HOLDING II SGPS SA | PT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001260_CT_AIRB | 213800V5Z38TLIRQW516 | | 500700834 | | | ANA AEROPORTOS PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001261_CT_AIRB | | | 502607920 | | | AUCHAN PORTUGAL HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001262_CT_AIRB | 54930011KNBNPPKW7528 | | 500038015 | | | AUTO SUECO LDA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001263_CT_AIRB | 549300RU6UYW1UMYOP92 | | 500194670 | | | BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001264_CT_AIRB | | | | PTBRI0AM0000 | BRI PL EQUITY | BRISA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001265_CT_AIRB | 549300FREK460JU7RG08 | | 500060266 | | | CELULOSE BEIRA INDUSTRIAL-CELBI SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001266_CT_AIRB | 549300TF1SUYCFUO3840 | | 503309362 | | | COLEP PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001267_CT_AIRB | | | 507195515 | | | CONTROLINVESTE SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001268_CT_AIRB | 213800X28CMB8LAIT849 | | 502557400 | | | CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001269_CT_AIRB | 549300RGQV4M16FESU23 | | 500832234 | | | CUF QUIMICOS INDUSTRIAS, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001270_CT_AIRB | 529900CLC3WDMGI9VH80 | | | PTEDP0AM0009 | EDP PL EQUITY | EDP — Energias de Portugal S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001271_CT_AIRB | 529900LOXJVWGOH84656 | | 503293695 | | | EDP — GESTÃO DA PRODUÇÃO DE ENERGIA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001272_CT_AIRB | | | 504885367 | | | ESPIRITO SANTO SAUDE SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001273_CT_AIRB | 2138003319Y7NM75FG53 | | 504499777 | PTGALIOE0009 | GALP PL Equity | GALP ENERGIA SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001274_CT_AIRB | 213800Y3V72PI6W8KG10 | | 511220448 | | | GRUPO PESTANA — SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001275_CT_AIRB | 259400A8SZP10GB5IB19 | | | PTJMT0AE0001 | JMT PL EQUITY | J.MARTINS | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001276_CT_AIRB | | | 500073880 | | | LENA ENGENHARIA CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001277_CT_AIRB | 549300SNYKYW15R3UE62 | | 502011475 | | | MODELO CONTINENTE HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001278_CT_AIRB | 549300TLPT6W9R3CLQ86 | | 500197814 | | | MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001279_CT_AIRB | 5493003NN4LXUF8JA244 | | | | | Ocidental Companhia Portuguesa de Seguros de Vida, S.A. | PT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001280_CT_AIRB | 54930071D35BVUPC5942 | | 502604751 | | | OPTIMUS-COMUNICACOES S.A | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001281_CT_AIRB | | | 507979265 | | | OPWAY — SGPS, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001282_CT_AIRB | 213800ZWKG61JG7ZCF61 | | 500697370 | | | PETROLEOS PORTUGAL PETROGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001283_CT_AIRB | 259400DRC6WOXNVW8B57 | 500829993 | 500829993 | | 90413Z PL EQUITY | PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001284_CT_AIRB | 549300UNIB7M2AXUXS35 | | | PTPTI0AM0006 | PTCL TQ EQUITY | Portucel S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001285_CT_AIRB | 549300FR1FN48IGHR915 | | | PTREL0AM0008 | RENE PL Equity | REN-Redes Energeticas Nacionais, SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001286_CT_AIRB | | | 500246963 | | | REPSOL PORTUGUESA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001287_CT_AIRB | 5493002X2CCY60HWCU94 | | 500243590 | | | SECIL COMP GERAL CAL CIMENTO SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001288_CT_AIRB | 549300PXZF74GVQM6867 | | 500058580 | | | SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001289_CT_AIRB | 549300EZYIURQ5RGSE56 | | 500278571 | | | SOVENA OILSEEDS PORTUGAL, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001290_CT_AIRB | 549300KFJPELBPMQH079 | | 500833532 | | | SOVENA PORTUGAL CONSUMER GOODS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001291_CT_AIRB | 95980020140005813290 | | 505042037 | | | SUMOL+COMPAL MARCAS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001292_CT_AIRB | | | 500097488 | | | TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001293_CT_AIRB | 549300CNE5R74B3XKF57 | | 505266202 | | | UNICER BEBIDAS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001294_CT_AIRB | | 503933139 | 503933139 | | 3646175Z PL EQUITY | UNILEVER JERÓNIMO MARTINS, LDA. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001295_CT_AIRB | 213800IDK8UTYDSFOG74 | | 502544180 | | | VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001296_CT_AIRB | | 500302200 | 500302200 | | 0265472D PL EQUITY | ZAGOPE — CONSTRUÇÕES E ENGENHARIA S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001297_CT_AIRB | 549300VOFQC1SPGTZM19 | | 503039063 | | | ZON TV CABO PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001298_CT_AIRB | 549300D3EIDZJB62TR20 | | 21183 | | ORDS QD Equity | Ooredoo Q.S.C. | QA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001299_CT_AIRB | 549300UKYDM6L8HEPU79 | | | | SNP RO EQUITY | OMV PETROM S.A. | RO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001300_CT_AIRB | 549300F8ZIGJVUPIU797 | | 24297754 | | | Rompetrol Group N.V. (The) | RO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001301_CT_AIRB | | | | | GAZP RU Equity | Gazprom OAO | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001302_CT_AIRB | | | | | ROSN RU Equity | OJSC Oil Co Rosneft | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001303_CT_AIRB | | | | | TATN RU Equity | Tatneft OAO | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001304_CT_AIRB | 5493007RN7O98MYBX124 | | | | | AKTIEBOLAG LINDEX | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001305_CT_AIRB | 549300UCKT2UK88AG251 | | | SE0000695876 | ALFA SS EQUITY | Alfa Laval AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001306_CT_AIRB | 549300YECS8HKCIMMB67 | | | SE0000255648 | ASSAB SS EQUITY | Assa Abloy AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001307_CT_AIRB | 213800T8PC8Q4FYJZR07 | | 5560142720 | SE0000122467 | ATCOA SS EQUITY | Atlas Copco Aktiebolag | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001308_CT_AIRB | 2138002GW5WN1UYZAO32 | | 55611256900004 | | | BILIA AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001309_CT_AIRB | 549300YJUYJ9A24RXL71 | | | SE0005906922 | SE0005906922 Corp | BILLERUDKORSNÄS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001310_CT_AIRB | 549300ZACGIQHBBMOD20 | | 5560269549 | | BONN SS EQUITY | Bonnier Finans AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001311_CT_AIRB | 213800SE6FV3UDEIEY92 | | 72317831 | | | CAPIO AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001312_CT_AIRB | 549300GU5OHTR1T5IY68 | | | SE0005932225 | SE0005932225 Corp | Castellum AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001313_CT_AIRB | 549300HCT1WLHEXNLZ18 | | | | | Dometic Holding AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001314_CT_AIRB | 549300Y3HHZB1ZGFPJ93 | | | | ELUXA SS Equity | Electrolux AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001315_CT_AIRB | 549300JNPI46XNH0PM97 | | | | | Fabege AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001316_CT_AIRB | 5493003PZ4F570G3W735 | | | | | GETINGE AB, | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001317_CT_AIRB | 529900XKWB408ZZYBF68 | | | | | GREEN CARGO AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001318_CT_AIRB | 213800YUV362W4E1LP46 | | | | | H & M Hennes & Mauritz GBC AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001319_CT_AIRB | 54930033BTSY61VHUR49 | | 55601011550004 | | | HALDEX AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001320_CT_AIRB | 549300VOTS5OZ82UTG69 | | | SE0005934320 | SE0005934320 Corp | HEMSÖ FASTIGHETS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001321_CT_AIRB | 549300WJFW6ILNI4TA80 | | 5561904771 | SE0000103699 | HEXAB SS EQUITY | Hexagon AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001322_CT_AIRB | 52990080SH3454F0QE68 | | 5560013301 | SE0000109290 | HOLMB SS EQUITY | Holmen AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001323_CT_AIRB | 549300GYQIIJ3UXB7655 | | | SE0001662222 | HUSQB SS EQUITY | HUSQVARNA AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001324_CT_AIRB | 549300VEBQPHRZBKUX38 | | 556013-8298 | XS0795505402 | INVEA SS Equity | Investor AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001325_CT_AIRB | 529900X0UEM9DOM6FK12 | | 5560452103 | SE0000806994 | JM SS EQUITY | JM AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001326_CT_AIRB | 549300VD6SNNS5N5V183 | | | | | KORAB INTERNATIONAL AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001327_CT_AIRB | 5493005OXRTBK0WSJN46 | | 5565451217 | SE0000549412 | KLED SS EQUITY | Kungsleden AB | SE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001328_CT_AIRB | 529900AB08F05L4HWU11 | | | | | LANTMÄNNEN EK FÖR | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001329_CT_AIRB | 213800NS2XXVRYS7WP40 | | | SE0002683557 | LOOMB SS EQUITY | Loomis AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001330_CT_AIRB | 549300SNQNTHQLZQON04 | | 5564272812 | SE0000221723 | MEDAA SS EQUITY | Meda AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001331_CT_AIRB | 549300E8NDODRSX29339 | | 5563099158 | SE0000412371 | MTGB SS EQUITY | MODERN TIMES GROUP MTG AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001332_CT_AIRB | 213800WRGLW3CY4MHW53 | | 55603451740004 | | | NCC | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001333_CT_AIRB | 549300KUJMRC9NW93S96 | | | | | Nobina sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001334_CT_AIRB | 5493007VGEKBZGZ6PC69 | | | | | NYNAS AB (PUBL) | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001335_CT_AIRB | 549300ES84TRW7EWGU35 | | | | | Perstorp Holding AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001336_CT_AIRB | 549300S2D8BDH1CKLI47 | | | | | PostNord AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001337_CT_AIRB | 549300MIHCMD8DCSBY41 | | 55607269770034 | | | Preem | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001338_CT_AIRB | 549300ZHO4JCQQI13M69 | | 556036-0793 | SE0000112385 | SE0005567088 Corp | SAAB AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001339_CT_AIRB | 5299008ZUAXN43LVZF54 | | | | SAND SS Equity | Sandvik AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001340_CT_AIRB | 5299001G94UPTI8C7N54 | | 5566577416 | | 0301536D SS EQUITY | Sandvik Treasury AB | SE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001341_CT_AIRB | 529900AE1FZNUH6EVS39 | | | SE0003366871 | SAS SS EQUITY | SAS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001342_CT_AIRB | 529900BZYSUQLQSPNR07 | | 5560840976 | SE0000308280 | SCVB SS EQUITY | Scania CV AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001343_CT_AIRB | 635400TTYKE8EIWDS617 | | | | SECUB SS Equity | Securitas AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001344_CT_AIRB | 5493004WOSC31U83UG49 | | 5561063834 | | SKAB SS EQUITY | Skanska Financial Services | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001345_CT_AIRB | 549300MA1BZYJU87BW55 | | 5560339086 | SE0000113250 | SKAB SS EQUITY | Skanska Sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001346_CT_AIRB | 549300X6MQ0GG8BRY481 | | | | | SKF sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001347_CT_AIRB | 5493002FIVSWBLEV7P15 | | | | | SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001348_CT_AIRB | 529900329VS14ZIML164 | | 5560163429 | SE0000171100 | SSABA SS EQUITY | SSAB AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001349_CT_AIRB | 529900J0C48FH28HNQ19 | | 5563137933 | SE0000120669 | SSABA SS EQUITY | SSAB Emea AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001350_CT_AIRB | 213800CWLTI7WZCC2R35 | | 5560010802 | | 1081Z SS EQUITY | Stena AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001351_CT_AIRB | 5299005HSK597UX55629 | | | | | SVEASKOG FÖRVALTNINGS AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001352_CT_AIRB | 549300FW5JDRV1IJ0M67 | | | | SCAB SS Equity | Svenska Cellulosa AB [SCA] | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001353_CT_AIRB | 529900ZERGNJBEQEX179 | | 55679708180004 | | | SWEDAVIA AB SWEDAVIA EKONOMI | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001354_CT_AIRB | 5493005DU3003SGUC166 | | | | | SWEDISH HOSPITAL PARTNERS AB, | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001355_CT_AIRB | 529900YVXCGNWAUYZG78 | | | SE0000310336 | SWMA SS EQUITY | Swedish Match AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001356_CT_AIRB | 213800EKD193RVI9HL76 | | 5564108917 | SE0000314304 | TEL2B SS EQUITY | Tele2 AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001357_CT_AIRB | 549300W9JLPW15XIFM52 | | 556016-0680 | XS0435008726 | ERICB SS Equity | Telefonaktiebolaget LM Ericsson | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001358_CT_AIRB | 213800FSR9RNDUOTXO25 | | | | TLSN SS Equity | TeliaSonera AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001359_CT_AIRB | 5493006LU5JO4P7HQ305 | | | | | THULE HOLDING AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001360_CT_AIRB | 213800XY16PAWG2PAD14 | | | | TRELB SS Equity | Trelleborg AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001361_CT_AIRB | 5493007LNZSEWN5KTV42 | | | SE0005769270 | SE0005769270 Corp | Vasakronan | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001362_CT_AIRB | 549300T5RZ1HA5HZ3109 | | | | VATT SS Equity | Vattenfall AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001363_CT_AIRB | 549300HGV012CNC8JD22 | | | SE0000115420 | VOLVB SS EQUITY | Volvo AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001364_CT_AIRB | 54930083GODGBHODQ153 | | 189744 | | | Global A&T Electronics Ltd. | SG | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001365_CT_AIRB | 33D7DTWH8BNIUWE0IF81 | | | | OLAM SP Equity | Olam International Ltd | SG | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001366_CT_AIRB | | | | | 7536988Z SK EQUITY | Volkswagen Slovakia A.S. | SK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001367_CT_AIRB | 549300QOGMPTKB6W7G56 | | 1,07544E+11 | USY71548BY95 | PTT TB Equity | PTT Public Company Limited | TH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001368_CT_AIRB | 8RS0AKOLN987042F2V04 | | | | NXWA GF Equity | 21st Century Fox America, Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001369_CT_AIRB | LUZQVYP4VS22CLWDAR65 | | | US88579YAF88 | MMM SE Equity | 3M Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001370_CT_AIRB | HQD377W2YR662HK5JX27 | | IL08142220 | | ABT US Equity | Abbott Laboratories | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001371_CT_AIRB | FR5LCKFTG8054YNNRU85 | | DE5126809 | | 4AB GF Equity | AbbVie Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001372_CT_AIRB | 549300T0GJTEK811VI53 | | | | WPI US EQUITY | Actavis, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001373_CT_AIRB | 549300QKBENKLBXQ8968 | | PA724325 | | AET US Equity | Aetna Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001374_CT_AIRB | LYOM0B2GCF1JWXK5ZG04 | | | | AGCO UN Equity | AGCO Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001375_CT_AIRB | QUIX8Y7A2WP0XRMW7G29 | | | | A UN Equity | Agilent Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001376_CT_AIRB | 9PO87UV78U1JHLR68X04 | | | | 8685 JT Equity | AIG Financial Products Corp. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001377_CT_AIRB | 7QEON6Y1RL5XR3R1W237 | | | | APD US Equity | Air Products & Chemicals Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001378_CT_AIRB | ABPN11VOHLHX6QR7XQ48 | | | | AA US Equity | Alcoa Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001379_CT_AIRB | XSGZFLO9YTNO9VCQV219 | | | | MO US Equity | Altria Group Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001380_CT_AIRB | ZXTILKJKG63JELOEG630 | | DE2620453 | | AMZN US Equity | Amazon.com, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001381_CT_AIRB | IWUQB36BXD6OWD6X4T14 | | DE0332421 | | AAL UW Equity | American Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001382_CT_AIRB | B6Q2VFHD1797Q7NZ3E43 | | CAC0951492 | | 7267 JT Equity | American Honda Finance Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001383_CT_AIRB | 5493006ORUSIL88JOE18 | | | | AMT US Equity | American Tower Corp [ex- American Tower System] | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001384_CT_AIRB | 549300D3L3G0R4U4VT04 | | | | APH US Equity | Amphenol Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001385_CT_AIRB | B78FQ7XBQFLP4AYJ6F79 | | | | APC US Equity | Anadarko Petroleum Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001386_CT_AIRB | 72ZZ1XRHOOU9P9X16K08 | | | | APA US Equity | Apache Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001387_CT_AIRB | HWUPKR0MPOU8FGXBT394 | | CAC0806592 | | AAPL US Equity | Apple Inc.

| US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001388_CT_AIRB | 42YMHYH0XMHJEXDUB065 | | | | | ARAMARK Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001389_CT_AIRB | W47HVZ7Q6FXL86RELH91 | | DE0717711 | | ACI US Equity | Arch Coal, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001390_CT_AIRB | 549300LO13MQ9HYSTR83 | | DE0152524 | | ADM US Equity | Archer-Daniels-Midland Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001391_CT_AIRB | 0C0SZC7H22UWI2NA3R46 | | | | ARRS UW Equity | Arris Group, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001392_CT_AIRB | 549300YNNLBXT8N8R512 | | NYCARREUS | | ARW US Equity | Arrow Electronics, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001393_CT_AIRB | 6O4MRU8C1MS0K34UQF79 | | KY0580261 | | ASH US Equity | Ashland Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001394_CT_AIRB | 549300Z40J86GGSTL398 | | DE2018584 | | T* MM Equity | AT&T Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001395_CT_AIRB | QVLWEGTD2S8GJMO8D383 | | | | ATO US Equity | Atmos Energy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001396_CT_AIRB | HGBOLILQXWER4SAL2I23 | | | | ADP US Equity | Automatic Data Processing | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001397_CT_AIRB | GA3JGKJ41LJKXDN23E90 | | | | | Autozone Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001398_CT_AIRB | XN8R4HH1TVC1XOCL5P21 | | | | CAR US EQUITY | Avis Budget Car Rental LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001399_CT_AIRB | XJI53DCPL7QABOWK4Z75 | | NYCAVNTUS | | AVT US Equity | Avnet, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001400_CT_AIRB | 5493007RY69UEB1F1B45 | | | | AVP US Equity | Avon Products, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001401_CT_AIRB | MF62XBVMNYTYMC18DL76 | | DE2416636 | | BA/ LN Equity | BAE Systems Holdings Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001402_CT_AIRB | | | | | BHI US EQUITY | Baker Hughes Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001403_CT_AIRB | EWRDABCN7XBHM37LIA98 | | DE2072335 | | | Beam Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001404_CT_AIRB | HL5XPTVRV0O8TUN5LL90 | | MN1K-1056 | | BBY US Equity | Best Buy Co., Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001405_CT_AIRB | KK5MZM9DIXLXZL9DZL15 | | DE2322568 | | BMW HB Equity | BMW US Capital, LLC | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001406_CT_AIRB | 549300DSFX2IE88NSX47 | | | | BWA US Equity | BorgWarner Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001407_CT_AIRB | Y6ZDD9FP4P8JSSJMW954 | | DE0874815 | | BSX UN Equity | Boston Scientific Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001408_CT_AIRB | 549300GMUCJ08527GQ81 | | IN182869-107 | | BP/ LN Equity | BP Corporation North America Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001409_CT_AIRB | 549300YYMNSW7KWZH127 | | | | BP/ LN Equity | BP Products North America Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001410_CT_AIRB | HLYYNH7UQUORYSJQCN42 | | | | BMY US EQUITY | Bristol Myers Squibb Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001411_CT_AIRB | 5493007M0RIN8HY3MM77 | | | | BG US Equity | Bunge Limited | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001412_CT_AIRB | Y7ET3D9SDOFUZ515FE28 | | DE0799956 | | CA US Equity | CA, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001413_CT_AIRB | 43R4VPJBXTU2O15HEF41 | | | | | Calpine Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001414_CT_AIRB | 5493007JDSMX8Z5Z1902 | | | | CPB US Equity | Campbell Soup Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001415_CT_AIRB | CCU46N3GJMF4OK4N7U60 | | OH535613 | | CAH US Equity | Cardinal Health, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001416_CT_AIRB | QXZYQNMR4JZ5RIRN4T31 | | | | 3091Z US Equity | Cargill Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001417_CT_AIRB | EDBQKYOPJUCJKLOJDE72 | | DE0921323 | | CAT SE Equity | Caterpillar Financial Services Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001418_CT_AIRB | WRJR7GS4GTRECRRTVX92 | | | | CAT US EQUITY | Caterpillar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001419_CT_AIRB | 5KYC8KF17ROCY24M3H09 | | DE2106821 | | C5S GM Equity | CBS Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001420_CT_AIRB | CD30XVRLT4QO00B1C706 | | DE3780476 | | CE UN Equity | Celanese US Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001421_CT_AIRB | 4SIHMF0MOSTTL8CD0X64 | | | | CELG US Equity | Celgene Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001422_CT_AIRB | 21TPXMRRHFKOBHDC8J74 | | | | | CenterPoint Energy Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001423_CT_AIRB | 8E6NF1YAL0WT6CWXXV93 | | | | CSCO US EQUITY | Cisco Systems Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001424_CT_AIRB | 549300IA9XFBAGNIBW29 | | | | | CMS Energy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001425_CT_AIRB | B0QU0GIVGFFMCOP5RJ72 | | DE4789658 | | CKK GB Equity | Coca-Cola Enterprises, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001426_CT_AIRB | 2V9V7M0RUQG9M2J4IC47 | | | | | Colfax Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001427_CT_AIRB | YMEGZFW4SBUSS5BQXF88 | | DE0156313 | | CL US Equity | Colgate-Palmolive Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001428_CT_AIRB | 51M0QTTNCGUN7KFCFZ59 | | PA3039985 | | CTP GB Equity | Comcast Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001429_CT_AIRB | 549300OQS2LO07ZJ7N73 | | DE0406521 | | CMC US Equity | Commercial Metals Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001430_CT_AIRB | 6113F6JQLWIUGTBN1L36 | | | | CSC US equity | Computer Sciences Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001431_CT_AIRB | 54930035UDEIH090K650 | | DE0818944 | | CAG US Equity | ConAgra Foods, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001432_CT_AIRB | SYHS7HRDXLL4I0IQ8776 | | | | CXO US EQUITY | Concho Resources Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001433_CT_AIRB | 6VJJ5GQWIRDQ06DUXG89 | | DE0064324 | | COP US Equity | ConocoPhillips Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001434_CT_AIRB | 549300JK3KH8PWM3B226 | | DE2277631 | | CNX UN Equity | CONSOL Energy Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001435_CT_AIRB | 29DX7H14B9S6O3FD6V18 | | | | CTO GM Equity | Costco Wholesale Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001436_CT_AIRB | 549300BO9IWPF3S48F93 | | | | COTY US EQUITY | Coty Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001437_CT_AIRB | TVRMNZKRGA8LPW6XPG60 | | | | | Cox Enterprises Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001438_CT_AIRB | RPPGGRL1J75WGF2DFO04 | | PA3337938 | | CCK US Equity | Crown Americas LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001439_CT_AIRB | ZUNI8PYC725B6H8JU438 | | IN194062-043 | | CMI UN Equity | Cummins Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001440_CT_AIRB | S4BKK9OTCEWQ3YHPFM11 | | | | DHR US EQUITY | Danaher Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001441_CT_AIRB | PWFTNG3EI0Y73OXWDH08 | | | | DE US EQUITY | Deere & Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001442_CT_AIRB | 3E70L4WYANTIWWIPHC81 | | | | DELL US EQUITY | Dell Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001443_CT_AIRB | Q2CCMS6R0AS67HJMBN42 | | | | DAL US EQUITY | Delta Air Lines Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001444_CT_AIRB | 54930042348RKR3ZPN35 | | DE2155705 | | DVN US Equity | Devon Energy Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001445_CT_AIRB | F14FQJ2EEHW5VPYUHL14 | | | | DO US Equity | Diamond Offshore Drilling, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001446_CT_AIRB | 549300Z1UGYT5725XB67 | | DE3535468 | | DTV TQ Equity | DIRECTV Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001447_CT_AIRB | ILUL7B6Z54MRYCF6H308 | | | | D US EQUITY | Dominion Resources Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001448_CT_AIRB | 549300FMC2ALGA7N9E80 | | DE0412823 | | DOV UN Equity | Dover Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001449_CT_AIRB | ZQUIP1CSZO8LXRBSOU78 | | | | DOW US EQUITY | Dow Chemical Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001450_CT_AIRB | 549300IX8SD6XXD71I78 | | | | DTE US EQUITY | DTE Energy Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001451_CT_AIRB | FDPVHDGJ1IQZFK9KH630 | | DE2345566 | | EMN UN Equity | Eastman Chemical Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001452_CT_AIRB | 0NZWDMRCE180888QQE14 | | | | ETN US EQUITY | Eaton Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001453_CT_AIRB | OML71K8X303XQONU6T67 | | DE2871352 | | EBAY US Equity | eBay Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001454_CT_AIRB | FRDRIPF3EKNDJ2CQJL29 | | | | LLY US EQUITY | Eli Lilly & Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001455_CT_AIRB | FGLT0EWZSUIRRITFOA30 | | | | EMR UN Equity | Emerson Electric Co. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001456_CT_AIRB | GHFPUH0OZ5JLGJXWCO16 | | | | ESV UN Equity | ENSCO International Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001457_CT_AIRB | 4XM3TW50JULSLG8BNC79 | | | | ETR US EQUITY | Entergy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001458_CT_AIRB | 549300EVUN2BTLJ3GT74 | | DE2911438 | | EQIX US Equity | Equinix, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001459_CT_AIRB | 549300RO2XES74KQGG63 | | | | XLS US EQUITY | Exelis Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001460_CT_AIRB | 3SOUA6IRML7435B56G12 | | | | EXC US EQUITY | Exelon Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001461_CT_AIRB | CI7MUJI4USF3V0NJ1H64 | | WA601975803 | | EXPE UW Equity | Expedia, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001462_CT_AIRB | J3WHBG0MTS7O8ZVMDC91 | | NJ3793794100 | | XOM US Equity | Exxon Mobil Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001463_CT_AIRB | 549300E707U7WNPZN687 | | | | FDX US EQUITY | FedEx Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001464_CT_AIRB | 6WQI0GK1PRFVBA061U48 | | GA0110597 | | FIS UN Equity | Fidelity National Information Services, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001465_CT_AIRB | 549300NPYMLM4NHTOF27 | | | | | First Solar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001466_CT_AIRB | 549300SVYJS666PQJH88 | | OH953140 | | FE US Equity | FirstEnergy Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001467_CT_AIRB | 6Y0GK87T6V7NJKZJVM41 | | NYCDRRCUS | | FLS US Equity | Flowserve Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001468_CT_AIRB | CQ7WZ4NOFWT7FAE6Q943 | | | | FLR US EQUITY | Fluor Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001469_CT_AIRB | CKDHZ2X64EEBQCSP7013 | | | | FMC US Equity | FMC Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001470_CT_AIRB | EMQFUEY7DV1MVNKAUT87 | | DE3315658 | | FTI US Equity | FMC Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001471_CT_AIRB | 20S05OYHG0MQM4VUIC57 | | | | F US EQUITY | Ford Motor Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001472_CT_AIRB | 2MNR4Q42DBL85U7RD221 | | | | | Forest Oil Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001473_CT_AIRB | A0WMBJD47C49E2JJOM88 | | DE4594648 | | FRE GY Equity | Fresenius US Finance I, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001474_CT_AIRB | 549300FNRIXILI56M704 | | | | 0196414D US EQUITY | Gavilon LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001475_CT_AIRB | 9C1X8XOOTYY2FNYTVH06 | | | | GD US EQUITY | General Dynamics Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001476_CT_AIRB | 3C7474T6CDKPR9K6YT90 | | NYCGECYUS | | GNE FP Equity | General Electric Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001477_CT_AIRB | 2TGYMUGI08PO8X8L6150 | | | | GIS US Equity | General Mills, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001478_CT_AIRB | 549300PDWRZX0BR28B12 | | DE4717789 | | GM UN Equity | General Motors Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001479_CT_AIRB | L2EVHWFHVAQK72TMH265 | | DE4275413 | | | Georgia-Pacific LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001480_CT_AIRB | 5493002BI0S2ZQUY3437 | | | | GT US EQUITY | Goodyear Tire & Rubber Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001481_CT_AIRB | 7ZW8QJWVPR4P1J1KQY45 | | | | GOOG US EQUITY | Google Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001482_CT_AIRB | ENYF8GB5SMQZ25S06U51 | | DE2681775 | | HAL UN Equity | Halliburton Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001483_CT_AIRB | KAO98FK89NPNNPQGUZ43 | | DE0497602 | | HSC US Equity | Harsco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001484_CT_AIRB | 549300NUB6D2R1ITYR45 | | | | HAS US Equity | Hasbro, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001485_CT_AIRB | 549300PD0C69OJ0NLB27 | | | | 766481Z US EQUITY | Hertz Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001486_CT_AIRB | UASVRYNXNK17ULIGK870 | | DE0097017 | | AHC GB Equity | Hess Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001487_CT_AIRB | WHKXQACZ14C5XRO8LW03 | | | | HPQ US EQUITY | Hewlett-Packard Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001488_CT_AIRB | 5493003STKEZ2S0RNU91 | | | | HNZ US EQUITY | HJ Heinz Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001489_CT_AIRB | ISRPG12PN4EIEOEMW547 | | DE2061772 | | HON UN Equity | Honeywell International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001490_CT_AIRB | KNX4USFCNGPY45LOCE31 | | | | 4335 HK Equity | Intel Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001491_CT_AIRB | VGRQXHF3J8VDLUA7XE92 | | | | IBM US EQUITY | International Business Machines (IBM Corp) | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001492_CT_AIRB | F9HV8ZL85LRIQ6D60098 | | NVC7491-1980 | | IGT UN Equity | International Game Technology | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001493_CT_AIRB | 824LMFJDH41EY779Q875 | | | | IP US EQUITY | International Paper Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001494_CT_AIRB | 5493008IUOJ5VWTRC333 | | | | | Interpublic Group of Cos | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001495_CT_AIRB | 24F6LSZD18II6ICG6S41 | | | | | Itron Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001496_CT_AIRB | YB2O5TUONPB3W1X7WJ88 | | | | ITT US EQUITY | ITT Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001497_CT_AIRB | KD833U13JEIGETBW2749 | | | | JAH US EQUITY | Jarden Corp (fka Alltrista Corp) | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001498_CT_AIRB | 549300XR6O4ACB0KLV08 | | | | | JFB Firth Rixson, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001499_CT_AIRB | E0KSF7PFQ210NWI8Z391 | | | | DE UN Equity | John Deere Capital Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001500_CT_AIRB | 549300G0CFPGEF6X2043 | | NJ5106301000 | | JNJ GQ Equity | Johnson & Johnson | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001501_CT_AIRB | 3LB2NG8VUULSCV2NO430 | | | | JCI US EQUITY | Johnson Controls Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001502_CT_AIRB | LONOZNOJYIBXOHXWDB86 | | | | K US EQUITY | Kellogg Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001503_CT_AIRB | AGX0G2MXE54NFNNICD28 | | | | KU1 US EQUITY | Kentucky Utilities Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001504_CT_AIRB | MP3J6QPYPGN75NVW2S34 | | | | KMB UN Equity | Kimberly-Clark Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001505_CT_AIRB | 549300PDHUGWPWGOT525 | | DE2301470 | | | Kinder Morgan Energy Partners, L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001506_CT_AIRB | 5493005158BXZWGOX572 | | | | 3097Z US EQUITY | Koch Industries Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001507_CT_AIRB | 549300JF6LPRTRJ0FH50 | | | | KSS UN Equity | Kohl's Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001508_CT_AIRB | V1BYR0MM295ZFWYYS367 | | | | KRFT US EQUITY | Kraft Foods Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001509_CT_AIRB | GR3KVMWVCR54YWQNXU90 | | DE0933796 | | LTD GF Equity | L Brands, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001510_CT_AIRB | | | | | LINE US EQUITY | Linn Energy LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001511_CT_AIRB | 5493007B9BM9ZXJINO78 | | DE4009151 | | LYV UN Equity | Live Nation Entertainment, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001512_CT_AIRB | DPRBOZP0K5RM2YE8UU08 | | | | LMT US EQUITY | Lockheed Martin Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001513_CT_AIRB | WAFCR4OKGSC504WU3E95 | | NC0087443 | | LOW UN Equity | Lowe's Companies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001514_CT_AIRB | 2RTSLGQ89VMY18RHX631 | | | | | Manitowoc Co Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001515_CT_AIRB | 1FRVQX2CRLGC1XLP5727 | | DE3395371 | | MRO US Equity | Marathon Oil Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001516_CT_AIRB | 3BNYRYQHD39K4LCKQF12 | | DE4750998 | | MPC UN Equity | Marathon Petroleum Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001517_CT_AIRB | 225YDZ14ZO8E1TXUSU86 | | DE2798413 | | MAR US Equity | Marriott International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001518_CT_AIRB | 54930073HKEO6GZBSS03 | | | | 4614Z US EQUITY | Mars Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001519_CT_AIRB | 549300XMP3KDCKJXIU47 | | DE0706226 | | MMC UN Equity | Marsh & McLennan Companies, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001520_CT_AIRB | 5GCSNMQXHEYA1JO8QN11 | | DE0585027 | | MAS US Equity | Masco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001521_CT_AIRB | AR5L2ODV9HN37376R084 | | DE3390142 | | MA US Equity | MasterCard Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001522_CT_AIRB | 549300VELLG24KHTJ564 | | DE0673809 | | MAT US Equity | Mattel, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001523_CT_AIRB | UE2136O97NLB5BYP9H04 | | | | MCD US EQUITY | McDonald's Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001524_CT_AIRB | 549300WZWOM80UCFSF54 | | DE2417015 | | MCK US Equity | McKesson Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001525_CT_AIRB | 4DL8C98Z5G5IXZLH3578 | | | | MWV US Equity | MeadWestvaco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001526_CT_AIRB | D56MRZY2INAN94ZONZ37 | | | | MDT US EQUITY | Medtronic Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001527_CT_AIRB | 4YV9Y5M8S0BRK1RP0397 | | | | MRK US EQUITY | Merck & Co Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001528_CT_AIRB | INR2EJN1ERAN0W5ZP974 | | WA600413485 | | MSF NA Equity | Microsoft Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001529_CT_AIRB | 54930073LBBH6ZCBE225 | | | | TAP US EQUITY | Molson Coors Brewing Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001530_CT_AIRB | 549300DV9GIB88LZ5P30 | | VA05501796 | | KTF GF Equity | Mondelez International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001531_CT_AIRB | NONUZEX43GHIPSVDD938 | | DE3174788 | | MON US Equity | Monsanto Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001532_CT_AIRB | 6S552MUG6KGJVEBSEC55 | | DE0789650 | | MTLA GF Equity | Motorola Solutions, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001533_CT_AIRB | MOM4570XTJ5YYX7JKH83 | | DE2977161 | | NG/ LN Equity | National Grid USA | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001534_CT_AIRB | 549300VSP3RIX7FGDZ51 | | | | NEM US EQUITY | Newmont Mining Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001535_CT_AIRB | UMI46YPGBLUE4VGNNT48 | | | | NEE UN Equity | NextEra Energy Capital Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001536_CT_AIRB | 549300Z2ZSKKGUE3J147 | | | | NKE US EQUITY | Nike Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001537_CT_AIRB | ZHUWIE4VK4MIYES0UG62 | | IN2000033100151 | | NI UN Equity | NiSource Finance Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001538_CT_AIRB | 7D6DIU2QXTUJRFNNJA49 | | CAC1059173 | | 7201 JT Equity | Nissan Motor Acceptance Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001539_CT_AIRB | 02VFQXG2D1LR5ZH3K186 | | | | NBL UN Equity | Noble Energy, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001540_CT_AIRB | 549300S3IZB5P35KNV16 | | WA178071138 | | JWN US Equity | Nordstrom, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001541_CT_AIRB | RIMU48P07456QXSO0R61 | | | | NOC US EQUITY | Northrop Grumman Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001542_CT_AIRB | 6B6FQLPMMKB14LX6NY57 | | | | | Novelis Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001543_CT_AIRB | 549300GGJCRSI2TIEJ46 | | | | NUE UN Equity | Nucor Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001544_CT_AIRB | IM7X0T3ECJW4C1T7ON55 | | | | OXY US EQUITY | Occidental Petroleum | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001545_CT_AIRB | 52990006VBKYFQMQJX90 | | KvK 34311273 0000 | | OILT UD EQUITY | Oiltanking Finance B.V. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001546_CT_AIRB | HKUPACFHSSASQK8HLS17 | | | | OMC US EQUITY | Omnicom Group | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001547_CT_AIRB | 1Z4GXXU7ZHVWFCD8TV52 | | DE2457805 | | ORCL* MM Equity | Oracle Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001548_CT_AIRB | 549300TOPQ8NG4HGVK16 | | | | | Owens Corning | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001549_CT_AIRB | PH3S12DWZBHHQKVYZ297 | | WA177005077 | | PCAR US Equity | PACCAR Financial Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001550_CT_AIRB | KDTEY8BWE486IKZ3CC07 | | | | PCAR US EQUITY | Paccar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001551_CT_AIRB | SGY07Y7FNYBNLM6Z1M11 | | OR085297-86 | | BRK/A US Equity | PacifiCorp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001552_CT_AIRB | 5493002CONDB4N2HKI23 | | | | PH US EQUITY | Parker Hannifin Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001553_CT_AIRB | EJCO258LNNVSKAR2JX59 | | DE2864939 | | BTU US Equity | Peabody Energy Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001554_CT_AIRB | FJSUNZKFNQ5YPJ5OT455 | | NC0198463 | | PEP SE Equity | PepsiCo, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001555_CT_AIRB | 765LHXWGK1KXCLTFYQ30 | | | | PFE US EQUITY | Pfizer Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001556_CT_AIRB | 8YQ2GSDWYZXO2EDN3511 | | | | | PG&E Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001557_CT_AIRB | HL3H1H2BGXWVG3BSWR90 | | VA0670281-5 | | PMI SE Equity | Philip Morris International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001558_CT_AIRB | TWSEY0NEDUDCKS27AH81 | | | | | Pinnacle West Capital Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001559_CT_AIRB | 549300N2O26NW4ST6W55 | | DE0101728 | | PBI US Equity | Pitney Bowes Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001560_CT_AIRB | 5MRSWZYSSE4064ED3F25 | | | | | Plains Exploration & Production Co LP | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001561_CT_AIRB | 549300BKPEP01R3V6C59 | | PA284424 | | PPG UN Equity | PPG Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001562_CT_AIRB | ZU69GUVJQGZ6Z1UOOO79 | | | | PX US EQUITY | Praxair Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001563_CT_AIRB | 6S3X7J22E861RNTJSA74 | | | | 3252Z US EQUITY | President & Fellows of Harvard College | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001564_CT_AIRB | 2572IBTT8CCZW6AU4141 | | | | PG US EQUITY | Procter & Gamble Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001565_CT_AIRB | 5PRBRS5FEH7NREC8OR45 | | NJ0100802453 | | PRU US Equity | Prudential Financial, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001566_CT_AIRB | PUSS41EMO3E6XXNV3U28 | | | | PEG US EQUITY | Public Service Enterprise Group Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001567_CT_AIRB | 123WALMHY1GZXG2YDL90 | | | | PVH UN Equity | PVH Corp.

| US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001568_CT_AIRB | 8MCWUBXQ0WE04KMXBX50 | | DE2249088 | | DGX UN Equity | Quest Diagnostics Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001569_CT_AIRB | HO1QNWM0IXBZ0QSMMO20 | | | | RL UN Equity | Ralph Lauren Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001570_CT_AIRB | YR6K3WJN0KKLUPZSNL57 | | DE0472015 | | RTN US Equity | Raytheon Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001571_CT_AIRB | NKNQHM6BLECKVOQP7O46 | | | | RSG US EQUITY | Republic Services Group | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001572_CT_AIRB | PQQ60KVT5SJX0ETQT497 | | | | RKT US Equity | Rock-Tenn Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001573_CT_AIRB | VH3R4HHBHH12O0EXZJ88 | | | | ROK US Equity | Rockwell Automation, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001574_CT_AIRB | 549300LJXD867XMVE759 | | | | ROP UN Equity | Roper Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001575_CT_AIRB | K2NEH8QNVW44JIWK7Z55 | | C-38863 | | RCL NO Equity | Royal Caribbean Cruises Ltd. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001576_CT_AIRB | 549300TJCKW4BRXPJ474 | | | | RPM US Equity | RPM International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001577_CT_AIRB | 549300VXRTBPBK07QT94 | | | | 0398293Z US EQUITY | Ruby Pipeline LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001578_CT_AIRB | ZXJ6Y2OSPZXIVGRILD15 | | FL590739250 | | R US Equity | Ryder System, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001579_CT_AIRB | 549300NKZ6VCN5P3K723 | | DE2096948 | | SWY US Equity | Safeway Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001580_CT_AIRB | RLTHESQ0RNFQJWPBJN60 | | DE2258732 | | SGMS UW Equity | Scientific Games International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001581_CT_AIRB | Q0M0CZB4YN6JZ65WXI09 | | | | SEE US EQUITY | Sealed Air Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001582_CT_AIRB | PBBKGKLRK5S5C0Y4T545 | | CAC1991515 | | SRE US Equity | Sempra Energy | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001583_CT_AIRB | KAF673KJXD92C8KSLU49 | | | | SLGN US EQUITY | Silgan Holdings Inc [fka Silgan Corp] | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001584_CT_AIRB | MR92GTD0MJTTTTQDVG45 | | DE2360269 | | | Simon Property Group, L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001585_CT_AIRB | HHWAT5TDOYZMM26KKQ73 | | | | SNA US Equity | Snap-on Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001586_CT_AIRB | 549300FC3G3YU2FBZD92 | | | | | Southern Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001587_CT_AIRB | EFWMP121W54QV9MGOP87 | | DE4116263 | | SWN US Equity | Southwestern Energy Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001588_CT_AIRB | P761FCI0CPOG24I8JE10 | | | | SPW US Equity | SPX Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001589_CT_AIRB | 549300DJ09SMTO561131 | | | | SWK US Equity | Stanley Black & Decker, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001590_CT_AIRB | XQM2JINI1UL7642TU573 | | | | SPLS US Equity | Staples, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001591_CT_AIRB | 5493002F0SC4JTBU5137 | | MI148492 | | SYK US Equity | Stryker Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001592_CT_AIRB | 549300TXO070764WUH65 | | | | SPWR US EQUITY | Sunpower Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001593_CT_AIRB | YF6ZV0M6AU4FY94MK914 | | | | SYMC US Equity | Symantec Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001594_CT_AIRB | 5RGWIFLMGH3YS7KWI652 | | | | SYY US Equity | Sysco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001595_CT_AIRB | 8WDDFXB5T1Z6J0XC1L66 | | | | TGT US Equity | Target Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001596_CT_AIRB | 6HL0C5LCIE4TN8UZHL06 | | DE2980513 | | TRP UN Equity | TC PipeLines, LP | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001597_CT_AIRB | UUL85LWXB4NGSWWXIQ25 | | | | TFX US Equity | Teleflex Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001598_CT_AIRB | YAWJZJYEQ7M1SYMOS462 | | DE2106001 | | TEX UN Equity | Terex Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001599_CT_AIRB | CMTK1YBYNLPLIS3QLI53 | | | | TSO US EQUITY | Tesoro Petroleum | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001600_CT_AIRB | 549300VFZ8XJ9NUPU221 | | | | | The Estee Lauder Companies | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001601_CT_AIRB | HCHV7422L5HDJZCRFL38 | | DE0558016 | | TMO US Equity | Thermo Fisher Scientific Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001602_CT_AIRB | KNG3XRAA0RHN9H62OK76 | | | | TWX US EQUITY | Time Warner Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001603_CT_AIRB | B0I35MLPFXZSE70ASS73 | | | | TKR US EQUITY | Timken Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001604_CT_AIRB | 549300V2JRLO5DIFGE82 | | DE3058821 | | DTE GF Equity | T-Mobile USA, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001605_CT_AIRB | R1JB4KXN77XFCXOQKV49 | | DE7324254 | | TRN US Equity | Trinity Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001606_CT_AIRB | 3NWOXIHJSQCX0SM5Z749 | | DE3589359 | | TRW US Equity | TRW Automotive Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001607_CT_AIRB | G8NWFN4YP7CR6FOP4886 | | | | | Tupperware Brands Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001608_CT_AIRB | WD6L6041MNRW1JE49D58 | | | | TSN US Equity | Tyson Foods, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001609_CT_AIRB | MYF1DAS6G5WY7PRWCU78 | | DE0945814 | | ULVR LN Equity | Unilever Capital Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001610_CT_AIRB | K1OQBWM7XEOO08LDNP29 | | DE0890080 | | UAL UN Equity | United Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001611_CT_AIRB | D01LMJZU09ULLNCY6Z23 | | | | UPS US EQUITY | United Parcel Service Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001612_CT_AIRB | JNLUVFYJT1OZSIQ24U47 | | | | X UN Equity | United States Steel Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001613_CT_AIRB | I07WOS4YJ0N7YRFE7309 | | | | UTX US EQUITY | United Technologies Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001614_CT_AIRB | 549300VSXHFQVR770L55 | | DE4426189 | | | Univar Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001615_CT_AIRB | 549300BZXZ66F6DTIF20 | | VA0016487-1 | | UVV US Equity | Universal Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001616_CT_AIRB | 5493004XNBKB5SFUJI60 | | DE0932960 | | AAL UW Equity | US Airways, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001617_CT_AIRB | KOO0397YRO83WY5MGD97 | | | | VRX CT Equity | Valeant Pharmaceuticals International | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001618_CT_AIRB | 549300XTO5VR8SKV1V74 | | | | VLO US EQUITY | Valero Energy Corp | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001619_CT_AIRB | 2S72QS2UO2OESLG6Y829 | | | | VZ US EQUITY | Verizon Communications Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001620_CT_AIRB | CWAJJ9DJ5Z7P057HV541 | | | | VFC US EQUITY | VF Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001621_CT_AIRB | X0ST5BPF0CZG9FE5OV61 | | | | VIA US EQUITY | Viacom Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001622_CT_AIRB | 549300OBVCU4IRZFZ230 | | | | | Virgin Media Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001623_CT_AIRB | CQKUMNNZVDJLRYV2PT43 | | | | | Virginia Electric & Power Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001624_CT_AIRB | 549300JZ4OKEHW3DPJ59 | | | | V US Equity | Visa Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001625_CT_AIRB | 549300BMOJ05INE4YK86 | | DE2669712 | | | Vornado Realty L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001626_CT_AIRB | 549300UUPJ2NXDB68M19 | | DE0911551 | | | VW Credit, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001627_CT_AIRB | Y87794H0US1R65VBXU25 | | | | WMT US EQUITY | Wal-Mart Stores Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001628_CT_AIRB | 7260JQNI6SCF9FIV2392 | | | | DIS US EQUITY | Walt Disney Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001629_CT_AIRB | IQN3XTJNANI73KWRED03 | | | | | Walter Energy Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001630_CT_AIRB | 549300YX8JIID70NFS41 | | | | WM US EQUITY | Waste Management | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001631_CT_AIRB | 3CYEJKBUJZO3UW777J80 | | DE3797582 | | | WEA Finance LLC | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001632_CT_AIRB | WHENKOULSSK7WUM60H03 | | | | WHR US EQUITY | Whirlpool Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001633_CT_AIRB | D3W7PCXCBRQLL17DZ313 | | | | | World Fuel Services Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001634_CT_AIRB | T4VNTWMFQ7JQB65L7T35 | | DE3664441 | | WYN UN Equity | Wyndham Worldwide Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001635_CT_AIRB | LGJNMI9GH8XIDG5RCM61 | | MN37-AA | | XEL US Equity | Xcel Energy Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001636_CT_AIRB | 4KF48RN45X1OO8UBLY20 | | | | XRX UN Equity | Xerox Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001637_CT_AIRB | 6EY4K7ZMF9UX1CU6KC79 | | | | XIX GF Equity | Xilinx, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001638_CT_AIRB | 549300DF5MV96DRYLQ48 | | | | XYL US EQUITY | Xylem Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001639_CT_AIRB | 2P2YLDVPES3BXQ1FRB91 | | DE3343799 | | ZMH US Equity | Zimmer Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001640_CT_AIRB | 549300HD9Q1LOC9KLJ48 | | | | ZTS UN Equity | Zoetis Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001641_CT_AIRB | 5493007CO5W5OBFG7L21 | | | | | RETAIL ESTATES NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001642_CT_AIRB | 549300QSUNKAEBMYIR16 | | | | | RAVAGO S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001643_CT_AIRB | 549300O3SGMD4K45DN61 | | | BE 0404621642 | | ALCATEL-LUCENT BELL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001644_CT_AIRB | 54930031IF9XW7PCY637 | | | BE 0403992231 | | Atlas Copco Airpower | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001645_CT_AIRB | 549300PR82EONF1NKE18 | | | BE 0473566965 | | BELFIMA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001646_CT_AIRB | 549300UOBXCS79E82606 | | | BE 0404535431 | | Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001647_CT_AIRB | 549300VSM2RG55U2QU15 | | | BE 0400853488 | | BRUSSELS AIRLINES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001648_CT_AIRB | 5493007ZLRNTTT9B6384 | | | | | Carrefour Finance SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001649_CT_AIRB | 529900P0HVIO92I8AU52 | | | BE 0422362447 | | COCKERILL MAINTENANCE & INGENIERIE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001650_CT_AIRB | 549300VWVXR1GOHG0E16 | | | BE 0425702910 | | COFELY FABRICOM sa | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001651_CT_AIRB | 5493003N7PPOYDZI1G90 | | | BE 0400464795 | | COMPAGNIE D'ENTREPRISES CFE — AANNEMINGSMAATSCHAPPIJ CFE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001652_CT_AIRB | 5299009GDDJ20VCTA286 | | | BE 0404411707 | | CONTINENTAL BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001653_CT_AIRB | 549300NF0J86QSGBSV95 | | | BE 0413572663 | | DELDO AUTOBANDEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001654_CT_AIRB | 549300KT827RUL680A73 | | | BE0428741087 | | D'IETEREN Treasury | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001655_CT_AIRB | 5493000G720YN71E2S86 | | | BE 0435305514 | | DREDGING INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001656_CT_AIRB | 529900YOYR5FW12UBJ80 | | | BE 0471811661 | | EDF Luminus | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001657_CT_AIRB | 549300F203XBWYK45D98 | | | BE 0411515075 | | Emmaüs vzw | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001658_CT_AIRB | 529900T3V512W5JEJF78 | | | BE 0406183144 | | Evonik Degussa Antwerpen | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001659_CT_AIRB | 5493006GOR72R0ZYBN98 | | | BE 0860409202 | | EXMAR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001660_CT_AIRB | 52990071WX2UW1WNHC16 | | | BE 0402954628 | | FLUXYS BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001661_CT_AIRB | 529900RL1B6NSLKU7P45 | | | BE 0821382439 | | FLUXYS FINANCE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001662_CT_AIRB | 549300EL1OTYCHBFUV17 | | | BE 0442100363 | | GDF SUEZ CC SCRL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001663_CT_AIRB | 549300AS6JDY8GAUB274 | | | BE 0831958211 | | GDF SUEZ ENERGY MANAGEMENT TRADING | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001664_CT_AIRB | 6IM6CQKADLNCQGUEU352 | | | BE0439255986 | | GEMS Services SA/NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001665_CT_AIRB | 549300UFHGFY5IOON989 | | | BE 0220324117 | | Gimv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001666_CT_AIRB | 5493004EAZQ20FYJKT70 | | | BE 0438202052 | | greif services belgium | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001667_CT_AIRB | 5299004FBX5DGG463D98 | | | BE 0430060188 | | HERAEUS ELECTRO — NITE INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001668_CT_AIRB | 5493002TTO3072KC6L60 | | | BE 0402220594 | | Hewlett — Packard Belgium | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001669_CT_AIRB | 549300VI27GGJFIOCP26 | | | BE 0440113348 | | INTERNATIONAL FINANCE CENTER CFE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001670_CT_AIRB | 5493002RVRZ1S3CPUI26 | | | BE 0428750985 | | ION BEAM APPLICATIONS S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001671_CT_AIRB | 54930073JZQL85NE3817 | | | BE 0222343301 | | IVERLEK | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001672_CT_AIRB | 549300YEC7519H8CBF72 | | | BE 0473587751 | | J.C. General Services CVBA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001673_CT_AIRB | 549300U0BLKP6Y8LPX16 | | | BE 0404778426 | | Katoen Natie | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001674_CT_AIRB | 529900X1VAF3IXDZJ071 | | | | | LE PEIGNE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001675_CT_AIRB | 549300ROPVHSEKEMW107 | | | BE 0807049797 | | LOCORAIL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001676_CT_AIRB | 549300L6DOLPEQSOI005 | | | BE 0405580655 | | MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001677_CT_AIRB | 5493007JS0ZHJVBUWP18 | | | BE 0456810810 | | MOBISTAR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001678_CT_AIRB | 549300V3ES7BVGYNRZ58 | | | BE 0413630071 | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001679_CT_AIRB | 529900P78BT1RIIYWY69 | | | BE 0458885719 | | NUTRECO CAPITAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001680_CT_AIRB | 549300XHGK09MEWMOL68 | | | BE 0419457296 | | Ontex bvba | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001681_CT_AIRB | 5299009CBE6VJXABZS81 | | | BE 0436410522 | | RAFFINERIE TIRLEMONTOISE — TIENSE SUIKERRAFFINADERERIJ | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001682_CT_AIRB | 529900P4SONA6KVTRT86 | | | BE 0428343981 | | RECTICEL INTERNATIONAL SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001683_CT_AIRB | 529900LK4T42CNH2U882 | | | BE 0434475767 | | S.B. MANAGEMENT AND SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001684_CT_AIRB | 529900FTYUE9QOXMU884 | | | BE 0434284638 | | SAINT-GOBAIN BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001685_CT_AIRB | 549300CCKFF44A550J72 | | | BE 0400747580 | | SARENS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001686_CT_AIRB | 549300JTFH1WHCEMIN40 | | | BE 0407139583 | | SD WORX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001687_CT_AIRB | HB7FFAZI0OMZ8PP8OE26 | | | BE 0413330856 | | Society for Worldwide Interbank Financial Telecommunication | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001688_CT_AIRB | 213800IS5GA1OZ8RBM85 | | | BE 0473416418 | | TELENET nv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001689_CT_AIRB | 529900R7MYQQO8CHR962 | | | BE 0403063902 | | TOTAL BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001690_CT_AIRB | 5299003N2SCVNU16O909 | | | BE 0403079441 | | Total Petrochemicals & Refining SA/NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001691_CT_AIRB | 549300ZSTW3D1UXOXY91 | | | BE 0412639681 | | TRACTEBEL ENGINEERING sa | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001692_CT_AIRB | 529900F3AIQECS8ZSV61 | | | | | UMICORE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001693_CT_AIRB | 549300J5X4E65PJHE355 | | | BE 0464538245 | | VPK SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001694_CT_AIRB | 5493002MUOV04NSPT571 | 2796756-1 | | | | RBC INVESTOR SERVICES TRUST | CA | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001695_CT_AIRB | 549300G6ZUFBJVLAJQ46 | | | | | MERCURIA ENERGY TRADING SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001696_CT_AIRB | 5299009K1FINARYDEC72 | | | | | RENAULT FINANCE SA | CH | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001697_CT_AIRB | 549300WZRVQERM819Z90 | 1141987-6 | CH02039235685 | | | Schweizerische RÃ ckversicherungs-Gesellschaft AG | CH | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001698_CT_AIRB | 52990031Q7PCTSUSRW11 | 2820823-9 | HRB40498 | | | LBBW Dublin Management GmbH | DE | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001699_CT_AIRB | 529900GHE5268QPEOH13 | 2537992-6 | HRB106727 | | | LIDL IRELAND GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001700_CT_AIRB | 529900USFSZYPS075O24 | 1144838-8 | HRB3790 | | | VOLKSWAGEN FINANCIAL SERVICES AG | DE | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001701_CT_AIRB | 549300Y5BJOTCMUYT658 | | | | | ARCELORMITTAL TREASURY SNC | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001702_CT_AIRB | 969500KY4MRVCLM9HE48 | | | | | EDF ENERGIES NOUVELLES | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001703_CT_AIRB | 529900QI55ZLJVCMPA71 | | | | | TOTAL CAPITAL | FR | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001704_CT_AIRB | 2138006E2VG89XLORJ06 | | 02366682 | | | YORKSHIRE WATER SERVICES LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001705_CT_AIRB | 549300BPQYQ838KE1X51 | | | | | UNIPEC ASIA COMPANY LIMITED | HK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001706_CT_AIRB | 213800SKZTSE2L1BII69 | | | | | THAMES WATER UTILITIES CAYMAN FINANCE LIMITED | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001707_CT_AIRB | 0YQH6LCEF474UTUV4B96 | | KvK 34313428 0000 | | | ENEL FINANCE INTERNATIONAL N.V.

| NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001708_CT_AIRB | 4ME66GO1Q4T87C52WS37 | | KvK 33134831 0000 | | | GENERAL ELECTRIC INTERNATIONAL INC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001709_CT_AIRB | | | | | 1310Z AR Equity | Argentina | AR | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001710_CT_AIRB | | | | | 1525Z AU Equity | Australia | AU | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001711_CT_AIRB | | | | | 1480Z AV Equity | Austria | AT | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001712_CT_AIRB | | | | | 43886Z BD Equity | Bangladesh | BD | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001713_CT_AIRB | | | | | 111136Z BB Equity | Belgium | BE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001714_CT_AIRB | | | | | 1323Z BZ Equity | Brazil | BR | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001715_CT_AIRB | | | | | 129225Z BU Equity | Bulgaria | BG | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001716_CT_AIRB | | | | | 80710Z CN Equity | Canada | CA | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001717_CT_AIRB | | | | | 45793Z CI Equity | Chile | CL | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001718_CT_AIRB | | | | | PRCH CH Equity | China | CN | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001719_CT_AIRB | | | | | 1153Z CB Equity | Colombia | CO | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001720_CT_AIRB | | | | | 1040Z CP Equity | Czech Republic | CZ | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001721_CT_AIRB | | | | | 1271Z DC Equity | Denmark | DK | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001722_CT_AIRB | | | | | 1083Z EY Equity | Egypt | EG | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001723_CT_AIRB | | | | | 1000Z ET Equity | Estonia | EE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001724_CT_AIRB | | | | | 1306Z FH Equity | Finland | FI | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001725_CT_AIRB | | | | | 223727Z FP Equity | France | FR | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001726_CT_AIRB | | | | | 3413Z GR Equity | Germany | DE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001727_CT_AIRB | | | | | 1004Z GA Equity | Greece | GR | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001728_CT_AIRB | | | | | 1182Z HB Equity | Hungary | HU | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001729_CT_AIRB | | | | | 1504Z IN Equity | India | IN | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001730_CT_AIRB | | | | | 1133Z IJ Equity | Indonesia | ID | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001731_CT_AIRB | | | | | 1266Z ID Equity | Ireland | IE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001732_CT_AIRB | | | | | 3343943Z IT Equity | Israel | IL | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001733_CT_AIRB | | | | | 2103Z IM Equity | Italy | IT | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001734_CT_AIRB | | | | | JAPZ JP Equity | Japan | JP | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001735_CT_AIRB | | | | | 1001Z KN Equity | Kenya | KE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001736_CT_AIRB | | | | | 3344606Z LR Equity | Latvia | LV | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001737_CT_AIRB | | | | | 1092Z LH Equity | Lithuania | LT | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001738_CT_AIRB | | | | | 1110Z LX Equity | Luxembourg | LU | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001739_CT_AIRB | | | | | 1124Z MK Equity | Malaysia | MY | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001740_CT_AIRB | | | | | 5753Z US Equity | Malta | MT | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001741_CT_AIRB | | | | | 1426Z MM Equity | Mexico | MX | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001742_CT_AIRB | | | | | 1096Z MC Equity | Morocco | MA | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001743_CT_AIRB | | | | | 1533Z NA Equity | Netherlands | NL | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001744_CT_AIRB | | | | | 46443Z NZ Equity | New Zealand | NZ | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001745_CT_AIRB | | | | | 1233Z NO Equity | Norway | NO | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001746_CT_AIRB | | | | | 279379Z PM Equity | Philippines | PH | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001747_CT_AIRB | | | | | 1084Z PW Equity | Poland | PL | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001748_CT_AIRB | | | | | 1174Z PL Equity | Portugal | PT | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001749_CT_AIRB | | | | | 1089Z RO Equity | Romania | RO | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001750_CT_AIRB | | | | | 4458Z RU Equity | Russia | RU | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001751_CT_AIRB | | | | | 3344642Z AB Equity | Saudi Arabia | SA | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001752_CT_AIRB | | | | | 1545Z SP Equity | Singapore | SG | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001753_CT_AIRB | | | | | 1023Z SK Equity | Slovakia | SK | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001754_CT_AIRB | | | | | 1091Z SV Equity | Slovenia | SI | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001755_CT_AIRB | | | | | 50184Z SJ Equity | South Africa | ZA | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001756_CT_AIRB | | | | | ROKZ KS Equity | South Korea | KR | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001757_CT_AIRB | | | | | 1841Z SM Equity | Spain | ES | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001758_CT_AIRB | | | | | 204283Z EK Equity | Sudan | SD | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001759_CT_AIRB | | | | | 1179Z SS Equity | Sweden | SE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001760_CT_AIRB | | | | | 344758Z SW Equity | Switzerland | CH | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001761_CT_AIRB | | | | | 116657Z TT Equity | Taiwan | TW | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001762_CT_AIRB | | | | | 1179Z TB Equity | Thailand | TH | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001763_CT_AIRB | | | | | 114144Z TI Equity | Turkey | TR | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001764_CT_AIRB | | | | | 1089Z UZ Equity | Ukraine | UA | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001765_CT_AIRB | | | | | 3344698Z UH Equity | United Arab Emirates | AE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001766_CT_AIRB | | | | | 6152Z LN Equity | United Kingdom | GB | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001768_CT_AIRB | | | | | 6152Z LN Equity | United States | US | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001769_CT_AIRB | | | | | 1069Z VC Equity | Venezuela | VE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001770_CT_AIRB | | | | | 231715Z VN Equity | Vietnam | VN | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001771_CT_AIRB | ZTMSNXROF84AHWJNKQ93 | | | | | INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT | US | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001772_CT_AIRB | QKL54NQY28TCDAI75F60 | | | | | INTERNATIONAL FINANCE CORPORATION | US | Sovereign sample | General governments | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001773_CT_AIRB | BFXS5XCH7N0Y05NIXW11 | | | | 3531454Z NA EQUITY | ABN Amro | NL | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001774_CT_AIRB | | | | CNE100000Q43 | 1288 HK EQUITY | Agricultural Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001775_CT_AIRB | 3U8WV1YX2VMUHH7Z1Q21 | | | IE0000197834 | ALBK ID EQUITY | ALLIED IRISH BANKS PLC | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001776_CT_AIRB | 5299009N55YRQC69CN08 | | | GRS015013006 | ALPHA GA EQUITY | Alpha Bank | GR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001777_CT_AIRB | JHE42UYNWWTJB8YTTU19 | | | AU000000ANZ3 | ANZ AU EQUITY | ANZ | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001778_CT_AIRB | 549300CTUU1RFXHQJE44 | | | US0594603039 | BBD US EQUITY | Banco Bradesco | BR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001779_CT_AIRB | JU1U6S0DG9YLT7N8ZV32 | | | PTBCP0AM0007 | BCP PL EQUITY | BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) | PT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001780_CT_AIRB | QE0Q0253K88YAGNPE356 | | | BRBBASACNOR3 | BBAS3 BZ EQUITY | Banco Do Brasil | BR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001781_CT_AIRB | 5493006P8PDBI8LC0O96 | | | IT0005002883 | BP IM EQUITY | Banco Popolare | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001782_CT_AIRB | 9DJT3UXIJIZJI4WXO774 | | | US0605051046 | BAC US EQUITY | Bank of America Corp. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001783_CT_AIRB | 54930053HGCFWVHYZX42 | | | CNE1000001Z5 | 3988 HK EQUITY | Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001784_CT_AIRB | | | | CNE100000205 | 3328 HK EQUITY | Bank of Communications | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001785_CT_AIRB | CO6GC26LCGGRTUESIP55 | | | HK0023000190 | 23 HK EQUITY | Bank of East Asia Ltd. | HK | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001786_CT_AIRB | Q2GQA2KF6XJ24W42G291 | | | IE0030606259 | BKIR ID EQUITY | BANK OF IRELAND | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001787_CT_AIRB | NQQ6HPCNCCU6TUTQYE16 | | | CA0636711016 | BMO CN EQUITY | Bank of Montreal | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001788_CT_AIRB | WFLLPEPC7FZXENRZV188 | | | US0640581007 | BK US EQUITY | Bank of New York Mellon Corp. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001789_CT_AIRB | L3I9ZG2KFGXZ61BMYR72 | | | CA0641491075 | BNS CN EQUITY | Bank of Nova Scotia | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001790_CT_AIRB | 549300685QG7DJS55M76 | | | ES0113307021 | BKIA SM EQUITY | Bankia | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001791_CT_AIRB | VWMYAEQSTOPNV0SUGU82 | | | ES0113679I37 | BKT SM EQUITY | BANKINTER | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001792_CT_AIRB | G5GSEF7VJP5I7OUK5573 | | | GB0031348658 | BARC LN EQUITY | Barclays Plc | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001794_CT_AIRB | VDYMYTQGZZ6DU0912C88 | 1103165-5 | | | BLGZ GR EQUITY | Bayerische Landesbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001795_CT_AIRB | K8MS7FD7N5Z2WQ51AZ71 | | | ES0113211835 | BBVA SM EQUITY | BBVA | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001796_CT_AIRB | A5GWLFH3KM7YV2SFQL84 | | | | CCBG BB EQUITY | Belfius (Ex-Dexia bank) | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001797_CT_AIRB | R0MUWSFPU8MPRO8K5P83 | | | FR0000131104 | BNP FP EQUITY | BNP Paribas | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001798_CT_AIRB | 9695005MSX1OYEMGDF46 | | | | 3692594z fp equity | BPCE | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001799_CT_AIRB | 7CUNS533WID6K7DGFI87 | | | ES0140609019 | CABK SM EQUITY | CaixaBank | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001800_CT_AIRB | 2IGI19DL77OX0HC3ZE78 | | | CA1360691010 | CM CN EQUITY | Canadian Imperial Bank of Commerce | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001801_CT_AIRB | | | | CNE1000001Q4 | 998 HK EQUITY | China CITIC Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001802_CT_AIRB | 5493001KQW6DM7KEDR62 | | | CNE1000002H1 | 939 HK EQUITY | China Construction | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001803_CT_AIRB | | | | CNE100000SL4 | 601818 CH EQUITY | China Everbright Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001804_CT_AIRB | 549300MKO5B60FFIHF58 | | | CNE1000002M1 | 3968 HK EQUITY | China Merchants Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001805_CT_AIRB | 549300HBUGSQD1VCXG94 | | | CNE100000HF9 | 1988 HK EQUITY | China Minsheng Banking Corp., Ltd. | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001806_CT_AIRB | 6SHGI4ZSSLCXXQSBB395 | | | US1729674242 | C US EQUITY | Citigroup | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001807_CT_AIRB | 851WYGNLUQLFZBSYGB56 | 1106139-7 | | DE000CBK1001 | CBK GY EQUITY | Commerzbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001808_CT_AIRB | MSFSBD3QN1GSN7Q6C537 | | | AU000000CBA7 | CBA AU EQUITY | Commonwealth | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001809_CT_AIRB | 969500TJ5KRTCJQWXH05 | | | FR0000045072 | ACA FP EQUITY | Crédit Agricole | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001810_CT_AIRB | 9695000CG7B84NLR5984 | | | | CMUT FP EQUITY | Crédit Mutuel | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001811_CT_AIRB | ANGGYXNX0JLX3X63JN86 | | | CH0012138530 | CSGN VX EQUITY | Credit Suisse | CH | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001812_CT_AIRB | MAES062Z21O4RZ2U7M96 | | | DK0010274414 | DANSKE DC EQUITY | Danske Bank | DK | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001813_CT_AIRB | 7LTWFZYICNSX8D621K86 | 1106989-5 | | DE0005140008 | DBk GY EQUITY | Deutsche Bank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001814_CT_AIRB | 549300GKFG0RYRRQ1414 | | | NO0010031479 | DNB NO EQUITY | DNB NOR | NO | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001815_CT_AIRB | 529900HNOAA1KXQJUQ27 | 1107041-4 | | DE0008343104 | DGBK GR EQUITY | DZ BANK AG Deutsche Zentral-Genossenschaftsbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001816_CT_AIRB | JEUVK5RWVJEN8W0C9M24 | | | GRS323003004 | EUROB GA EQUITY | EFG EUROBANK ERGASIAS | GR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001817_CT_AIRB | PQOH26KWDF7CG10L6792 | | | AT0000652011 | EBS AV EQUITY | Erste Group Bank AG | AT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001818_CT_AIRB | 549300GGF3CSCFS5UT61 | | | PTBES0AM0007 | BES PL EQUITY | ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) | PT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001819_CT_AIRB | THRNG6BD57P9QWTQLG42 | | | US3167731005 | FITB US EQUITY | Fifth Third Bancorp | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001820_CT_AIRB | 784F5XWPLTWKTBV3E584 | | | US38141G1040 | GS US EQUITY | Goldman Sachs Group | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001821_CT_AIRB | MLU0ZO3ML4LN2LL2TL39 | | | GB0005405286 | HSBA LN EQUITY | HSBC Holdings | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001823_CT_AIRB | | | | CNE000001QZ7 | 601166 CH EQUITY | Industrial Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001824_CT_AIRB | 5493002ERZU2K9PZDL40 | | | CNE1000003G1 | 1398 HK EQUITY | Industrial Commercial Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001825_CT_AIRB | 3TK20IVIUJ8J3ZU0QE75 | | | NL0000303600 | INGA NA EQUITY | ING | NL | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001826_CT_AIRB | 2W8N8UU78PMDQKZENC08 | | | IT0000072618 | ISP IM EQUITY | Intesa | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001827_CT_AIRB | 635400DTNHVYGZODKQ93 | | | | ILOA ID EQUITY | Permanent TSB Group Holdings Plc | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001828_CT_AIRB | BZO2P8KHO2O10H5QQ663 | | | BRITUBACNPR1 | ITUB4 BZ EQUITY | Itaú Unibanco Holding | BR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001829_CT_AIRB | 8I5DZWZKVSZI1NUHU748 | | | US46625H1005 | JPM US EQUITY | JPMorgan Chase & Co. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001830_CT_AIRB | 3M5E1GQGKL17HI6CPN30 | | | DK0010307958 | JYSK DC EQUITY | Jyske Bank | DK | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001831_CT_AIRB | 213800X3Q9LSAKRUWY91 | | | BE0003565737 | KBC BB EQUITY | KBC | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001832_CT_AIRB | 549300XXMOJSIW8P4769 | | | KR7060000007 | 060000 KS EQUITY | Kookmin Bank | KR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001833_CT_AIRB | B81CK4ESI35472RHJ606 | 1001144-3 | | | 2525Z GR EQUITY | Landesbank Baden-Württemberg | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001834_CT_AIRB | 549300PPXHEU2JF0AM85 | | | GB0008706128 | LLOY LN EQUITY | Lloyds Banking Group | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001836_CT_AIRB | 4ZHCHI4KYZG2WVRT8631 | | | AU000000MQG1 | MQG AU EQUITY | Macquarie | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001837_CT_AIRB | PSNL19R2RXX5U3QWHI44 | | | IT0000062957 | mb im equity | Mediobanca SpA | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001838_CT_AIRB | | | | JP3902900004 | 8306 JP EQUITY | Mitsubishi UFJ Financial Group | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001839_CT_AIRB | RB0PEZSDGCO3JS6CEU02 | | | JP3885780001 | 8411 JP EQUITY | Mizuho Financial Group | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001840_CT_AIRB | J4CP7MHCXR8DAQMKIL78 | | | IT0001334587 | BMPS IM EQUITY | Monte Dei Paschi | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001841_CT_AIRB | IGJSJL3JD5P30I6NJZ34 | | | US6174464486 | MS US EQUITY | Morgan Stanley | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001842_CT_AIRB | F8SB4JFBSYQFRQEH3Z21 | | | AU000000NAB4 | NAB AU EQUITY | National Australia Bank | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001843_CT_AIRB | 549300XFX12G42QIKN82 | | | | 0916972D LN EQUITY | Nationwide Building Society | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001845_CT_AIRB | 549300B3CEAHYG7K8164 | | | JP3762600009 | 8604 JP EQUITY | Nomura Holdings | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001846_CT_AIRB | DSNHHQ2B9X5N6OUJ1236 | 1124864-8 | | | 2531Z GR EQUITY | Norddeutsche Landesbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001847_CT_AIRB | 6SCPQ280AIY8EP3XFW53 | | | SE0000427361 | NDA SS EQUITY | Nordea | SE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001848_CT_AIRB | 549300GLF98S992BC502 | | | US6658591044 | NTRS US EQUITY | Northern Trust Corp. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001849_CT_AIRB | 7437003B5WFBOIEFY714 | | | | | OP Osuuskunta | FI | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001850_CT_AIRB | CFGNEKW0P8842LEUIA51 | | | US6934751057 | PNC US EQUITY | PNC Financial Services Group | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001851_CT_AIRB | DG3RU1DBUFHT4ZF9WN62 | | | | 682055Z NA EQUITY | Rabobank | NL | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001852_CT_AIRB | EVOYOND2GGP3UHGGE885 | | | AT0000606306 | RBI AV EQUITY | Raiffeisen Zentralbank Österreich AG | AT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001853_CT_AIRB | ES7IP3U3RHIGC71XBU11 | | | CA7800871021 | RY CN EQUITY | Royal Bank of Canada | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001854_CT_AIRB | 2138005O9XJIJN4JPN90 | | | GB00B7T77214 | RBS LN EQUITY | Royal Bank of Scotland | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001856_CT_AIRB | 5493006QMFDDMYWIAM13 | | | ES0113900J37 | SAN SM EQUITY | Santander | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001857_CT_AIRB | 549300WE6TAF5EEWQS81 | | | RU0009029540 | SBER RX EQUITY | Sberbank | RU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001858_CT_AIRB | F3JS33DEI6XQ4ZBPTN86 | | | SE0000148884 | SEBA SS EQUITY | SEB | SE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001859_CT_AIRB | | | | CNE0000011B7 | 600000 CH EQUITY | Shanghai Pudong Development Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001860_CT_AIRB | O2RNE8IBXP4R0TD8PU41 | | | FR0000130809 | GLE FP EQUITY | Société Générale | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001861_CT_AIRB | U4LOSYZ7YG4W3S5F2G91 | | | GB0004082847 | STAN LN EQUITY | Standard Chartered Group | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001863_CT_AIRB | 5493001JZ37UBBZF6L49 | | | INE062A01012 | SBIN IN EQUITY | State Bank of India | IN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001864_CT_AIRB | 549300ZFEEJ2IP5VME73 | | | US8574771031 | STT US EQUITY | State Street Corp | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001865_CT_AIRB | | | | JP3890350006 | 8316 JP EQUITY | Sumitomo Mitsui Financial Group | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001866_CT_AIRB | 7E1PDLW1JL6TS0BS1G03 | | | US8679141031 | STI US EQUITY | SunTrust Banks Inc. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001867_CT_AIRB | NHBDILHZTYCNBV5UYZ31 | | | SE0000193120 | SHBA SS EQUITY | Svenska Handelsbanken | SE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001868_CT_AIRB | M312WZV08Y7LYUC71685 | | | SE0000242455 | SWEDA SS EQUITY | Swedbank | SE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001869_CT_AIRB | GP5DT10VX1QRQUKVBK64 | | | DK0010311471 | SYDB DC EQUITY | Sydbank | DK | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001870_CT_AIRB | | | | | NORZ JP EQUITY | The Norinchukin Bank | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001871_CT_AIRB | PT3QB789TSUIDF371261 | | | CA8911605092 | TD CN EQUITY | Toronto-Dominion Bank | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001872_CT_AIRB | N1GZ7BBF3NP8GI976H15 | | | US9029733048 | USB US EQUITY | U.S. Bancorp | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001873_CT_AIRB | 81560097964CBDAED282 | | | | UBI IM EQUITY | UBI Banca | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001874_CT_AIRB | BFM8T61CT2L1QCEMIK50 | | | CH0024899483 | UBSN VX EQUITY | UBS | CH | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001875_CT_AIRB | 549300TRUWO2CD2G5692 | | | IT0004781412 | UCG IM EQUITY | Unicredit | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001876_CT_AIRB | IO66REGK3RCBAMA8HR66 | | | SG1M31001969 | UOB SP EQUITY | United Overseas Bank Ltd.

| SG | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001877_CT_AIRB | | | | RU000A0JP5V6 | VTBR RX EQUITY | VTB Bank | RU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001878_CT_AIRB | PBLD0EJDB5FWOLXP3B76 | | | US9497461015 | WFC US EQUITY | Wells Fargo & Company | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001879_CT_AIRB | EN5TNI6CI43VEPAMHL14 | | | AU000000WBC1 | WBC AU EQUITY | Westpac | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001880_CT_AIRB | | | | KR7053000006 | 053000 ks equity | Woori Finance Holding | KR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001881_CT_AIRB | 2138002Y3WMK6RZS8H90 | | | | | NATIONAL BANK OF ABU DHABI | AE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001882_CT_AIRB | A6NZLYKYN1UV7VVGFX65 | | | BE 0404453574 | | Argenta Spaarbank NV/SA | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001883_CT_AIRB | 529900WPR59SSV2AOJ29 | | | BE 0414392710 | | BNP Paribas Fortis Factor | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001884_CT_AIRB | KGCEPHLVVKVRZYO1T647 | | | BE 0403199702 | | BNP PARIBAS FORTIS SA/NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001885_CT_AIRB | 549300OZ46BRLZ8Y6F65 | | | BE 0429875591 | | Euroclear Bank SA/NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001886_CT_AIRB | JLS56RAMYQZECFUF2G44 | | | BE 0403200393 | | ING BELGIUM SA/NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001887_CT_AIRB | 5493008QOCP58OLEN998 | | | BE 0404453475 | | Investar | BE | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001888_CT_AIRB | 6B2PBRV1FCJDMR45RZ53 | | | BE 0462920226 | | KBC BANK NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001889_CT_AIRB | Q5BP2UEQ48R75BOTCB92 | | | | | Ceskoslovenska obchodni banka as | CZ | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001890_CT_AIRB | KR6LSKV3BTSJRD41IF75 | 2900164-1 | 64948242 | | | UNICREDIT CZ/SK PRA | CZ | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001891_CT_AIRB | 2ZCNRR8UK83OBTEK2170 | 1103210-9 | HRB42148 | | | Unicredit Bank AG | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001892_CT_AIRB | 529900GJD3OQLRZCKW37 | 1134792-9 | HRB1819 | | | VOLKSWAGEN BANK GMBH | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001893_CT_AIRB | CXW2O4H2U3MBVXMY1773 | | | | | NORDEA BANK FINLAND PLC | FI | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001894_CT_AIRB | 969500VHCVGOH0RM3X42 | | | | | AXA CORPORATE SOLUTIONS ASSURANCE | FR | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001895_CT_AIRB | 549300WCGB70D06XZS54 | | | | | BNP Paribas Securities Services | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001896_CT_AIRB | 1VUV7VQFKUOQSJ21A208 | | | | | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001897_CT_AIRB | F4G136OIPBYND1F41110 | | | | | DEXIA CREDIT LOCAL | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001898_CT_AIRB | KX1WK48MPD4Y2NCUIZ63 | | | | | NATIXIS SA | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001899_CT_AIRB | QP3XKRKS0CX2T3O07L95 | | 02857033 | | | CARGILL GLOBAL FUNDING PLC | GB | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001900_CT_AIRB | 549300ZT0RVWCG8T4L55 | | 03196171 | | | CLERICAL MEDICAL INVESTMENT GROUP LTD | GB | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001901_CT_AIRB | TXDSU46SXBWIGJ8G8E98 | | 00995939 | | | RBC EUROPE | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001902_CT_AIRB | 0LC1OXN013FUKQASJB58 | 1466050-0 | | | | ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED | GG | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001903_CT_AIRB | 2HI3YI5320L3RW6NJ957 | 1116658-4 | | | | THE HONGKONG AND SHA | HK | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001904_CT_AIRB | N1FBEDJ5J41VKZLO2475 | | | | 3445100Z ID Equity | CITIBANK EUROPE PLC | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001905_CT_AIRB | HRRVUBV0XN84YQZT6245 | | | XS0227637500 | | DEPFA BANK PLC-DUBLIN HEAD OFFICE | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001906_CT_AIRB | EQYXK86SF381Q21S3020 | | | | 3459384Z LN Equity | MERRILL LYNCH INTERNATIONAL BANK LIMITED | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001907_CT_AIRB | 549300F99IL9YJDWH369 | 1105105-9 | | | | HSBC BANK MIDDLE EAST LIMITED | JE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001908_CT_AIRB | C3GTMMZIHMY46P4OIX74 | 1123361-6 | 019901008846 | | | THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001909_CT_AIRB | 549300OL514RA0SXJJ44 | | B9248 | | | CLEARSTREAM BANKING S.A. | LU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001910_CT_AIRB | 5493006YXS1U5GIHE750 | | | | | European Investment Bank | LU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001911_CT_AIRB | 549300X34UUBDEUL1Z91 | | | | XHB GR EQUITY | HSBC BANK MALTA PLC | MT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001912_CT_AIRB | G8ZTNESVNKW4NN761W05 | | KvK 33170459 0000 | | | ABN AMRO CLEARING BANK NV | NL | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001913_CT_AIRB | X3CZP3CK64YBHON1LE12 | | KvK 33002587 1594 | | | THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE | NL | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001914_CT_AIRB | HZSN7FQBPO5IEWYIGC72 | | | | | ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE | NZ | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001915_CT_AIRB | 54930044PULMORCKB765 | | | | | SAUDI ARABIAN MONETARY AGENCY | SA | Institutions sample | Central banks | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001916_CT_AIRB | CWZ8NZDH5SKY12Q4US31 | | | | | Citibank AS | TR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001917_CT_AIRB | B4TYDEB6GKMZO031MB27 | | | | | Bank of America NA | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001918_CT_AIRB | HPFHU0OQ28E4N0NFVK49 | | | | | BANK OF NEW YORK MELLON | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001919_CT_AIRB | E57ODZWZ7FF32TWEFA76 | | | | | Citibank NA | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001920_CT_AIRB | 7H6GLXDRUGQFU57RNE97 | | KvK 33278302 0000 | | | JPMorgan Chase Bank N | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001921_CT_AIRB | 571474TGEMMWANRLN572 | 1203023-5 | | | | STATE STREET BANK AND TRUST COMPANY BOSTON — MASSACHUSETTS | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000001_CT_SLSC | | 1040 | 58237v | | 0296104D AV EQUITY | ALPINE Bau GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000002_CT_SLSC | 5299005VO3GJ18GL5F14 | 8670870 | 310593f | | | AMAG Austria Metall AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000003_CT_SLSC | 549300VZKC61IR5U8G96 | 26972 | 50935f | AT0000730007 | ANDR AV EQUITY | ANDRITZ AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000004_CT_SLSC | 529900LMTI8YSE62EI88 | | | | LHA GF Equity | AUSTRIAN AIRLINES AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000005_CT_SLSC | 5299004QD601B8U1HD44 | 131830 | 109445z | | | Austrian Gaming Industries GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000006_CT_SLSC | 529900J7EWWGQ375DL84 | 2410 | 53507m | | | AVL List GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000007_CT_SLSC | | 226424 | 58036y | | | Bauunternehmung Granit Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000008_CT_SLSC | | 160431 | 89102h | | | BENE AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000009_CT_SLSC | 529900ZAFSOBVFCKF263 | | 319670d | | 0456855D AV EQUITY | Benteler International Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000010_CT_SLSC | 5299000SY4448XU04857 | 847216 | 86959g | | | CAG Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000011_CT_SLSC | 5299003V84MVB5A3C324 | 5762600 | 231192p | | | CARBONES HOLDING GMBH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000012_CT_SLSC | 529900G8XM6H1XVZBJ73 | 67504 | 99639d | | | Casinos Austria Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000013_CT_SLSC | 529900VN62L73X2OJX85 | 5200326 | 212163f | | | conwert Immobilien Invest SE | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000014_CT_SLSC | | 7161956 | 270027z | | | DCM DECOmetal GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000015_CT_SLSC | | 76350 | 67493f | | | dm drogerie markt GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000016_CT_SLSC | 5299002NFQKOBT1E8569 | 3570614 | 156765m | | | DO & CO Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000017_CT_SLSC | 5299004ARAOQMGTWCI13 | 125709 | 70342w | | | Doppelmayr Seilbahnen GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000018_CT_SLSC | 54930060U4XOVED1T359 | 5536812 | 223028h | | | EconGas GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000019_CT_SLSC | 529900WJZJAEI0VBLP60 | | | | | Egger Holzwerkstoffe GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000020_CT_SLSC | 52990048A4N0S24VG982 | 159026 | 42973x | | | Eglo Leuchten GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000021_CT_SLSC | 529900N8OA1GVSR5R946 | 30988 | 76532y | | | Energie AG Oberösterreich | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000022_CT_SLSC | 529900BMPGUGAFYYAV45 | 6106 | 126805d | | | Energie Burgenland AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000023_CT_SLSC | 529900WID59A60HHYX13 | 2795493 | 145825z | | | Erber Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000024_CT_SLSC | 529900P4JZBFEVNEAE60 | | | | EVN AV Equity | EVN AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000025_CT_SLSC | | 9907106 | 347483f | | | Felbermayr Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000026_CT_SLSC | 549300FQ2ILBH7DJ6I45 | 1754530 | 42984m | | | Flughafen Wien Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000027_CT_SLSC | 529900RJAN0LNMW7Q775 | 1312138 | 89381v | | | HABAU Hoch- und Tiefbaugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000028_CT_SLSC | 5299000X53SAWQMDFF06 | 58114 | 26451z | | | Hofer Kommanditgesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000029_CT_SLSC | | 1640348 | 47654f | | | Hyundai Import Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000030_CT_SLSC | 529900RQJADHH91ABP14 | 2777363 | 144991y | | | Infineon Technologies Austria AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000031_CT_SLSC | 529900DSSMPIR6R3GO43 | 130311 | 64543t | | | J. u. A. Frischeis Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000032_CT_SLSC | 5299008ARRNJFPBNTM78 | 4155033 | 178368g | | | Kapsch BusinessCom AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000033_CT_SLSC | 529900A9NX1TM65N4176 | 21369 | 99133i | | | KELAG-Kärntner Elektrizitäts-Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000034_CT_SLSC | | 1376136 | 94579m | | | Leiner Immobilien GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000035_CT_SLSC | | 25798 | 32725a | | | Leyrer + Graf Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000036_CT_SLSC | | 1216520 | 106825x | | | Management Trust Holding Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000037_CT_SLSC | 529900JYVV57QBKV9G11 | 1991078 | 35673k | | | MFC Commodities GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000038_CT_SLSC | 529900WFARKZGRCQ8652 | | | | | MONTANA TECH COMPONENTS GMBH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000039_CT_SLSC | 213800CUWJ54846X6779 | 1760513 | 40450k | | | Montanwerke Brixlegg Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000040_CT_SLSC | 529900UUANUJ60MNMX97 | | 71396w | | 7716424Z AV EQUITY | ÖBB — Infrastruktur Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000041_CT_SLSC | 529900UOHXZ1BIORCV04 | 6467385 | 248742y | | | ÖBB-Personenverkehr Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000042_CT_SLSC | 529900B76VL5KG71J029 | 6515541 | 250198p | | | ÖBB-Postbus GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000043_CT_SLSC | 529900UZY47TEIFNF978 | 6496644 | 249666g | | | ÖBB-Produktion Gesellschaft mbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000044_CT_SLSC | 549300V62YJ9HTLRI486 | | 93363z | AT0000743059 | OMV AV EQUITY | OMV Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000045_CT_SLSC | | 3512231 | 154148p | | | Österreichische Bundesforste AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000046_CT_SLSC | 529900IFAV83BX8O1O91 | 526819 | 33393h | AT0000758305 | PAL AV EQUITY | PALFINGER AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000047_CT_SLSC | | 957313 | 115289v | | | QuadraCir AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000048_CT_SLSC | 5299000HTNHA5ACH9N32 | 1074393 | 56247t | | 495680Z AV EQUITY | Red Bull GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000049_CT_SLSC | 529900ENFTO28GS3KF76 | 1813722 | 78563i | | | Rohöl-Aufsuchungs Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000050_CT_SLSC | 5299005U4ZMMSYUJ5G02 | 7113951 | 267218v | | | ROXCEL Handelsgesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000051_CT_SLSC | 5493000C4S664YT7T556 | 38229 | 51350s | | | Salzburg AG für Energie, Verkehr und Telekommunikation | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000052_CT_SLSC | 549300XBCUMUR5CI0181 | | | | | Sappi Papier Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000053_CT_SLSC | 5299002XAOMQWAIZMA51 | 271020 | 128056v | | | Schmid Industrieholding G.m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000054_CT_SLSC | 52990021T5LVTQOGSU18 | 39594 | 60562m | | | Siemens Aktiengesellschaft Österreich | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000055_CT_SLSC | 52990020WIPPT0HC0V31 | | | | | Steinhoff Europe AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000056_CT_SLSC | 529900TYYSRJH2VJSP60 | 421065 | 88983h | AT000000STR1 | STR AV EQUITY | Strabag SE | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000057_CT_SLSC | 529900BTWJ6SISLJ5854 | 5880980 | 235264b | | | SWARCO AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000058_CT_SLSC | 529900SCL1LJL8PZNI48 | 501247 | 83175t | | | Swietelsky Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000059_CT_SLSC | 529900V54UV5XQUK5S85 | | FN155563W | | TKA AV Equity | Telekom Finanzmanagement GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000060_CT_SLSC | 529900OOW8ELHOXWZP82 | | | | UN9 GS Equity | UNIQA Insurance Group AG | AT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000061_CT_SLSC | 549300IFXHQIB5POT565 | 3734340 | 162844b | | | VAMED ENGINEERING GmbH & CO KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000062_CT_SLSC | 5299006UDSEJCTTEJS30 | 45926 | 76023z | AT0000746409 | VER AV EQUITY | VERBUND AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000063_CT_SLSC | 529900ZAXBMQDIWPNB72 | 2147807 | 66209t | AT0000937503 | VOE AV EQUITY | voestalpine AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000064_CT_SLSC | 5299008VQJD65XCUPR16 | 1134770-5 | HRA661038 | | 6830553Z AV EQUITY | Voith Turbo GmbH & Co. KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000065_CT_SLSC | 529900VXIFBHO0SW2I31 | 46434 | 77676f | AT0000831706 | WIE AV EQUITY | Wienerberger AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000066_CT_SLSC | 529900OS67T49AW45S74 | 194255 | 121150m | | 665707Z AV EQUITY | WIENERBERGER FINANZ SERVICE GMBH | AT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000067_CT_SLSC | 529900OJFTLS1RYWIF55 | 9565779 | 336561v | | | XXXLutz KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000068_CT_SLSC | 529900IIODYNYAZ2ID26 | | | | | ZUMTOBEL AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000069_CT_SLSC | 54930002QM8QVWM56E14 | | | | | Amcor Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000070_CT_SLSC | WZE1WSENV6JSZFK0JC28 | | | | BHP AU EQUITY | BHP Billiton Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000071_CT_SLSC | | | | | 6026550Z AU EQUITY | Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000072_CT_SLSC | JOR7RJTXUXBRJ4UA5G70 | | | | CCL AT Equity | Coca-Cola Amatil Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000073_CT_SLSC | 549300HPMK7UWN02N804 | | PA3337938 | | CWN AT Equity | Crown Group Finance Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000074_CT_SLSC | | | | | LEI AU EQUITY | Leighton Holdings Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000075_CT_SLSC | ACMHD8HWFMFUIQQ8Y590 | | | | MQG AU EQUITY | Macquarie Group Ltd | AU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000076_CT_SLSC | ZSN2LWNPYW6ISMRUC664 | | | | ORG AU EQUITY | Origin Energy Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000077_CT_SLSC | 5493008XVFHYYV0YHN70 | | | | HUWA GF Equity | Powercor Australia, LLC | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000078_CT_SLSC | YLXNW6TI6QSK1H8H0N82 | | | | QAN AU EQUITY | Qantas Airways Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000079_CT_SLSC | | | 520433129 | | SPT AU EQUITY | Spotless Holding SAS | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000080_CT_SLSC | PCTXNQGRJVR3OG33JG65 | | | | TLS AT Equity | Telstra Corporation Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000081_CT_SLSC | 5493003L32ZX9557ST85 | | | | WES AU EQUITY | Wesfarmers Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000082_CT_SLSC | QNWEWQBS7HP85QHXQL92 | | | | | Woolworths Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000083_CT_SLSC | G05OZ4J4E05KDATL0J93 | | | | | AG Insurance | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000084_CT_SLSC | 549300IHBDUTUNQJJB79 | 16342 | | | AGFB BB EQUITY | Agfa-Gevaert NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000085_CT_SLSC | 549300N22C0GCT5BUD97 | 26198 | | | | AJINOMOTO OMNICHEM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000086_CT_SLSC | | 116163 | | | | ALBELEC | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000087_CT_SLSC | | 225626 | | | | ALCATAN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000088_CT_SLSC | 5493008H3828EMEXB082 | | | | ABI BB EQUITY | Anheuser-Busch InBev NV/SA [ABInBev] | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000089_CT_SLSC | 549300BKDDQ56JWCBT72 | 1098030 | | | | AQUAFIN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000090_CT_SLSC | 549300B4HNIJSAWU1C95 | 1138391 | | | | ARPAL MANAGEMENT | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000091_CT_SLSC | 213800R1F1EJYM4ICO85 | | 444734706 | BE 0444734706 | | Barry Callebaut Services | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000092_CT_SLSC | 549300CWRXC5EP004533 | | | | BELG BB Equity | Belgacom S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000093_CT_SLSC | 549300R9I8GUZLNIV408 | | 890082292 | | | Brussels Airport Company S.A./N.V. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000094_CT_SLSC | | 433287 | | | | CENTRE HOSPITALIER CHRETIEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000095_CT_SLSC | | 81095 | | | | CHAUSSURES CECIL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000096_CT_SLSC | 549300IP2F5TKUC0GF38 | 82988 | | | | CHEMITEX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000097_CT_SLSC | 549300TM914CSF6KI389 | 149177 | | | COFB BB EQUITY | COFINIMMO | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000098_CT_SLSC | | 184723 | | | | COLLIGNON ENG. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000099_CT_SLSC | | 201775 | | | | COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000100_CT_SLSC | 213800DMG7PUQHINO388 | | | BE 0401641663 | | Louis Delhaize — Compagnie franco-belge d'Alimentation | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000101_CT_SLSC | | 255648 | | | | DOD | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000102_CT_SLSC | | 1145532 | | | | EDIFICIO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000103_CT_SLSC | T0YOOBZO4L6YAD6SAV65 | 14206 | 403170701 | | ELEB BB EQUITY | ELECTRABEL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000104_CT_SLSC | 549300JC3HI3K7ZSYU66 | 1329681 | | | | ELEM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000105_CT_SLSC | 549300S1MP1NFDIKT460 | | | BE 0476388378 | ELI BB Equity | ELIA SYSTEM OPERATOR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000106_CT_SLSC | 5493001XW6MSHRMFLU28 | | | | ENI GY Equity | eni finance international SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000107_CT_SLSC | 549300VO7PUETX031S03 | 10309 | | BE 0860004176 | | ETEXCO SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000108_CT_SLSC | | 13771 | | | | ETS DE SIMONE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000109_CT_SLSC | 52990053AH5LF0YZWD07 | | | | | Euler Hermes Europe | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000110_CT_SLSC | 549300D80RYON74MEJ03 | 18181 | | | EURN BB EQUITY | Euronav NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000111_CT_SLSC | 8RDWFWPP4PLMZ5PPQH32 | | | | | Fluxys G SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000112_CT_SLSC | | 25281 | | | | G EN J VASTGOED | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000113_CT_SLSC | | 65807 | | | | HOET TRUCKING & RENTING | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000114_CT_SLSC | 549300M48VNC2Z0MDG47 | 71844 | | | | HOTTLET FROZEN FOODS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000115_CT_SLSC | 549300GR6U0KHJD7DG07 | | | | | IKEA SERVICE CENTRE N.V. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000116_CT_SLSC | | 84089 | | | | INTERNATIONAL ORE ET FERTILIZER BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000117_CT_SLSC | | 85640 | | | | JEAN WAUTERS-ACIERS SPECIAUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000118_CT_SLSC | | 111717 | | | | M.G.S. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000119_CT_SLSC | 5493004FKZI586397240 | | | | | Magotteaux International SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000120_CT_SLSC | 549300Q80KFPKZC6BQ79 | 144096 | | | | MENOUQUIN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000121_CT_SLSC | | 166601 | | | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000122_CT_SLSC | 5493002HHHFTG6G3BG36 | | | BE 0431676229 | OME BB EQUITY | OMEGA PHARMA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000123_CT_SLSC | | 168945 | | | | OPIO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000124_CT_SLSC | | 192350 | | | | PHARMACIES SERVAIS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000125_CT_SLSC | 54930064JCEXFA8M0W31 | 202291 | | BE 0405747040 | | PRAYON | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000126_CT_SLSC | | 204834 | | | | PRO CONCEPT M P J | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000127_CT_SLSC | 549300NMIBTX17HWF142 | 233001 | | | | RARE GEMS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000128_CT_SLSC | 549300X72GEQB1X8K911 | 247664 | | | | ROULARTA MEDIA GROUP | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000129_CT_SLSC | 529900PY79CWSUGVK810 | 249233 | | | | S.A.

CORMAN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000130_CT_SLSC | 549300O3VKWJUM16UI64 | 257312 | | | | SAMIR GEMS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000131_CT_SLSC | 213800WWE8U6DC99NP03 | | | | | SCR Sibelco NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000132_CT_SLSC | | 257564 | | | | SEADCO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000133_CT_SLSC | 213800WDGKCVWZAN1N02 | 1051701 | 465409265 | | 0790057D BB EQUITY | SILFIN NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000134_CT_SLSC | | 294964 | | | | SOBEMO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000135_CT_SLSC | | 302642 | | | | SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000136_CT_SLSC | 549300BB5CXGL9YV0D53 | 303429 | | | | SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000137_CT_SLSC | | 303783 | | | | SOCIETE D'APPLICATIONS ET DE TRAVAUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000138_CT_SLSC | 549300MMVL80RTBP3O28 | 556814 | | | SOLB BB EQUITY | Solvay SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000139_CT_SLSC | | 923107 | | | | TEAM KALORIK GROUP | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000140_CT_SLSC | 549300ZKLIF7RP6EH823 | | | BE 0412101728 | TESB BB EQUITY | Tessenderlo Chemie | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000141_CT_SLSC | | 953398 | | | | TEX ALLIANCE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000142_CT_SLSC | | 1044409 | | | | TOP-TEX BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000143_CT_SLSC | 2138008J191VLSGY5A09 | | | | UCB BB EQUITY | UCB SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000144_CT_SLSC | 529900F3AIQECS8ZSV61 | | | | UMI BB EQUITY | Umicore SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000145_CT_SLSC | 5493008MCDJ4Y6D5SI04 | 1113512 | | | | UNISTEEL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000146_CT_SLSC | | 1140588 | | | | UNIVERSITE LIBRE DE BRUXELLES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000147_CT_SLSC | 549300TRHV6F6IE14H93 | 1159858 | | BE 0404060032 | | Van Hool nv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000148_CT_SLSC | | 1231271 | | | | VASTGOED MANAGEMENT ASSOCIATIE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000149_CT_SLSC | 529900RAZGQHX0VFTK05 | | | | | Volkswagen Group Services S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000150_CT_SLSC | 549300NWW2UDYHH65J03 | 1911623 | | | | WILDO PROPERTIES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000151_CT_SLSC | 5299007TSQVOLXOABA65 | 1364744 | | | | ZF WIND POWER ANTWERPEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000152_CT_SLSC | 4P8GJCF52NVFW7UL4C95 | | 18630 | | ACE US Equity | ACE Tempest Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000153_CT_SLSC | 549300J3KKX1PEJGDW36 | | | | ACGL US Equity | Arch Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000154_CT_SLSC | UNZWILHE4KMRP9K2L524 | | 34678 | | NCLH UW Equity | NCL Corporation Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000155_CT_SLSC | V5EGRCZCH7FN6WX41891 | | | | OEH UN Equity | Orient-Express Hotels Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000156_CT_SLSC | 549300F7ZDOIMR4PZW67 | | | | IPG US Equity | Pacnet Limited | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000157_CT_SLSC | V7TL7UQFHNWUEMDZ3X02 | | | | RNR US Equity | Renaissance Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000158_CT_SLSC | 5493008CA3NMHYEVT131 | | | | | VimpelCom Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000159_CT_SLSC | | | | BMG455841020 | | HAL TRUST | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000160_CT_SLSC | 5493001QYTIDILBVYO18 | | | | | Companhia Brasileira de Aluminio | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000161_CT_SLSC | 549300TH5Q6VRP8OT012 | | | | ABI LI Equity | Companhia de Bebidas das Americas (AmBev) | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000162_CT_SLSC | 549300EM51WYXFHUY333 | | | | | Embraer S.A. | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000163_CT_SLSC | | | | | FIBR3 BZ EQUITY | Fibria Celulose SA | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000164_CT_SLSC | 5493000J801JZRCMFE49 | | | | XPBR SQ Equity | Petroleo Brasileiro S.A. — PETROBRAS | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000165_CT_SLSC | | | | | VALE5 BZ EQUITY | Vale SA | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000166_CT_SLSC | LXVM6T3LO7QIZ8LUZ688 | | | | | Votorantim Cimentos S.A. | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000167_CT_SLSC | 55S3547PRDP469JRO238 | | 2880814 | | AGU CT Equity | Agrium Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000168_CT_SLSC | 4B4HI3CGXMBDC0G6BM51 | | | | AC/A CT Equity | Air Canada | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000169_CT_SLSC | 549300OSW32RVX8CCZ87 | | | | ANCUF PQ Equity | Alimentation Couche-Tard Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000170_CT_SLSC | DR5LKEURSR8SXLM64266 | | 7501889 | | ALA CT Equity | AltaGas Ltd. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000171_CT_SLSC | 0O4KBQCJZX82UKGCBV73 | | | | ABX CN EQUITY | Barrick Gold Corp | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000172_CT_SLSC | 5493001I9203PRB5KR45 | | | | BCE CT Equity | BCE Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000173_CT_SLSC | 549300VPM8ERH1Q42198 | | | | | Bell Canada | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000174_CT_SLSC | W7L3VLU8EHQY34Z36697 | | | | BBD/B CN EQUITY | Bombardier Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000175_CT_SLSC | 36ZUFRRMJERSM4Q0S289 | | 746053 | | BPO CT Equity | Brookfield Office Properties Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000176_CT_SLSC | 3SU7BEP7TH9YEQOZCS77 | | | | CNI UN Equity | Canadian National Railway Company | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000177_CT_SLSC | 5493008IGIA1HJMDJS40 | | 1722453 | | CNQ CT Equity | Canadian Natural Resources Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000178_CT_SLSC | NXIVWPYOIVYXFF6WCZ47 | | | | CVE CN EQUITY | Cenovus Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000179_CT_SLSC | 549300WSRCZY73ZG3090 | | 00326711660005 | | | CGI GROUP INC. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000180_CT_SLSC | XYSIJOU3HNVROZWNA008 | | | | UFS CT Equity | Domtar Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000181_CT_SLSC | 98TPTUM4IVMFCZBCUR27 | | | | ENB CN EQUITY | Enbridge Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000182_CT_SLSC | CZ72ZHBVKZXQRV3XFE26 | | | | ECA CN EQUITY | Encana | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000183_CT_SLSC | 549300679TRDUXPT7415 | | 206654303 | | | EPCOR Utilities Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000184_CT_SLSC | I2YOHH65IBBT53JFYQ52 | | | | G CT Equity | Goldcorp Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000185_CT_SLSC | B1EEF6ML54YDWRC6ZK53 | | 2015335496 | | | Harvest Operations Corp. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000186_CT_SLSC | 549300UEBMAQDN0K0R06 | | | | K CN EQUITY | Kinross Gold Corp | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000187_CT_SLSC | 95RWVLFZX6VGDZNNTN43 | | | | MG CN EQUITY | Magna International Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000188_CT_SLSC | 6Q7WW7FQZR6X22IL2I79 | | | | | Nexen Energy ULC | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000189_CT_SLSC | 549300O4ZJZZOHH4H804 | | 3572862 | | NBD CT Equity | Norbord Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000190_CT_SLSC | 5493007M1XGU5E55ZJ25 | | | | | NOVA Chemicals Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000191_CT_SLSC | 549300HDLRTPBQU69P29 | | | | BIN CT Equity | Progressive Waste Solutions Ltd. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000192_CT_SLSC | 549300A0QNNPY14D9106 | | | | SCC CT Equity | Sears Canada Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000193_CT_SLSC | 3XCBVWUPHGBZ5GF7TY15 | | | | SU CN EQUITY | Suncor Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000194_CT_SLSC | NQWTWUIL1PK7V7N5Y468 | | | | TLM CN EQUITY | Talisman Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000195_CT_SLSC | T8KI5SQ2JRWHL7XY0E11 | | | | TCK/B CN EQUITY | Teck Resources Ltd [Ex-Teck Cominco Ltd] | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000196_CT_SLSC | YHKQM2RIPKZYOZ6RVZ46 | | | | TK US Equity | Teekay Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000197_CT_SLSC | L2TEUTQ8OSHMJWVLCE40 | | | | T CT Equity | TELUS Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000198_CT_SLSC | 549300561UZND4C7B569 | | 884903 | | TOC GF Equity | Thomson Reuters Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000199_CT_SLSC | HJZQGXYTVV2NWJZLPW74 | | | | TOM GY Equity | Toyota Credit Canada Inc. | CA | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000200_CT_SLSC | 5BV01I6231JPDAPMGH09 | | | | TRP UN Equity | TransCanada PipeLines Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000201_CT_SLSC | PRAQ4VOSFIK7OQ8Z2512 | | 4406354 | | VALE3 BS Equity | Vale Canada Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000202_CT_SLSC | WT03B8BB1IX8WI9ZGV02 | | | | | Vermilion Energy Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000203_CT_SLSC | 549300WHE4O6UJ2KU013 | | | | | Yamana Gold Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000204_CT_SLSC | 5493003DNMEAO1DT3F51 | | | | ABBN VX EQUITY | ABB Ltd [Asea Brown Boveri] | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000205_CT_SLSC | NI14Y5UMU60O7JE9P611 | | | | ADEN VX EQUITY | Adecco SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000206_CT_SLSC | 549300Q3WREIMQYFBC20 | | | | 0170576D SW EQUITY | Ameropa AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000207_CT_SLSC | 5493007KVRV2OKRXFA55 | | CH-020.3.035.716-8 | | AML LN Equity | Amlin AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000208_CT_SLSC | 529900H7ZPIGI2U3CJ14 | | | | | AXPO TRADING AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000209_CT_SLSC | 213800Y5RWKLDPUTT265 | | | | BARN SW EQUITY | Barry Callebaut AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000210_CT_SLSC | 529900UPDCU6WEL7W167 | | | | BALN VX Equity | Basler Versicherung AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000211_CT_SLSC | | 2816554-6 | HRB54517 | DE000DCAG010 | 7705815Z SW EQUITY | DEMAG CRANES AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000212_CT_SLSC | 5493002MXX2JLKWLE880 | | | | 567151Z SW EQUITY | Duferco SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000213_CT_SLSC | 549300I08UA8SMJON743 | | CH-270.3.002.354-9/ | | DUFN EB Equity | Dufry international AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000214_CT_SLSC | 549300ADLU67CYBFIW70 | | CH-645.1.008.684-9 | | | Elsevier Finance SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000215_CT_SLSC | 529900Y8BGAFVVVYVN24 | | | | GATE SE Equity | gategroup Holding AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000216_CT_SLSC | 213800SVRMQA1TD91D41 | | | | GIVN VX Equity | Givaudan SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000217_CT_SLSC | 213800PSSU2QXF1WLR89 | | | | GLEN LN EQUITY | Glencore International AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000218_CT_SLSC | 549300DHSS9U1QKJZG57 | | KvK 34275373 0000 | | 1002136Z SW EQUITY | GUNVOR INTERNATIONAL BV | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000219_CT_SLSC | 529900EHPFPYHV6IQO98 | | | | HOLN VX EQUITY | Holcim Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000220_CT_SLSC | 529900Q0YED3805QXQ66 | | | | | KUEHNE AND NAGEL INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000221_CT_SLSC | 52990074N8ID7UPV7A95 | | | | | LIEBHERR-INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000222_CT_SLSC | 549300EFW4H2TCZ71055 | | | | | Lonza Group AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000223_CT_SLSC | KY37LUS27QQX7BB93L28 | | CH-550.0.067.293-5 | CH0038863350 | NESN.VX | NESTLE SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000224_CT_SLSC | 529900I2PEF1FN6N6723 | | | | 2284161Z SW EQUITY | Nord Stream AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000225_CT_SLSC | | | | | NOVN VX EQUITY | Novartis AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000226_CT_SLSC | 549300HUJ5CJUX02RS52 | | | | | OMV SUPPLY & TRADING AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000227_CT_SLSC | 5299002JRTT699WFOV74 | | | | | OMYA (Schweiz) AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000228_CT_SLSC | 549300HMJAFUW4NSKI73 | | | | | Paul Reinhart AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000229_CT_SLSC | | | | | ROG VX EQUITY | Roche Holding Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000230_CT_SLSC | 529900PTQ0Z1J44SHZ08 | | CH-100.3.010.656-7 | | STLN SE Equity | SCHMOLZ + BICKENBACH AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000231_CT_SLSC | 549300R3N69ECGYPU434 | | | | SIK IX Equity | Sika AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000232_CT_SLSC | 213800Z8NOHIKRI42W10 | | | NL0000226223 | STM FP EQUITY | STMICROELECTRONICS NV | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000233_CT_SLSC | 5493000KUC3Z24U77V93 | | | | SLHN VX Equity | Swiss Life Holding AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000234_CT_SLSC | 5493005SL9HHOXS3B739 | | CHE-102.753.938 | | SCMN VX Equity | Swisscom AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000235_CT_SLSC | 549300HTOMQG20JYV568 | | | | SYNN VX Equity | Syngenta AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000236_CT_SLSC | KSVC38RP5WL6C6LJGG03 | | | | TYC US Equity | Tyco International Ltd. | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000237_CT_SLSC | 549300VBJS7MG74G2H60 | | | | | Weatherford International Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000238_CT_SLSC | | | | | WOS LN EQUITY | Wolseley Plc | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000239_CT_SLSC | | | | | XTA LN EQUITY | Xstrata Plc | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000240_CT_SLSC | 50ZCTKCMUDIABGHX3R52 | | | | | Zurich Insurance Company | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000241_CT_SLSC | 549300IF4IFG0FS0RM26 | | | | AESGENER CC Equity | AES Gener S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000242_CT_SLSC | 549300NLTGCFV7482429 | | | | CENCOSUD CC Equity | Cencosud S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000243_CT_SLSC | 549300YP3P0JZBLIV197 | | | | | EMPRESA NACIONAL DEL PETROLEO | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000244_CT_SLSC | 549300G475ACIABB4385 | | | USG49215AA73 | CMPC CC Equity | Inversiones CMPC S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000245_CT_SLSC | 549300HX3UUDPEFTG707 | | | | LAN CC Equity | Latam Airlines Group S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000246_CT_SLSC | 549300RUPF4SKMJPUR70 | | | | BLT LN Equity | Minera Escondida Limitada | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000247_CT_SLSC | | | | | 600031 CH EQUITY | Sany Heavy Industry Co Ltd | CN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000248_CT_SLSC | A25574TZFLBNK7NWQT47 | | | | PRE CT Equity | Pacific Rubiales Energy Corp. | CO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000249_CT_SLSC | 724500JV0VHPRVANL538 | | 5778 | ANN4327C1220 | | HUNTER DOUGLAS NV | CW | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000250_CT_SLSC | 213800MRTA64ULUE9919 | | | | | CARBO ONE LIMITED | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000251_CT_SLSC | 549300OEZB4GETCGFX34 | | | | | GUNVOR GROUP LTD | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000252_CT_SLSC | 549300IVA1PZNX2MN285 | | | | 0163947D CY EQUITY | Mercuria Energy Group Ltd | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000253_CT_SLSC | 2138001LK2Z2HSER4U15 | | | | PRS NO EQUITY | PROSAFE | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000254_CT_SLSC | 31570010000000137835 | 1131604 | 29287391 | | | ALTA, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000255_CT_SLSC | 31570010000000116592 | 657856 | 25572881 | | | ARMATURY Group a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000256_CT_SLSC | 31570010000000075367 | 765380 | 28402758 | | | BAK stavební společnost, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000257_CT_SLSC | 31570010000000115525 | 834699 | 46504940 | | | Cerea, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000258_CT_SLSC | 31570010000000034336 | 1023328 | 70994226 | | | České dráhy, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000259_CT_SLSC | 315700CTFRL3U2DNMO58 | 633919 | 25085689 | | | CETELEM ČR, a.s. | CZ | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000260_CT_SLSC | 529900S5R9YHJHYKKG94 | | | CZ0005112300 | CEZ CP EQUITY | CEZ a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000261_CT_SLSC | 315700XJHXU2PD40RU82 | 865668 | 48589837 | | | DEKTRADE a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000262_CT_SLSC | 529900C5PL4JGDILRZ94 | 837043 | 46678468 | | | HOCHTIEF CZ a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000263_CT_SLSC | 31570010000000099520 | 644725 | 25322257 | | | IMOS Brno, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000264_CT_SLSC | 31570010000000032687 | 1086806 | 931 | | | METALIMEX a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000265_CT_SLSC | 315700JDC49X4VSP6Z49 | 601013 | 14915 | | | Metrostav a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000266_CT_SLSC | 31570066GBSS7JYFEL35 | 817880 | 45193592 | | | MJM Litovel a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000267_CT_SLSC | 31570010000000120084 | 832322 | 46342796 | | | OHL ŽS, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000268_CT_SLSC | 31570010000000009116 | 699640 | 26463318 | | | OTE, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000269_CT_SLSC | 31570010000000026285 | 671247 | 25860038 | | | Pars nova a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000270_CT_SLSC | 315700LTSCT2O45NWM28 | 805950 | 43873189 | | | PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000271_CT_SLSC | 31570010000000115622 | 817271 | 45148155 | | | Primagra, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000272_CT_SLSC | 549300KL08IFWLTWLQ52 | 691287 | 26271303 | | | Skanska a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000273_CT_SLSC | 529900I8XOZDM4ZQSQ21 | | | | 1025Z CP EQUITY | Skoda Auto A.S. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000274_CT_SLSC | 31570010000000031135 | 923751 | 62623753 | | | ŠKODA TRANSPORTATION a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000275_CT_SLSC | 213800Z39ZW4XHAAUA27 | 725860 | 27195147 | | | SMP CZ, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000276_CT_SLSC | 3157004ICDH3MRKW7534 | 889798 | 60193336 | | | Telefónica Czech Republic, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000277_CT_SLSC | 31570010000000055191 | 617997 | 18050646 | | | TŘINECKÉ ŽELEZÁRNY, a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000278_CT_SLSC | 3157007C98ILJK5ST356 | 609769 | 15886492 | | | UniCredit Leasing CZ, a.s. | CZ | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000279_CT_SLSC | 315700EFFOU65ETZ0V16 | 886003 | 531766 | | | UNISTAV a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000280_CT_SLSC | 31570010000000001356 | 672337 | 25877950 | | | VÍTKOVICE HEAVY MACHINERY a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000281_CT_SLSC | 31570010000000003490 | 710607 | 26823357 | | | VÍTKOVICE POWER ENGINEERING a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000282_CT_SLSC | 31570010000000015033 | 697350 | 26415623 | | | W.A.G. payment solutions, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000283_CT_SLSC | 5493005KH7FO1T5TMX47 | 1236614-2 | | | ASG GY Equity | AachenMuenchener Lebensversicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000284_CT_SLSC | 549300JSX0Z4CW0V5023 | 1319784-3 | | | | ADIDAS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000285_CT_SLSC | 549300X1WWPGMS47QQ72 | 1215807-7 | | | ASG GY Equity | Advocard Rechtsschutzversicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000286_CT_SLSC | 529900SO83U6ISM6DL85 | 2832395-4 | HRA36525B | | | ALBA Group plc & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000287_CT_SLSC | 529900K9B0N5BT694847 | 1100627-7 | | | ALV GY Equity | Allianz SE | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000288_CT_SLSC | 529900C058B9OTVFTU36 | 2033673-1 | HRB98981 | | | ASKLEPIOS KLINIKEN GMBH HAMBURG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000289_CT_SLSC | 549300FJWANEIJ25D318 | 1545974-6 | | | | Atlas Copco Energas GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000290_CT_SLSC | 529900YNBT62HCUPRG10 | 1106210-6 | | | | AUGUST STORCK KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000291_CT_SLSC | 5299005SHIN9ZK7GW242 | 1124841-6 | HRB1775 | DE0006766504 | NDA GY EQUITY | Aurubis AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000292_CT_SLSC | 529900PXZU3YHO6HMD80 | 1130123-1 | | | | Axel Springer SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000293_CT_SLSC | 529900AJX4TCFW0QT666 | 1104883-2 | | | | B. Braun Melsungen Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000294_CT_SLSC | 529900PM64WH8AF1E917 | 1102017-9 | HRB6000 | DE000BASF111 | BAS GR EQUITY | BASF SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000295_CT_SLSC | 529900XMQYET3NBF2363 | 2192515-1 | HRB101375 | DE0005168108 | B5A GY EQUITY | Bauer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000296_CT_SLSC | 549300J4U55H3WP1XT59 | 1109561-9 | | | BAYN GY EQUITY | Bayer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000297_CT_SLSC | YEH5ZCD6E441RHVHD759 | 1103190-3 | | | BMW GY EQUITY | Bayerische Motoren Werke AG [BMW AG] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000298_CT_SLSC | 529900SM0FDLLYATXU36 | 1103233-1 | | | | BAYWA AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000299_CT_SLSC | 5299001BUUGXAREGE533 | 1103821-3 | | | BTG GR EQUITY | Bertelsmann SE & Co.

KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000300_CT_SLSC | 529900H0HULEN2BZ4604 | 1114115-7 | BWMAHRB710296 | | GBF GY Equity | Bilfinger SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000301_CT_SLSC | 529900XBEZ2EYI9ZOV89 | 3010079-6 | | | | BMG Rights Management GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000302_CT_SLSC | 529900FOTM78R9Q9NY89 | 1163617-2 | HRB75534 | | 2340173Z GR EQUITY | BOSCH UND SIEMENS HAUSGERATE GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000303_CT_SLSC | NNROIXVWJ7CPSR27SV97 | 2926464-5 | | | BNR GY EQUITY | Brenntag AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000304_CT_SLSC | 529900OQDCYXCLQOAY53 | 1105482-2 | | | | Burda Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000305_CT_SLSC | 5299000XH7YX33EJZP65 | 2730972-3 | | | | CARL ZEISS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000306_CT_SLSC | 52990076MX7KD2XYCH67 | 1111099-6 | HRB9517 | DE000CLS1001 | CLS1 GY EQUITY | Celesio AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000307_CT_SLSC | 529900O4ND7T8ABIXF67 | 1235957-6 | | | | Claas Kommanditgesellschaft auf Aktien mbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000308_CT_SLSC | 529900A7YD9C0LLXM621 | 1106273-4 | HRB3527 | DE0005439004 | CON GY EQUITY | CONTINENTAL AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000309_CT_SLSC | | | | | 2294277Z GR EQUITY | Coutinho & Ferrostaal GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000310_CT_SLSC | 5299007VZZKH65OCN774 | 2781995-2 | | | | Cronimet Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000311_CT_SLSC | 5299008ODF4EFHRI0G60 | 2402196-6 | HRB8957 | | 7097181Z GR EQUITY | CWS-boco International GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000312_CT_SLSC | 5299005LEM60UYKU5235 | 1106512-5 | | | | DACHSER Group SE & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000313_CT_SLSC | 529900R27DL06UVNT076 | 2344103-3 | HRB19360 | | DAI GR EQUITY | Daimler AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000314_CT_SLSC | 5299006S0UKN6D9ZP412 | 2451917-5 | | | | DB NETZ AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000315_CT_SLSC | 529900I2DLZPTFPENJ05 | 1106744-4 | | | | DEHNER GMBH & CO KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000316_CT_SLSC | 5299005A2ZEP6AP7KM81 | 2537834-0 | | | ANN GF Equity | Vonovia SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000317_CT_SLSC | 52990063S23N13HU4E98 | 1818189-1 | HRB50000B | | DBHN GR EQUITY | DEUTSCHE BAHN AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000318_CT_SLSC | 529900PH63HYJ86ASW55 | 1107110-7 | HRB2168 | | LHA GY EQUITY | DEUTSCHE LUFTHANSA AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000319_CT_SLSC | 52990063W8KQHQMF4M43 | 2623414-6 | | | DPW GF Equity | Deutsche Post Finance B.V. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000320_CT_SLSC | 529900ITHU5Y51F1S257 | 1107106-5 | | | | DEUTSCHE SPARKASSEN LEASING AG & CO KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000321_CT_SLSC | 549300V9QSIG4WX4GJ96 | 2185287-6 | HRB6794 | | DTE GY EQUITY | DEUTSCHE TELEKOM AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000322_CT_SLSC | 529900KSWLV9JYE7NC83 | 2095980-5 | HRB34977 | | | DFS Deutsche Flugsicherung GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000323_CT_SLSC | 529900QTO8D2QK2TJG32 | 1107340-0 | | | | Diehl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000324_CT_SLSC | 529900Y1AT9MQF6UYT42 | 2836050-1 | HRB203044 | | | DMK DEUTSCHES MILCHKONTOR GMBH BREMEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000325_CT_SLSC | 529900YZNQ3MUUZ02M47 | 1117002-4 | HRB242 | | | Douglas Holding AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000326_CT_SLSC | 5299004W7VTLPROHR533 | 1125242-6 | HRA8242 | | | DR AUGUST OETKER KG BIELEFELD | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000327_CT_SLSC | 529900EWEX125AULXI58 | 3008027-9 | | | PAH3 GY EQUITY | Dr Ing HCF Porsche AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000328_CT_SLSC | 5493005UFVHY0PPNKD75 | 1107708-8 | HRB7903HL | DE0005550602 | DRW3 GY EQUITY | Drägerwerk AG & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000329_CT_SLSC | 52990076FKBR9THZ8C62 | 2779318-1 | | | | DYWIDAG-Systems International GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000330_CT_SLSC | 529900Z8W8S8J1P7U364 | 1105067-1 | HRA9905 | | | E BREUNINGER GMBH CO STUTTGART | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000331_CT_SLSC | Q9MAIUP40P25UFBFG033 | 1134262-3 | HRB22315 | | EOAN GY EQUITY | E.ON SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000332_CT_SLSC | 5299000MT7P9STUCL908 | 1137158-0 | | | | Ed. Züblin Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000333_CT_SLSC | 529900JSFZ4TS59HKD79 | 2331844-7 | | | EBK GR EQUITY | Energie Baden-Wurttemberg AG [EnBW] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000334_CT_SLSC | 549300OQ94C7KRGGC351 | 2177540-8 | | | ASG GY Equity | Envivas Krankenversicherung AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000335_CT_SLSC | 529900G1B8AXELNRG982 | | | | ALV GY Equity | Euler Hermes Deutschland AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000336_CT_SLSC | 41GUOJQTALQHLF39XJ34 | 1518676-0 | | | 154407Z GR EQUITY | Evonik Industries AG (Evonic) | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000337_CT_SLSC | 529900L64X6KZZW19R71 | 1108854-9 | | | 4501Z GR EQUITY | EWE AG [Energieversorgung Weser-Ems] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000338_CT_SLSC | 529900D7N2PTTZWFWN57 | 2579145-0 | | | | F.S. Fehrer Automotive GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000339_CT_SLSC | 529900EI7R9SCEJP4T76 | 1109776-3 | 00311027000005 | | | FERROSTAAL GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000340_CT_SLSC | 529900WBP9HFX10RKB30 | 1110203-5 | | | | FLUGHAFEN MUNCHEN GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000341_CT_SLSC | 529900VHM89GUAJ1RK35 | 1114926-7 | HRB25 | | 1048Z GR EQUITY | FRANZ HANIEL & CIE GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000342_CT_SLSC | 5299001ERX0K10IZUL40 | 1110198-7 | | | | FRAPORT AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000343_CT_SLSC | XDFJ0CYCOO1FXRFTQS51 | 1110492-4 | HRB11852 | DE0005785604 | FRE GY EQUITY | FRESENIUS SE & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000344_CT_SLSC | 5299006NS9FCLFHZVL76 | 1578686-6 | HRB714579 | | | Freudenberg SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000345_CT_SLSC | 529900KXMB40SPYJD743 | 2052428-6 | HRB36569B | | 7013717Z GR EQUITY | GAZPROM Germania GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000346_CT_SLSC | 549300PHUU0ZZWO8EO07 | 1122951-5 | | | GEA GR EQUITY | GEA Group AG [Global Engineering Alliance] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000347_CT_SLSC | 529900JGEOQMCDYOK785 | 1135188-9 | | | | Gelsenwasser AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000348_CT_SLSC | 529900F916IVP0TJZK88 | 1051383-6 | HRA11722 | | | GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000349_CT_SLSC | 5299006GD4UWSYZOKC28 | 2877346-3 | HRB56040 | | GXI GY Equity | Gerresheimer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000350_CT_SLSC | 529900OJM5EX75OD8032 | 1113335-2 | | | | Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000351_CT_SLSC | 529900K6BWO03KP4GU58 | 1113443-4 | | | | Giesecke & Devrient Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000352_CT_SLSC | 529900J0V7C8Z8MLN980 | 2943243-2 | | | | Gigaset Communications GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000353_CT_SLSC | 529900LPAX2H9S4NKU05 | 1215951-3 | | | | Gothaer Finanzholding AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000354_CT_SLSC | 529900F4P4RV4Z50PI82 | 1114066-2 | HRB527 | | | GROSSKRAFTWERK MANNHEIM AG MANNHEIM | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000355_CT_SLSC | HD52L5PJVBXJUUX8I539 | 2294348-4 | | | HPL GR EQUITY | Hapag-Lloyd AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000356_CT_SLSC | 5299007CE1VJWKM99H49 | 1130882-2 | HRB2680KI | | 4729Z GR EQUITY | Hauptgenossenschaft Nord AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000357_CT_SLSC | 529900MKHOFQI4A0XC48 | 2873755-9 | | | | HAWE Hydraulik SE | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000358_CT_SLSC | 52990022107L9199GO56 | 2588017-0 | | | | HDI Versicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000359_CT_SLSC | 529900755OZXM37H4975 | 1115355-8 | | | | Heckler & Koch GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000360_CT_SLSC | LZ2C6E0W5W7LQMX5ZI37 | 1126630-1 | HRB330082 | DE0006047004 | HEI GY EQUITY | HEIDELBERGCEMENT AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000361_CT_SLSC | 529900ZM98OISTG16932 | 1115394-7 | | | HDD GY Equity | Heidelberger Druckmaschinen AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000362_CT_SLSC | 529900PLX4ADJFWIY024 | 1135805-8 | | | 2550Z GR EQUITY | Hella KGaA Hueck & Co | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000363_CT_SLSC | 52990027B9ARY5AC8476 | 1115622-1 | | | | HELM AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000364_CT_SLSC | 549300VZCL1HTH4O4Y49 | 1115688-2 | HRB4724 | DE0006048408 | HEN3 GY EQUITY | HENKEL AG & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000365_CT_SLSC | 5493007EO7JOPWXHBJ27 | 1740986-3 | HRB3364 | | | Heraeus Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000366_CT_SLSC | 529900BVZYMVDRRSXY68 | 1306869-7 | HRB390485 | | 3540636Z GR EQUITY | HERRENKNECHT AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000367_CT_SLSC | 529900O7US4NP0J6XD12 | 1179777-6 | | | | HETTICH HOLDING GMBH & CO OHG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000368_CT_SLSC | 529900Y25S8NZIYTT924 | 1116241-9 | | | HOT GY EQUITY | Hochtief AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000369_CT_SLSC | 5299008WW53GLXRORN29 | 1350826-2 | HRB2311 | | HBM GY Equity | Hornbach-Baumarkt-AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000370_CT_SLSC | 529900LFVU534EBRXD13 | 1104693-5 | | | | HUGO BOSS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000371_CT_SLSC | TSI2PJM6EPETEQ4X1U25 | 2443536-4 | | | IFX GY Equity | Infineon Technologies AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000372_CT_SLSC | 529900FFRTWZQXTTUB07 | 1193155-7 | | | 7573220Z GR EQUITY | Intersnack Knabber-Gebäck GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000373_CT_SLSC | 529900DJMOF0DTSWHO38 | 2850239-1 | HRB40163 | | | JUWI AG WÖRRSTADT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000374_CT_SLSC | 529900YURAYD4IJX2J91 | 1128982-4 | HRB2669 | | SDF GY Equity | K+S Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000375_CT_SLSC | 1AW6P2GG0FOINEBZUQ05 | | | | VOD LN Equity | Kabel Deutschland Vertrieb und Service GmbH. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000376_CT_SLSC | 529900WFRVF4SQ2EV734 | 1121308-9 | HRA102851 | | 509821Z GR EQUITY | Kaufland Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000377_CT_SLSC | 529900CQ31CN6GV5LL52 | 2821686-9 | NRWDUHRB20486 | | KCO GY Equity | Kloeckner & Co. S.E. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000378_CT_SLSC | 5299001GRRO0Z25YZT52 | 1130169-4 | | | | Knorr-Bremse AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000379_CT_SLSC | 529900IQ90WSXBWSTD78 | 1131272-5 | | | | KOENIG & BAUER AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000380_CT_SLSC | 529900LUYJ0V8SOOT260 | 1173404-3 | HRA4415 | | 3612759z gr equity | KRAFTVERKEHR NAGEL GMBH & CO. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000381_CT_SLSC | 529900MAU9591GT2S236 | 2849255-1 | | | | KraussMaffei Technologies GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000382_CT_SLSC | 529900NY2GSZWWUBW049 | 1120219-9 | | | | KRONES Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000383_CT_SLSC | 529900BVAET534PD7C28 | 1119133-5 | HRB21016 | DE0006292006 | KSB3 GY EQUITY | KSB Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000384_CT_SLSC | 529900VPRFDDIN7BE119 | 1117324-2 | HRB22709 | | IWKG IX Equity | KUKA AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000385_CT_SLSC | 529900FR2K4P9L9XLV21 | 1119187-1 | | | | KWS SAAT SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000386_CT_SLSC | 529900PTLRE72EMYIJ77 | 2451186-7 | HRB53652 | | LXS GF Equity | Lanxess AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000387_CT_SLSC | 5299002HNCMIUBHOMK35 | 1121223-0 | HRB202 | DE0005408884 | LEO GY EQUITY | Leoni AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000388_CT_SLSC | 529900EW0ZH7KAZ11H71 | 1797294-4 | | | | Lidl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000389_CT_SLSC | WTV8QGD5UD7MMD4HS345 | 1121375-8 | | | LIN GY Equity | Linde AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000390_CT_SLSC | 529900SL1W4KHVE18T81 | 1121582-9 | | | | LOHMANN + Co. AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000391_CT_SLSC | 52990098TR1QJBWIYG58 | 1147145-5 | | | | MAHLE GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000392_CT_SLSC | 52990018UPG26YRFSM46 | 1122332-8 | HRB179426 | DE0005937007 | MAN GR EQUITY | MAN SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000393_CT_SLSC | 5299009Z8B0YE4ECMJ92 | 1044964-3 | | | | Media-Saturn Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000394_CT_SLSC | 5299009WLGROB3HKM878 | 1522457-9 | | | | MEGGLE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000395_CT_SLSC | 529900OAREIS0MOPTW25 | 2198479-4 | HRB6164 | | MRK GF Equity | Merck KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000396_CT_SLSC | 5299001X9L42HXEBCZ51 | 1188960-7 | | | MEO GY EQUITY | Metro AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000397_CT_SLSC | 529900JAY79MT50JBH87 | | | | | MEYER WERFT GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000398_CT_SLSC | 213800E45LWMBVNF3R85 | 3052190-0 | NRWGRHRB8959 | | MNDI LN Equity | Mondi Consumer Packaging International AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000399_CT_SLSC | 529900807L67JY81RD65 | 2755947-5 | | | MTX GY Equity | MTU Aero Engines AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000400_CT_SLSC | 529900ISR2VNZV1C0T93 | 1182822-5 | | | | MVV Energie AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000401_CT_SLSC | 529900UXIUW801PQDI37 | 2597701-8 | | | | N-ERGIE AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000402_CT_SLSC | 529900HVDYCUWVD0OE76 | 2551585-9 | | | | NORDEX SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000403_CT_SLSC | 549300UH52ZS8O00MO03 | 1125476-0 | | | | Osram GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000404_CT_SLSC | 529900LMI5FN0KFOE272 | 1125552-8 | HRA62024 | | OTVR GR EQUITY | OTTO (GMBH & CO.KG) | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000405_CT_SLSC | 529900ELIX8Z8PQ6CU28 | 2593300-3 | | | | PAPIERFABRIK PALM GMBH & CO.KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000406_CT_SLSC | 529900HT3KJHBHNHDT64 | 1397102-3 | HRB6100 | | 259743Z GR EQUITY | PERI GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000407_CT_SLSC | 52990037VWJGYKGP9877 | 1131747-6 | HRA3551 | | 2590Z GR EQUITY | PHOENIX Pharmahandel GmbH & Co KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000408_CT_SLSC | 5299008XQJHPTOF8R354 | 2696731-5 | 241336g | | 661074Z GR EQUITY | Porsche Corporate Finance GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000409_CT_SLSC | 529900NY0WWQUKOMWQ37 | 2399699-4 | | | PSM GY EQUITY | ProSiebenSat 1 Media SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000410_CT_SLSC | 529900Z5KBA9KJP6EK09 | 1196360-0 | | | | R+V Versicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000411_CT_SLSC | 5299001OU9CSE29O6S05 | 1127893-4 | | | RHM GY EQUITY | Rheinmetall AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000412_CT_SLSC | 529900F0LT5OP4SV6122 | 1104684-4 | | | | Robert Bosch GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000413_CT_SLSC | 529900BZ1C5S5WQENF25 | 2820967-4 | HRB721056 | | | ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000414_CT_SLSC | 529900GB7KCA94ACC940 | 2531238-0 | HRB14525 | DE0007037129 | RWE GY EQUITY | RWE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000415_CT_SLSC | 529900Q5SR06C5T8NO26 | 1128992-3 | HRB8372 | | 7015557Z GR EQUITY | Salzgitter Mannesmann Handel GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000416_CT_SLSC | 529900D6BF99LW9R2E68 | 1308819-0 | | | SAP GY EQUITY | SAP SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000417_CT_SLSC | 529900JL0HDVGZMUJF32 | 3043578-8 | | | | Schaeffler Verwaltung Zwei GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000418_CT_SLSC | 529900D8QMD1LL0E2393 | 2800313-5 | | | | Schletter GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000419_CT_SLSC | 529900DG0F6AGQAP6N55 | 1131407-7 | 55234831 | | | SCHOLZ Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000420_CT_SLSC | 5299009QTM3SJL9BNR19 | 2209676-2 | | | | Schott AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000421_CT_SLSC | 529900ZCRUJ3J5PYWX81 | 2577577-6 | | | RPW GR EQUITY | SENVION GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000422_CT_SLSC | 52990038IB31TYK07X63 | 1129569-8 | | | SGL GY Equity | SGL Carbon SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000423_CT_SLSC | W38RGI023J3WT1HWRP32 | 1129508-6 | HRB12300B | | SIE GY EQUITY | Siemens Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000424_CT_SLSC | 529900M1LIO0SLOBAS50 | 1532176-3 | HRB1562 | DE0003304002 | SOW GY EQUITY | Software AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000425_CT_SLSC | 549300WM0X4AUT710770 | 3278292-2 | | | | Springer Science+Business Media Deutschland GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000426_CT_SLSC | 529900FMTTLMH0P0DL10 | 1473528-6 | | | | STADA Arzneimittel Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000427_CT_SLSC | 549300YTRYZPM57T3319 | 1132051-2 | | | | STADTWERKE HANNOVER AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000428_CT_SLSC | 529900QOJGJ2975GD560 | 2971375-7 | | | | Stahlgruber Otto Gruber AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000429_CT_SLSC | 5299003M4PGUGL48LS74 | 3094881-4 | | | | Styrolution Group GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000430_CT_SLSC | 529900Y2V1QWBDCBT818 | 2653119-4 | | | | Südwestdeutsche Medien Holding GmbH | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000431_CT_SLSC | 529900S8QNB101D40S72 | 1130211-4 | | | SZU GY EQUITY | Sudzucker AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000432_CT_SLSC | 529900D82I6R9601CF26 | 2819960-2 | HRB200436 | | | SYMRISE AG HOLZMINDEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000433_CT_SLSC | 529900P710MOUBKZDL27 | 2269857-5 | HEESHRB85143 | | | Techem GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000434_CT_SLSC | 529900COI81IT9N2Y682 | 3009289-4 | HRB180660 | | | THÜGA HOLDING GMBH + CO KGAA MÜNCHEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000435_CT_SLSC | 549300UDG16DOYUPR330 | 2411649-3 | HRB9092 | DE0007500001 | TKA GR EQUITY | THYSSENKRUPP AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000436_CT_SLSC | 529900JBK6KNC4HSW032 | 1672825-5 | | | | Tönnies Holding GmbH & Co. KG | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000437_CT_SLSC | 52990021AYVJLL2XMK94 | 2182800-9 | HRB16654 | | 7010965Z GR EQUITY | TRIMET ALUMINIUM SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000438_CT_SLSC | 529900SL2WSPV293B552 | 1126744-0 | | | TUI1 GY EQUITY | TUI AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000439_CT_SLSC | 3VEKWPJHTD4NKMBVG947 | 2353095-9 | | | | United Internet AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000440_CT_SLSC | XQMNIROSQAS7Y9TT7I97 | | NRWKOHRA24116 | | LBTYA UW Equity | Unitymedia Hessen GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000441_CT_SLSC | 529900I1IDJLEXFUYN67 | 3340688-5 | | | | WELTBILD GMBH & CO. KG, AUGSBURG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000442_CT_SLSC | 529900AGED6PJE9AVL37 | 3185940-8 | | | | Vier Gas Transport GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000443_CT_SLSC | 52990023338VFV5AIN59 | 1134669-9 | HRA3389 | | | VIESSMANN WERKE GMBH CO KG ALLENDORF | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000444_CT_SLSC | W24EDTPHEV8NJOD4FA29 | 1627667-7 | | | | VNG-Verbundnetz Gas Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000445_CT_SLSC | 5299004TYSI0Z73QUE46 | 1227804-0 | HRB725621 | | | Voith GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000446_CT_SLSC | 529900NNUPAGGOMPXZ31 | 1134796-0 | | | VOW3 GY EQUITY | Volkswagen AG [VW] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000447_CT_SLSC | 0NURKC5Q3CJYZPPK5046 | 1134904-0 | | | | WACKER CHEMIE AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000448_CT_SLSC | 529900KKY5IMBX35M241 | 2679160-8 | HRB7736 | | | Wasser und Gas Westfalen GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000449_CT_SLSC | 529900KQ44OJDIDU6J81 | 1135571-6 | | | | WEPA Hygieneprodukte GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000450_CT_SLSC | 5299006E92R0717GXP27 | 3189637-6 | HRA16706 | | 0892272D GR EQUITY | WINGAS GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000451_CT_SLSC | 529900A8LX4KL0YUTH71 | 2543621-3 | | | WDI GY Equity | Wirecard AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000452_CT_SLSC | 529900CAYOWB8YIG7X25 | 1136858-6 | | | | ZF FRIEDRICHSHAFEN AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000453_CT_SLSC | 549300D2K6PKKKXVNN73 | | 22756214 | DK0010244425 | MAERSKB DC EQUITY | A.P.Møller-Mærsk A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000454_CT_SLSC | | | 63965812 | | | A/S SCHOUW & CO | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000455_CT_SLSC | 549300ADWYS7RRJ8BG19 | | 14244441 | | | Aalborg Portland A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000456_CT_SLSC | 549300Y047DQV30CKT47 | | 49723911 | | | ABENA HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000457_CT_SLSC | 549300PLP6WVTICKLD32 | | 10526949 | | | ALM. BRAND FORSIKRING A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000458_CT_SLSC | 529900IJ6T4P1O10R377 | | 25313763 | | | ARLA FOODS A.M.B.A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000459_CT_SLSC | | | 25511484 | | | Atea A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000460_CT_SLSC | 213800KB128IK92MCD10 | | 44782510 | | | AVK Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000461_CT_SLSC | 2138009LJ6FGTV868W59 | | 22069519 | | | BYGMA GRUPPEN A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000462_CT_SLSC | 5493008YL42784DMWN61 | | 25508343 | DK0010181676 | CARLB DC EQUITY | Carlsberg Breweries A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000463_CT_SLSC | | | 27626904 | | | Catering Engros A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000464_CT_SLSC | 213800JF2XSR5NXGL660 | | 12760043 | | | Cheminova A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000465_CT_SLSC | 549300MKPW8ZF3E8MW37 | | 28318677 | | | Chr.

Hansen Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000466_CT_SLSC | 213800AWZ8U3FVALIO26 | | 26259495 | | | Coop Danmark A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000467_CT_SLSC | 213800UW822WLK2HZF47 | | | | | Copenhagen Airports Denmark ApS | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000468_CT_SLSC | 529900BWY373HVUNIC90 | | 28527411 | | | Dagrofa ApS | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000469_CT_SLSC | | | 13878595 | | | Dagrofa S-Engros A/S (Foodservice) | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000470_CT_SLSC | 213800FJJH5XFNFIAK90 | | 23256118 | | | Damstahl A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000471_CT_SLSC | 5493007I2KABJNYPD639 | | 20165715 | | | DANFOSS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000472_CT_SLSC | | | 59789317 | | | Danish Agro A.M.B.A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000473_CT_SLSC | 21380063C9WS18D6WJ21 | | 26121264 | | | Danish Crown A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000474_CT_SLSC | 2138007QUZXQLFGCSV45 | | 24246930 | | | DANSK LANDBRUGS GROVVARESELSKAB A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000475_CT_SLSC | 549300FQY6MX8USM0112 | | 35954716 | | 4166777Z DC EQUITY | Dansk Supermarked A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000476_CT_SLSC | 549300JUFTJMOTC28B39 | | 28113951 | | | Danske Commodities A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000477_CT_SLSC | 213800ZCQ8X5QYJWVQ60 | | 42344613 | | | Det Danske Hedeselskab | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000478_CT_SLSC | 549300JZVW1Y1UZ5UK38 | | 14194711 | | | DFDS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000479_CT_SLSC | W9NG6WMZIYEU8VEDOG48 | | 36213728 | | | DONG Energy A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000480_CT_SLSC | 529900X41C0BSLK67H70 | | 58233528 | DK0060079531 | DSV DC EQUITY | DSV A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000481_CT_SLSC | 213800K83X1E9HF1MD69 | | 55828415 | | | DT Group A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000482_CT_SLSC | 529900C0U279ORGJC950 | | 45349918 | | | Ecco Sko A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000483_CT_SLSC | 213800Z47P2HZJKJSK23 | | 75272014 | | | EGM. INT. HOLD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000484_CT_SLSC | 549300JN1F17UXJMM315 | | 17225898 | | | ENERGI DANMARK A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000485_CT_SLSC | 5299003X050CWGDW1Z87 | | | | | Energinet.dk SOV | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000486_CT_SLSC | 213800MXXDGQ3ITPXI41 | | 58180912 | DK0010234467 | | FLSMIDTH & CO. A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000487_CT_SLSC | 549300036WZGCBDPDZ92 | | | | | GF-Forsikring A/S (Unsolicited Ratings) | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000488_CT_SLSC | 5493006R4KC2OI5D3470 | | 56759913 | | | H. Lundbeck A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000489_CT_SLSC | 213800HTGI1CTA7CKP20 | | 34728712 | | | Hedegaard A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000490_CT_SLSC | 213800NLXK98F6PC2R37 | | | | | ISS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000491_CT_SLSC | 549300RIPHN847476O42 | | | | | J. LAURITZEN A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000492_CT_SLSC | 54930032G32N1F8JBV10 | | | | | KIRKBI INVEST A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000493_CT_SLSC | UGKYQUOFW6QSIS3P4P93 | | 47458714 | | LEGO DC EQUITY | LEGO System A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000494_CT_SLSC | 52990077KVK7QCK2NG31 | | 56759514 | | | LEO PHARMA A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000495_CT_SLSC | 529900B5B2U7TIJN7757 | | | | | MONJASA A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000496_CT_SLSC | 213800WNLA5AH3U4WI67 | | 12562233 | | | MT HØJGAARD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000497_CT_SLSC | 549300UQ0QRC1KXGRE08 | | 20293195 | | | NEAS Energy A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000498_CT_SLSC | | | 10845858 | | | Nellemann Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000499_CT_SLSC | 529900197LKWCEQ0NL18 | | 62725214 | | | NKT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000500_CT_SLSC | 2138007XB7AUOGS4N159 | | 11142141 | | | NORDIC SEAFOOD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000501_CT_SLSC | 2138005ON7KF6M74P542 | | 81203113 | | | Nordisk Dæk Import A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000502_CT_SLSC | 549300DAQ1CVT6CXN342 | | | | NOVOB DC Equity | Novo Nordisk A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000503_CT_SLSC | 529900T6WNZXD2R3JW38 | | 10007127 | | | NOVOZYMES A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000504_CT_SLSC | 213800LALFCP5FJXW153 | | 62497718 | | | Nowaco A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000505_CT_SLSC | 213800PRY3GUP6B5GG04 | | 39170418 | | | OK A.m.b.A. | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000506_CT_SLSC | 213800RE7TE67AUCJS21 | | 11369677 | | | Polar Seafood Denmark | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000507_CT_SLSC | 213800QRC7LNX935OZ09 | | 54879415 | | | Rockwool International A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000508_CT_SLSC | | | 42997811 | | | SANISTÅL A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000509_CT_SLSC | 549300M5XVDYG4I7CC28 | | 14049673 | | | Scan Global Logistics | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000510_CT_SLSC | 5299003KG4JS99TRML67 | | 31080185 | | | SCANDINAVIAN TOBACCO GROUP A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000511_CT_SLSC | 529900N96EOVRB114D28 | | 14773908 | DK0060228559 | TDC DC EQUITY | TDC A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000512_CT_SLSC | 549300ZSIJREG4GDWJ45 | | | | | Topdanmark A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000513_CT_SLSC | 213800A5UXABGUQ3PX11 | | 22460218 | | | TORM A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000514_CT_SLSC | 213800BIA5L8OPBER229 | | | | | Tryg Forsikring A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000515_CT_SLSC | 213800O8J7U9F8Q8VQ80 | | | | | Tryg Garantiforsikring A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000516_CT_SLSC | | | 14003606 | | | Tulip Food Company A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000517_CT_SLSC | 54930026SJ2OBLO6M470 | | 25481968 | | | Verdo A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000518_CT_SLSC | 549300DYMC8BGZZC8844 | | 00311171460005 | | | VESTAS WIND SYSTEMS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000519_CT_SLSC | 213800RM6L9LN78BVA56 | | 71186911 | | | WILLIAM DEMANT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000520_CT_SLSC | 5493005044RTLQ5RZU70 | | | | | Eesti Energia AS | EE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000521_CT_SLSC | 549300YENFNR57ZJ3X76 | | | | | ABENER ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000522_CT_SLSC | 8ZQH7RR6DBQZIX8PEQ84 | ESA41002288 | A41002288 | | ABG/P SM EQUITY | ABENGOA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000523_CT_SLSC | 549300GKFVWI02JQ5332 | ESA08209769 | A08209769 | | ABE SM EQUITY | ABERTIS INFRAESTRUCTURAS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000524_CT_SLSC | 54930002KP75TLLLNO21 | ESA31768138 | A31768138 | | ANA SM EQUITY | ACCIONA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000525_CT_SLSC | 95980020140005558665 | ESA28004885 | A28004885 | | ACS SM EQUITY | Actividades de Construccion y Servicios SA [ACS Group] | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000526_CT_SLSC | 213800NKU21ZN7P7RT54 | ESA84409408 | A84409408 | | AMS SM EQUITY | Amadeus IT Group SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000527_CT_SLSC | | ESA26019992 | A26019992 | | 0468005D SM EQUITY | AQUALIA GESTION INTEGRAL DEL AGUA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000528_CT_SLSC | 95980020140005491929 | | A78839271 | | A3M | ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000529_CT_SLSC | 549300MXEGOT8MV1B924 | ESA62186556 | A62186556 | | ONO SM EQUITY | CABLEUROPA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000530_CT_SLSC | 549300CGERG48M7P5E96 | | | | | CENTROS COMERCIALES CARREFOUR S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000531_CT_SLSC | | ESA46146387 | A46146387 | | 0612929D SM EQUITY | COBRA INSTALACIONES Y SERVICIOS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000532_CT_SLSC | | ESA20001020 | A20001020 | | CAF SM EQUITY | CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000533_CT_SLSC | 95980020140005319366 | ESA48012009 | A48012009 | | OLE SM EQUITY | DEOLEO SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000534_CT_SLSC | 54930063C6K2TNFL6H10 | | | | | DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000535_CT_SLSC | | ESA15139314 | A15139314 | | DRC SM EQUITY | DRAGADOS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000536_CT_SLSC | 529900U1P1JEV71EBO44 | ESA28006104 | A28006104 | | 4367465Z SM EQUITY | EADS CONSTRUCCIONES AERONAUTICAS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000537_CT_SLSC | 95980020140005374753 | ESA28017895 | A28017895 | | 1082z sm equity | EL CORTE INGLES S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000538_CT_SLSC | 95980020140005491250 | | A48027056 | | ENO | ELECNOR S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000539_CT_SLSC | 213800VIN4XHLVFIOE10 | | A86484334 | | ENG SQ Equity | Enagas Transportes, S.A.U. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000540_CT_SLSC | 549300LHK07F2CHV4X31 | ESA28023430 | A28023430 | | ELE SM EQUITY | ENDESA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000541_CT_SLSC | 95980020140005732198 | | | | | ESCAL UGS S L | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000542_CT_SLSC | 95980020140005757903 | ESA81939209 | A81939209 | | FER SM EQUITY | Ferrovial SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000543_CT_SLSC | 95980020140005178328 | ESA28037224 | A28037224 | | FCC SM EQUITY | FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000544_CT_SLSC | 549300CKUXDA0CKRQJ56 | ESA80477144 | A80477144 | | GAM SM EQUITY | GAMESA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000545_CT_SLSC | TL2N6M87CW970S5SV098 | ESA08015497 | A08015497 | | GAS SM EQUITY | GAS NATURAL S.D.G. S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000546_CT_SLSC | 95980020140005484363 | ESB48943864 | B48943864 | | 495294Z SM EQUITY | GESTAMP AUTOMOCION S L | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000547_CT_SLSC | | ESA58389123 | A58389123 | | GRF SM EQUITY | GRIFOLS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000548_CT_SLSC | 213800OILC5Q9AR63B63 | | A09092305 | | | Grupo Antolin-Irausa, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000549_CT_SLSC | | ESA84173947 | A84173947 | | 1234Z SM EQUITY | GRUPO ISOLUX CORSAN SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000550_CT_SLSC | 5QK37QC7NWOJ8D7WVQ45 | ESA48010615 | A48010615 | | IBE SM EQUITY | Iberdrola SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000551_CT_SLSC | 549300GEL7LRGKK0DG70 | | | | | Iberia Lineas Aereas de Espana S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000552_CT_SLSC | GGYEFW27TI7Q3C3XB343 | | | | | INDUSTRIA DE DISEÑO TEXTIL S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000553_CT_SLSC | 95980020140005007414 | | | | | INMOBILIARIA COLONIAL SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000554_CT_SLSC | 549300D4HOJHH0LSET81 | ESA41694266 | A41694266 | | 4516287Z SM EQUITY | INSTALACIONES INABENSA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000555_CT_SLSC | 95980020140005317620 | | | | | ISOLUX INGENIERIA, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000556_CT_SLSC | 95980020140005606874 | | | | | IZASA DISTRIBUCIONES TECNICAS S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000557_CT_SLSC | 529900S4UWJNVO9LEH81 | | A60195278 | | 4374129Z | LIDL SUPERMERCADOS S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000558_CT_SLSC | UIUPNLHSQI58ZL7O2J82 | | A78346558 | | MAP SQ Equity | Mapfre Re, Compania de Reaseguros, S.A. | ES | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000559_CT_SLSC | 95980020140005021479 | ESA79075438 | A79075438 | | | MEDIASET ESPAÑA COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000560_CT_SLSC | | ESA78304516 | A78304516 | | MEL SM EQUITY | Melia Hotels International SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000561_CT_SLSC | 95980020140005311703 | | | | | NAVANTIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000562_CT_SLSC | 95980020140005395317 | ESA48010573 | A48010573 | | OHL SM EQUITY | OBRASCON HUARTE LAIN S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000563_CT_SLSC | | ESA36603587 | A36603587 | | PVA SM EQUITY | PESCANOVA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000564_CT_SLSC | 549300N94L4D5NDBFG97 | ESA28430882 | A28430882 | | | PROSEGUR COMPAÑIA DE SEGURIDAD S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000565_CT_SLSC | 54930070W8XSY31XK130 | ESA78003662 | A78003662 | | REE SM EQUITY | Red Electrica de Espana SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000566_CT_SLSC | BSYCX13Y0NOTV14V9N85 | | A78374725 | ES0273516007 | REP GY Equity | Repsol, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000567_CT_SLSC | | ESA08000820 | A08000820 | | DMM XT EQUITY | S A DAMM | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000568_CT_SLSC | 549300QHD5DP0GOPGX63 | | | | | SOVENA ESPANA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000569_CT_SLSC | 213800JEZBUPZKWJGF49 | ESA28092583 | A28092583 | | TRE SM EQUITY | TECNICAS REUNIDAS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000570_CT_SLSC | 549300EEJH4FEPDBBR25 | | KvK 24269798 0000 | | TEF SM EQUITY | TELEFONICA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000571_CT_SLSC | | ESA08356727 | A08356727 | | TST SM EQUITY | TESTA INMUEBLES EN RENTA S.A. | ES | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000572_CT_SLSC | 549300FM9ZIJB5FCS825 | | | | | TWINS ALIMENTACION SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000573_CT_SLSC | 95980020140005462150 | ESA79524054 | A79524054 | | 571979Z | URBASER S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000574_CT_SLSC | 5299008CBH6EAEH1VZ37 | ESA28293348 | A28293348 | | | WORLD DUTY FREE GROUP S.A.U., | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000575_CT_SLSC | 743700FHGZEV5UGCB005 | | | FI0009010391 | AHL1V FH EQUITY | Ahlstrom Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000576_CT_SLSC | 529900Q14KI1SCMIMO82 | | | | | Bayer Nordic SE | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000577_CT_SLSC | 5493002B0GOVF42KWX33 | | | | | Cargotec Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000578_CT_SLSC | 549300P8N0P6KDGTJ206 | | | XS0946179529 | TY2 GS Equity | Citycon OYJ | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000579_CT_SLSC | 743700TU2S3DXWGU7H32 | | 0116510-6 | XS0973806861 | EIA GM Equity | Elisa Corporation | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000580_CT_SLSC | 7437006ZZI1F7CUA5518 | | | | | Fingrid Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000581_CT_SLSC | 213800SB6EOB8SSK9W63 | | | FI0009003230 | FIA1S FH EQUITY | Finnair Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000582_CT_SLSC | 743700BKTW4EQIVKYY42 | | | FI0009000400 | FIS1V FH EQUITY | Fiskars Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000583_CT_SLSC | 635400IUIZZIUJSAMF76 | | | FI0009007132 | FUM1V FH EQUITY | Fortum Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000584_CT_SLSC | 74370031Y7RK5H88CQ48 | | | FI0009004824 | KRA1V FH EQUITY | Kemira Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000585_CT_SLSC | 743700OX6HSVMCAHPB95 | | | | | KESKO OYJ | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000586_CT_SLSC | 2138001CNF45JP5XZK38 | 1927400-1 | HRB57225 | | KC4 GR EQUITY | Kone GmbH | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000587_CT_SLSC | 2138007FRMWVPUDCMA45 | | | FI0009007835 | MEO1V FH EQUITY | Metso Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000588_CT_SLSC | 5493009GY1X8GQ66AM14 | | | FI0009013296 | NES1V FH EQUITY | Neste Oil Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000589_CT_SLSC | 549300A0JPRWG1KI7U06 | | | FI0009000681 | NOK1V FH EQUITY | Nokia Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000590_CT_SLSC | 743700YQIO8Y4L4WKR40 | | | | | Nokian Renkaat Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000591_CT_SLSC | 74370061PO7C10E3PA54 | | | | | Norilsk Nickel Harjavalta Oy | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000592_CT_SLSC | 5493009YRUJJDCFF0R80 | | | FI0009002422 | OUT1V FH EQUITY | Outokumpu Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000593_CT_SLSC | 549300R0VN9C371W0E07 | | | FI0009014575 | OTE1V FH EQUITY | Outotec Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000594_CT_SLSC | 743700X6KUJ0Z8GJIF03 | | | | | POHJOLAN VOIMA OY | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000595_CT_SLSC | 743700CIR72J2LJZO637 | | | | | Ramirent Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000596_CT_SLSC | 743700XJC24THUPK0S03 | | | FI0009007694 | SAA1V FH EQUITY | Sanoma Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000597_CT_SLSC | 743700IFQI6W89M1IY95 | | | | | STOCKMANN OYJ ABP | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000598_CT_SLSC | 7437000ZP669LKUTZ738 | | | | STERV FH EQUITY | Stora Enso Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000599_CT_SLSC | 743700LQ48IZBTZN4S52 | | 0196656-0 | XS1043513529 | | Teollisuuden Voima Oyj(TVO) | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000600_CT_SLSC | 743700PKLY067IZIF588 | | | | | Tikkurila Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000601_CT_SLSC | 213800EC6PW5VU4J9U64 | | | FI0009005987 | UPM1V FH EQUITY | UPM-Kymmene Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000602_CT_SLSC | 743700G7A9J1PHM3X223 | | | FI0009003727 | WRT1V FH EQUITY | Wärtsilä Oyj Abp | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000603_CT_SLSC | 549300TLDC3IQX97WU26 | | | | | Wihuri Packaging Oy | FI | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000604_CT_SLSC | 529900M13GM4VSTE6W80 | | | | | YIT Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000605_CT_SLSC | 969500QZC2Q0TK11NV07 | | | | AC FP EQUITY | Accor SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000606_CT_SLSC | 969500PJMBSFHYC37989 | | | | ADP FP Equity | Aeroports de Paris S.A. (ADP) | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000607_CT_SLSC | 969500AQW31GYO8JZD66 | | | FR0000031122 | | AIR FRANCE -KLM | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000608_CT_SLSC | 969500MMPQVHK671GT54 | | | | AI FP EQUITY | Air Liquide SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000609_CT_SLSC | 969500RAZNDFVFATTJ14 | | | | | ALCATEL LUCENT INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000610_CT_SLSC | 969500CCRD8GYWLG6R54 | | 542019096 | FR0000130007 | ALU FP EQUITY | Alcatel Lucent S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000611_CT_SLSC | 969500TZFFAS8XMVPQ44 | | | | ALALF UV Equity | ALCATEL-LUCENT SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000612_CT_SLSC | 549300W64S5Q0I46LK20 | | | | | ALSTOM HOLDINGS SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000613_CT_SLSC | 96950032TUYMW11FB530 | | | | ALO FP EQUITY | Alstom SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000614_CT_SLSC | 9695007B0RXQCHHTGR34 | | 305207169 | | AREVA FP EQUITY | AREVA NC | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000615_CT_SLSC | 96950026BLIV09FMSM49 | | | | AKE FP EQUITY | Arkema Group SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000616_CT_SLSC | | | | | ATO FP EQUITY | Atos Origin SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000617_CT_SLSC | 213800U12KWYZEECZ934 | | 572139996 | | ASF FP EQUITY | AUTOROUTES DU SUD DE LA FRANCE SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000618_CT_SLSC | 9695002SV2VP9CU42826 | | | | ARR FP EQUITY | Autoroutes Paris-Rhin-Rhone SA [APRR] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000619_CT_SLSC | F5WCUMTUM4RKZ1MAIE39 | | | | | AXA SA | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000620_CT_SLSC | 969500MOCLNQFNZN0D63 | | 572015246 | | EN LI Equity | BOUYGUES SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000621_CT_SLSC | 96950077L0TN7BAROX36 | | | | CAP FP EQUITY | Cap Gemini Sogeti SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000622_CT_SLSC | 549300B8P6MUJ1YWTS08 | | | | CA FP EQUITY | Carrefour SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000623_CT_SLSC | 969500VHL8F83GBL6L29 | | 554501171 | FR0000125585 | CO FP EQUITY | CASINO GUICHARD — PERRACHON | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000624_CT_SLSC | 9695001K81BDUET02H66 | | | | CGM FP EQUITY | Cegedim SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000625_CT_SLSC | 969500FCVQ5SLAAUJV59 | | | | GA S1 Equity | CGG | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000626_CT_SLSC | 969500WESYQMQ1F2C272 | | | | | CHRISTIAN DIOR | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000627_CT_SLSC | 969500BZJ49IICIBZZ08 | | | | | CMA CGM S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000628_CT_SLSC | 969500QKVPV2H8UXM738 | | | | CNP FP Equity | CNP Assurances | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000629_CT_SLSC | 213800CP8292W9E8LJ69 | | 552115891 | | DG FP Equity | Cofiroute | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000630_CT_SLSC | 969500DZBBMYHB8NAM93 | | 552025314 | FR0000121634 | RE FP EQUITY | COLAS SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000631_CT_SLSC | NFONVGN05Z0FMN5PEC35 | | | | SGO FP EQUITY | Compagnie de Saint-Gobain SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000632_CT_SLSC | 549300SOSI58J6VIW052 | | | | ML FP EQUITY | Compagnie Generale des Etablissements Michelin SCA [CGEM] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000633_CT_SLSC | 969500D8BWYH453FLN28 | | | | | CRISTAL UNION | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000634_CT_SLSC | 85OKW2SW05RZFQS1W718 | | | | JJ FP EQUITY | Crown European Holdings SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000635_CT_SLSC | 969500H6VMRN7AY1ZU14 | | 441133808 | | 85117Z FP EQUITY | DCNS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000636_CT_SLSC | 9695006LOD5B2D7Y0N70 | | | | EDEN FP Equity | Edenred S.A.

| FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000637_CT_SLSC | | | | FR0000130452 | FGR FP EQUITY | Eiffage SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000638_CT_SLSC | 549300X3UK4GG3FNMO06 | | | FR0010242511 | EDF FP EQUITY | Electricite de France SA [EDF] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000639_CT_SLSC | 9695001HM585I0NEI780 | | 380543678 | | | Elior | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000640_CT_SLSC | 549300LUH78PG2MP6N64 | | | | | Eramet SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000641_CT_SLSC | 549300M3VH1A3ER1TB49 | | 712049618 | FR0000121667 | EI FP EQUITY | ESSILOR INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000642_CT_SLSC | 529900HC20ELW4B6XI30 | | | | | Euler Hermes France | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000643_CT_SLSC | 52990087UKA0U2TO8412 | | 352383715 | | 117052Z FP EQUITY | EUROCOPTER SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000644_CT_SLSC | MINO79WLOO247M1IL051 | | | | EAD FP Equity | European Aeronautic Defence & Space Co NV [EADS] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000645_CT_SLSC | 549300MCOOY1V7P2PG30 | | | | ETL FP Equity | Eutelsat S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000646_CT_SLSC | 969500WASBF8AZP8TC02 | | 323288563 | FR0000053142 | LEY FP EQUITY | FAIVELEY TRANSPORT | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000647_CT_SLSC | 969500F0VMZLK2IULV85 | | | FR0000121147 | EO FP EQUITY | Faurecia S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000648_CT_SLSC | 969500UPKU9VF8XAEU18 | | 775625767 | | 1044Q FP EQUITY | FINANCIERE AGACHE SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000649_CT_SLSC | 969500P8M3W2XX376054 | | | | | Fonciere des Regions | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000650_CT_SLSC | 969500MCOONR8990S771 | | | | FTE FP EQUITY | France Telecom SA / Orange SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000651_CT_SLSC | 5493005GNGE7UFJCIL03 | | | | FBEL FP EQUITY | Fromageries Bel SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000652_CT_SLSC | 969500YWO65OHPVAHN71 | | | | | GALERIES LAFAYETTE | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000653_CT_SLSC | LAXUQCHT4FH58LRZDY46 | | | FR0010208488 | GSZ FP EQUITY | GDF Suez SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000654_CT_SLSC | 5299007I0OJCYZX6IL07 | | | | | GEA Batignolles Technologies Thermiques SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000655_CT_SLSC | 9695003E4MMA10IBTR26 | | 592014476 | | | Gecina | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000656_CT_SLSC | 9695004TMMZ3JBKJO332 | | 377791967 | | UG FP Equity | GIE PSA Tresorerie | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000657_CT_SLSC | 969500ASEC557H5A4F22 | | 476180625 | | | Groupe Auchan S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000658_CT_SLSC | 969500KMUQ2B6CBAF162 | | | | BN FP EQUITY | Groupe Danone SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000659_CT_SLSC | 969500O3KMCBQT8KGK58 | | | | | Groupe Soufflet SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000660_CT_SLSC | 969500FY5T5MLH4G9A95 | | | | RIA FP EQUITY | Groupe Steria SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000661_CT_SLSC | 969500LYSYS0E800SQ95 | | 408168003 | | | Holding Bercy Investissement SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000662_CT_SLSC | 969500I3QVK40XEORU25 | | 495137077 | | | HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000663_CT_SLSC | 969500UDH342QLTE1M42 | | 582074944 | FR0000035081 | ICAD FP EQUITY | ICADE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000664_CT_SLSC | 969500FZ9BTRZS3JNB97 | | 342376332 | FR0004035913 | ILD FP EQUITY | ILIAD | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000665_CT_SLSC | 54930075MZSSIB2TGC64 | | 449354224 | FR0000120859 | NK FP EQUITY | IMERYS S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000666_CT_SLSC | 9695002OY2X35E9X8W87 | | | | | Ipsos SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000667_CT_SLSC | 549300ORN5E1P46ATH26 | | 440413730 | | IT IM Equity | Italcementi Finance S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000668_CT_SLSC | 9695009KV7AFPDEI5S30 | | | | DEC FP EQUITY | JCDecaux SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000669_CT_SLSC | 549300VGEJKB7SVUZR78 | | 552075020 | | PP IM Equity | Kering S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000670_CT_SLSC | 969500PB4U31KEFHZ621 | | 780152914 | | | Klepierre S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000671_CT_SLSC | 969500L0T16HX3R78P61 | | | | | La Mondiale | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000672_CT_SLSC | 9695000YG7TR7PAP0L59 | | | | 222691Z FP EQUITY | La Poste [France] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000673_CT_SLSC | 969500O558W10MK2JF76 | | | | | Labco SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000674_CT_SLSC | 549300DNNL29KCEPRZ85 | | | FR0000120537 | LG FP EQUITY | Lafarge SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000675_CT_SLSC | 969500VX2NV2AQQ65G45 | | | | MMB FP EQUITY | Lagardere SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000676_CT_SLSC | 969500TJLHIZLFRWEQ48 | | | FR0010307819 | LR FP EQUITY | Legrand | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000677_CT_SLSC | 969500C0B8YR7HT3OM14 | | | | 221202Z FP EQUITY | Limagrain SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000678_CT_SLSC | 529900JI1GG6F7RKVI53 | | | FR0000120321 | OR FP EQUITY | L'Oréal | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000679_CT_SLSC | IOG4E947OATN0KJYSD45 | | | | MC FP EQUITY | LVMH Moet Hennessy Louis Vuitton SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000680_CT_SLSC | | | | | MDCA FP EQUITY | Medica France SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000681_CT_SLSC | 969500081CGAXB7YS433 | | 424064707 | | | Mercialys | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000682_CT_SLSC | 969500DZ56QVIKRIU954 | | | | | Monoprix SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000683_CT_SLSC | 96950015FU78G84UIV14 | | | | NEX FP EQUITY | Nexans SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000684_CT_SLSC | 549300DMQNOND6LEVJ13 | | | | | Novacap SA | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000685_CT_SLSC | 969500CDLQKYAR1PT761 | | | | | NutriXo SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000686_CT_SLSC | 969500SHDTSMKBXKKO85 | | | | | Oberthur Technologies S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000687_CT_SLSC | 52990097YFPX9J0H5D87 | | | FR0000120693 | RI FP EQUITY | PERNOD RICARD S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000688_CT_SLSC | 969500TZ5950IT5FPQ42 | | | | UG FP EQUITY | Peugeot SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000689_CT_SLSC | 969500C0PA29TV19CT55 | | | | 221410Z FP EQUITY | Picard Surgeles SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000690_CT_SLSC | | | | | PP FP EQUITY | Pinault Printemps Redoute SA [PPR] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000691_CT_SLSC | 2138004KW8BV57III342 | | | FR0000130577 | PUB FP EQUITY | Publicis Groupe SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000692_CT_SLSC | 969500AI7V5V0J9TOU58 | | | | RAL FP EQUITY | Rallye SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000693_CT_SLSC | 5493004V6A3Z027YT216 | | | | RCO FP Equity | Remy Cointreau S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000694_CT_SLSC | 969500F7JLTX36OUI695 | | | FR0000131906 | RNO FP EQUITY | RENAULT S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000695_CT_SLSC | 969500VZN4KDEZ14C105 | | 412280737 | | 224063Z FP EQUITY | RESEAU FERRE DE FRANCE | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000696_CT_SLSC | 969500N6AVPA51648T62 | | | | RXL FP Equity | Rexel SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000697_CT_SLSC | 969500FO141C5967KC72 | | | | | Roquette Freres | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000698_CT_SLSC | 969500JRJW0K2ET1UP76 | | 444619258 | | 226514Z FP EQUITY | RTE EDF TRANSPORT SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000699_CT_SLSC | 969500UIC89GT3UL7L24 | | | | SAF FP EQUITY | Safran SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000700_CT_SLSC | 549300E9PC51EN656011 | | 395030844 | | SAN FP Equity | SANOFI S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000701_CT_SLSC | 969500A1YF1XUYYXS284 | | | | SU FP EQUITY | Schneider Electric SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000702_CT_SLSC | 96950056ULJ4JI7V3752 | | | | SCR FP Equity | SCOR SE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000703_CT_SLSC | 969500WP61NBK098AC47 | | | | SK FP EQUITY | SEB SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000704_CT_SLSC | 969500KDAUM9TYWQTR36 | | 470801168 | | 286575Z FP EQUITY | SOC NATIONALE IMMOBILIERE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000705_CT_SLSC | 969500LCBOG12HXPYM84 | | | | SW FP EQUITY | Sodexho Alliance SA [Sodexo] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000706_CT_SLSC | 9695005U38X1SF184325 | | 552028425 | | QS3 GF Equity | Solocal Group | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000707_CT_SLSC | 969500VEVOWR22R2YR86 | | | | 9876578Z FP Equity | Sonepar SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000708_CT_SLSC | 969500A4MXJ3ESPHK698 | | 552049447 | | 224507Z FP EQUITY | STE NATIONALE DES CHEMINS DE FER FRANCAIS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000709_CT_SLSC | 9695001UJ7FMZ37G6N39 | | 572119550 | | 593377Z FP EQUITY | SUCRES ET DENREES | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000710_CT_SLSC | 9695002EVBYM5B2OIP31 | | | | 4699377Z FP Equity | Tarkett SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000711_CT_SLSC | 969500NQMNC0PVUY8V74 | | | | TEC FP EQUITY | Technip SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000712_CT_SLSC | 529900FNDVTQJOVVPZ19 | | | | HO FP EQUITY | Thales SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000713_CT_SLSC | | | 542051180 | FR0000120271 | FP FP EQUITY | TOTAL SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000714_CT_SLSC | 969500BWNQ1B0PI06I59 | | 492520333 | | | Tyrol Acquisition 2 SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000715_CT_SLSC | 969500SHQITWXSIS7N89 | | 682024096 | FR0000124711 | UL NA EQUITY | UNIBAIL RODAMCO SE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000716_CT_SLSC | 5493006IH2N2WMIBB742 | | | | FR FP Equity | Valeo S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000717_CT_SLSC | 969500P2Q1B47H4MCJ34 | | | | VK FP EQUITY | Vallourec SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000718_CT_SLSC | 969500LENY69X51OOT31 | | | | VIE FP EQUITY | Veolia Environnement SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000719_CT_SLSC | 9695009YI1863TOVDP79 | | | | | Vicat SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000720_CT_SLSC | 213800WFQ334R8UXUG83 | | | | DG FP EQUITY | Vinci SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000721_CT_SLSC | 969500FU4DRAEVJW7U54 | | | | VIV FP EQUITY | Vivendi SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000722_CT_SLSC | 969500M98ZMIZYJD5O34 | | 572174035 | | MF FP Equity | Wendel | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000723_CT_SLSC | 969500SFFMSIHH11UO32 | | | | ZC FP EQUITY | Zodiac Aerospace SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000724_CT_SLSC | 549300MJIRPTCHAYW359 | | 7847174 | | | ABP Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000725_CT_SLSC | 213800B4XZJ3ZDM7CL47 | | | | AFR LN Equity | Afren plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000726_CT_SLSC | 2138003R7TGCSVF27H47 | | SC177553 | GB00B4WQ2Z29 | AGK LN Equity | AGGREKO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000727_CT_SLSC | 213800HPMHRN3PT62M97 | | 06279732 | | 0807384D LN EQUITY | AIRTANKER FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000728_CT_SLSC | DTA07N5U5HK2KC1SCM04 | | 01675285 | GB0000282623 | | AMEC Foster Wheeler plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000729_CT_SLSC | 2Y33NQ5FPI8PR8L9QX13 | | 2854310 | | AML LN Equity | Amlin PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000730_CT_SLSC | 213800DL377MH46PDY63 | | 4330322 | | | Anglian Water Services Financing Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000731_CT_SLSC | 549300S9XF92D1X8ME43 | | 3564138 | GB00B1XZS820 | AAL LN EQUITY | Anglo American Plc. | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000732_CT_SLSC | VVT2B79I2Z4U3R6BY589 | | 7876075 | | AON UN Equity | Aon plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000733_CT_SLSC | | | | GB00B15Y0C52 | | AP ALTERNAT ASSETS | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000734_CT_SLSC | 549300F4RYR1DNTO2O39 | | 6137924 | | | Arqiva Financing No. 1 Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000735_CT_SLSC | GBQKSY6W7G0OHCQ8OQ72 | | 293262 | | ABF LN Equity | Associated British Foods PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000736_CT_SLSC | PY6ZZQWO2IZFZC3IOL08 | | 2723534 | | ZEG GY Equity | AstraZeneca PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000737_CT_SLSC | YF0Y5B0IB8SM0ZFG9G81 | | 2468686 | | AV/ LN EQUITY | Aviva Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000738_CT_SLSC | 213800TSKOLX4EU6L377 | | 02342138 | GB0009697037 | BAB LN Equity | Babcock International Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000739_CT_SLSC | 8SVCSVKSGDWMW2QHOH83 | | 1470151 | | BA/ LN EQUITY | BAE Systems Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000740_CT_SLSC | CT4UIJ3TUKGYYHMENQ17 | | 395826 | GB0000961622 | BBY LN EQUITY | Balfour Beatty plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000741_CT_SLSC | 2138006R85VEOF5YNK29 | | 604574 | | BDEV LN EQUITY | Barratt Developments Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000742_CT_SLSC | 2138001T2QEV5RXMFI32 | | 00053688 | GB00B1FP8915 | BBA LN Equity | BBA AVIATION PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000743_CT_SLSC | | | 1480047 | | BRSN LN Equity | Berendsen Plc [ex-Davis Service Group Plc] | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000744_CT_SLSC | | | | | 0134146D LN Equity | Best Buy Europe Distributions Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000745_CT_SLSC | V1LV067AJN766PCJIG11 | | 3763515 | | BG/ LN Equity | BG Energy Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000746_CT_SLSC | 549300C116EOWV835768 | | 3196209 | | BLT LN Equity | BHP Billiton Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000747_CT_SLSC | VK07P8T49UYFO085O712 | | 3114356 | | BMW HB Equity | BMW (UK) Capital plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000748_CT_SLSC | 213800V93QFW53NB7Y29 | | 1036959 | | | Bodycote International Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000749_CT_SLSC | 213800TGK6XXFA2TBO31 | | 3558065 | | | Boparan Holdings Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000750_CT_SLSC | 213800M11ELCLQ8VF938 | | 4011660 | | | Bourne Leisure Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000751_CT_SLSC | 549300ZPID4GQRDWI318 | 1104733-9 | HRB113611 | | BP/ LN EQUITY | BP Europa SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000752_CT_SLSC | G1KG0OQD10NOMCMLDZ35 | | 00542515 | | BP/ LN EQUITY | BP INTERNATIONAL LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000753_CT_SLSC | 213800MBRRUVQIONAN53 | | 4578621 | | BXB AT Equity | Brambles Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000754_CT_SLSC | 549300136VSBKI0Q8750 | | 5262170 | | | Brenntag UK Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000755_CT_SLSC | 375X9PSJLLOV7F21O626 | | 01777777 | | IAG LN EQUITY | BRITISH AIRWAYS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000756_CT_SLSC | 2138001S874P3WKNCV04 | | 3407696 | | BATS LN EQUITY | British American Tobacco Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000757_CT_SLSC | 5493000IBP32UQZ0KL24 | | RC000057 | | | British Broadcasting Corporation | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000758_CT_SLSC | RV5B68J2GV3QGMRPW209 | | 621920 | | | British Land Company PLC (The) | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000759_CT_SLSC | 2138003TS48MQKF4BZ29 | | 9256967 | | BSY LN EQUITY | British Sky Broadcasting Group Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000760_CT_SLSC | 549300OWFMSO9NYV4H90 | | 01800000 | | BT/A LN EQUITY | BRITISH TELECOMMUNICATIONS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000761_CT_SLSC | 635400L3NVMYD4BVCI53 | | 5604923 | | BVIC LN Equity | Britvic PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000762_CT_SLSC | | | 358948 | GB00B0744B38 | BNZL LN EQUITY | BUNZL PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000763_CT_SLSC | ZIMCVQHUFZ8GVHENP290 | | 2779134 | | | Bupa Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000764_CT_SLSC | 213800J3MPR8KO94D535 | | 3458224 | | BRBY LN Equity | Burberry Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000765_CT_SLSC | 213800UL7Z7B6GLBZ213 | | 3314066 | | | C&J Clark Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000766_CT_SLSC | CMIGEWPLHL4M7ZV0IZ88 | | 2081330 | | CPI LN EQUITY | Capita Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000767_CT_SLSC | 6SNZTEXLR1M5211YYB89 | | | | CLLN LN EQUITY | Carillion Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000768_CT_SLSC | 4DR1VPDQMHD3N3QW8W95 | | 4039524 | | CCL LN EQUITY | Carnival Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000769_CT_SLSC | 2138001E12GWLLDQQF16 | | 7105905 | | CPW LN Equity | DIXONS CARPHONE PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000770_CT_SLSC | E26EDV109X6EEPBKVH76 | | 3033654 | GB00B033F229 | CNA LN EQUITY | CENTRICA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000771_CT_SLSC | 549300IF6EUDVXYQI061 | | 5900853 | | | CEVA Group plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000772_CT_SLSC | 213800U9A54VQJ5P2J41 | | 86662 | | CHG LN Equity | Chemring Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000773_CT_SLSC | 213800J2J3TOOI176M73 | | 5212407 | | CINE LN Equity | CINEWORLD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000774_CT_SLSC | 213800A41R9NL49E5632 | | 00030470 | GB00B07KD360 | COB LN Equity | COBHAM PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000775_CT_SLSC | 2138008M6MH9OZ6U2T68 | | 4083914 | | CPG LN EQUITY | Compass Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000776_CT_SLSC | 6354003CVDDPNXREIR29 | | FC031117 | | | CPUK Finance Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000777_CT_SLSC | 4OFD47D73QFJ1T1MOF29 | | 184594 | | DMGT LN Equity | Daily Mail and General Trust Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000778_CT_SLSC | 213800NPR9YDSBO86U08 | | 03162897 | GB0002502812 | | DAIRY CREST GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000779_CT_SLSC | 5493007MMUEIF4NJG110 | | 5448421 | | DEB LN EQUITY | Debenhams Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000780_CT_SLSC | 213800J4UVB5OWG8VX82 | | 3369634 | | DPH LN Equity | Dechra Pharmaceuticals PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000781_CT_SLSC | 213800BXKQ9KZNUR1M61 | | 1819699 | | | Derwent London PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000782_CT_SLSC | 213800ZVIELEA55JMJ32 | | 23307 | | DGE FP Equity | Diageo plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000783_CT_SLSC | 2138005HMFMTYXNEEX13 | | SC000750 | | | DIAGEO SCOTLAND LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000784_CT_SLSC | 5299004HGJWHJ71M5T77 | | 5671205 | | | DNL UK LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000785_CT_SLSC | 2138001GRMZ39JRSE316 | | 01363137 | GB0002748050 | DNO LN Equity | DOMINO PRINTING SCIENCES PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000786_CT_SLSC | 39RSBE4RCI4M15BLWH36 | | 1377658 | | SMDS LN EQUITY | DS Smith Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000787_CT_SLSC | 2138001LSWETH5TDQG53 | | 2366777 | | | DWR Cymru Cyfyngedig | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000788_CT_SLSC | 213800U5R8Q5KGM2KU56 | | 2366906 | | | Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000789_CT_SLSC | 549300XUUK1H52EDCK10 | | | | | EDC Finance Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000790_CT_SLSC | 549300ZM2QCFG22BOJ03 | | 2366949 | | | Electricity North West Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000791_CT_SLSC | 549300KVXDURRKVW7R37 | | 647788 | | ECM LN EQUITY | Electrocomponents Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000792_CT_SLSC | 2138008LJU6WFQWOXJ73 | | 7140891 | | ENQ LN Equity | EnQuest plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000793_CT_SLSC | 7N0UJMJLXD0MDT5D5086 | | 7023598 | | | Ensco plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000794_CT_SLSC | 549300V1O67HJV48FS61 | | 6845434 | | | ENW Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000795_CT_SLSC | 5493007MOZNA03BVNE96 | | 5444653 | | ESNT LN Equity | ESSENTRA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000796_CT_SLSC | 21380023G8LF55V46281 | | 02954623 | | | EUROPEAN METAL RECYCLING LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000797_CT_SLSC | 213800SVCZ6YZ8YJI569 | | 2462001 | | 4379945Z LN Equity | Eurostar International Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000798_CT_SLSC | 5493002X7O83FCJVYO69 | | 7329930 | | | Eversholt Funding Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000799_CT_SLSC | JPO68XMABX4DR21BNE65 | | 8263590 | | 0274811Z LN Equity | Everything Everywhere Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000800_CT_SLSC | 54930080DFVZ551GGT17 | | | | EVR LN EQUITY | Evraz Group S.A.

| GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000801_CT_SLSC | 635400RXXHHYT1JTSZ26 | | 653331 | | | EXPERIAN PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000802_CT_SLSC | 213800JLG5TPE3RBYG56 | | 4094619 | | | FIRST CHOICE HOLIDAYS FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000803_CT_SLSC | 549300DEJZCPWA4HKM93 | | SC157176 | | FGP LN EQUITY | First Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000804_CT_SLSC | 549300JXWH1UV5J0XV81 | | 6344120 | | FRES LN Equity | Fresnillo plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000805_CT_SLSC | 213800WTATMITUGXJQ69 | | FC031364 | | | Friends Life Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000806_CT_SLSC | 549300L3KWKK8X35QR12 | | 4992207 | | GFS LN EQUITY | G4S Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000807_CT_SLSC | 213800OOHUV3HHP46A02 | | 00836539 | GB00B3Y2J508 | GFRD LN Equity | GALLIFORD TRY PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000808_CT_SLSC | 213800E8KX2VV9YDY362 | | 1991018 | | | Gatwick Airport Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000809_CT_SLSC | 549300IK25CZHKVLAL89 | | 03768267 | | 1844538Z LN EQUITY | Gazprom Marketing and Trading Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000810_CT_SLSC | 5493007Q8VD7Q3ZYZS59 | | 2258699 | | GS7 GY Equity | GlaxoSmithKline Capital PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000811_CT_SLSC | | | 3888792 | GB0009252882 | GSK LN EQUITY | GlaxoSmithKline plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000812_CT_SLSC | 213800N9W2D8A4GJGR36 | | 04542769 | | 2006623Z LN EQUITY | GLENCORE ENERGY UK LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000813_CT_SLSC | 213800QIJMYMW6TSBG41 | | 5333192 | | GNK LN Equity | Greene King Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000814_CT_SLSC | 213800R9N5F2WRMGTR50 | | 24511 | | GNK LN EQUITY | Greene King Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000815_CT_SLSC | 213800U8JEPF65PSKU22 | | 6143540 | | | GUARDIAN DIGITAL COMMUNICATIONS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000816_CT_SLSC | 2138007FRGLUR9KGBT40 | | 00040932 | GB0004052071 | HLMA LN Equity | HALMA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000817_CT_SLSC | 213800G1C9KKVVDN1A60 | | 360632 | GB0004065016 | HMSO LN EQUITY | Hammerson PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000818_CT_SLSC | 529900N6RQR0PX7ZTR62 | | 4626078 | | HEI GY Equity | Hanson Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000819_CT_SLSC | 213800QC8AWD4BO8TH08 | | 2150950 | | HAS LN Equity | Hays PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000820_CT_SLSC | 549300J5R8AWMHPE7O05 | | 1991017 | | | Heathrow Airport Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000821_CT_SLSC | 7TI96JO3DYEIQWZ7Z726 | | 99529 | | | Heathrow Funding Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000822_CT_SLSC | 213800YRHAPNN54BKN78 | | 5863533 | GB00B19NKB76 | HOME LN EQUITY | HOME RETAIL GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000823_CT_SLSC | 213800UTXVFRH9XBL453 | | 7939278 | | | Iceland Acquico Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000824_CT_SLSC | 213800FGWQXPVI86SE26 | | 5879252 | | | Iglo Foods MidCo Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000825_CT_SLSC | | | 3236483 | GB0004544929 | IMT LN EQUITY | Imperial Tobacco Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000826_CT_SLSC | 2138002D68XDR4LZCG32 | | 7084307 | | | Ineos Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000827_CT_SLSC | | | 5134420 | | IHG LN EQUITY | Intercontinental Hotels Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000828_CT_SLSC | 549300OGASR5WRKJ8R68 | | 2234775 | | | INTERMEDIATE CAPITAL GROUP PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000829_CT_SLSC | | | | GB00B19DVX61 | ISYS LN EQUITY | Invensys plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000830_CT_SLSC | ZLECI7ED2QMWFGYCXZ59 | | 4967001 | | ITV LN Equity | ITV plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000831_CT_SLSC | 213800VGZAAJIKJ9Y484 | | 185647 | | SBRY LN EQUITY | J Sainsbury Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000832_CT_SLSC | 529900RRNKUM3INJGF98 | | KvK 34233247 0000 | | JBH LN EQUITY | JAB Holdings B.V. | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000833_CT_SLSC | 213800CHWARFAAN7UB85 | | 1709784 | | JDW LN EQUITY | JD Wetherspoon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000834_CT_SLSC | 5493008LNN1X4R79PJ89 | | SC034970 | GB0005790059 | | JOHN MENZIES PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000835_CT_SLSC | 549300PLYY6I10B6S323 | | SC036219 | GB00B5N0P849 | WG/ LN Equity | JOHN WOOD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000836_CT_SLSC | 2138001AVBSD1HSC6Z10 | | 33774 | GB0004764071 | JMAT LN EQUITY | JOHNSON MATTHEY PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000837_CT_SLSC | 213800JFIBCR4LGUA242 | | SC015382 | GB0004769682 | | JOHNSTON PRESS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000838_CT_SLSC | | | 06467400 | | KAZ LN EQUITY | KAZ MINERALS FINANCE PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000839_CT_SLSC | 2138002RKCU2OM4Y7O48 | | 02708030 | GB0004915632 | KIE LN Equity | KIER GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000840_CT_SLSC | 213800KBMEV7I92FY281 | | 1664812 | | KGF LN EQUITY | Kingfisher Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000841_CT_SLSC | 213800QOWHF5R9VLL274 | | 1429533 | | LAD LN Equity | Ladbrokes plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000842_CT_SLSC | 213800JH9QQWHLO99821 | | 1417162 | | LGEN LN Equity | Legal & General Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000843_CT_SLSC | 549300BSGXG3QLIQYT84 | | 8379990 | | | Liberty Global plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000844_CT_SLSC | 213800JDI3GTKPG4XI38 | | 3929195 | | | London Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000845_CT_SLSC | 213800QAUUUP6I445N30 | | 05369106 | GB00B0SWJX34 | LSE LN Equity | LONDON STOCK EXCHANGE GROUP PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000846_CT_SLSC | 213800JP7STUK5WKRE92 | | 1000608 | | MMC LN Equity | MANAGEMENT CONSULTING GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000847_CT_SLSC | 213800IU37OVVT5ZXP41 | | 8338561 | | | Manchester Airport Group Funding PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000848_CT_SLSC | 213800CN1RI3UCIZWB95 | | 214436 | | MKS LN EQUITY | Marks & Spencer Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000849_CT_SLSC | 213800HQB746UJ9UWM15 | | 5135049 | | MARS LN Equity | Marston's Issuer PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000850_CT_SLSC | 213800Q6RP3ZJ2CZR962 | | 31461 | | | Marston's PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000851_CT_SLSC | 549300QSUNKAEBMYIR16 | | 2798634 | | | McBride plc | GB | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000852_CT_SLSC | YMFO3TKB4UAWQTDZJJ31 | | 432989 | | MGGT LN Equity | Meggitt Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000853_CT_SLSC | 213800E7QA1U8BF34219 | | 4778667 | | MAB LN Equity | Mitchells & Butlers Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000854_CT_SLSC | 213800LOZA69QFDC9N34 | | 6209386 | GB00B1CRLC47 | MNDI LN EQUITY | Mondi Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000855_CT_SLSC | 4PQUHN3JPFGFNF3BB653 | | 2068222 | | | Morgan Stanley & Co. International plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000856_CT_SLSC | 213800A8IQEMY8PA5X34 | | 2590560 | | NEX LN Equity | National Express Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000857_CT_SLSC | 8R95QZMKZLJX5Q2XR704 | | 4031152 | | NGG LN EQUITY | National Grid Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000858_CT_SLSC | 213800H88F5EE4B1D697 | | 5090412 | | | Network Rail Infrastructure Finance PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000859_CT_SLSC | 213800UGAULQ1FVD4B35 | | 1618428 | | | NEW LOOK RETAILERS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000860_CT_SLSC | 213800WQD8ECPZP9PH98 | | 4412362 | | NXT LN EQUITY | Next Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000861_CT_SLSC | 549300JIM3ERGZFGGL27 | | 6428375 | | | North West Electricity Networks Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000862_CT_SLSC | 635400GPHRFKZQIBUK45 | | NI026892 | | | Northern Ireland Electricity Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000863_CT_SLSC | 213800B3ZUTDOZYVJB41 | | 53171 | | NTG LN EQUITY | Northgate Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000864_CT_SLSC | 213800PWPM9HZIEEO670 | | 2366703 | | | Northumbrian Water Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000865_CT_SLSC | 213800WWVCAPAMOZ1M98 | | 5584873 | | | NSG UK Enterprises Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000866_CT_SLSC | | | | | 2158036Z LN EQUITY | Omnicom Financial Services Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000867_CT_SLSC | 213800G8P2ULTOP62Q95 | | 5915896 | | | Osprey Acquisitions Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000868_CT_SLSC | 213800J364EZD6UCE231 | | 00775598 | GB0006650450 | OXIG LN Equity | OXFORD INSTRUMENTS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000869_CT_SLSC | 213800NL5NLBY6YIBI88 | | 2019023 | | 6752 JT Equity | Panasonic Finance (Europe) plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000870_CT_SLSC | 2138004JBXWWJKIURC57 | | 53723 | | PSON LN EQUITY | Pearson Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000871_CT_SLSC | | | 2304195 | | PDG LN EQUITY | Pendragon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000872_CT_SLSC | 213800V1CCTS41GWH423 | | 02366640 | GB00B18V8630 | | PENNON GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000873_CT_SLSC | | | 1818486 | | PSN LN EQUITY | Persimmon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000874_CT_SLSC | 549300OPFWKTD6BUFP71 | | 4267536 | | PPL UN Equity | PPL UK DISTRIBUTION HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000875_CT_SLSC | 213800U93SZC44VXN635 | | 00668987 | GB00B1Z4ST84 | PFG LN Equity | PROVIDENT FINANCIAL PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000876_CT_SLSC | XB3CXKKKED7OMV80FY35 | | 00019457 | GB00B19Z1432 | PZC LN Equity | PZ CUSSONS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000877_CT_SLSC | 213800791EF5XP7WW494 | | 2641728 | | QBE AT Equity | QBE European Operations PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000878_CT_SLSC | 213800NRSZ1N2Y6LEX44 | | 5777981 | | | R&R Ice Cream plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000879_CT_SLSC | 5493003JFSMOJG48V108 | | 6270876 | | RB/ LN Equity | Reckitt Benckiser Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000880_CT_SLSC | 549300WSX3VBUFFJOO66 | | 2746616 | | | Relx Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000881_CT_SLSC | 549300VN4WV7Z6T14K68 | | 5393279 | | RTO LN EQUITY | Rentokil Initial Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000882_CT_SLSC | 549300JJKH86IWQ78005 | | 191285 | | REX LN EQUITY | Rexam Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000883_CT_SLSC | 2138009113L7IDGEM175 | | 358901 | | RIO LN Equity | Rio Tinto Finance plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000884_CT_SLSC | X57JK1U580XATGR67572 | | 1003142 | | RR/ LN EQUITY | Rolls-Royce Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000885_CT_SLSC | 213800ANK59AYB612F23 | | 93792 | | RSA LN Equity | Royal & Sun Alliance Insurance PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000886_CT_SLSC | 213800JQB9FWF5SD6F42 | | 4138203 | | | ROYAL MAIL GROUP LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000887_CT_SLSC | | | 2578443 | | RPC LN EQUITY | RPC Group | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000888_CT_SLSC | 549300HOGQ7E0TY86138 | | 2339826 | | RSA LN Equity | RSA Insurance Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000889_CT_SLSC | Y4DQT2X5DDRE70QFR206 | | 3528416 | | SAB LN EQUITY | SABMiller Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000890_CT_SLSC | 549300Y7M5CC1U5DBX07 | | SC264065 | | | Scotland Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000891_CT_SLSC | 549300KI75VYLLMSK856 | | SC117119 | | SSE LN EQUITY | SSE Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000892_CT_SLSC | 213800X1T29YFAYMPC26 | | SC144517 | | AGN NA Equity | Scottish Equitable PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000893_CT_SLSC | 21380085VKJ5NICZBA52 | | SC193794 | | IBE SQ Equity | Scottish Power Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000894_CT_SLSC | 549300WPVG0TZSPBYR76 | | SC199549 | | LLOY LN Equity | Scottish Widows PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000895_CT_SLSC | 213800XC35KGM9NFC641 | | 167591 | | | SEGRO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000896_CT_SLSC | 549300PT2CIHYN5GWJ21 | | 02048608 | GB0007973794 | | SERCO GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000897_CT_SLSC | 213800RPBXRETY4A4C59 | | 2366619 | | SVT LN EQUITY | Severn Trent Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000898_CT_SLSC | 213800CNEIDZBL17KU22 | | SC077438 | | SKS LN EQUITY | Shanks Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000899_CT_SLSC | 213800VDC1BKJEZ8PV53 | | 00998314 | GB0008025412 | SHI LN Equity | SIG PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000900_CT_SLSC | 213800ZTMDN8S67S1H61 | | 00324357 | GB0009223206 | SN/ LN Equity | SMITH & NEPHEW PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000901_CT_SLSC | 213800MJL6IPZS3ASA11 | | 137013 | | SMIN LN EQUITY | Smiths Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000902_CT_SLSC | AJOW550HA7E8YNKF5D89 | | 4120046 | | 6758 JT Equity | Sony Global Treasury Services PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000903_CT_SLSC | 213800H7NWVLCWAVKA15 | | 3043097 | | | South Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000904_CT_SLSC | 213800YQRUOQE9HPX193 | | 4295398 | | | South Staffordshire PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000905_CT_SLSC | 213800FR2VAOKRYRHX45 | | 2366665 | | | South West Water Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000906_CT_SLSC | 549300SR1GYYNBZQGX56 | | 4094290 | | SSE LN Equity | Southern Electric Power Distribution PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000907_CT_SLSC | 549300SPX8573VZ2SK79 | | 5167021 | | | Southern Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000908_CT_SLSC | 213800NCZLJFDE8Y8D88 | | 7581353 | | | Southern Water (Greensands) Financing plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000909_CT_SLSC | 213800Z4CO2CZO3M3T10 | | 02025003 | GB0003308607 | SXS LN Equity | SPECTRIS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000910_CT_SLSC | 4L663LRNTBQ008OK2N07 | | SC100764 | | SGC LN Equity | Stagecoach Group plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000911_CT_SLSC | 0TMBS544NMO7GLCE7H90 | | SC286832 | | SL/ LN Equity | Standard Life PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000912_CT_SLSC | 549300GUNF6FFGH4LN53 | | 9743802 | | 532183Z LN Equity | Stemcor Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000913_CT_SLSC | 213800QHYTM5QRFSEM66 | | 3355631 | | SYR LN EQUITY | Synergy Health Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000914_CT_SLSC | 213800WF53FVDRRHRF44 | | 7105891 | | TALK LN Equity | TalkTalk Telecom Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000915_CT_SLSC | 213800TR86P337IE8605 | | 2280000 | | 0469505D LN Equity | Tata Steel UK Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000916_CT_SLSC | 2138008K14474WPKZ244 | | 76535 | | TATE LN EQUITY | Tate & Lyle Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000917_CT_SLSC | 21380089BTRXTD8S3R66 | | 296805 | | TW/ LN EQUITY | Taylor Wimpey Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000918_CT_SLSC | 2138002P5RNKC5W2JZ46 | | 445790 | GB0008847096 | TSCO LN EQUITY | TESCO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000919_CT_SLSC | 213800JKM5UQHFJOTZ25 | | 2366661 | | | Thames Water Utilities Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000920_CT_SLSC | 2138009TF1SYOMQLBJ60 | | 02100855 | GB0003753778 | | THE GO-AHEAD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000921_CT_SLSC | 213800VZ4671W3DVB860 | | 6575598 | | TCG LN Equity | Thomas Cook Group Treasury limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000922_CT_SLSC | 2138003BOFNAAO14YV58 | | 2553288 | | 8766 JT Equity | Tokio Millennium Re (UK) Limited | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000923_CT_SLSC | 2138001I27OUBAF22K83 | | 824821 | | TPK LN Equity | Travis Perkins Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000924_CT_SLSC | 213800B6YQZAE8LHAW84 | | 6072876 | GB00B1Z7RQ77 | TT/ LN EQUITY | TUI TRAVEL Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000925_CT_SLSC | 2138003EYHWO75RKS857 | | 3919249 | GB0001500809 | TLW LN EQUITY | TULLOW OIL PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000926_CT_SLSC | 549300MKFYEKVRWML317 | | 41424 | | ULVR LN Equity | Unilever PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000927_CT_SLSC | 213800Y1TEVS8REY1M35 | | 5957557 | | | United Biscuits Holdco Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000928_CT_SLSC | 2138008EZCXK4ANQHF89 | | 3207231 | | | United Business Media holdings Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000929_CT_SLSC | 213800KYT12UFB2VE455 | | 2366616 | | UU/ LN Equity | United Utilities PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000930_CT_SLSC | XCJQ23OWIJNLHN7RQC93 | | 1022786 | | 271652Z LN Equity | Urenco Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000931_CT_SLSC | 213800F3BD6N3G6XHU16 | | 251977 | | CKSN LN Equity | VESUVIUS HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000932_CT_SLSC | 213800TB53ELEUKM7Q61 | | 1833679 | | VOD LN EQUITY | Vodafone Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000933_CT_SLSC | 549300UPYDURLSSFVL38 | | 9223384 | | | Western Power Distribution Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000934_CT_SLSC | 2138006LIAYQKUCYBB20 | | 29423 | | WTB LN Equity | Whitbread Group PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000935_CT_SLSC | | | 4212563 | | WMH LN EQUITY | William Hill Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000936_CT_SLSC | 213800Z5WTW8QKOHWQ82 | | 04178808 | GB0030329360 | | WINCANTON PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000937_CT_SLSC | 213800IN6LSRGTZSOS29 | | 358949 | | MRW LN Equity | Wm Morrison Supermarkets Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000938_CT_SLSC | 549300HTNGX0DU8W1F65 | | 5537577 | | WPP LN Equity | WPP 2008 Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000939_CT_SLSC | 635400LNUHA2LDXXV850 | | | | GCC ID Equity | C&C Group PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000940_CT_SLSC | 8NUHUXWN9LG4XBGJ7O17 | | 241565 | | CAT SE Equity | Caterpillar International Finance Limited | IE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000941_CT_SLSC | 635400CHHI1XZLVQH675 | | | | | Coillte Teoranta | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000942_CT_SLSC | 549300MIDJNNTH068E74 | | | IE0001827041 | CRH ID EQUITY | CRH Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000943_CT_SLSC | 213800UPS1QEE4TD3T45 | | | | DCC LN Equity | DCC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000944_CT_SLSC | 635400HRFGVKXFHZ8O77 | | 9401 | | | Dublin Airport Authority PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000945_CT_SLSC | 635400UFHDIQCDZ6JK11 | | | IE0003094731 | 1014Z ID EQUITY | Electricity Supply Board Ltd [ESB] | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000946_CT_SLSC | 635400VCPRSU89DLMZ57 | | 480184 | XS0856023493 | | ESB Finance Limited | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000947_CT_SLSC | 635400RKRK5EGXSPC782 | | | | EXPN LN EQUITY | Experian Finance Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000948_CT_SLSC | 635400YN51CDCGBYFZ31 | | | | | Fyffes plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000949_CT_SLSC | 5493008VFFOIPWCZJK45 | | | IE0000669501 | GLB ID EQUITY | Glanbia Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000950_CT_SLSC | 635400BE9SBAG61DJ963 | | | | GFTU LN Equity | Grafton Group PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000951_CT_SLSC | 6354007LIXWZ5WPPT308 | | 519799 | | GRF SQ Equity | Grifols World Wide Operations Ltd. | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000952_CT_SLSC | 9XTI53MZJ013RO12SX05 | | 2936 | IE00B59HWB19 | | INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000953_CT_SLSC | | | | IE0004906560 | KYG ID EQUITY | Kerry Group Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000954_CT_SLSC | 635400HM7V74SUB9OG75 | | | | | Kingspan Group plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000955_CT_SLSC | 635400JJOWHIYAJER733 | | | | | MUSGRAVE GROUP PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000956_CT_SLSC | 635400EG4YIJLJMZJ782 | | | IE0002588105 | PWL ID Equity | PADDY POWER PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000957_CT_SLSC | 635400WKFIPCHCKVW376 | | 104547 | | RYA ID Equity | Ryanair Holdings PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000958_CT_SLSC | 396PBGKP6TE3O062MS44 | | | | STX UW Equity | Seagate Technology plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000959_CT_SLSC | 635400CPLP8H5ITDVT56 | | | IE00B1RR8406 | SKG ID EQUITY | SMURFIT KAPPA GROUP PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000960_CT_SLSC | 549300INUT2G0ST5K268 | | 327184 | | TEX UN Equity | Terex International Financial Services Co.

| IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000961_CT_SLSC | 635400K7UEIKHMNKLJ02 | | | | | Total Produce plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000962_CT_SLSC | | | 482042 | | | XL Group PLC | IE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000963_CT_SLSC | VZVOSGGS8JITR4J7J704 | | | | | Amtek Auto Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000964_CT_SLSC | 8GRDBX1TJ0PU5NCSHT72 | | MH008931 | | BPCL IS Equity | Bharat Petroleum Corporation Limited | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000965_CT_SLSC | | | | | BHARTI IN Equity | Bharti Airtel Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000966_CT_SLSC | | | | | IOCL IN Equity | INDIAN OIL CORPN LIMITED | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000967_CT_SLSC | FMVY1IZCSYXSAFRDIT05 | | | | LT IN Equity | Larsen & Toubro Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000968_CT_SLSC | | | | | RCOM IN Equity | Reliance Communications Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000969_CT_SLSC | 5493003UOETFYRONLG31 | | | | RIL IN EQUITY | Reliance Industries Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000970_CT_SLSC | 1GZWF073IJTD6XPRUU65 | | | | | Wipro GE Healthcare Private Limited | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000971_CT_SLSC | 213800Z3CFZOLXPJWN61 | | | | | Landsvirkjun | IS | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000972_CT_SLSC | 81560076E3944316DB24 | 3812211 | 493995 | | A2A IM EQUITY | A2A S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000973_CT_SLSC | 8156000962B2EB41FE28 | 5988397 | 1497770 | | 4525791Z IM EQUITY | ACCIAIERIA ARVEDI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000974_CT_SLSC | 8156004FCECE0879E118 | 15161747 | 191346 | | 7570364Z IM EQUITY | ACCIAIERIE VALBRUNA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000975_CT_SLSC | 549300Q3448N041CTH56 | 11341891 | 882486 | XS0495012428 | ACE IM Equity | Acea SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000976_CT_SLSC | 8156008183686996C911 | 25090618 | 3567090232 | | | ACQUE VERONESI S.C.A R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000977_CT_SLSC | 8156007259ABDEA3F444 | 15214381 | 971268 | | | Aeroporti di Roma S.p.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000978_CT_SLSC | 549300H2RFDYI3YP5R63 | 13960200 | 263011 | | 337973Z NA EQUITY | AGUSTAWESTLAND S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000979_CT_SLSC | 529900EKXEGSRCGAAC89 | 14856155 | 2791070044 | | 4519735Z | ALSTOM FERROVIARIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000980_CT_SLSC | ZYXJDNVM2JI3VBM8G556 | | | | AMP IM EQUITY | Amplifon SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000981_CT_SLSC | 815600B611746717CC98 | | | | 50098Z IM Equity | Ansaldo Energia SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000982_CT_SLSC | 549300FZRH46R7DWAX12 | 1248024 | 557390 | | 4472623Z IM EQUITY | ANSALDOBREDA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000983_CT_SLSC | 815600049A1F9AFE6666 | 4140157 | 1192794 | | MN IM EQUITY | ARNOLDO MONDADORI EDITORE SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000984_CT_SLSC | 8156000BEB8FC062F442 | 1020333 | 120591 | | 2168Z IM EQUITY | ARTSANA — SOCIETA' PER AZIONI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000985_CT_SLSC | 549300X5UKJVE386ZB61 | 6914312 | 6204 | XS1014759648 | ASG GY Equity | Assicurazioni Generali SpA | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000986_CT_SLSC | 81560001F41A81948348 | | | | AST IM EQUITY | Astaldi SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000987_CT_SLSC | 8156008DEC771409C487 | 18631331 | 1023691 | | AU9 GF Equity | Atlantia S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000988_CT_SLSC | 5299003D9N2698I3C257 | 1367700 | 188902 | | AGL IM EQUITY | AUTOGRILL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000989_CT_SLSC | 815600149448CEB9B230 | 19402720 | 1037417 | | 3653719Z IM EQUITY | AUTOSTRADE PER L' ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000990_CT_SLSC | | 26926563 | 1057205 | | 3889748Z IM EQUITY | AVIO S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000991_CT_SLSC | 529900RRESEDV68K0S54 | 28770346 | 235460 | | BLLA IM EQUITY | BARILLA INIZIATIVE S.R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000992_CT_SLSC | 815600BFEB936DC6ED24 | | | | BEN IM EQUITY | Benetton Group SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000993_CT_SLSC | 8156004C04255952AB77 | 1076562 | 821225 | | BNS IM EQUITY | BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000994_CT_SLSC | 5299003DX5YLKSVJ6K59 | 2930031 | 134288 | | BZU IM Equity | Buzzi Unicem SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000995_CT_SLSC | 8156006BEAA911EC0A47 | 1019726 | 587878 | | | CANDY SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000996_CT_SLSC | 8156008B101B97A43B02 | 1053555 | 160498 | | CEM IM EQUITY | CEMENTIR HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000997_CT_SLSC | 815600F3213951394367 | 40014779 | 2001719 | | | Cerved Group S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000998_CT_SLSC | | 4544552 | 8114020152 | | | CLASS EDITORI SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000999_CT_SLSC | 8156009034C1A5108284 | 15716081 | 61357 | | | Compagnia Valdostana delle Acque Spa (CVA Spa) | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001000_CT_SLSC | 815600DBF6DC4BC94832 | 1061039 | 260769 | | 0310548D IM EQUITY | CONSERVE ITALIA — CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE — SOCIETA' COOPERA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001001_CT_SLSC | | 8327877 | 819280157 | | | COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001002_CT_SLSC | 815600A5C1DD6C3A8455 | 1093853 | 154950364 | | | CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001003_CT_SLSC | 81560039BF5C1D8E5A15 | 2836130 | 60793 | | 3898658Z IM EQUITY | DALMARE SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001004_CT_SLSC | 5493005TWX96RDJ9I655 | | | | | De Agostini Invest SA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001005_CT_SLSC | 529900WS2E20BA5J4L49 | 16183303 | 1698754 | | EDNR IM EQUITY | EDISON S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001006_CT_SLSC | WOCMU6HCI0OJWNPRZS33 | | | | ENEL IM EQUITY | Enel SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001007_CT_SLSC | BUCRF72VH5RBN7X3VL35 | | | IT0003132476 | ENI IM EQUITY | ENI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001008_CT_SLSC | 81560081EE079FBED395 | 19377159 | 3544950961 | | | ENOVA S.R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001009_CT_SLSC | 549300JJBVOOKOBCTX09 | 2153515 | 354265 | | ERG IM EQUITY | ERG S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001010_CT_SLSC | 549300AZQ4Z5UGY0Q555 | 1002458 | 91712 | | EXO IM EQUITY | EXOR S.P.A. | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001011_CT_SLSC | 8156004CE82074779D19 | 13870596 | 1664630223 | | | FEDRIGONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001012_CT_SLSC | 549300J4SXC5ALCJM731 | | | | 1448Z IM Equity | Ferrovie dello Stato SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001013_CT_SLSC | 5493004C1SL445NFDR90 | | | | F IM EQUITY | Fiat SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001014_CT_SLSC | 8156001B8AD051794959 | | | | | FINAVAL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001015_CT_SLSC | 529900X4EEX1U9LN3U39 | 1053767 | 7031 | | FNC IM EQUITY | FINMECCANICA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001016_CT_SLSC | 815600C3CCA800EF5D96 | 1134215 | | | | FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001017_CT_SLSC | 815600E12249DD563C29 | 26650695 | 1143814 | | | Gamenet S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001018_CT_SLSC | 81560098DBDD66154985 | | | | | GRANDI NAVI VELOCI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001019_CT_SLSC | 8156001250E819E30127 | | | | GCN IM EQUITY | Gruppo Coin SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001020_CT_SLSC | 8156001294017C870346 | 11027526 | 10022100159 | | | GRUPPO FINELCO SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001021_CT_SLSC | 8156005113BD16699393 | 24907200 | RM1117269 | | LTO IX Equity | GTECH S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001022_CT_SLSC | | 15541251 | 1638878 | | 4004268Z IM EQUITY | H3G S.P.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001023_CT_SLSC | 8156009414FD99443B48 | 3201267 | 363550 | | HER IM EQUITY | HERA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001024_CT_SLSC | 815600D86992FDA7B908 | 1035363 | 149288 | | IMA IM EQUITY | I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001025_CT_SLSC | 815600A7D7C7A85F8B51 | 2733792 | 1168660262 | | | I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001026_CT_SLSC | 81560033824BE53C7D28 | 3585262 | 1303501215 | | | IMAP EXPORT S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001027_CT_SLSC | 549300KTGKED5E25JR59 | | | | IND IM EQUITY | Indesit Co SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001028_CT_SLSC | 213800M4YYCP6E8YUX94 | 2714789 | 2589327 | | | IPLOM S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001029_CT_SLSC | 8156001EBD33FD474E60 | 10431674 | 281364 | | IRE IM EQUITY | IREN S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001030_CT_SLSC | 8156009D23D0FDC70C93 | 1007005 | 50 | | ITM IM Equity | Italcementi S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001031_CT_SLSC | 815600236A6B5AE5B406 | 26754254 | 167186 | | | Linea Group Holding S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001032_CT_SLSC | 549300I1NMOBS4B1LT88 | | | IT0001479374 | LUX IM EQUITY | LUXOTTICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001033_CT_SLSC | | 7003703 | 481230266 | | | MANGIAROTTI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001034_CT_SLSC | 815600292DA01BE68971 | 3755075 | 152396 | | 3184788Z IM EQUITY | MARCEGAGLIA — S.P.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001035_CT_SLSC | 815600C8D55034EB5379 | 3779273 | 64334 | | | Marcolin SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001036_CT_SLSC | 213800DIFN7NR7B97A50 | 552637 | 1264109 | | MS IM EQUITY | Mediaset S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001037_CT_SLSC | PSNL19R2RXX5U3QWHI44 | 1012492 | 343508 | | MB IM Equity | MEDIOBANCA SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001038_CT_SLSC | 815600325D15DD92A023 | 4376875 | 4846130633 | | | MOBY S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001039_CT_SLSC | | 1653085 | 110858 | | 3893422Z IM EQUITY | MONIER S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001040_CT_SLSC | 8156003A100E8AB89697 | 6794759 | 1865640369 | | | PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001041_CT_SLSC | 8156001B96890989C002 | 23641842 | 5411110827 | | | PB TANKERS S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001042_CT_SLSC | 5493006293RJBDQWJL92 | 5944540 | 169833 | | PMS IM EQUITY | PERMASTEELISA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001043_CT_SLSC | 8156000256C2431C2E92 | 4495509 | 134077 | | PIA IM Equity | Piaggio & C. S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001044_CT_SLSC | 815600A0C9AFC1F2A709 | | | | PC IM Equity | Pirelli & Co SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001045_CT_SLSC | 815600EDDBB07C9BDB90 | 15591777 | 2246400218 | | | PODINI HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001046_CT_SLSC | 815600354DEDBD0BA991 | 3465665 | 842633 | | POST IM EQUITY | POSTE ITALIANE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001047_CT_SLSC | 8156000FE0A2DC5B7852 | 16232311 | 1343952 | | PRP GR EQUITY | PRADA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001048_CT_SLSC | 213800VHJ22UE2BRRZ48 | 3830970 | 706270410 | | | PROFILGLASS S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001049_CT_SLSC | | 23687310 | 1777895 | | PRY IM EQUITY | PRYSMIAN S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001050_CT_SLSC | 815600B9FC8D18A5D034 | 1058024 | 291350635 | | | RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001051_CT_SLSC | 81560086FA79BEDD6B94 | 13270817 | | | | RHIAG — INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001052_CT_SLSC | | 5012487 | 8850400154 | | | SACAL — SOCIETA' ALLUMINIO CARISIO — S.P | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001053_CT_SLSC | 815600AF08EE2EC2DE92 | 1035262 | 8924 | | 226907Z IM EQUITY | SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001054_CT_SLSC | 815600FC906D230A1420 | 16077541 | 86111 | | SFL IM Equity | Safilo SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001055_CT_SLSC | 549300PHV8MBDHWB8X12 | 1086637 | 788744 | | SPM IM EQUITY | SAIPEM S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001056_CT_SLSC | 549300UKR289DF4UXQ47 | 1013056 | 525502 | | SAL | SALINI IMPREGILO S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001057_CT_SLSC | | 6524595 | 3957900487 | | | SAMMONTANA — S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001058_CT_SLSC | 8156006755200B82EB33 | 1246827 | 836320150 | | | SAN CARLO GRUPPO ALIMENTARE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001059_CT_SLSC | 5299005KJSU2AQUJUH84 | 1066932 | 49540 | | SRS IM EQUITY | SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. — RAFFINERIE SARDE | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001060_CT_SLSC | 815600D2FC31AF713B07 | 1012950 | 166476 | | | SNAI SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001061_CT_SLSC | 8156002278562044AF79 | 16067629 | 1633443 | | SRG IM Equity | SNAM SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001062_CT_SLSC | EOJCGSUI4NX234BL7V57 | 14234253 | 1594238 | | 2091Z IM EQUITY | SORGENIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001063_CT_SLSC | 815600141CFE5F4C4325 | 19113128 | 1016401 | | 4473035Z IM EQUITY | STRADA DEI PARCHI SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001064_CT_SLSC | 815600C3438977CBBE37 | 1038951 | 68670397 | | | TAMPIERI FINANCIAL GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001065_CT_SLSC | 81560029415DF1381583 | 1030384 | 195810262 | | | TECNICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001066_CT_SLSC | 815600AC5599D16D9A40 | 3335773 | 574643 | | MT IM EQUITY | TECNIMONT S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001067_CT_SLSC | 549300W384M3RI3VXU42 | | | IT0003497168 | TIT IM EQUITY | TELECOM ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001068_CT_SLSC | 815600CD7323A82E5092 | 28935694 | 1763778 | | 2847328Z IM EQUITY | TENOVA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001069_CT_SLSC | | 1037712 | 182850362 | | | TERMOSANITARI CORRADINI — S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001070_CT_SLSC | 8156009E94ED54DE7C31 | | | | TRN IM Equity | Terna Rete Elettrica Nazionale SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001071_CT_SLSC | 549300IN56S27SDGEI85 | 18659000 | 1019536 | | 80698Z IM EQUITY | TIRRENO POWER S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001072_CT_SLSC | 8156003E86EBA167A868 | | | | 0946688D IM EQUITY | TotalErg SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001073_CT_SLSC | 815600FE9E92D9D6C309 | 3554534 | 201271 | | TFI IM EQUITY | TREVI — FINANZIARIA INDUSTRIALE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001074_CT_SLSC | | | | | 4212473Z IM EQUITY | UNIECO SOCIETA' COOPERATIVA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001075_CT_SLSC | 815600B8027C92F0DA07 | 4257672 | 1189360066 | | | VIBAC S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001076_CT_SLSC | 549300YSFQKM1C0X4E45 | 11321265 | 884361 | | WIND IM EQUITY | WIND TELECOMUNICAZIONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001077_CT_SLSC | 549300DHPOF90OYYD780 | | | | 5108 JT Equity | Bridgestone Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001078_CT_SLSC | 549300IZYK3206QECG76 | | | | CAT SE Equity | Caterpillar Finance Corporation | JP | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001079_CT_SLSC | 549300MIFE1VEW02GY83 | | | JP3298600002 | | COSMO OIL COMPANY LTD | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001080_CT_SLSC | 549300T6IPOCDWLKC615 | | | | 6501 JT Equity | Hitachi, Ltd. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001081_CT_SLSC | J48DJYXDTLHM30UMYI18 | | | | 8001 JT Equity | Itochu Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001082_CT_SLSC | 5493004LQ0B4T7QPQV17 | | | | 6301 JT Equity | Komatsu Ltd. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001083_CT_SLSC | 4P4N3ORD02UGQT1T1W12 | | 0100-01-008776 | | 8002 JT Equity | Marubeni Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001084_CT_SLSC | KVIPTY4PULAPGC1VVD26 | | | | 8058 JP EQUITY | Mitsubishi Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001085_CT_SLSC | 5493008VBQD43X8QCS14 | | | | | Mitsui Life Insurance Company Limited | JP | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001086_CT_SLSC | 5493000QYMPFRTEY4K28 | | | | 6701 JT Equity | NEC Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001087_CT_SLSC | | | | | 7201 JP EQUITY | Nissan Motor Co Ltd | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001088_CT_SLSC | 5493003BZYYYCDIO0R13 | | | | 9984 JT Equity | SOFTBANK CORP. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001089_CT_SLSC | 5493004SE33MRLPB1W98 | | | | 2768 JP EQUITY | Sojitz Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001090_CT_SLSC | | | | | 6758 JP EQUITY | Sony Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001091_CT_SLSC | V82KK8NH1P0JS71FJC05 | | | | 8053 JP EQUITY | Sumitomo Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001092_CT_SLSC | 54930074QUY8RD0UZM08 | | | | | Suntory Holdings Limited | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001093_CT_SLSC | 549300ZLMVP4X0OGR454 | | | | 4502 JT Equity | Takeda Pharmaceutical Company Limited | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001094_CT_SLSC | 549300LBHTST91VKHO68 | | | | 6502 JT Equity | Toshiba Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001095_CT_SLSC | 5493006W3QUS5LMH6R84 | | | | TOM GY Equity | Toyota Motor Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001096_CT_SLSC | | | | | 004020 KS Equity | Hyundai Steel Co | KR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001097_CT_SLSC | | | | | 000270 KS Equity | Kia Motors Corp | KR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001098_CT_SLSC | 549300MGHLPT1EFHGF84 | | | | 2007 HK Equity | Country Garden Holdings Company Limited | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001099_CT_SLSC | 549300IHVJRWVT07S523 | | | | 3333 HK Equity | Evergrande Real Estate Group Limited | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001100_CT_SLSC | 5493003DTPH8AMMK4P51 | | | | NE UN Equity | Noble Corporation | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001101_CT_SLSC | 549300FNENFFSMO3GT38 | | | XS0835890350 | XPBR SQ Equity | Petrobras Global Finance B.V. | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001102_CT_SLSC | 213800S7DNJQX6LHTQ21 | | 133818917 | | | AB “Kauno grūdai” | LT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001103_CT_SLSC | | | | LU1014539529 | | ALTICE | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001104_CT_SLSC | 5493003BU7PAH5RRM092 | | | | APAM NA EQUITY | Aperam SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001105_CT_SLSC | 2EULGUTUI56JI9SAL165 | | | | MT LX EQUITY | ArcelorMittal SA [AM] | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001106_CT_SLSC | 549300GJ79DYFBBF5T83 | | | | 0307096D LX EQUITY | Brandbrew S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001107_CT_SLSC | 5493007GVB1I2FDSS786 | | B0155849 | | CNHI UN Equity | CNH Industrial Finance Europe S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001108_CT_SLSC | 549300938QUWMPITJ642 | | | | COV US EQUITY | Covidien International Finance SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001109_CT_SLSC | 5299001R2HL1TAFZ8Z20 | | | | | ENOVOS INTERNATIONAL SA (FORMER SOTEG) | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001110_CT_SLSC | | | 350807947 | FR0000038259 | ERF FP EQUITY | EUROFINS SCIENTIFIC SE | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001111_CT_SLSC | 213800568PRHV2JR9650 | | | XS0357281558 | GSPBEX RR Equity | Gaz Capital S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001112_CT_SLSC | 213800WHKNIC1JQQG433 | | | | 8GC GS Equity | Glencore Finance (Europe) S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001113_CT_SLSC | 8XJ8KF85PBKK1TLMFN29 | | | | | Intelsat Jackson Holdings S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001114_CT_SLSC | 549300MBM5B61VCW5A23 | | | | | International Automotive Components Group, S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001115_CT_SLSC | RUOKPID0PZ0UWJYU9J61 | | | | DE UN Equity | John Deere Bank S.A. | LU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001116_CT_SLSC | 529900XUC6PXMN6ABU42 | | | | TGH GY Equity | Logwin AG | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001117_CT_SLSC | 549300CTHC1CP86P2G96 | | | | MIICF PQ Equity | Millicom International Cellular S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001118_CT_SLSC | | | | | 0755015D LX EQUITY | NH FINANCE SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001119_CT_SLSC | 213800IUIRBFRNCYVR24 | | | | 3900394Z LX Equity | Nizi International SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001120_CT_SLSC | 549300VEJMMZCY6OBU06 | | | | PDSA NS Equity | Pacific Drilling S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001121_CT_SLSC | 529900UUYBCBB7HMVI56 | | | | | Phoenix PIB Dutch Finance B.V. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001122_CT_SLSC | 549300OZSHE4H5BFQA66 | | | | | QUILVEST SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001123_CT_SLSC | 5493000C8J3C3SZYS040 | | | | RTL BB Equity | RTL Group S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001124_CT_SLSC | 5493008JPA4HYMH1HX51 | | | | SESG FP EQUITY | SES SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001125_CT_SLSC | 549300CJ7LW6QSGIL444 | | | | | Swiss Re Europe S.A. | LU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001126_CT_SLSC | 529900BSBZ853DKUP675 | | | | | TRAXYS SARL | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001127_CT_SLSC | 549300RIG2CXWN6IV731 | | | | | CEMEX S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001128_CT_SLSC | 5493008KEVFYPMGTXO33 | | | | KOFL MM Equity | Coca-Cola FEMSA, S.A.B. de C.V.

| MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001129_CT_SLSC | 5493000XJLJ6C4T0PG82 | | | | GRUMAB MM Equity | GRUMA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001130_CT_SLSC | 5493000RIXURZEBFEV60 | | | | BIMBOA MM Equity | Grupo Bimbo, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001131_CT_SLSC | 549300QOAB2GJSFM0381 | | | | 1234Z MM Equity | Grupo Petrotemex SA de CV | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001132_CT_SLSC | 549300CAZKPF4HKMPX17 | | | | | PETROLEOS MEXICANOS | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001133_CT_SLSC | 549300FW3RGHPHT21D10 | | | | ALFAA MM Equity | Sigma Alimentos, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001134_CT_SLSC | 5493000MY3DAIB0BP706 | | TNE940608HS5 | USP9084BAD03 | ALFAA MM Equity | Tenedora Nemak, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001135_CT_SLSC | 549300EMP9DT6Q35HZ31 | | | NL0000852564 | | AALBERTS INDUSTR | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001136_CT_SLSC | 549300J93WR5DPG0P466 | | KVK 33232124 | | ABB SS Equity | ABB Capital B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001137_CT_SLSC | 5493007WHKI5H75YJ358 | | KVK 34215458 | | ABE SQ Equity | Abertis Infraestructuras Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001138_CT_SLSC | 7245007QUMI1FHIQV531 | | KVK 33235189 | | | Achmea B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001139_CT_SLSC | 724500HIKX3QVUQF9G08 | | KVK 28080300 | | | Achmea Zorgverzekeringen N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001140_CT_SLSC | O4QK7KMMK83ITNTHUG69 | | KVK 27076669 | NL0000303709 | AGN NA Equity | AEGON N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001141_CT_SLSC | | | | NL0010672325 | | AHOLD KON | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001142_CT_SLSC | 724500XYIJUGXAA5QD70 | | KVK 09007809 | NL0000009132 | AKZA NA EQUITY | Akzo Nobel NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001143_CT_SLSC | 724500XBZ9QOPTI11U82 | | KVK 34108286 | | | Alliander N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001144_CT_SLSC | 549300KYQ7B0H0K66406 | | KVK 33055009 | | AML LN Equity | Amlin Europe N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001145_CT_SLSC | 724500MCUU6QOFRFEA53 | | KVK 33256360 0000 | | 792658Z PL EQUITY | AMORIM ENERGIA, BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001146_CT_SLSC | 7245000UZH70GO047N03 | | | NL0006237562 | | ARCADIS | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001147_CT_SLSC | 7245001I22ND6ZFHX623 | | KVK 30037466 | NL0000334118 | ASM NA Equity | ASM International N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001148_CT_SLSC | 724500Y6DUVHQD6OXN27 | | KVK 17085815 | NL0006034001 | ASML NA EQUITY | ASML HOLDING N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001149_CT_SLSC | 7245004JOPUJ0OOWTU73 | | KVK 30031823 | | | ASR Schadeverzekering N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001150_CT_SLSC | 724500XFMNHF1GFPYJ05 | | KVK 08125298 | | 3324558Z NA Equity | BDR Thermea Group BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001151_CT_SLSC | 5299006ZHG3IXU0PNJ56 | | KvK 27106340 0000 | | 1136Z NA EQUITY | BMW Finance N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001152_CT_SLSC | | | | NL0000852580 | | BOSKALIS WESTMIN | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001153_CT_SLSC | | | | NL0010776944 | | BRUNEL INTERNAT | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001154_CT_SLSC | 529900AOH3NBA8PZFG65 | | KvK 32097651 0000 | | 0533866D NA EQUITY | Celesio Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001155_CT_SLSC | 549300WGC2HZ5J67V817 | | | | CNHI IM Equity | CNH Industrial NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001156_CT_SLSC | 549300BXVNOCYQ83FU09 | | KVK 34154633 | | KO UN Equity | Coca-Cola HBC Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001157_CT_SLSC | | | | NL0000200384 | | CORE LABORATORIES | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001158_CT_SLSC | 549300UNTCLR21YKLL62 | | KVK 30073501 | NL0000288967 | | Corio N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001159_CT_SLSC | | | | NL0009294552 | | DELTA LLOYD | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001160_CT_SLSC | 724500S75737K2SFDA03 | | KVK 22031457 | | | Delta N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001161_CT_SLSC | 213800N8X49KJRTNDM49 | | KVK 3419663 | | DGE FP Equity | Diageo Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001162_CT_SLSC | 529900M7QSB704RUUT95 | | KVK 34182495 | | AIR FP Equity | Eads Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001163_CT_SLSC | 724500KRQECMCRGM1971 | | KVK 14026250 | | | EBN B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001164_CT_SLSC | 5299007L43AQDFOW5739 | | KvK 34121496 0000 | | 1403Z NA EQUITY | EDP FINANCE BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001165_CT_SLSC | 724500R5IP6TFKTNRU48 | | KvK 24306393 | | 2091Z NA Equity | Eneco Holding NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001166_CT_SLSC | 549300XW2F91G4T4WC42 | | KVK 34149162 | | ENL GY Equity | ENEL Investment Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001167_CT_SLSC | 529900011V8VJ3BUKR64 | | KVK 17115973 | | RWE GF Equity | Essent N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001168_CT_SLSC | | | | NL0000288876 | | EUROCOMMERCIAL | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001169_CT_SLSC | | | | NL0000352565 | | FUGRO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001170_CT_SLSC | 2138005FTXOJUBQ5J563 | | KVK 24243533 | | GAS SQ Equity | Gas Natural Fenosa Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001171_CT_SLSC | 724500EJ2TDPAITRSJ55 | | KVK 02089290 | | | GasTerra B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001172_CT_SLSC | | | | NL0000400653 | | GEMALTO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001173_CT_SLSC | 549300L10EVYURBFIH66 | | KVK 55293980 | | | Global Blue Acquisition B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001174_CT_SLSC | 529900SNLFF5M6HJ1T36 | | KvK 33286563 0000 | | 1004Z NA EQUITY | Haniel Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001175_CT_SLSC | 724500K5PTPSST86UQ23 | | KVK 33011433 | NL0000009165 | HEIA NA Equity | Heineken NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001176_CT_SLSC | 7245008C9KMJL9P2UI77 | | KVK 34323653 | | | Hyva Global B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001177_CT_SLSC | 724500CR19MQGFWFBZ64 | | KvK 34217578 0000 | | 0308206D NA EQUITY | ICL Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001178_CT_SLSC | TLLG0UTU6ZHOG003X735 | | | | | Imperial Mobility Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001179_CT_SLSC | 54930050LBZUR4138I72 | | KVK 27120438 | | | ING Re (Netherlands) N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001180_CT_SLSC | | | KVK 24311905 | | 2872423Z NA Equity | InterGen NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001181_CT_SLSC | 724500C9GNBV20UYRX36 | | KVK 35000363 | NL0010672325 | AH NA Equity | Koninklijke Ahold NV [Royal Ahold NV] | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001182_CT_SLSC | 724500V38C5KTDY5BS93 | | KVK 30058019 | NL0000337319 | BAMNB NA Equity | Koninklijke BAM NBM NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001183_CT_SLSC | 724500SNT1MK246AHP04 | | KVK 14022069 | NL0000009827 | DSM NA EQUITY | Koninklijke DSM N.V | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001184_CT_SLSC | 549300YO0JZHAL7FVP81 | | KVK 02045200 | NL0000009082 | KPN NA Equity | Koninklijke KPN NV [Royal KPN NV] | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001185_CT_SLSC | H1FJE8H61JGM1JSGM897 | | KVK 17001910 | NL0000009538 | PHIA NA Equity | Koninklijke Philips Electronics N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001186_CT_SLSC | 724500HZ4BN317I12G68 | | KVK 06016321 | | KTC NA Equity | Koninklijke Ten Cate NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001187_CT_SLSC | 724500UL634GFV1KYF10 | | KVK 24295332 | NL0009432491 | VPK NA Equity | Koninklijke Vopak NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001188_CT_SLSC | 529900WQGOTJDYG9NP76 | | KVK 09151956 | | LXS GF Equity | Lanxess Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001189_CT_SLSC | 5H8RMHHYTWIP1RKLCE38 | | KvK 34115238 0000 | | 2177Z NA EQUITY | Linde Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001190_CT_SLSC | 549300J6QSW38QNOJK61 | | KVK 57924562 | | | LYB International Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001191_CT_SLSC | BN6WCCZ8OVP3ITUUVN49 | | KVK 24473890 | | DLY GB Equity | LyondellBasell Industries N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001192_CT_SLSC | 635400TMCKVEU87EJ582 | | KVK 24321697 | | | METINVEST B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001193_CT_SLSC | 529900PF6F1OHRZVU341 | | KvK 33178683 0000 | | 1169Z NA EQUITY | Metro Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001194_CT_SLSC | 6354007MKEEGGVUMXO83 | | KVK 34239108 | | | New World Resources N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001195_CT_SLSC | 724500RKMOD48AIWKD94 | | KvK 24307569 0000 | | 3893886Z NA EQUITY | NIDERA B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001196_CT_SLSC | 54930062JS29A5N4GO82 | | KVK 34248449 | | | Nielsen Holdings N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001197_CT_SLSC | 724500GQV9YLNSWECU41 | | KVK 17179668 | | | Nord Gold N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001198_CT_SLSC | 724500TXS5HH3GY4UW42 | | KVK 30124358 | | | NS Groep N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001199_CT_SLSC | 5299000CMF80GY2U0U47 | | KVK 16074305 | NL0010395208 | NUO NA Equity | Nutreco Holding NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001200_CT_SLSC | 724500HT4YW45B1Y7859 | | KVK 57585083 | | | OAK Leaf B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001201_CT_SLSC | 549300NCMRGIBJYUOE57 | | | NL0010558797 | | OCI | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001202_CT_SLSC | 724500IM9A059TQLBX63 | | | | | OCI Nitrogen BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001203_CT_SLSC | 72450053F5WRDY8CDZ66 | | KVK 24291478 | | OI US Equity | OI European Group B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001204_CT_SLSC | Q47A62EK6GMSID3Y8C39 | | KVK 17133742 | XS0788529096 | PCAR US Equity | PACCAR Financial Europe B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001205_CT_SLSC | 549300N522D3SS8MKV65 | | KvK 24320769 0000 | | 3617372Z NA EQUITY | PETROBRAS NETHERLANDS BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001206_CT_SLSC | 549300VGHFJJ58HE2B54 | | KVK 17008551 | | PHIA NA Equity | Philips Electronics NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001207_CT_SLSC | 529900N9UJEHN9UPXN50 | | | | | PHOENIX PIB FINANCE BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001208_CT_SLSC | 724500Q41FHN0P1GPC53 | | KVK 27168968 | NL0009739416 | TNT LI Equity | PostNL N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001209_CT_SLSC | 54930036WK3GMCN17Z57 | | | | QIA GY Equity | Qiagen NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001210_CT_SLSC | 7245009EAAUUQJ0U4T57 | | KVK 33216172 | NL0000379121 | RAND NA EQUITY | RANDSTAD HOLDING NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001211_CT_SLSC | 549300XO8R7MPISUO753 | | KVK 33155037 | NL0006144495 | | Reed Elsevier NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001212_CT_SLSC | 5493002YCY6HTK0OUR29 | | KVK 24251372 | XS0202649934 | REP GY Equity | Repsol International Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001213_CT_SLSC | | | KVK 34179503 | GB00B03MM408 | RDSA NA EQUITY | ROYAL DUTCH SHELL PLC | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001214_CT_SLSC | 5493002N51KZCVBDMS27 | | 24114856 | NL0006055329 | | ROYAL IMTECH NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001215_CT_SLSC | 213800LBMMAIG1FQP389 | | KVK 14105351 | | SABIC AB Equity | SABIC Capital I B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001216_CT_SLSC | | | | NL0000360618 | | SBM OFFSHORE | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001217_CT_SLSC | 529900KEH8410ESH1483 | | KVK 53761790 | | | Schaeffler Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001218_CT_SLSC | 724500DX7Q1A19SPY530 | | KVK 34166584 | | | Schiphol Nederland B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001219_CT_SLSC | 7245001TBT3NI9SPNJ75 | | | | | SHV Netherlands NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001220_CT_SLSC | TAFO772JB70PDRN5VS48 | | KvK 27092998 0000 | | 1223Z NA EQUITY | Siemens Financieringsmaatschappij N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001221_CT_SLSC | 724500E9ZG6JMH6E2I14 | | | NL0000817179 | | SLIGRO FOOD GROUP | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001222_CT_SLSC | 724500ZTKJYJMWVLWJ82 | | KVK 34297413 | | | SRLEV N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001223_CT_SLSC | 5493002SSXOL85X3XC87 | | KVK 58623701 | | | Syncreon Group B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001224_CT_SLSC | 724500LTUWK3JQG63903 | | KVK 09083317 | | | TenneT Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001225_CT_SLSC | 7245008G22FOV7TYYJ34 | | KVK 06045666 | NL0000852523 | TWEKA NA EQUITY | TKH Group NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001226_CT_SLSC | 724500978QL7NKMLTQ37 | | KVK 34210949 | | | TMF Group Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001227_CT_SLSC | | | | NL0009739424 | | TNT EXPRESS | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001228_CT_SLSC | 724500L44K67W7UW1C59 | | KVK 34224566 | NL0000387058 | TOM2 NA EQUITY | TOMTOM N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001229_CT_SLSC | 724500OPA8GZSQUNSR96 | | KVK 33194984 | | TOM GY Equity | Toyota Motor Finance (Netherlands) B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001230_CT_SLSC | PX7SUPU7HUNJBQ8BPI65 | | KVK 33236939 | | 585233Z NA Equity | Trafigura Beheer BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001231_CT_SLSC | 549300TK7G7NZTVM1Z30 | | KVK 24051830 | NL0000009355 | UNIA NA Equity | Unilever NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001232_CT_SLSC | 549300IW6C3SRHUUK147 | | | | | Vitol Holding BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001233_CT_SLSC | | | | NL0009432491 | | VOPAK | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001234_CT_SLSC | 549300FRXSUUW3M2Q281 | | | | | WABCO Europe Holdings BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001235_CT_SLSC | 724500522D3ORUTUGW47 | | KVK 05078970 | | WAVIN NA Equity | Wavin NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001236_CT_SLSC | 724500YRQCY3BD9RJZ92 | | | NL0000289213 | | WERELDHAVE | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001237_CT_SLSC | 724500TEM53I0U077B74 | | KVK 33202517 | NL0000395903 | WKL NA EQUITY | Wolters Kluwer N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001238_CT_SLSC | 5JB3IE65ZU13TA0DGN10 | | | | | Würth Finance International B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001239_CT_SLSC | | | | NL0006294290 | | ZIGGO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001240_CT_SLSC | | | | | BWO NO Equity | BW Offshore Shipholding Ltd | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001241_CT_SLSC | 5493004ZHCILEMZLBS85 | | 00304772770005 | | | FERD AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001242_CT_SLSC | 5493009F6KP3UMLPOY27 | | 931186744 | | | ICA Norge AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001243_CT_SLSC | 549300ZLJDXBXUNCY824 | | 936738540 | | | National Oilwell Varco Norway AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001244_CT_SLSC | 549300N1SDN71ZZ8BO45 | | | | NHY NO Equity | Norsk Hydro ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001245_CT_SLSC | 529900J8VSH14TP5VD23 | | | | | ODFJELL SE | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001246_CT_SLSC | 213800T66DRTE6O6BV87 | | 916235291 | | PGS NO Equity | Petroleum Geo-Services ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001247_CT_SLSC | 529900TH4OAW7WYG1777 | | 987059699 | | | Statkraft AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001248_CT_SLSC | OW6OFBNCKXC4US5C7523 | | 923609016 | | STL NO Equity | Statoil ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001249_CT_SLSC | R7NJHU48LTCIOB9BVU57 | | | | CNU NZ Equity | Chorus Limited | NZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001250_CT_SLSC | 259400GYHYZPQ0HTMT82 | | | | CIE PW Equity | Ciech S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001251_CT_SLSC | 259400A9BI23M3K1NK82 | | | | LTS PW EQUITY | GRUPA LOTOS S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001252_CT_SLSC | 259400WT6MCX3V59XI09 | | | | | Netia S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001253_CT_SLSC | 259400TOMPUOLS65II22 | | 10681 | | TPA1 GB Equity | ORANGE POLSKA SA | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001254_CT_SLSC | 259400TGY6IYEP2EFW87 | | 467426 | | | POLKOMTEL SP. Z O.O. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001255_CT_SLSC | 259400VVMM70CQREJT74 | | 28860 | | PKN PW Equity | Polski Koncern Naftowy ORLEN S.A. (PKN) | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001256_CT_SLSC | 259400NAPDFBOTNCRL54 | | | | TPE PW Equity | TAURON Polska Energia S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001257_CT_SLSC | Q1ECZWEVT6ZTFERCPG94 | | | PLTLKPL00017 | OPL PW EQUITY | TELEKOMUNIKACJA POLSKA SA | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001258_CT_SLSC | 213800RQXBBZ6KSP1I72 | | 500311390 | | | AMORIM & IRMAOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001259_CT_SLSC | 2138002PLGLYW8EP7248 | | | | | AMORIM HOLDING II SGPS SA | PT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001260_CT_SLSC | 213800V5Z38TLIRQW516 | | 500700834 | | | ANA AEROPORTOS PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001261_CT_SLSC | | | 502607920 | | | AUCHAN PORTUGAL HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001262_CT_SLSC | 54930011KNBNPPKW7528 | | 500038015 | | | AUTO SUECO LDA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001263_CT_SLSC | 549300RU6UYW1UMYOP92 | | 500194670 | | | BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001264_CT_SLSC | | | | PTBRI0AM0000 | BRI PL EQUITY | BRISA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001265_CT_SLSC | 549300FREK460JU7RG08 | | 500060266 | | | CELULOSE BEIRA INDUSTRIAL-CELBI SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001266_CT_SLSC | 549300TF1SUYCFUO3840 | | 503309362 | | | COLEP PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001267_CT_SLSC | | | 507195515 | | | CONTROLINVESTE SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001268_CT_SLSC | 213800X28CMB8LAIT849 | | 502557400 | | | CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001269_CT_SLSC | 549300RGQV4M16FESU23 | | 500832234 | | | CUF QUIMICOS INDUSTRIAS, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001270_CT_SLSC | 529900CLC3WDMGI9VH80 | | | PTEDP0AM0009 | EDP PL EQUITY | EDP — Energias de Portugal S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001271_CT_SLSC | 529900LOXJVWGOH84656 | | 503293695 | | | EDP — GESTÃO DA PRODUÇÃO DE ENERGIA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001272_CT_SLSC | | | 504885367 | | | ESPIRITO SANTO SAUDE SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001273_CT_SLSC | 2138003319Y7NM75FG53 | | 504499777 | PTGALIOE0009 | GALP PL Equity | GALP ENERGIA SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001274_CT_SLSC | 213800Y3V72PI6W8KG10 | | 511220448 | | | GRUPO PESTANA — SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001275_CT_SLSC | 259400A8SZP10GB5IB19 | | | PTJMT0AE0001 | JMT PL EQUITY | J.MARTINS | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001276_CT_SLSC | | | 500073880 | | | LENA ENGENHARIA CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001277_CT_SLSC | 549300SNYKYW15R3UE62 | | 502011475 | | | MODELO CONTINENTE HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001278_CT_SLSC | 549300TLPT6W9R3CLQ86 | | 500197814 | | | MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001279_CT_SLSC | 5493003NN4LXUF8JA244 | | | | | Ocidental Companhia Portuguesa de Seguros de Vida, S.A. | PT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001280_CT_SLSC | 54930071D35BVUPC5942 | | 502604751 | | | OPTIMUS-COMUNICACOES S.A | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001281_CT_SLSC | | | 507979265 | | | OPWAY — SGPS, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001282_CT_SLSC | 213800ZWKG61JG7ZCF61 | | 500697370 | | | PETROLEOS PORTUGAL PETROGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001283_CT_SLSC | 259400DRC6WOXNVW8B57 | 500829993 | 500829993 | | 90413Z PL EQUITY | PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001284_CT_SLSC | 549300UNIB7M2AXUXS35 | | | PTPTI0AM0006 | PTCL TQ EQUITY | Portucel S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001285_CT_SLSC | 549300FR1FN48IGHR915 | | | PTREL0AM0008 | RENE PL Equity | REN-Redes Energeticas Nacionais, SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001286_CT_SLSC | | | 500246963 | | | REPSOL PORTUGUESA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001287_CT_SLSC | 5493002X2CCY60HWCU94 | | 500243590 | | | SECIL COMP GERAL CAL CIMENTO SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001288_CT_SLSC | 549300PXZF74GVQM6867 | | 500058580 | | | SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001289_CT_SLSC | 549300EZYIURQ5RGSE56 | | 500278571 | | | SOVENA OILSEEDS PORTUGAL, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001290_CT_SLSC | 549300KFJPELBPMQH079 | | 500833532 | | | SOVENA PORTUGAL CONSUMER GOODS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001291_CT_SLSC | 95980020140005813290 | | 505042037 | | | SUMOL+COMPAL MARCAS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001292_CT_SLSC | | | 500097488 | | | TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001293_CT_SLSC | 549300CNE5R74B3XKF57 | | 505266202 | | | UNICER BEBIDAS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001294_CT_SLSC | | 503933139 | 503933139 | | 3646175Z PL EQUITY | UNILEVER JERÓNIMO MARTINS, LDA. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001295_CT_SLSC | 213800IDK8UTYDSFOG74 | | 502544180 | | | VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001296_CT_SLSC | | 500302200 | 500302200 | | 0265472D PL EQUITY | ZAGOPE — CONSTRUÇÕES E ENGENHARIA S.A.

| PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001297_CT_SLSC | 549300VOFQC1SPGTZM19 | | 503039063 | | | ZON TV CABO PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001298_CT_SLSC | 549300D3EIDZJB62TR20 | | 21183 | | ORDS QD Equity | Ooredoo Q.S.C. | QA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001299_CT_SLSC | 549300UKYDM6L8HEPU79 | | | | SNP RO EQUITY | OMV PETROM S.A. | RO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001300_CT_SLSC | 549300F8ZIGJVUPIU797 | | 24297754 | | | Rompetrol Group N.V. (The) | RO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001301_CT_SLSC | | | | | GAZP RU Equity | Gazprom OAO | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001302_CT_SLSC | | | | | ROSN RU Equity | OJSC Oil Co Rosneft | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001303_CT_SLSC | | | | | TATN RU Equity | Tatneft OAO | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001304_CT_SLSC | 5493007RN7O98MYBX124 | | | | | AKTIEBOLAG LINDEX | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001305_CT_SLSC | 549300UCKT2UK88AG251 | | | SE0000695876 | ALFA SS EQUITY | Alfa Laval AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001306_CT_SLSC | 549300YECS8HKCIMMB67 | | | SE0000255648 | ASSAB SS EQUITY | Assa Abloy AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001307_CT_SLSC | 213800T8PC8Q4FYJZR07 | | 5560142720 | SE0000122467 | ATCOA SS EQUITY | Atlas Copco Aktiebolag | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001308_CT_SLSC | 2138002GW5WN1UYZAO32 | | 55611256900004 | | | BILIA AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001309_CT_SLSC | 549300YJUYJ9A24RXL71 | | | SE0005906922 | SE0005906922 Corp | BILLERUDKORSNÄS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001310_CT_SLSC | 549300ZACGIQHBBMOD20 | | 5560269549 | | BONN SS EQUITY | Bonnier Finans AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001311_CT_SLSC | 213800SE6FV3UDEIEY92 | | 72317831 | | | CAPIO AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001312_CT_SLSC | 549300GU5OHTR1T5IY68 | | | SE0005932225 | SE0005932225 Corp | Castellum AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001313_CT_SLSC | 549300HCT1WLHEXNLZ18 | | | | | Dometic Holding AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001314_CT_SLSC | 549300Y3HHZB1ZGFPJ93 | | | | ELUXA SS Equity | Electrolux AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001315_CT_SLSC | 549300JNPI46XNH0PM97 | | | | | Fabege AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001316_CT_SLSC | 5493003PZ4F570G3W735 | | | | | GETINGE AB, | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001317_CT_SLSC | 529900XKWB408ZZYBF68 | | | | | GREEN CARGO AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001318_CT_SLSC | 213800YUV362W4E1LP46 | | | | | H & M Hennes & Mauritz GBC AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001319_CT_SLSC | 54930033BTSY61VHUR49 | | 55601011550004 | | | HALDEX AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001320_CT_SLSC | 549300VOTS5OZ82UTG69 | | | SE0005934320 | SE0005934320 Corp | HEMSÖ FASTIGHETS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001321_CT_SLSC | 549300WJFW6ILNI4TA80 | | 5561904771 | SE0000103699 | HEXAB SS EQUITY | Hexagon AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001322_CT_SLSC | 52990080SH3454F0QE68 | | 5560013301 | SE0000109290 | HOLMB SS EQUITY | Holmen AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001323_CT_SLSC | 549300GYQIIJ3UXB7655 | | | SE0001662222 | HUSQB SS EQUITY | HUSQVARNA AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001324_CT_SLSC | 549300VEBQPHRZBKUX38 | | 556013-8298 | XS0795505402 | INVEA SS Equity | Investor AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001325_CT_SLSC | 529900X0UEM9DOM6FK12 | | 5560452103 | SE0000806994 | JM SS EQUITY | JM AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001326_CT_SLSC | 549300VD6SNNS5N5V183 | | | | | KORAB INTERNATIONAL AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001327_CT_SLSC | 5493005OXRTBK0WSJN46 | | 5565451217 | SE0000549412 | KLED SS EQUITY | Kungsleden AB | SE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001328_CT_SLSC | 529900AB08F05L4HWU11 | | | | | LANTMÄNNEN EK FÖR | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001329_CT_SLSC | 213800NS2XXVRYS7WP40 | | | SE0002683557 | LOOMB SS EQUITY | Loomis AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001330_CT_SLSC | 549300SNQNTHQLZQON04 | | 5564272812 | SE0000221723 | MEDAA SS EQUITY | Meda AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001331_CT_SLSC | 549300E8NDODRSX29339 | | 5563099158 | SE0000412371 | MTGB SS EQUITY | MODERN TIMES GROUP MTG AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001332_CT_SLSC | 213800WRGLW3CY4MHW53 | | 55603451740004 | | | NCC | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001333_CT_SLSC | 549300KUJMRC9NW93S96 | | | | | Nobina sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001334_CT_SLSC | 5493007VGEKBZGZ6PC69 | | | | | NYNAS AB (PUBL) | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001335_CT_SLSC | 549300ES84TRW7EWGU35 | | | | | Perstorp Holding AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001336_CT_SLSC | 549300S2D8BDH1CKLI47 | | | | | PostNord AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001337_CT_SLSC | 549300MIHCMD8DCSBY41 | | 55607269770034 | | | Preem | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001338_CT_SLSC | 549300ZHO4JCQQI13M69 | | 556036-0793 | SE0000112385 | SE0005567088 Corp | SAAB AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001339_CT_SLSC | 5299008ZUAXN43LVZF54 | | | | SAND SS Equity | Sandvik AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001340_CT_SLSC | 5299001G94UPTI8C7N54 | | 5566577416 | | 0301536D SS EQUITY | Sandvik Treasury AB | SE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001341_CT_SLSC | 529900AE1FZNUH6EVS39 | | | SE0003366871 | SAS SS EQUITY | SAS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001342_CT_SLSC | 529900BZYSUQLQSPNR07 | | 5560840976 | SE0000308280 | SCVB SS EQUITY | Scania CV AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001343_CT_SLSC | 635400TTYKE8EIWDS617 | | | | SECUB SS Equity | Securitas AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001344_CT_SLSC | 5493004WOSC31U83UG49 | | 5561063834 | | SKAB SS EQUITY | Skanska Financial Services | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001345_CT_SLSC | 549300MA1BZYJU87BW55 | | 5560339086 | SE0000113250 | SKAB SS EQUITY | Skanska Sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001346_CT_SLSC | 549300X6MQ0GG8BRY481 | | | | | SKF sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001347_CT_SLSC | 5493002FIVSWBLEV7P15 | | | | | SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001348_CT_SLSC | 529900329VS14ZIML164 | | 5560163429 | SE0000171100 | SSABA SS EQUITY | SSAB AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001349_CT_SLSC | 529900J0C48FH28HNQ19 | | 5563137933 | SE0000120669 | SSABA SS EQUITY | SSAB Emea AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001350_CT_SLSC | 213800CWLTI7WZCC2R35 | | 5560010802 | | 1081Z SS EQUITY | Stena AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001351_CT_SLSC | 5299005HSK597UX55629 | | | | | SVEASKOG FÖRVALTNINGS AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001352_CT_SLSC | 549300FW5JDRV1IJ0M67 | | | | SCAB SS Equity | Svenska Cellulosa AB [SCA] | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001353_CT_SLSC | 529900ZERGNJBEQEX179 | | 55679708180004 | | | SWEDAVIA AB SWEDAVIA EKONOMI | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001354_CT_SLSC | 5493005DU3003SGUC166 | | | | | SWEDISH HOSPITAL PARTNERS AB, | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001355_CT_SLSC | 529900YVXCGNWAUYZG78 | | | SE0000310336 | SWMA SS EQUITY | Swedish Match AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001356_CT_SLSC | 213800EKD193RVI9HL76 | | 5564108917 | SE0000314304 | TEL2B SS EQUITY | Tele2 AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001357_CT_SLSC | 549300W9JLPW15XIFM52 | | 556016-0680 | XS0435008726 | ERICB SS Equity | Telefonaktiebolaget LM Ericsson | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001358_CT_SLSC | 213800FSR9RNDUOTXO25 | | | | TLSN SS Equity | TeliaSonera AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001359_CT_SLSC | 5493006LU5JO4P7HQ305 | | | | | THULE HOLDING AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001360_CT_SLSC | 213800XY16PAWG2PAD14 | | | | TRELB SS Equity | Trelleborg AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001361_CT_SLSC | 5493007LNZSEWN5KTV42 | | | SE0005769270 | SE0005769270 Corp | Vasakronan | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001362_CT_SLSC | 549300T5RZ1HA5HZ3109 | | | | VATT SS Equity | Vattenfall AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001363_CT_SLSC | 549300HGV012CNC8JD22 | | | SE0000115420 | VOLVB SS EQUITY | Volvo AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001364_CT_SLSC | 54930083GODGBHODQ153 | | 189744 | | | Global A&T Electronics Ltd. | SG | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001365_CT_SLSC | 33D7DTWH8BNIUWE0IF81 | | | | OLAM SP Equity | Olam International Ltd | SG | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001366_CT_SLSC | | | | | 7536988Z SK EQUITY | Volkswagen Slovakia A.S. | SK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001367_CT_SLSC | 549300QOGMPTKB6W7G56 | | 1,07544E+11 | USY71548BY95 | PTT TB Equity | PTT Public Company Limited | TH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001368_CT_SLSC | 8RS0AKOLN987042F2V04 | | | | NXWA GF Equity | 21st Century Fox America, Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001369_CT_SLSC | LUZQVYP4VS22CLWDAR65 | | | US88579YAF88 | MMM SE Equity | 3M Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001370_CT_SLSC | HQD377W2YR662HK5JX27 | | IL08142220 | | ABT US Equity | Abbott Laboratories | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001371_CT_SLSC | FR5LCKFTG8054YNNRU85 | | DE5126809 | | 4AB GF Equity | AbbVie Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001372_CT_SLSC | 549300T0GJTEK811VI53 | | | | WPI US EQUITY | Actavis, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001373_CT_SLSC | 549300QKBENKLBXQ8968 | | PA724325 | | AET US Equity | Aetna Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001374_CT_SLSC | LYOM0B2GCF1JWXK5ZG04 | | | | AGCO UN Equity | AGCO Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001375_CT_SLSC | QUIX8Y7A2WP0XRMW7G29 | | | | A UN Equity | Agilent Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001376_CT_SLSC | 9PO87UV78U1JHLR68X04 | | | | 8685 JT Equity | AIG Financial Products Corp. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001377_CT_SLSC | 7QEON6Y1RL5XR3R1W237 | | | | APD US Equity | Air Products & Chemicals Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001378_CT_SLSC | ABPN11VOHLHX6QR7XQ48 | | | | AA US Equity | Alcoa Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001379_CT_SLSC | XSGZFLO9YTNO9VCQV219 | | | | MO US Equity | Altria Group Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001380_CT_SLSC | ZXTILKJKG63JELOEG630 | | DE2620453 | | AMZN US Equity | Amazon.com, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001381_CT_SLSC | IWUQB36BXD6OWD6X4T14 | | DE0332421 | | AAL UW Equity | American Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001382_CT_SLSC | B6Q2VFHD1797Q7NZ3E43 | | CAC0951492 | | 7267 JT Equity | American Honda Finance Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001383_CT_SLSC | 5493006ORUSIL88JOE18 | | | | AMT US Equity | American Tower Corp [ex- American Tower System] | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001384_CT_SLSC | 549300D3L3G0R4U4VT04 | | | | APH US Equity | Amphenol Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001385_CT_SLSC | B78FQ7XBQFLP4AYJ6F79 | | | | APC US Equity | Anadarko Petroleum Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001386_CT_SLSC | 72ZZ1XRHOOU9P9X16K08 | | | | APA US Equity | Apache Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001387_CT_SLSC | HWUPKR0MPOU8FGXBT394 | | CAC0806592 | | AAPL US Equity | Apple Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001388_CT_SLSC | 42YMHYH0XMHJEXDUB065 | | | | | ARAMARK Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001389_CT_SLSC | W47HVZ7Q6FXL86RELH91 | | DE0717711 | | ACI US Equity | Arch Coal, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001390_CT_SLSC | 549300LO13MQ9HYSTR83 | | DE0152524 | | ADM US Equity | Archer-Daniels-Midland Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001391_CT_SLSC | 0C0SZC7H22UWI2NA3R46 | | | | ARRS UW Equity | Arris Group, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001392_CT_SLSC | 549300YNNLBXT8N8R512 | | NYCARREUS | | ARW US Equity | Arrow Electronics, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001393_CT_SLSC | 6O4MRU8C1MS0K34UQF79 | | KY0580261 | | ASH US Equity | Ashland Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001394_CT_SLSC | 549300Z40J86GGSTL398 | | DE2018584 | | T* MM Equity | AT&T Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001395_CT_SLSC | QVLWEGTD2S8GJMO8D383 | | | | ATO US Equity | Atmos Energy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001396_CT_SLSC | HGBOLILQXWER4SAL2I23 | | | | ADP US Equity | Automatic Data Processing | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001397_CT_SLSC | GA3JGKJ41LJKXDN23E90 | | | | | Autozone Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001398_CT_SLSC | XN8R4HH1TVC1XOCL5P21 | | | | CAR US EQUITY | Avis Budget Car Rental LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001399_CT_SLSC | XJI53DCPL7QABOWK4Z75 | | NYCAVNTUS | | AVT US Equity | Avnet, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001400_CT_SLSC | 5493007RY69UEB1F1B45 | | | | AVP US Equity | Avon Products, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001401_CT_SLSC | MF62XBVMNYTYMC18DL76 | | DE2416636 | | BA/ LN Equity | BAE Systems Holdings Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001402_CT_SLSC | | | | | BHI US EQUITY | Baker Hughes Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001403_CT_SLSC | EWRDABCN7XBHM37LIA98 | | DE2072335 | | | Beam Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001404_CT_SLSC | HL5XPTVRV0O8TUN5LL90 | | MN1K-1056 | | BBY US Equity | Best Buy Co., Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001405_CT_SLSC | KK5MZM9DIXLXZL9DZL15 | | DE2322568 | | BMW HB Equity | BMW US Capital, LLC | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001406_CT_SLSC | 549300DSFX2IE88NSX47 | | | | BWA US Equity | BorgWarner Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001407_CT_SLSC | Y6ZDD9FP4P8JSSJMW954 | | DE0874815 | | BSX UN Equity | Boston Scientific Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001408_CT_SLSC | 549300GMUCJ08527GQ81 | | IN182869-107 | | BP/ LN Equity | BP Corporation North America Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001409_CT_SLSC | 549300YYMNSW7KWZH127 | | | | BP/ LN Equity | BP Products North America Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001410_CT_SLSC | HLYYNH7UQUORYSJQCN42 | | | | BMY US EQUITY | Bristol Myers Squibb Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001411_CT_SLSC | 5493007M0RIN8HY3MM77 | | | | BG US Equity | Bunge Limited | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001412_CT_SLSC | Y7ET3D9SDOFUZ515FE28 | | DE0799956 | | CA US Equity | CA, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001413_CT_SLSC | 43R4VPJBXTU2O15HEF41 | | | | | Calpine Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001414_CT_SLSC | 5493007JDSMX8Z5Z1902 | | | | CPB US Equity | Campbell Soup Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001415_CT_SLSC | CCU46N3GJMF4OK4N7U60 | | OH535613 | | CAH US Equity | Cardinal Health, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001416_CT_SLSC | QXZYQNMR4JZ5RIRN4T31 | | | | 3091Z US Equity | Cargill Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001417_CT_SLSC | EDBQKYOPJUCJKLOJDE72 | | DE0921323 | | CAT SE Equity | Caterpillar Financial Services Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001418_CT_SLSC | WRJR7GS4GTRECRRTVX92 | | | | CAT US EQUITY | Caterpillar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001419_CT_SLSC | 5KYC8KF17ROCY24M3H09 | | DE2106821 | | C5S GM Equity | CBS Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001420_CT_SLSC | CD30XVRLT4QO00B1C706 | | DE3780476 | | CE UN Equity | Celanese US Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001421_CT_SLSC | 4SIHMF0MOSTTL8CD0X64 | | | | CELG US Equity | Celgene Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001422_CT_SLSC | 21TPXMRRHFKOBHDC8J74 | | | | | CenterPoint Energy Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001423_CT_SLSC | 8E6NF1YAL0WT6CWXXV93 | | | | CSCO US EQUITY | Cisco Systems Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001424_CT_SLSC | 549300IA9XFBAGNIBW29 | | | | | CMS Energy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001425_CT_SLSC | B0QU0GIVGFFMCOP5RJ72 | | DE4789658 | | CKK GB Equity | Coca-Cola Enterprises, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001426_CT_SLSC | 2V9V7M0RUQG9M2J4IC47 | | | | | Colfax Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001427_CT_SLSC | YMEGZFW4SBUSS5BQXF88 | | DE0156313 | | CL US Equity | Colgate-Palmolive Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001428_CT_SLSC | 51M0QTTNCGUN7KFCFZ59 | | PA3039985 | | CTP GB Equity | Comcast Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001429_CT_SLSC | 549300OQS2LO07ZJ7N73 | | DE0406521 | | CMC US Equity | Commercial Metals Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001430_CT_SLSC | 6113F6JQLWIUGTBN1L36 | | | | CSC US equity | Computer Sciences Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001431_CT_SLSC | 54930035UDEIH090K650 | | DE0818944 | | CAG US Equity | ConAgra Foods, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001432_CT_SLSC | SYHS7HRDXLL4I0IQ8776 | | | | CXO US EQUITY | Concho Resources Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001433_CT_SLSC | 6VJJ5GQWIRDQ06DUXG89 | | DE0064324 | | COP US Equity | ConocoPhillips Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001434_CT_SLSC | 549300JK3KH8PWM3B226 | | DE2277631 | | CNX UN Equity | CONSOL Energy Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001435_CT_SLSC | 29DX7H14B9S6O3FD6V18 | | | | CTO GM Equity | Costco Wholesale Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001436_CT_SLSC | 549300BO9IWPF3S48F93 | | | | COTY US EQUITY | Coty Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001437_CT_SLSC | TVRMNZKRGA8LPW6XPG60 | | | | | Cox Enterprises Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001438_CT_SLSC | RPPGGRL1J75WGF2DFO04 | | PA3337938 | | CCK US Equity | Crown Americas LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001439_CT_SLSC | ZUNI8PYC725B6H8JU438 | | IN194062-043 | | CMI UN Equity | Cummins Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001440_CT_SLSC | S4BKK9OTCEWQ3YHPFM11 | | | | DHR US EQUITY | Danaher Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001441_CT_SLSC | PWFTNG3EI0Y73OXWDH08 | | | | DE US EQUITY | Deere & Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001442_CT_SLSC | 3E70L4WYANTIWWIPHC81 | | | | DELL US EQUITY | Dell Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001443_CT_SLSC | Q2CCMS6R0AS67HJMBN42 | | | | DAL US EQUITY | Delta Air Lines Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001444_CT_SLSC | 54930042348RKR3ZPN35 | | DE2155705 | | DVN US Equity | Devon Energy Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001445_CT_SLSC | F14FQJ2EEHW5VPYUHL14 | | | | DO US Equity | Diamond Offshore Drilling, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001446_CT_SLSC | 549300Z1UGYT5725XB67 | | DE3535468 | | DTV TQ Equity | DIRECTV Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001447_CT_SLSC | ILUL7B6Z54MRYCF6H308 | | | | D US EQUITY | Dominion Resources Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001448_CT_SLSC | 549300FMC2ALGA7N9E80 | | DE0412823 | | DOV UN Equity | Dover Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001449_CT_SLSC | ZQUIP1CSZO8LXRBSOU78 | | | | DOW US EQUITY | Dow Chemical Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001450_CT_SLSC | 549300IX8SD6XXD71I78 | | | | DTE US EQUITY | DTE Energy Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001451_CT_SLSC | FDPVHDGJ1IQZFK9KH630 | | DE2345566 | | EMN UN Equity | Eastman Chemical Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001452_CT_SLSC | 0NZWDMRCE180888QQE14 | | | | ETN US EQUITY | Eaton Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001453_CT_SLSC | OML71K8X303XQONU6T67 | | DE2871352 | | EBAY US Equity | eBay Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001454_CT_SLSC | FRDRIPF3EKNDJ2CQJL29 | | | | LLY US EQUITY | Eli Lilly & Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001455_CT_SLSC | FGLT0EWZSUIRRITFOA30 | | | | EMR UN Equity | Emerson Electric Co. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001456_CT_SLSC | GHFPUH0OZ5JLGJXWCO16 | | | | ESV UN Equity | ENSCO International Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001457_CT_SLSC | 4XM3TW50JULSLG8BNC79 | | | | ETR US EQUITY | Entergy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001458_CT_SLSC | 549300EVUN2BTLJ3GT74 | | DE2911438 | | EQIX US Equity | Equinix, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001459_CT_SLSC | 549300RO2XES74KQGG63 | | | | XLS US EQUITY | Exelis Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001460_CT_SLSC | 3SOUA6IRML7435B56G12 | | | | EXC US EQUITY | Exelon Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001461_CT_SLSC | CI7MUJI4USF3V0NJ1H64 | | WA601975803 | | EXPE UW Equity | Expedia, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001462_CT_SLSC | J3WHBG0MTS7O8ZVMDC91 | | NJ3793794100 | | XOM US Equity | Exxon Mobil Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001463_CT_SLSC | 549300E707U7WNPZN687 | | | | FDX US EQUITY | FedEx Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001464_CT_SLSC | 6WQI0GK1PRFVBA061U48 | | GA0110597 | | FIS UN Equity | Fidelity National Information Services, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001465_CT_SLSC | 549300NPYMLM4NHTOF27 | | | | | First Solar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001466_CT_SLSC | 549300SVYJS666PQJH88 | | OH953140 | | FE US Equity | FirstEnergy Corp.

| US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001467_CT_SLSC | 6Y0GK87T6V7NJKZJVM41 | | NYCDRRCUS | | FLS US Equity | Flowserve Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001468_CT_SLSC | CQ7WZ4NOFWT7FAE6Q943 | | | | FLR US EQUITY | Fluor Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001469_CT_SLSC | CKDHZ2X64EEBQCSP7013 | | | | FMC US Equity | FMC Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001470_CT_SLSC | EMQFUEY7DV1MVNKAUT87 | | DE3315658 | | FTI US Equity | FMC Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001471_CT_SLSC | 20S05OYHG0MQM4VUIC57 | | | | F US EQUITY | Ford Motor Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001472_CT_SLSC | 2MNR4Q42DBL85U7RD221 | | | | | Forest Oil Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001473_CT_SLSC | A0WMBJD47C49E2JJOM88 | | DE4594648 | | FRE GY Equity | Fresenius US Finance I, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001474_CT_SLSC | 549300FNRIXILI56M704 | | | | 0196414D US EQUITY | Gavilon LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001475_CT_SLSC | 9C1X8XOOTYY2FNYTVH06 | | | | GD US EQUITY | General Dynamics Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001476_CT_SLSC | 3C7474T6CDKPR9K6YT90 | | NYCGECYUS | | GNE FP Equity | General Electric Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001477_CT_SLSC | 2TGYMUGI08PO8X8L6150 | | | | GIS US Equity | General Mills, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001478_CT_SLSC | 549300PDWRZX0BR28B12 | | DE4717789 | | GM UN Equity | General Motors Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001479_CT_SLSC | L2EVHWFHVAQK72TMH265 | | DE4275413 | | | Georgia-Pacific LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001480_CT_SLSC | 5493002BI0S2ZQUY3437 | | | | GT US EQUITY | Goodyear Tire & Rubber Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001481_CT_SLSC | 7ZW8QJWVPR4P1J1KQY45 | | | | GOOG US EQUITY | Google Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001482_CT_SLSC | ENYF8GB5SMQZ25S06U51 | | DE2681775 | | HAL UN Equity | Halliburton Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001483_CT_SLSC | KAO98FK89NPNNPQGUZ43 | | DE0497602 | | HSC US Equity | Harsco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001484_CT_SLSC | 549300NUB6D2R1ITYR45 | | | | HAS US Equity | Hasbro, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001485_CT_SLSC | 549300PD0C69OJ0NLB27 | | | | 766481Z US EQUITY | Hertz Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001486_CT_SLSC | UASVRYNXNK17ULIGK870 | | DE0097017 | | AHC GB Equity | Hess Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001487_CT_SLSC | WHKXQACZ14C5XRO8LW03 | | | | HPQ US EQUITY | Hewlett-Packard Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001488_CT_SLSC | 5493003STKEZ2S0RNU91 | | | | HNZ US EQUITY | HJ Heinz Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001489_CT_SLSC | ISRPG12PN4EIEOEMW547 | | DE2061772 | | HON UN Equity | Honeywell International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001490_CT_SLSC | KNX4USFCNGPY45LOCE31 | | | | 4335 HK Equity | Intel Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001491_CT_SLSC | VGRQXHF3J8VDLUA7XE92 | | | | IBM US EQUITY | International Business Machines (IBM Corp) | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001492_CT_SLSC | F9HV8ZL85LRIQ6D60098 | | NVC7491-1980 | | IGT UN Equity | International Game Technology | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001493_CT_SLSC | 824LMFJDH41EY779Q875 | | | | IP US EQUITY | International Paper Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001494_CT_SLSC | 5493008IUOJ5VWTRC333 | | | | | Interpublic Group of Cos | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001495_CT_SLSC | 24F6LSZD18II6ICG6S41 | | | | | Itron Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001496_CT_SLSC | YB2O5TUONPB3W1X7WJ88 | | | | ITT US EQUITY | ITT Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001497_CT_SLSC | KD833U13JEIGETBW2749 | | | | JAH US EQUITY | Jarden Corp (fka Alltrista Corp) | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001498_CT_SLSC | 549300XR6O4ACB0KLV08 | | | | | JFB Firth Rixson, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001499_CT_SLSC | E0KSF7PFQ210NWI8Z391 | | | | DE UN Equity | John Deere Capital Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001500_CT_SLSC | 549300G0CFPGEF6X2043 | | NJ5106301000 | | JNJ GQ Equity | Johnson & Johnson | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001501_CT_SLSC | 3LB2NG8VUULSCV2NO430 | | | | JCI US EQUITY | Johnson Controls Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001502_CT_SLSC | LONOZNOJYIBXOHXWDB86 | | | | K US EQUITY | Kellogg Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001503_CT_SLSC | AGX0G2MXE54NFNNICD28 | | | | KU1 US EQUITY | Kentucky Utilities Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001504_CT_SLSC | MP3J6QPYPGN75NVW2S34 | | | | KMB UN Equity | Kimberly-Clark Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001505_CT_SLSC | 549300PDHUGWPWGOT525 | | DE2301470 | | | Kinder Morgan Energy Partners, L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001506_CT_SLSC | 5493005158BXZWGOX572 | | | | 3097Z US EQUITY | Koch Industries Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001507_CT_SLSC | 549300JF6LPRTRJ0FH50 | | | | KSS UN Equity | Kohl's Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001508_CT_SLSC | V1BYR0MM295ZFWYYS367 | | | | KRFT US EQUITY | Kraft Foods Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001509_CT_SLSC | GR3KVMWVCR54YWQNXU90 | | DE0933796 | | LTD GF Equity | L Brands, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001510_CT_SLSC | | | | | LINE US EQUITY | Linn Energy LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001511_CT_SLSC | 5493007B9BM9ZXJINO78 | | DE4009151 | | LYV UN Equity | Live Nation Entertainment, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001512_CT_SLSC | DPRBOZP0K5RM2YE8UU08 | | | | LMT US EQUITY | Lockheed Martin Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001513_CT_SLSC | WAFCR4OKGSC504WU3E95 | | NC0087443 | | LOW UN Equity | Lowe's Companies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001514_CT_SLSC | 2RTSLGQ89VMY18RHX631 | | | | | Manitowoc Co Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001515_CT_SLSC | 1FRVQX2CRLGC1XLP5727 | | DE3395371 | | MRO US Equity | Marathon Oil Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001516_CT_SLSC | 3BNYRYQHD39K4LCKQF12 | | DE4750998 | | MPC UN Equity | Marathon Petroleum Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001517_CT_SLSC | 225YDZ14ZO8E1TXUSU86 | | DE2798413 | | MAR US Equity | Marriott International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001518_CT_SLSC | 54930073HKEO6GZBSS03 | | | | 4614Z US EQUITY | Mars Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001519_CT_SLSC | 549300XMP3KDCKJXIU47 | | DE0706226 | | MMC UN Equity | Marsh & McLennan Companies, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001520_CT_SLSC | 5GCSNMQXHEYA1JO8QN11 | | DE0585027 | | MAS US Equity | Masco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001521_CT_SLSC | AR5L2ODV9HN37376R084 | | DE3390142 | | MA US Equity | MasterCard Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001522_CT_SLSC | 549300VELLG24KHTJ564 | | DE0673809 | | MAT US Equity | Mattel, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001523_CT_SLSC | UE2136O97NLB5BYP9H04 | | | | MCD US EQUITY | McDonald's Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001524_CT_SLSC | 549300WZWOM80UCFSF54 | | DE2417015 | | MCK US Equity | McKesson Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001525_CT_SLSC | 4DL8C98Z5G5IXZLH3578 | | | | MWV US Equity | MeadWestvaco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001526_CT_SLSC | D56MRZY2INAN94ZONZ37 | | | | MDT US EQUITY | Medtronic Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001527_CT_SLSC | 4YV9Y5M8S0BRK1RP0397 | | | | MRK US EQUITY | Merck & Co Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001528_CT_SLSC | INR2EJN1ERAN0W5ZP974 | | WA600413485 | | MSF NA Equity | Microsoft Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001529_CT_SLSC | 54930073LBBH6ZCBE225 | | | | TAP US EQUITY | Molson Coors Brewing Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001530_CT_SLSC | 549300DV9GIB88LZ5P30 | | VA05501796 | | KTF GF Equity | Mondelez International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001531_CT_SLSC | NONUZEX43GHIPSVDD938 | | DE3174788 | | MON US Equity | Monsanto Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001532_CT_SLSC | 6S552MUG6KGJVEBSEC55 | | DE0789650 | | MTLA GF Equity | Motorola Solutions, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001533_CT_SLSC | MOM4570XTJ5YYX7JKH83 | | DE2977161 | | NG/ LN Equity | National Grid USA | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001534_CT_SLSC | 549300VSP3RIX7FGDZ51 | | | | NEM US EQUITY | Newmont Mining Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001535_CT_SLSC | UMI46YPGBLUE4VGNNT48 | | | | NEE UN Equity | NextEra Energy Capital Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001536_CT_SLSC | 549300Z2ZSKKGUE3J147 | | | | NKE US EQUITY | Nike Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001537_CT_SLSC | ZHUWIE4VK4MIYES0UG62 | | IN2000033100151 | | NI UN Equity | NiSource Finance Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001538_CT_SLSC | 7D6DIU2QXTUJRFNNJA49 | | CAC1059173 | | 7201 JT Equity | Nissan Motor Acceptance Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001539_CT_SLSC | 02VFQXG2D1LR5ZH3K186 | | | | NBL UN Equity | Noble Energy, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001540_CT_SLSC | 549300S3IZB5P35KNV16 | | WA178071138 | | JWN US Equity | Nordstrom, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001541_CT_SLSC | RIMU48P07456QXSO0R61 | | | | NOC US EQUITY | Northrop Grumman Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001542_CT_SLSC | 6B6FQLPMMKB14LX6NY57 | | | | | Novelis Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001543_CT_SLSC | 549300GGJCRSI2TIEJ46 | | | | NUE UN Equity | Nucor Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001544_CT_SLSC | IM7X0T3ECJW4C1T7ON55 | | | | OXY US EQUITY | Occidental Petroleum | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001545_CT_SLSC | 52990006VBKYFQMQJX90 | | KvK 34311273 0000 | | OILT UD EQUITY | Oiltanking Finance B.V. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001546_CT_SLSC | HKUPACFHSSASQK8HLS17 | | | | OMC US EQUITY | Omnicom Group | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001547_CT_SLSC | 1Z4GXXU7ZHVWFCD8TV52 | | DE2457805 | | ORCL* MM Equity | Oracle Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001548_CT_SLSC | 549300TOPQ8NG4HGVK16 | | | | | Owens Corning | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001549_CT_SLSC | PH3S12DWZBHHQKVYZ297 | | WA177005077 | | PCAR US Equity | PACCAR Financial Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001550_CT_SLSC | KDTEY8BWE486IKZ3CC07 | | | | PCAR US EQUITY | Paccar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001551_CT_SLSC | SGY07Y7FNYBNLM6Z1M11 | | OR085297-86 | | BRK/A US Equity | PacifiCorp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001552_CT_SLSC | 5493002CONDB4N2HKI23 | | | | PH US EQUITY | Parker Hannifin Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001553_CT_SLSC | EJCO258LNNVSKAR2JX59 | | DE2864939 | | BTU US Equity | Peabody Energy Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001554_CT_SLSC | FJSUNZKFNQ5YPJ5OT455 | | NC0198463 | | PEP SE Equity | PepsiCo, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001555_CT_SLSC | 765LHXWGK1KXCLTFYQ30 | | | | PFE US EQUITY | Pfizer Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001556_CT_SLSC | 8YQ2GSDWYZXO2EDN3511 | | | | | PG&E Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001557_CT_SLSC | HL3H1H2BGXWVG3BSWR90 | | VA0670281-5 | | PMI SE Equity | Philip Morris International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001558_CT_SLSC | TWSEY0NEDUDCKS27AH81 | | | | | Pinnacle West Capital Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001559_CT_SLSC | 549300N2O26NW4ST6W55 | | DE0101728 | | PBI US Equity | Pitney Bowes Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001560_CT_SLSC | 5MRSWZYSSE4064ED3F25 | | | | | Plains Exploration & Production Co LP | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001561_CT_SLSC | 549300BKPEP01R3V6C59 | | PA284424 | | PPG UN Equity | PPG Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001562_CT_SLSC | ZU69GUVJQGZ6Z1UOOO79 | | | | PX US EQUITY | Praxair Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001563_CT_SLSC | 6S3X7J22E861RNTJSA74 | | | | 3252Z US EQUITY | President & Fellows of Harvard College | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001564_CT_SLSC | 2572IBTT8CCZW6AU4141 | | | | PG US EQUITY | Procter & Gamble Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001565_CT_SLSC | 5PRBRS5FEH7NREC8OR45 | | NJ0100802453 | | PRU US Equity | Prudential Financial, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001566_CT_SLSC | PUSS41EMO3E6XXNV3U28 | | | | PEG US EQUITY | Public Service Enterprise Group Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001567_CT_SLSC | 123WALMHY1GZXG2YDL90 | | | | PVH UN Equity | PVH Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001568_CT_SLSC | 8MCWUBXQ0WE04KMXBX50 | | DE2249088 | | DGX UN Equity | Quest Diagnostics Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001569_CT_SLSC | HO1QNWM0IXBZ0QSMMO20 | | | | RL UN Equity | Ralph Lauren Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001570_CT_SLSC | YR6K3WJN0KKLUPZSNL57 | | DE0472015 | | RTN US Equity | Raytheon Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001571_CT_SLSC | NKNQHM6BLECKVOQP7O46 | | | | RSG US EQUITY | Republic Services Group | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001572_CT_SLSC | PQQ60KVT5SJX0ETQT497 | | | | RKT US Equity | Rock-Tenn Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001573_CT_SLSC | VH3R4HHBHH12O0EXZJ88 | | | | ROK US Equity | Rockwell Automation, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001574_CT_SLSC | 549300LJXD867XMVE759 | | | | ROP UN Equity | Roper Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001575_CT_SLSC | K2NEH8QNVW44JIWK7Z55 | | C-38863 | | RCL NO Equity | Royal Caribbean Cruises Ltd. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001576_CT_SLSC | 549300TJCKW4BRXPJ474 | | | | RPM US Equity | RPM International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001577_CT_SLSC | 549300VXRTBPBK07QT94 | | | | 0398293Z US EQUITY | Ruby Pipeline LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001578_CT_SLSC | ZXJ6Y2OSPZXIVGRILD15 | | FL590739250 | | R US Equity | Ryder System, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001579_CT_SLSC | 549300NKZ6VCN5P3K723 | | DE2096948 | | SWY US Equity | Safeway Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001580_CT_SLSC | RLTHESQ0RNFQJWPBJN60 | | DE2258732 | | SGMS UW Equity | Scientific Games International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001581_CT_SLSC | Q0M0CZB4YN6JZ65WXI09 | | | | SEE US EQUITY | Sealed Air Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001582_CT_SLSC | PBBKGKLRK5S5C0Y4T545 | | CAC1991515 | | SRE US Equity | Sempra Energy | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001583_CT_SLSC | KAF673KJXD92C8KSLU49 | | | | SLGN US EQUITY | Silgan Holdings Inc [fka Silgan Corp] | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001584_CT_SLSC | MR92GTD0MJTTTTQDVG45 | | DE2360269 | | | Simon Property Group, L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001585_CT_SLSC | HHWAT5TDOYZMM26KKQ73 | | | | SNA US Equity | Snap-on Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001586_CT_SLSC | 549300FC3G3YU2FBZD92 | | | | | Southern Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001587_CT_SLSC | EFWMP121W54QV9MGOP87 | | DE4116263 | | SWN US Equity | Southwestern Energy Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001588_CT_SLSC | P761FCI0CPOG24I8JE10 | | | | SPW US Equity | SPX Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001589_CT_SLSC | 549300DJ09SMTO561131 | | | | SWK US Equity | Stanley Black & Decker, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001590_CT_SLSC | XQM2JINI1UL7642TU573 | | | | SPLS US Equity | Staples, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001591_CT_SLSC | 5493002F0SC4JTBU5137 | | MI148492 | | SYK US Equity | Stryker Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001592_CT_SLSC | 549300TXO070764WUH65 | | | | SPWR US EQUITY | Sunpower Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001593_CT_SLSC | YF6ZV0M6AU4FY94MK914 | | | | SYMC US Equity | Symantec Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001594_CT_SLSC | 5RGWIFLMGH3YS7KWI652 | | | | SYY US Equity | Sysco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001595_CT_SLSC | 8WDDFXB5T1Z6J0XC1L66 | | | | TGT US Equity | Target Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001596_CT_SLSC | 6HL0C5LCIE4TN8UZHL06 | | DE2980513 | | TRP UN Equity | TC PipeLines, LP | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001597_CT_SLSC | UUL85LWXB4NGSWWXIQ25 | | | | TFX US Equity | Teleflex Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001598_CT_SLSC | YAWJZJYEQ7M1SYMOS462 | | DE2106001 | | TEX UN Equity | Terex Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001599_CT_SLSC | CMTK1YBYNLPLIS3QLI53 | | | | TSO US EQUITY | Tesoro Petroleum | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001600_CT_SLSC | 549300VFZ8XJ9NUPU221 | | | | | The Estee Lauder Companies | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001601_CT_SLSC | HCHV7422L5HDJZCRFL38 | | DE0558016 | | TMO US Equity | Thermo Fisher Scientific Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001602_CT_SLSC | KNG3XRAA0RHN9H62OK76 | | | | TWX US EQUITY | Time Warner Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001603_CT_SLSC | B0I35MLPFXZSE70ASS73 | | | | TKR US EQUITY | Timken Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001604_CT_SLSC | 549300V2JRLO5DIFGE82 | | DE3058821 | | DTE GF Equity | T-Mobile USA, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001605_CT_SLSC | R1JB4KXN77XFCXOQKV49 | | DE7324254 | | TRN US Equity | Trinity Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001606_CT_SLSC | 3NWOXIHJSQCX0SM5Z749 | | DE3589359 | | TRW US Equity | TRW Automotive Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001607_CT_SLSC | G8NWFN4YP7CR6FOP4886 | | | | | Tupperware Brands Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001608_CT_SLSC | WD6L6041MNRW1JE49D58 | | | | TSN US Equity | Tyson Foods, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001609_CT_SLSC | MYF1DAS6G5WY7PRWCU78 | | DE0945814 | | ULVR LN Equity | Unilever Capital Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001610_CT_SLSC | K1OQBWM7XEOO08LDNP29 | | DE0890080 | | UAL UN Equity | United Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001611_CT_SLSC | D01LMJZU09ULLNCY6Z23 | | | | UPS US EQUITY | United Parcel Service Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001612_CT_SLSC | JNLUVFYJT1OZSIQ24U47 | | | | X UN Equity | United States Steel Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001613_CT_SLSC | I07WOS4YJ0N7YRFE7309 | | | | UTX US EQUITY | United Technologies Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001614_CT_SLSC | 549300VSXHFQVR770L55 | | DE4426189 | | | Univar Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001615_CT_SLSC | 549300BZXZ66F6DTIF20 | | VA0016487-1 | | UVV US Equity | Universal Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001616_CT_SLSC | 5493004XNBKB5SFUJI60 | | DE0932960 | | AAL UW Equity | US Airways, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001617_CT_SLSC | KOO0397YRO83WY5MGD97 | | | | VRX CT Equity | Valeant Pharmaceuticals International | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001618_CT_SLSC | 549300XTO5VR8SKV1V74 | | | | VLO US EQUITY | Valero Energy Corp | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001619_CT_SLSC | 2S72QS2UO2OESLG6Y829 | | | | VZ US EQUITY | Verizon Communications Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001620_CT_SLSC | CWAJJ9DJ5Z7P057HV541 | | | | VFC US EQUITY | VF Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001621_CT_SLSC | X0ST5BPF0CZG9FE5OV61 | | | | VIA US EQUITY | Viacom Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001622_CT_SLSC | 549300OBVCU4IRZFZ230 | | | | | Virgin Media Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001623_CT_SLSC | CQKUMNNZVDJLRYV2PT43 | | | | | Virginia Electric & Power Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001624_CT_SLSC | 549300JZ4OKEHW3DPJ59 | | | | V US Equity | Visa Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001625_CT_SLSC | 549300BMOJ05INE4YK86 | | DE2669712 | | | Vornado Realty L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001626_CT_SLSC | 549300UUPJ2NXDB68M19 | | DE0911551 | | | VW Credit, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001627_CT_SLSC | Y87794H0US1R65VBXU25 | | | | WMT US EQUITY | Wal-Mart Stores Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001628_CT_SLSC | 7260JQNI6SCF9FIV2392 | | | | DIS US EQUITY | Walt Disney Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001629_CT_SLSC | IQN3XTJNANI73KWRED03 | | | | | Walter Energy Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001630_CT_SLSC | 549300YX8JIID70NFS41 | | | | WM US EQUITY | Waste Management | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001631_CT_SLSC | 3CYEJKBUJZO3UW777J80 | | DE3797582 | | | WEA Finance LLC | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001632_CT_SLSC | WHENKOULSSK7WUM60H03 | | | | WHR US EQUITY | Whirlpool Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001633_CT_SLSC | D3W7PCXCBRQLL17DZ313 | | | | | World Fuel Services Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001634_CT_SLSC | T4VNTWMFQ7JQB65L7T35 | | DE3664441 | | WYN UN Equity | Wyndham Worldwide Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001635_CT_SLSC | LGJNMI9GH8XIDG5RCM61 | | MN37-AA | | XEL US Equity | Xcel Energy Inc.

| US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001636_CT_SLSC | 4KF48RN45X1OO8UBLY20 | | | | XRX UN Equity | Xerox Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001637_CT_SLSC | 6EY4K7ZMF9UX1CU6KC79 | | | | XIX GF Equity | Xilinx, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001638_CT_SLSC | 549300DF5MV96DRYLQ48 | | | | XYL US EQUITY | Xylem Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001639_CT_SLSC | 2P2YLDVPES3BXQ1FRB91 | | DE3343799 | | ZMH US Equity | Zimmer Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001640_CT_SLSC | 549300HD9Q1LOC9KLJ48 | | | | ZTS UN Equity | Zoetis Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001641_CT_SLSC | 5493007CO5W5OBFG7L21 | | | | | RETAIL ESTATES NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001642_CT_SLSC | 549300QSUNKAEBMYIR16 | | | | | RAVAGO S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001643_CT_SLSC | 549300O3SGMD4K45DN61 | | | BE 0404621642 | | ALCATEL-LUCENT BELL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001644_CT_SLSC | 54930031IF9XW7PCY637 | | | BE 0403992231 | | Atlas Copco Airpower | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001645_CT_SLSC | 549300PR82EONF1NKE18 | | | BE 0473566965 | | BELFIMA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001646_CT_SLSC | 549300UOBXCS79E82606 | | | BE 0404535431 | | Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001647_CT_SLSC | 549300VSM2RG55U2QU15 | | | BE 0400853488 | | BRUSSELS AIRLINES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001648_CT_SLSC | 5493007ZLRNTTT9B6384 | | | | | Carrefour Finance SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001649_CT_SLSC | 529900P0HVIO92I8AU52 | | | BE 0422362447 | | COCKERILL MAINTENANCE & INGENIERIE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001650_CT_SLSC | 549300VWVXR1GOHG0E16 | | | BE 0425702910 | | COFELY FABRICOM sa | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001651_CT_SLSC | 5493003N7PPOYDZI1G90 | | | BE 0400464795 | | COMPAGNIE D'ENTREPRISES CFE — AANNEMINGSMAATSCHAPPIJ CFE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001652_CT_SLSC | 5299009GDDJ20VCTA286 | | | BE 0404411707 | | CONTINENTAL BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001653_CT_SLSC | 549300NF0J86QSGBSV95 | | | BE 0413572663 | | DELDO AUTOBANDEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001654_CT_SLSC | 549300KT827RUL680A73 | | | BE0428741087 | | D'IETEREN Treasury | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001655_CT_SLSC | 5493000G720YN71E2S86 | | | BE 0435305514 | | DREDGING INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001656_CT_SLSC | 529900YOYR5FW12UBJ80 | | | BE 0471811661 | | EDF Luminus | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001657_CT_SLSC | 549300F203XBWYK45D98 | | | BE 0411515075 | | Emmaüs vzw | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001658_CT_SLSC | 529900T3V512W5JEJF78 | | | BE 0406183144 | | Evonik Degussa Antwerpen | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001659_CT_SLSC | 5493006GOR72R0ZYBN98 | | | BE 0860409202 | | EXMAR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001660_CT_SLSC | 52990071WX2UW1WNHC16 | | | BE 0402954628 | | FLUXYS BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001661_CT_SLSC | 529900RL1B6NSLKU7P45 | | | BE 0821382439 | | FLUXYS FINANCE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001662_CT_SLSC | 549300EL1OTYCHBFUV17 | | | BE 0442100363 | | GDF SUEZ CC SCRL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001663_CT_SLSC | 549300AS6JDY8GAUB274 | | | BE 0831958211 | | GDF SUEZ ENERGY MANAGEMENT TRADING | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001664_CT_SLSC | 6IM6CQKADLNCQGUEU352 | | | BE0439255986 | | GEMS Services SA/NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001665_CT_SLSC | 549300UFHGFY5IOON989 | | | BE 0220324117 | | Gimv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001666_CT_SLSC | 5493004EAZQ20FYJKT70 | | | BE 0438202052 | | greif services belgium | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001667_CT_SLSC | 5299004FBX5DGG463D98 | | | BE 0430060188 | | HERAEUS ELECTRO — NITE INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001668_CT_SLSC | 5493002TTO3072KC6L60 | | | BE 0402220594 | | Hewlett — Packard Belgium | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001669_CT_SLSC | 549300VI27GGJFIOCP26 | | | BE 0440113348 | | INTERNATIONAL FINANCE CENTER CFE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001670_CT_SLSC | 5493002RVRZ1S3CPUI26 | | | BE 0428750985 | | ION BEAM APPLICATIONS S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001671_CT_SLSC | 54930073JZQL85NE3817 | | | BE 0222343301 | | IVERLEK | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001672_CT_SLSC | 549300YEC7519H8CBF72 | | | BE 0473587751 | | J.C. General Services CVBA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001673_CT_SLSC | 549300U0BLKP6Y8LPX16 | | | BE 0404778426 | | Katoen Natie | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001674_CT_SLSC | 529900X1VAF3IXDZJ071 | | | | | LE PEIGNE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001675_CT_SLSC | 549300ROPVHSEKEMW107 | | | BE 0807049797 | | LOCORAIL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001676_CT_SLSC | 549300L6DOLPEQSOI005 | | | BE 0405580655 | | MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001677_CT_SLSC | 5493007JS0ZHJVBUWP18 | | | BE 0456810810 | | MOBISTAR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001678_CT_SLSC | 549300V3ES7BVGYNRZ58 | | | BE 0413630071 | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001679_CT_SLSC | 529900P78BT1RIIYWY69 | | | BE 0458885719 | | NUTRECO CAPITAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001680_CT_SLSC | 549300XHGK09MEWMOL68 | | | BE 0419457296 | | Ontex bvba | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001681_CT_SLSC | 5299009CBE6VJXABZS81 | | | BE 0436410522 | | RAFFINERIE TIRLEMONTOISE — TIENSE SUIKERRAFFINADERERIJ | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001682_CT_SLSC | 529900P4SONA6KVTRT86 | | | BE 0428343981 | | RECTICEL INTERNATIONAL SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001683_CT_SLSC | 529900LK4T42CNH2U882 | | | BE 0434475767 | | S.B. MANAGEMENT AND SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001684_CT_SLSC | 529900FTYUE9QOXMU884 | | | BE 0434284638 | | SAINT-GOBAIN BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001685_CT_SLSC | 549300CCKFF44A550J72 | | | BE 0400747580 | | SARENS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001686_CT_SLSC | 549300JTFH1WHCEMIN40 | | | BE 0407139583 | | SD WORX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001687_CT_SLSC | HB7FFAZI0OMZ8PP8OE26 | | | BE 0413330856 | | Society for Worldwide Interbank Financial Telecommunication | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001688_CT_SLSC | 213800IS5GA1OZ8RBM85 | | | BE 0473416418 | | TELENET nv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001689_CT_SLSC | 529900R7MYQQO8CHR962 | | | BE 0403063902 | | TOTAL BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001690_CT_SLSC | 5299003N2SCVNU16O909 | | | BE 0403079441 | | Total Petrochemicals & Refining SA/NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001691_CT_SLSC | 549300ZSTW3D1UXOXY91 | | | BE 0412639681 | | TRACTEBEL ENGINEERING sa | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001692_CT_SLSC | 529900F3AIQECS8ZSV61 | | | | | UMICORE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001693_CT_SLSC | 549300J5X4E65PJHE355 | | | BE 0464538245 | | VPK SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001694_CT_SLSC | 5493002MUOV04NSPT571 | 2796756-1 | | | | RBC INVESTOR SERVICES TRUST | CA | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001695_CT_SLSC | 549300G6ZUFBJVLAJQ46 | | | | | MERCURIA ENERGY TRADING SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001696_CT_SLSC | 5299009K1FINARYDEC72 | | | | | RENAULT FINANCE SA | CH | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001697_CT_SLSC | 549300WZRVQERM819Z90 | 1141987-6 | CH02039235685 | | | Schweizerische RÃ ckversicherungs-Gesellschaft AG | CH | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001698_CT_SLSC | 52990031Q7PCTSUSRW11 | 2820823-9 | HRB40498 | | | LBBW Dublin Management GmbH | DE | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001699_CT_SLSC | 529900GHE5268QPEOH13 | 2537992-6 | HRB106727 | | | LIDL IRELAND GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001700_CT_SLSC | 529900USFSZYPS075O24 | 1144838-8 | HRB3790 | | | VOLKSWAGEN FINANCIAL SERVICES AG | DE | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001701_CT_SLSC | 549300Y5BJOTCMUYT658 | | | | | ARCELORMITTAL TREASURY SNC | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001702_CT_SLSC | 969500KY4MRVCLM9HE48 | | | | | EDF ENERGIES NOUVELLES | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001703_CT_SLSC | 529900QI55ZLJVCMPA71 | | | | | TOTAL CAPITAL | FR | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001704_CT_SLSC | 2138006E2VG89XLORJ06 | | 02366682 | | | YORKSHIRE WATER SERVICES LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001705_CT_SLSC | 549300BPQYQ838KE1X51 | | | | | UNIPEC ASIA COMPANY LIMITED | HK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001706_CT_SLSC | 213800SKZTSE2L1BII69 | | | | | THAMES WATER UTILITIES CAYMAN FINANCE LIMITED | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001707_CT_SLSC | 0YQH6LCEF474UTUV4B96 | | KvK 34313428 0000 | | | ENEL FINANCE INTERNATIONAL N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0001708_CT_SLSC | 4ME66GO1Q4T87C52WS37 | | KvK 33134831 0000 | | | GENERAL ELECTRIC INTERNATIONAL INC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria LC_0000001_CR_FIRB | | 1040 | 58237v | | 0296104D AV EQUITY | ALPINE Bau GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000002_CR_FIRB | 5299005VO3GJ18GL5F14 | 8670870 | 310593f | | | AMAG Austria Metall AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000003_CR_FIRB | 549300VZKC61IR5U8G96 | 26972 | 50935f | AT0000730007 | ANDR AV EQUITY | ANDRITZ AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000004_CR_FIRB | 529900LMTI8YSE62EI88 | | | | LHA GF Equity | AUSTRIAN AIRLINES AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000005_CR_FIRB | 5299004QD601B8U1HD44 | 131830 | 109445z | | | Austrian Gaming Industries GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000006_CR_FIRB | 529900J7EWWGQ375DL84 | 2410 | 53507m | | | AVL List GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000007_CR_FIRB | | 226424 | 58036y | | | Bauunternehmung Granit Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000008_CR_FIRB | | 160431 | 89102h | | | BENE AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000009_CR_FIRB | 529900ZAFSOBVFCKF263 | | 319670d | | 0456855D AV EQUITY | Benteler International Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000010_CR_FIRB | 5299000SY4448XU04857 | 847216 | 86959g | | | CAG Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000011_CR_FIRB | 5299003V84MVB5A3C324 | 5762600 | 231192p | | | CARBONES HOLDING GMBH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000012_CR_FIRB | 529900G8XM6H1XVZBJ73 | 67504 | 99639d | | | Casinos Austria Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000013_CR_FIRB | 529900VN62L73X2OJX85 | 5200326 | 212163f | | | conwert Immobilien Invest SE | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000014_CR_FIRB | | 7161956 | 270027z | | | DCM DECOmetal GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000015_CR_FIRB | | 76350 | 67493f | | | dm drogerie markt GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000016_CR_FIRB | 5299002NFQKOBT1E8569 | 3570614 | 156765m | | | DO & CO Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000017_CR_FIRB | 5299004ARAOQMGTWCI13 | 125709 | 70342w | | | Doppelmayr Seilbahnen GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000018_CR_FIRB | 54930060U4XOVED1T359 | 5536812 | 223028h | | | EconGas GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000019_CR_FIRB | 529900WJZJAEI0VBLP60 | | | | | Egger Holzwerkstoffe GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000020_CR_FIRB | 52990048A4N0S24VG982 | 159026 | 42973x | | | Eglo Leuchten GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000021_CR_FIRB | 529900N8OA1GVSR5R946 | 30988 | 76532y | | | Energie AG Oberösterreich | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000022_CR_FIRB | 529900BMPGUGAFYYAV45 | 6106 | 126805d | | | Energie Burgenland AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000023_CR_FIRB | 529900WID59A60HHYX13 | 2795493 | 145825z | | | Erber Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000024_CR_FIRB | 529900P4JZBFEVNEAE60 | | | | EVN AV Equity | EVN AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000025_CR_FIRB | | 9907106 | 347483f | | | Felbermayr Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000026_CR_FIRB | 549300FQ2ILBH7DJ6I45 | 1754530 | 42984m | | | Flughafen Wien Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000027_CR_FIRB | 529900RJAN0LNMW7Q775 | 1312138 | 89381v | | | HABAU Hoch- und Tiefbaugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000028_CR_FIRB | 5299000X53SAWQMDFF06 | 58114 | 26451z | | | Hofer Kommanditgesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000029_CR_FIRB | | 1640348 | 47654f | | | Hyundai Import Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000030_CR_FIRB | 529900RQJADHH91ABP14 | 2777363 | 144991y | | | Infineon Technologies Austria AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000031_CR_FIRB | 529900DSSMPIR6R3GO43 | 130311 | 64543t | | | J. u. A. Frischeis Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000032_CR_FIRB | 5299008ARRNJFPBNTM78 | 4155033 | 178368g | | | Kapsch BusinessCom AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000033_CR_FIRB | 529900A9NX1TM65N4176 | 21369 | 99133i | | | KELAG-Kärntner Elektrizitäts-Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000034_CR_FIRB | | 1376136 | 94579m | | | Leiner Immobilien GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000035_CR_FIRB | | 25798 | 32725a | | | Leyrer + Graf Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000036_CR_FIRB | | 1216520 | 106825x | | | Management Trust Holding Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000037_CR_FIRB | 529900JYVV57QBKV9G11 | 1991078 | 35673k | | | MFC Commodities GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000038_CR_FIRB | 529900WFARKZGRCQ8652 | | | | | MONTANA TECH COMPONENTS GMBH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000039_CR_FIRB | 213800CUWJ54846X6779 | 1760513 | 40450k | | | Montanwerke Brixlegg Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000040_CR_FIRB | 529900UUANUJ60MNMX97 | | 71396w | | 7716424Z AV EQUITY | ÖBB — Infrastruktur Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000041_CR_FIRB | 529900UOHXZ1BIORCV04 | 6467385 | 248742y | | | ÖBB-Personenverkehr Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000042_CR_FIRB | 529900B76VL5KG71J029 | 6515541 | 250198p | | | ÖBB-Postbus GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000043_CR_FIRB | 529900UZY47TEIFNF978 | 6496644 | 249666g | | | ÖBB-Produktion Gesellschaft mbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000044_CR_FIRB | 549300V62YJ9HTLRI486 | | 93363z | AT0000743059 | OMV AV EQUITY | OMV Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000045_CR_FIRB | | 3512231 | 154148p | | | Österreichische Bundesforste AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000046_CR_FIRB | 529900IFAV83BX8O1O91 | 526819 | 33393h | AT0000758305 | PAL AV EQUITY | PALFINGER AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000047_CR_FIRB | | 957313 | 115289v | | | QuadraCir AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000048_CR_FIRB | 5299000HTNHA5ACH9N32 | 1074393 | 56247t | | 495680Z AV EQUITY | Red Bull GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000049_CR_FIRB | 529900ENFTO28GS3KF76 | 1813722 | 78563i | | | Rohöl-Aufsuchungs Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000050_CR_FIRB | 5299005U4ZMMSYUJ5G02 | 7113951 | 267218v | | | ROXCEL Handelsgesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000051_CR_FIRB | 5493000C4S664YT7T556 | 38229 | 51350s | | | Salzburg AG für Energie, Verkehr und Telekommunikation | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000052_CR_FIRB | 549300XBCUMUR5CI0181 | | | | | Sappi Papier Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000053_CR_FIRB | 5299002XAOMQWAIZMA51 | 271020 | 128056v | | | Schmid Industrieholding G.m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000054_CR_FIRB | 52990021T5LVTQOGSU18 | 39594 | 60562m | | | Siemens Aktiengesellschaft Österreich | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000055_CR_FIRB | 52990020WIPPT0HC0V31 | | | | | Steinhoff Europe AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000056_CR_FIRB | 529900TYYSRJH2VJSP60 | 421065 | 88983h | AT000000STR1 | STR AV EQUITY | Strabag SE | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000057_CR_FIRB | 529900BTWJ6SISLJ5854 | 5880980 | 235264b | | | SWARCO AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000058_CR_FIRB | 529900SCL1LJL8PZNI48 | 501247 | 83175t | | | Swietelsky Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000059_CR_FIRB | 529900V54UV5XQUK5S85 | | FN155563W | | TKA AV Equity | Telekom Finanzmanagement GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000060_CR_FIRB | 529900OOW8ELHOXWZP82 | | | | UN9 GS Equity | UNIQA Insurance Group AG | AT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000061_CR_FIRB | 549300IFXHQIB5POT565 | 3734340 | 162844b | | | VAMED ENGINEERING GmbH & CO KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000062_CR_FIRB | 5299006UDSEJCTTEJS30 | 45926 | 76023z | AT0000746409 | VER AV EQUITY | VERBUND AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000063_CR_FIRB | 529900ZAXBMQDIWPNB72 | 2147807 | 66209t | AT0000937503 | VOE AV EQUITY | voestalpine AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000064_CR_FIRB | 5299008VQJD65XCUPR16 | 1134770-5 | HRA661038 | | 6830553Z AV EQUITY | Voith Turbo GmbH & Co. KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000065_CR_FIRB | 529900VXIFBHO0SW2I31 | 46434 | 77676f | AT0000831706 | WIE AV EQUITY | Wienerberger AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000066_CR_FIRB | 529900OS67T49AW45S74 | 194255 | 121150m | | 665707Z AV EQUITY | WIENERBERGER FINANZ SERVICE GMBH | AT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000067_CR_FIRB | 529900OJFTLS1RYWIF55 | 9565779 | 336561v | | | XXXLutz KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000068_CR_FIRB | 529900IIODYNYAZ2ID26 | | | | | ZUMTOBEL AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000069_CR_FIRB | 54930002QM8QVWM56E14 | | | | | Amcor Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000070_CR_FIRB | WZE1WSENV6JSZFK0JC28 | | | | BHP AU EQUITY | BHP Billiton Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000071_CR_FIRB | | | | | 6026550Z AU EQUITY | Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000072_CR_FIRB | JOR7RJTXUXBRJ4UA5G70 | | | | CCL AT Equity | Coca-Cola Amatil Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000073_CR_FIRB | 549300HPMK7UWN02N804 | | PA3337938 | | CWN AT Equity | Crown Group Finance Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000074_CR_FIRB | | | | | LEI AU EQUITY | Leighton Holdings Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000075_CR_FIRB | ACMHD8HWFMFUIQQ8Y590 | | | | MQG AU EQUITY | Macquarie Group Ltd | AU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000076_CR_FIRB | ZSN2LWNPYW6ISMRUC664 | | | | ORG AU EQUITY | Origin Energy Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000077_CR_FIRB | 5493008XVFHYYV0YHN70 | | | | HUWA GF Equity | Powercor Australia, LLC | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000078_CR_FIRB | YLXNW6TI6QSK1H8H0N82 | | | | QAN AU EQUITY | Qantas Airways Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000079_CR_FIRB | | | 520433129 | | SPT AU EQUITY | Spotless Holding SAS | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000080_CR_FIRB | PCTXNQGRJVR3OG33JG65 | | | | TLS AT Equity | Telstra Corporation Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000081_CR_FIRB | 5493003L32ZX9557ST85 | | | | WES AU EQUITY | Wesfarmers Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000082_CR_FIRB | QNWEWQBS7HP85QHXQL92 | | | | | Woolworths Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000083_CR_FIRB | G05OZ4J4E05KDATL0J93 | | | | | AG Insurance | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000084_CR_FIRB | 549300IHBDUTUNQJJB79 | 16342 | | | AGFB BB EQUITY | Agfa-Gevaert NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000085_CR_FIRB | 549300N22C0GCT5BUD97 | 26198 | | | | AJINOMOTO OMNICHEM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000086_CR_FIRB | | 116163 | | | | ALBELEC | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000087_CR_FIRB | | 225626 | | | | ALCATAN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000088_CR_FIRB | 5493008H3828EMEXB082 | | | | ABI BB EQUITY | Anheuser-Busch InBev NV/SA [ABInBev] | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000089_CR_FIRB | 549300BKDDQ56JWCBT72 | 1098030 | | | | AQUAFIN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000090_CR_FIRB | 549300B4HNIJSAWU1C95 | 1138391 | | | | ARPAL MANAGEMENT | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000091_CR_FIRB | 213800R1F1EJYM4ICO85 | | 444734706 | BE 0444734706 | | Barry Callebaut Services | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000092_CR_FIRB | 549300CWRXC5EP004533 | | | | BELG BB Equity | Belgacom S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000093_CR_FIRB | 549300R9I8GUZLNIV408 | | 890082292 | | | Brussels Airport Company S.A./N.V. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000094_CR_FIRB | | 433287 | | | | CENTRE HOSPITALIER CHRETIEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000095_CR_FIRB | | 81095 | | | | CHAUSSURES CECIL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000096_CR_FIRB | 549300IP2F5TKUC0GF38 | 82988 | | | | CHEMITEX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000097_CR_FIRB | 549300TM914CSF6KI389 | 149177 | | | COFB BB EQUITY | COFINIMMO | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000098_CR_FIRB | | 184723 | | | | COLLIGNON ENG.

| BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000099_CR_FIRB | | 201775 | | | | COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000100_CR_FIRB | 213800DMG7PUQHINO388 | | | BE 0401641663 | | Louis Delhaize — Compagnie franco-belge d'Alimentation | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000101_CR_FIRB | | 255648 | | | | DOD | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000102_CR_FIRB | | 1145532 | | | | EDIFICIO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000103_CR_FIRB | T0YOOBZO4L6YAD6SAV65 | 14206 | 403170701 | | ELEB BB EQUITY | ELECTRABEL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000104_CR_FIRB | 549300JC3HI3K7ZSYU66 | 1329681 | | | | ELEM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000105_CR_FIRB | 549300S1MP1NFDIKT460 | | | BE 0476388378 | ELI BB Equity | ELIA SYSTEM OPERATOR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000106_CR_FIRB | 5493001XW6MSHRMFLU28 | | | | ENI GY Equity | eni finance international SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000107_CR_FIRB | 549300VO7PUETX031S03 | 10309 | | BE 0860004176 | | ETEXCO SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000108_CR_FIRB | | 13771 | | | | ETS DE SIMONE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000109_CR_FIRB | 52990053AH5LF0YZWD07 | | | | | Euler Hermes Europe | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000110_CR_FIRB | 549300D80RYON74MEJ03 | 18181 | | | EURN BB EQUITY | Euronav NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000111_CR_FIRB | 8RDWFWPP4PLMZ5PPQH32 | | | | | Fluxys G SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000112_CR_FIRB | | 25281 | | | | G EN J VASTGOED | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000113_CR_FIRB | | 65807 | | | | HOET TRUCKING & RENTING | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000114_CR_FIRB | 549300M48VNC2Z0MDG47 | 71844 | | | | HOTTLET FROZEN FOODS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000115_CR_FIRB | 549300GR6U0KHJD7DG07 | | | | | IKEA SERVICE CENTRE N.V. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000116_CR_FIRB | | 84089 | | | | INTERNATIONAL ORE ET FERTILIZER BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000117_CR_FIRB | | 85640 | | | | JEAN WAUTERS-ACIERS SPECIAUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000118_CR_FIRB | | 111717 | | | | M.G.S. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000119_CR_FIRB | 5493004FKZI586397240 | | | | | Magotteaux International SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000120_CR_FIRB | 549300Q80KFPKZC6BQ79 | 144096 | | | | MENOUQUIN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000121_CR_FIRB | | 166601 | | | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000122_CR_FIRB | 5493002HHHFTG6G3BG36 | | | BE 0431676229 | OME BB EQUITY | OMEGA PHARMA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000123_CR_FIRB | | 168945 | | | | OPIO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000124_CR_FIRB | | 192350 | | | | PHARMACIES SERVAIS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000125_CR_FIRB | 54930064JCEXFA8M0W31 | 202291 | | BE 0405747040 | | PRAYON | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000126_CR_FIRB | | 204834 | | | | PRO CONCEPT M P J | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000127_CR_FIRB | 549300NMIBTX17HWF142 | 233001 | | | | RARE GEMS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000128_CR_FIRB | 549300X72GEQB1X8K911 | 247664 | | | | ROULARTA MEDIA GROUP | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000129_CR_FIRB | 529900PY79CWSUGVK810 | 249233 | | | | S.A. CORMAN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000130_CR_FIRB | 549300O3VKWJUM16UI64 | 257312 | | | | SAMIR GEMS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000131_CR_FIRB | 213800WWE8U6DC99NP03 | | | | | SCR Sibelco NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000132_CR_FIRB | | 257564 | | | | SEADCO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000133_CR_FIRB | 213800WDGKCVWZAN1N02 | 1051701 | 465409265 | | 0790057D BB EQUITY | SILFIN NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000134_CR_FIRB | | 294964 | | | | SOBEMO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000135_CR_FIRB | | 302642 | | | | SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000136_CR_FIRB | 549300BB5CXGL9YV0D53 | 303429 | | | | SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000137_CR_FIRB | | 303783 | | | | SOCIETE D'APPLICATIONS ET DE TRAVAUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000138_CR_FIRB | 549300MMVL80RTBP3O28 | 556814 | | | SOLB BB EQUITY | Solvay SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000139_CR_FIRB | | 923107 | | | | TEAM KALORIK GROUP | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000140_CR_FIRB | 549300ZKLIF7RP6EH823 | | | BE 0412101728 | TESB BB EQUITY | Tessenderlo Chemie | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000141_CR_FIRB | | 953398 | | | | TEX ALLIANCE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000142_CR_FIRB | | 1044409 | | | | TOP-TEX BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000143_CR_FIRB | 2138008J191VLSGY5A09 | | | | UCB BB EQUITY | UCB SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000144_CR_FIRB | 529900F3AIQECS8ZSV61 | | | | UMI BB EQUITY | Umicore SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000145_CR_FIRB | 5493008MCDJ4Y6D5SI04 | 1113512 | | | | UNISTEEL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000146_CR_FIRB | | 1140588 | | | | UNIVERSITE LIBRE DE BRUXELLES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000147_CR_FIRB | 549300TRHV6F6IE14H93 | 1159858 | | BE 0404060032 | | Van Hool nv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000148_CR_FIRB | | 1231271 | | | | VASTGOED MANAGEMENT ASSOCIATIE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000149_CR_FIRB | 529900RAZGQHX0VFTK05 | | | | | Volkswagen Group Services S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000150_CR_FIRB | 549300NWW2UDYHH65J03 | 1911623 | | | | WILDO PROPERTIES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000151_CR_FIRB | 5299007TSQVOLXOABA65 | 1364744 | | | | ZF WIND POWER ANTWERPEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000152_CR_FIRB | 4P8GJCF52NVFW7UL4C95 | | 18630 | | ACE US Equity | ACE Tempest Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000153_CR_FIRB | 549300J3KKX1PEJGDW36 | | | | ACGL US Equity | Arch Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000154_CR_FIRB | UNZWILHE4KMRP9K2L524 | | 34678 | | NCLH UW Equity | NCL Corporation Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000155_CR_FIRB | V5EGRCZCH7FN6WX41891 | | | | OEH UN Equity | Orient-Express Hotels Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000156_CR_FIRB | 549300F7ZDOIMR4PZW67 | | | | IPG US Equity | Pacnet Limited | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000157_CR_FIRB | V7TL7UQFHNWUEMDZ3X02 | | | | RNR US Equity | Renaissance Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000158_CR_FIRB | 5493008CA3NMHYEVT131 | | | | | VimpelCom Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000159_CR_FIRB | | | | BMG455841020 | | HAL TRUST | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000160_CR_FIRB | 5493001QYTIDILBVYO18 | | | | | Companhia Brasileira de Aluminio | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000161_CR_FIRB | 549300TH5Q6VRP8OT012 | | | | ABI LI Equity | Companhia de Bebidas das Americas (AmBev) | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000162_CR_FIRB | 549300EM51WYXFHUY333 | | | | | Embraer S.A. | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000163_CR_FIRB | | | | | FIBR3 BZ EQUITY | Fibria Celulose SA | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000164_CR_FIRB | 5493000J801JZRCMFE49 | | | | XPBR SQ Equity | Petroleo Brasileiro S.A. — PETROBRAS | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000165_CR_FIRB | | | | | VALE5 BZ EQUITY | Vale SA | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000166_CR_FIRB | LXVM6T3LO7QIZ8LUZ688 | | | | | Votorantim Cimentos S.A. | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000167_CR_FIRB | 55S3547PRDP469JRO238 | | 2880814 | | AGU CT Equity | Agrium Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000168_CR_FIRB | 4B4HI3CGXMBDC0G6BM51 | | | | AC/A CT Equity | Air Canada | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000169_CR_FIRB | 549300OSW32RVX8CCZ87 | | | | ANCUF PQ Equity | Alimentation Couche-Tard Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000170_CR_FIRB | DR5LKEURSR8SXLM64266 | | 7501889 | | ALA CT Equity | AltaGas Ltd. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000171_CR_FIRB | 0O4KBQCJZX82UKGCBV73 | | | | ABX CN EQUITY | Barrick Gold Corp | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000172_CR_FIRB | 5493001I9203PRB5KR45 | | | | BCE CT Equity | BCE Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000173_CR_FIRB | 549300VPM8ERH1Q42198 | | | | | Bell Canada | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000174_CR_FIRB | W7L3VLU8EHQY34Z36697 | | | | BBD/B CN EQUITY | Bombardier Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000175_CR_FIRB | 36ZUFRRMJERSM4Q0S289 | | 746053 | | BPO CT Equity | Brookfield Office Properties Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000176_CR_FIRB | 3SU7BEP7TH9YEQOZCS77 | | | | CNI UN Equity | Canadian National Railway Company | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000177_CR_FIRB | 5493008IGIA1HJMDJS40 | | 1722453 | | CNQ CT Equity | Canadian Natural Resources Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000178_CR_FIRB | NXIVWPYOIVYXFF6WCZ47 | | | | CVE CN EQUITY | Cenovus Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000179_CR_FIRB | 549300WSRCZY73ZG3090 | | 00326711660005 | | | CGI GROUP INC. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000180_CR_FIRB | XYSIJOU3HNVROZWNA008 | | | | UFS CT Equity | Domtar Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000181_CR_FIRB | 98TPTUM4IVMFCZBCUR27 | | | | ENB CN EQUITY | Enbridge Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000182_CR_FIRB | CZ72ZHBVKZXQRV3XFE26 | | | | ECA CN EQUITY | Encana | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000183_CR_FIRB | 549300679TRDUXPT7415 | | 206654303 | | | EPCOR Utilities Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000184_CR_FIRB | I2YOHH65IBBT53JFYQ52 | | | | G CT Equity | Goldcorp Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000185_CR_FIRB | B1EEF6ML54YDWRC6ZK53 | | 2015335496 | | | Harvest Operations Corp. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000186_CR_FIRB | 549300UEBMAQDN0K0R06 | | | | K CN EQUITY | Kinross Gold Corp | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000187_CR_FIRB | 95RWVLFZX6VGDZNNTN43 | | | | MG CN EQUITY | Magna International Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000188_CR_FIRB | 6Q7WW7FQZR6X22IL2I79 | | | | | Nexen Energy ULC | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000189_CR_FIRB | 549300O4ZJZZOHH4H804 | | 3572862 | | NBD CT Equity | Norbord Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000190_CR_FIRB | 5493007M1XGU5E55ZJ25 | | | | | NOVA Chemicals Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000191_CR_FIRB | 549300HDLRTPBQU69P29 | | | | BIN CT Equity | Progressive Waste Solutions Ltd. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000192_CR_FIRB | 549300A0QNNPY14D9106 | | | | SCC CT Equity | Sears Canada Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000193_CR_FIRB | 3XCBVWUPHGBZ5GF7TY15 | | | | SU CN EQUITY | Suncor Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000194_CR_FIRB | NQWTWUIL1PK7V7N5Y468 | | | | TLM CN EQUITY | Talisman Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000195_CR_FIRB | T8KI5SQ2JRWHL7XY0E11 | | | | TCK/B CN EQUITY | Teck Resources Ltd [Ex-Teck Cominco Ltd] | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000196_CR_FIRB | YHKQM2RIPKZYOZ6RVZ46 | | | | TK US Equity | Teekay Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000197_CR_FIRB | L2TEUTQ8OSHMJWVLCE40 | | | | T CT Equity | TELUS Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000198_CR_FIRB | 549300561UZND4C7B569 | | 884903 | | TOC GF Equity | Thomson Reuters Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000199_CR_FIRB | HJZQGXYTVV2NWJZLPW74 | | | | TOM GY Equity | Toyota Credit Canada Inc. | CA | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000200_CR_FIRB | 5BV01I6231JPDAPMGH09 | | | | TRP UN Equity | TransCanada PipeLines Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000201_CR_FIRB | PRAQ4VOSFIK7OQ8Z2512 | | 4406354 | | VALE3 BS Equity | Vale Canada Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000202_CR_FIRB | WT03B8BB1IX8WI9ZGV02 | | | | | Vermilion Energy Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000203_CR_FIRB | 549300WHE4O6UJ2KU013 | | | | | Yamana Gold Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000204_CR_FIRB | 5493003DNMEAO1DT3F51 | | | | ABBN VX EQUITY | ABB Ltd [Asea Brown Boveri] | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000205_CR_FIRB | NI14Y5UMU60O7JE9P611 | | | | ADEN VX EQUITY | Adecco SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000206_CR_FIRB | 549300Q3WREIMQYFBC20 | | | | 0170576D SW EQUITY | Ameropa AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000207_CR_FIRB | 5493007KVRV2OKRXFA55 | | CH-020.3.035.716-8 | | AML LN Equity | Amlin AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000208_CR_FIRB | 529900H7ZPIGI2U3CJ14 | | | | | AXPO TRADING AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000209_CR_FIRB | 213800Y5RWKLDPUTT265 | | | | BARN SW EQUITY | Barry Callebaut AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000210_CR_FIRB | 529900UPDCU6WEL7W167 | | | | BALN VX Equity | Basler Versicherung AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000211_CR_FIRB | | 2816554-6 | HRB54517 | DE000DCAG010 | 7705815Z SW EQUITY | DEMAG CRANES AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000212_CR_FIRB | 5493002MXX2JLKWLE880 | | | | 567151Z SW EQUITY | Duferco SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000213_CR_FIRB | 549300I08UA8SMJON743 | | CH-270.3.002.354-9/ | | DUFN EB Equity | Dufry international AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000214_CR_FIRB | 549300ADLU67CYBFIW70 | | CH-645.1.008.684-9 | | | Elsevier Finance SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000215_CR_FIRB | 529900Y8BGAFVVVYVN24 | | | | GATE SE Equity | gategroup Holding AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000216_CR_FIRB | 213800SVRMQA1TD91D41 | | | | GIVN VX Equity | Givaudan SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000217_CR_FIRB | 213800PSSU2QXF1WLR89 | | | | GLEN LN EQUITY | Glencore International AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000218_CR_FIRB | 549300DHSS9U1QKJZG57 | | KvK 34275373 0000 | | 1002136Z SW EQUITY | GUNVOR INTERNATIONAL BV | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000219_CR_FIRB | 529900EHPFPYHV6IQO98 | | | | HOLN VX EQUITY | Holcim Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000220_CR_FIRB | 529900Q0YED3805QXQ66 | | | | | KUEHNE AND NAGEL INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000221_CR_FIRB | 52990074N8ID7UPV7A95 | | | | | LIEBHERR-INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000222_CR_FIRB | 549300EFW4H2TCZ71055 | | | | | Lonza Group AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000223_CR_FIRB | KY37LUS27QQX7BB93L28 | | CH-550.0.067.293-5 | CH0038863350 | NESN.VX | NESTLE SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000224_CR_FIRB | 529900I2PEF1FN6N6723 | | | | 2284161Z SW EQUITY | Nord Stream AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000225_CR_FIRB | | | | | NOVN VX EQUITY | Novartis AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000226_CR_FIRB | 549300HUJ5CJUX02RS52 | | | | | OMV SUPPLY & TRADING AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000227_CR_FIRB | 5299002JRTT699WFOV74 | | | | | OMYA (Schweiz) AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000228_CR_FIRB | 549300HMJAFUW4NSKI73 | | | | | Paul Reinhart AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000229_CR_FIRB | | | | | ROG VX EQUITY | Roche Holding Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000230_CR_FIRB | 529900PTQ0Z1J44SHZ08 | | CH-100.3.010.656-7 | | STLN SE Equity | SCHMOLZ + BICKENBACH AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000231_CR_FIRB | 549300R3N69ECGYPU434 | | | | SIK IX Equity | Sika AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000232_CR_FIRB | 213800Z8NOHIKRI42W10 | | | NL0000226223 | STM FP EQUITY | STMICROELECTRONICS NV | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000233_CR_FIRB | 5493000KUC3Z24U77V93 | | | | SLHN VX Equity | Swiss Life Holding AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000234_CR_FIRB | 5493005SL9HHOXS3B739 | | CHE-102.753.938 | | SCMN VX Equity | Swisscom AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000235_CR_FIRB | 549300HTOMQG20JYV568 | | | | SYNN VX Equity | Syngenta AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000236_CR_FIRB | KSVC38RP5WL6C6LJGG03 | | | | TYC US Equity | Tyco International Ltd. | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000237_CR_FIRB | 549300VBJS7MG74G2H60 | | | | | Weatherford International Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000238_CR_FIRB | | | | | WOS LN EQUITY | Wolseley Plc | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000239_CR_FIRB | | | | | XTA LN EQUITY | Xstrata Plc | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000240_CR_FIRB | 50ZCTKCMUDIABGHX3R52 | | | | | Zurich Insurance Company | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000241_CR_FIRB | 549300IF4IFG0FS0RM26 | | | | AESGENER CC Equity | AES Gener S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000242_CR_FIRB | 549300NLTGCFV7482429 | | | | CENCOSUD CC Equity | Cencosud S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000243_CR_FIRB | 549300YP3P0JZBLIV197 | | | | | EMPRESA NACIONAL DEL PETROLEO | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000244_CR_FIRB | 549300G475ACIABB4385 | | | USG49215AA73 | CMPC CC Equity | Inversiones CMPC S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000245_CR_FIRB | 549300HX3UUDPEFTG707 | | | | LAN CC Equity | Latam Airlines Group S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000246_CR_FIRB | 549300RUPF4SKMJPUR70 | | | | BLT LN Equity | Minera Escondida Limitada | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000247_CR_FIRB | | | | | 600031 CH EQUITY | Sany Heavy Industry Co Ltd | CN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000248_CR_FIRB | A25574TZFLBNK7NWQT47 | | | | PRE CT Equity | Pacific Rubiales Energy Corp. | CO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000249_CR_FIRB | 724500JV0VHPRVANL538 | | 5778 | ANN4327C1220 | | HUNTER DOUGLAS NV | CW | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000250_CR_FIRB | 213800MRTA64ULUE9919 | | | | | CARBO ONE LIMITED | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000251_CR_FIRB | 549300OEZB4GETCGFX34 | | | | | GUNVOR GROUP LTD | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000252_CR_FIRB | 549300IVA1PZNX2MN285 | | | | 0163947D CY EQUITY | Mercuria Energy Group Ltd | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000253_CR_FIRB | 2138001LK2Z2HSER4U15 | | | | PRS NO EQUITY | PROSAFE | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000254_CR_FIRB | 31570010000000137835 | 1131604 | 29287391 | | | ALTA, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000255_CR_FIRB | 31570010000000116592 | 657856 | 25572881 | | | ARMATURY Group a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000256_CR_FIRB | 31570010000000075367 | 765380 | 28402758 | | | BAK stavební společnost, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000257_CR_FIRB | 31570010000000115525 | 834699 | 46504940 | | | Cerea, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000258_CR_FIRB | 31570010000000034336 | 1023328 | 70994226 | | | České dráhy, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000259_CR_FIRB | 315700CTFRL3U2DNMO58 | 633919 | 25085689 | | | CETELEM ČR, a.s. | CZ | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000260_CR_FIRB | 529900S5R9YHJHYKKG94 | | | CZ0005112300 | CEZ CP EQUITY | CEZ a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000261_CR_FIRB | 315700XJHXU2PD40RU82 | 865668 | 48589837 | | | DEKTRADE a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000262_CR_FIRB | 529900C5PL4JGDILRZ94 | 837043 | 46678468 | | | HOCHTIEF CZ a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000263_CR_FIRB | 31570010000000099520 | 644725 | 25322257 | | | IMOS Brno, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000264_CR_FIRB | 31570010000000032687 | 1086806 | 931 | | | METALIMEX a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000265_CR_FIRB | 315700JDC49X4VSP6Z49 | 601013 | 14915 | | | Metrostav a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000266_CR_FIRB | 31570066GBSS7JYFEL35 | 817880 | 45193592 | | | MJM Litovel a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000267_CR_FIRB | 31570010000000120084 | 832322 | 46342796 | | | OHL ŽS, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000268_CR_FIRB | 31570010000000009116 | 699640 | 26463318 | | | OTE, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000269_CR_FIRB | 31570010000000026285 | 671247 | 25860038 | | | Pars nova a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000270_CR_FIRB | 315700LTSCT2O45NWM28 | 805950 | 43873189 | | | PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000271_CR_FIRB | 31570010000000115622 | 817271 | 45148155 | | | Primagra, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000272_CR_FIRB | 549300KL08IFWLTWLQ52 | 691287 | 26271303 | | | Skanska a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000273_CR_FIRB | 529900I8XOZDM4ZQSQ21 | | | | 1025Z CP EQUITY | Skoda Auto A.S. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000274_CR_FIRB | 31570010000000031135 | 923751 | 62623753 | | | ŠKODA TRANSPORTATION a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000275_CR_FIRB | 213800Z39ZW4XHAAUA27 | 725860 | 27195147 | | | SMP CZ, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000276_CR_FIRB | 3157004ICDH3MRKW7534 | 889798 | 60193336 | | | Telefónica Czech Republic, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000277_CR_FIRB | 31570010000000055191 | 617997 | 18050646 | | | TŘINECKÉ ŽELEZÁRNY, a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000278_CR_FIRB | 3157007C98ILJK5ST356 | 609769 | 15886492 | | | UniCredit Leasing CZ, a.s. | CZ | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000279_CR_FIRB | 315700EFFOU65ETZ0V16 | 886003 | 531766 | | | UNISTAV a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000280_CR_FIRB | 31570010000000001356 | 672337 | 25877950 | | | VÍTKOVICE HEAVY MACHINERY a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000281_CR_FIRB | 31570010000000003490 | 710607 | 26823357 | | | VÍTKOVICE POWER ENGINEERING a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000282_CR_FIRB | 31570010000000015033 | 697350 | 26415623 | | | W.A.G. payment solutions, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000283_CR_FIRB | 5493005KH7FO1T5TMX47 | 1236614-2 | | | ASG GY Equity | AachenMuenchener Lebensversicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000284_CR_FIRB | 549300JSX0Z4CW0V5023 | 1319784-3 | | | | ADIDAS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000285_CR_FIRB | 549300X1WWPGMS47QQ72 | 1215807-7 | | | ASG GY Equity | Advocard Rechtsschutzversicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000286_CR_FIRB | 529900SO83U6ISM6DL85 | 2832395-4 | HRA36525B | | | ALBA Group plc & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000287_CR_FIRB | 529900K9B0N5BT694847 | 1100627-7 | | | ALV GY Equity | Allianz SE | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000288_CR_FIRB | 529900C058B9OTVFTU36 | 2033673-1 | HRB98981 | | | ASKLEPIOS KLINIKEN GMBH HAMBURG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000289_CR_FIRB | 549300FJWANEIJ25D318 | 1545974-6 | | | | Atlas Copco Energas GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000290_CR_FIRB | 529900YNBT62HCUPRG10 | 1106210-6 | | | | AUGUST STORCK KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000291_CR_FIRB | 5299005SHIN9ZK7GW242 | 1124841-6 | HRB1775 | DE0006766504 | NDA GY EQUITY | Aurubis AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000292_CR_FIRB | 529900PXZU3YHO6HMD80 | 1130123-1 | | | | Axel Springer SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000293_CR_FIRB | 529900AJX4TCFW0QT666 | 1104883-2 | | | | B. Braun Melsungen Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000294_CR_FIRB | 529900PM64WH8AF1E917 | 1102017-9 | HRB6000 | DE000BASF111 | BAS GR EQUITY | BASF SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000295_CR_FIRB | 529900XMQYET3NBF2363 | 2192515-1 | HRB101375 | DE0005168108 | B5A GY EQUITY | Bauer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000296_CR_FIRB | 549300J4U55H3WP1XT59 | 1109561-9 | | | BAYN GY EQUITY | Bayer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000297_CR_FIRB | YEH5ZCD6E441RHVHD759 | 1103190-3 | | | BMW GY EQUITY | Bayerische Motoren Werke AG [BMW AG] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000298_CR_FIRB | 529900SM0FDLLYATXU36 | 1103233-1 | | | | BAYWA AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000299_CR_FIRB | 5299001BUUGXAREGE533 | 1103821-3 | | | BTG GR EQUITY | Bertelsmann SE & Co.

KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000300_CR_FIRB | 529900H0HULEN2BZ4604 | 1114115-7 | BWMAHRB710296 | | GBF GY Equity | Bilfinger SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000301_CR_FIRB | 529900XBEZ2EYI9ZOV89 | 3010079-6 | | | | BMG Rights Management GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000302_CR_FIRB | 529900FOTM78R9Q9NY89 | 1163617-2 | HRB75534 | | 2340173Z GR EQUITY | BOSCH UND SIEMENS HAUSGERATE GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000303_CR_FIRB | NNROIXVWJ7CPSR27SV97 | 2926464-5 | | | BNR GY EQUITY | Brenntag AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000304_CR_FIRB | 529900OQDCYXCLQOAY53 | 1105482-2 | | | | Burda Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000305_CR_FIRB | 5299000XH7YX33EJZP65 | 2730972-3 | | | | CARL ZEISS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000306_CR_FIRB | 52990076MX7KD2XYCH67 | 1111099-6 | HRB9517 | DE000CLS1001 | CLS1 GY EQUITY | Celesio AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000307_CR_FIRB | 529900O4ND7T8ABIXF67 | 1235957-6 | | | | Claas Kommanditgesellschaft auf Aktien mbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000308_CR_FIRB | 529900A7YD9C0LLXM621 | 1106273-4 | HRB3527 | DE0005439004 | CON GY EQUITY | CONTINENTAL AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000309_CR_FIRB | | | | | 2294277Z GR EQUITY | Coutinho & Ferrostaal GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000310_CR_FIRB | 5299007VZZKH65OCN774 | 2781995-2 | | | | Cronimet Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000311_CR_FIRB | 5299008ODF4EFHRI0G60 | 2402196-6 | HRB8957 | | 7097181Z GR EQUITY | CWS-boco International GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000312_CR_FIRB | 5299005LEM60UYKU5235 | 1106512-5 | | | | DACHSER Group SE & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000313_CR_FIRB | 529900R27DL06UVNT076 | 2344103-3 | HRB19360 | | DAI GR EQUITY | Daimler AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000314_CR_FIRB | 5299006S0UKN6D9ZP412 | 2451917-5 | | | | DB NETZ AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000315_CR_FIRB | 529900I2DLZPTFPENJ05 | 1106744-4 | | | | DEHNER GMBH & CO KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000316_CR_FIRB | 5299005A2ZEP6AP7KM81 | 2537834-0 | | | ANN GF Equity | Vonovia SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000317_CR_FIRB | 52990063S23N13HU4E98 | 1818189-1 | HRB50000B | | DBHN GR EQUITY | DEUTSCHE BAHN AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000318_CR_FIRB | 529900PH63HYJ86ASW55 | 1107110-7 | HRB2168 | | LHA GY EQUITY | DEUTSCHE LUFTHANSA AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000319_CR_FIRB | 52990063W8KQHQMF4M43 | 2623414-6 | | | DPW GF Equity | Deutsche Post Finance B.V. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000320_CR_FIRB | 529900ITHU5Y51F1S257 | 1107106-5 | | | | DEUTSCHE SPARKASSEN LEASING AG & CO KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000321_CR_FIRB | 549300V9QSIG4WX4GJ96 | 2185287-6 | HRB6794 | | DTE GY EQUITY | DEUTSCHE TELEKOM AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000322_CR_FIRB | 529900KSWLV9JYE7NC83 | 2095980-5 | HRB34977 | | | DFS Deutsche Flugsicherung GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000323_CR_FIRB | 529900QTO8D2QK2TJG32 | 1107340-0 | | | | Diehl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000324_CR_FIRB | 529900Y1AT9MQF6UYT42 | 2836050-1 | HRB203044 | | | DMK DEUTSCHES MILCHKONTOR GMBH BREMEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000325_CR_FIRB | 529900YZNQ3MUUZ02M47 | 1117002-4 | HRB242 | | | Douglas Holding AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000326_CR_FIRB | 5299004W7VTLPROHR533 | 1125242-6 | HRA8242 | | | DR AUGUST OETKER KG BIELEFELD | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000327_CR_FIRB | 529900EWEX125AULXI58 | 3008027-9 | | | PAH3 GY EQUITY | Dr Ing HCF Porsche AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000328_CR_FIRB | 5493005UFVHY0PPNKD75 | 1107708-8 | HRB7903HL | DE0005550602 | DRW3 GY EQUITY | Drägerwerk AG & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000329_CR_FIRB | 52990076FKBR9THZ8C62 | 2779318-1 | | | | DYWIDAG-Systems International GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000330_CR_FIRB | 529900Z8W8S8J1P7U364 | 1105067-1 | HRA9905 | | | E BREUNINGER GMBH CO STUTTGART | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000331_CR_FIRB | Q9MAIUP40P25UFBFG033 | 1134262-3 | HRB22315 | | EOAN GY EQUITY | E.ON SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000332_CR_FIRB | 5299000MT7P9STUCL908 | 1137158-0 | | | | Ed. Züblin Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000333_CR_FIRB | 529900JSFZ4TS59HKD79 | 2331844-7 | | | EBK GR EQUITY | Energie Baden-Wurttemberg AG [EnBW] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000334_CR_FIRB | 549300OQ94C7KRGGC351 | 2177540-8 | | | ASG GY Equity | Envivas Krankenversicherung AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000335_CR_FIRB | 529900G1B8AXELNRG982 | | | | ALV GY Equity | Euler Hermes Deutschland AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000336_CR_FIRB | 41GUOJQTALQHLF39XJ34 | 1518676-0 | | | 154407Z GR EQUITY | Evonik Industries AG (Evonic) | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000337_CR_FIRB | 529900L64X6KZZW19R71 | 1108854-9 | | | 4501Z GR EQUITY | EWE AG [Energieversorgung Weser-Ems] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000338_CR_FIRB | 529900D7N2PTTZWFWN57 | 2579145-0 | | | | F.S. Fehrer Automotive GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000339_CR_FIRB | 529900EI7R9SCEJP4T76 | 1109776-3 | 00311027000005 | | | FERROSTAAL GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000340_CR_FIRB | 529900WBP9HFX10RKB30 | 1110203-5 | | | | FLUGHAFEN MUNCHEN GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000341_CR_FIRB | 529900VHM89GUAJ1RK35 | 1114926-7 | HRB25 | | 1048Z GR EQUITY | FRANZ HANIEL & CIE GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000342_CR_FIRB | 5299001ERX0K10IZUL40 | 1110198-7 | | | | FRAPORT AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000343_CR_FIRB | XDFJ0CYCOO1FXRFTQS51 | 1110492-4 | HRB11852 | DE0005785604 | FRE GY EQUITY | FRESENIUS SE & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000344_CR_FIRB | 5299006NS9FCLFHZVL76 | 1578686-6 | HRB714579 | | | Freudenberg SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000345_CR_FIRB | 529900KXMB40SPYJD743 | 2052428-6 | HRB36569B | | 7013717Z GR EQUITY | GAZPROM Germania GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000346_CR_FIRB | 549300PHUU0ZZWO8EO07 | 1122951-5 | | | GEA GR EQUITY | GEA Group AG [Global Engineering Alliance] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000347_CR_FIRB | 529900JGEOQMCDYOK785 | 1135188-9 | | | | Gelsenwasser AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000348_CR_FIRB | 529900F916IVP0TJZK88 | 1051383-6 | HRA11722 | | | GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000349_CR_FIRB | 5299006GD4UWSYZOKC28 | 2877346-3 | HRB56040 | | GXI GY Equity | Gerresheimer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000350_CR_FIRB | 529900OJM5EX75OD8032 | 1113335-2 | | | | Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000351_CR_FIRB | 529900K6BWO03KP4GU58 | 1113443-4 | | | | Giesecke & Devrient Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000352_CR_FIRB | 529900J0V7C8Z8MLN980 | 2943243-2 | | | | Gigaset Communications GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000353_CR_FIRB | 529900LPAX2H9S4NKU05 | 1215951-3 | | | | Gothaer Finanzholding AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000354_CR_FIRB | 529900F4P4RV4Z50PI82 | 1114066-2 | HRB527 | | | GROSSKRAFTWERK MANNHEIM AG MANNHEIM | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000355_CR_FIRB | HD52L5PJVBXJUUX8I539 | 2294348-4 | | | HPL GR EQUITY | Hapag-Lloyd AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000356_CR_FIRB | 5299007CE1VJWKM99H49 | 1130882-2 | HRB2680KI | | 4729Z GR EQUITY | Hauptgenossenschaft Nord AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000357_CR_FIRB | 529900MKHOFQI4A0XC48 | 2873755-9 | | | | HAWE Hydraulik SE | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000358_CR_FIRB | 52990022107L9199GO56 | 2588017-0 | | | | HDI Versicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000359_CR_FIRB | 529900755OZXM37H4975 | 1115355-8 | | | | Heckler & Koch GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000360_CR_FIRB | LZ2C6E0W5W7LQMX5ZI37 | 1126630-1 | HRB330082 | DE0006047004 | HEI GY EQUITY | HEIDELBERGCEMENT AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000361_CR_FIRB | 529900ZM98OISTG16932 | 1115394-7 | | | HDD GY Equity | Heidelberger Druckmaschinen AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000362_CR_FIRB | 529900PLX4ADJFWIY024 | 1135805-8 | | | 2550Z GR EQUITY | Hella KGaA Hueck & Co | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000363_CR_FIRB | 52990027B9ARY5AC8476 | 1115622-1 | | | | HELM AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000364_CR_FIRB | 549300VZCL1HTH4O4Y49 | 1115688-2 | HRB4724 | DE0006048408 | HEN3 GY EQUITY | HENKEL AG & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000365_CR_FIRB | 5493007EO7JOPWXHBJ27 | 1740986-3 | HRB3364 | | | Heraeus Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000366_CR_FIRB | 529900BVZYMVDRRSXY68 | 1306869-7 | HRB390485 | | 3540636Z GR EQUITY | HERRENKNECHT AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000367_CR_FIRB | 529900O7US4NP0J6XD12 | 1179777-6 | | | | HETTICH HOLDING GMBH & CO OHG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000368_CR_FIRB | 529900Y25S8NZIYTT924 | 1116241-9 | | | HOT GY EQUITY | Hochtief AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000369_CR_FIRB | 5299008WW53GLXRORN29 | 1350826-2 | HRB2311 | | HBM GY Equity | Hornbach-Baumarkt-AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000370_CR_FIRB | 529900LFVU534EBRXD13 | 1104693-5 | | | | HUGO BOSS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000371_CR_FIRB | TSI2PJM6EPETEQ4X1U25 | 2443536-4 | | | IFX GY Equity | Infineon Technologies AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000372_CR_FIRB | 529900FFRTWZQXTTUB07 | 1193155-7 | | | 7573220Z GR EQUITY | Intersnack Knabber-Gebäck GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000373_CR_FIRB | 529900DJMOF0DTSWHO38 | 2850239-1 | HRB40163 | | | JUWI AG WÖRRSTADT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000374_CR_FIRB | 529900YURAYD4IJX2J91 | 1128982-4 | HRB2669 | | SDF GY Equity | K+S Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000375_CR_FIRB | 1AW6P2GG0FOINEBZUQ05 | | | | VOD LN Equity | Kabel Deutschland Vertrieb und Service GmbH. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000376_CR_FIRB | 529900WFRVF4SQ2EV734 | 1121308-9 | HRA102851 | | 509821Z GR EQUITY | Kaufland Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000377_CR_FIRB | 529900CQ31CN6GV5LL52 | 2821686-9 | NRWDUHRB20486 | | KCO GY Equity | Kloeckner & Co. S.E. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000378_CR_FIRB | 5299001GRRO0Z25YZT52 | 1130169-4 | | | | Knorr-Bremse AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000379_CR_FIRB | 529900IQ90WSXBWSTD78 | 1131272-5 | | | | KOENIG & BAUER AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000380_CR_FIRB | 529900LUYJ0V8SOOT260 | 1173404-3 | HRA4415 | | 3612759z gr equity | KRAFTVERKEHR NAGEL GMBH & CO. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000381_CR_FIRB | 529900MAU9591GT2S236 | 2849255-1 | | | | KraussMaffei Technologies GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000382_CR_FIRB | 529900NY2GSZWWUBW049 | 1120219-9 | | | | KRONES Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000383_CR_FIRB | 529900BVAET534PD7C28 | 1119133-5 | HRB21016 | DE0006292006 | KSB3 GY EQUITY | KSB Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000384_CR_FIRB | 529900VPRFDDIN7BE119 | 1117324-2 | HRB22709 | | IWKG IX Equity | KUKA AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000385_CR_FIRB | 529900FR2K4P9L9XLV21 | 1119187-1 | | | | KWS SAAT SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000386_CR_FIRB | 529900PTLRE72EMYIJ77 | 2451186-7 | HRB53652 | | LXS GF Equity | Lanxess AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000387_CR_FIRB | 5299002HNCMIUBHOMK35 | 1121223-0 | HRB202 | DE0005408884 | LEO GY EQUITY | Leoni AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000388_CR_FIRB | 529900EW0ZH7KAZ11H71 | 1797294-4 | | | | Lidl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000389_CR_FIRB | WTV8QGD5UD7MMD4HS345 | 1121375-8 | | | LIN GY Equity | Linde AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000390_CR_FIRB | 529900SL1W4KHVE18T81 | 1121582-9 | | | | LOHMANN + Co. AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000391_CR_FIRB | 52990098TR1QJBWIYG58 | 1147145-5 | | | | MAHLE GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000392_CR_FIRB | 52990018UPG26YRFSM46 | 1122332-8 | HRB179426 | DE0005937007 | MAN GR EQUITY | MAN SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000393_CR_FIRB | 5299009Z8B0YE4ECMJ92 | 1044964-3 | | | | Media-Saturn Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000394_CR_FIRB | 5299009WLGROB3HKM878 | 1522457-9 | | | | MEGGLE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000395_CR_FIRB | 529900OAREIS0MOPTW25 | 2198479-4 | HRB6164 | | MRK GF Equity | Merck KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000396_CR_FIRB | 5299001X9L42HXEBCZ51 | 1188960-7 | | | MEO GY EQUITY | Metro AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000397_CR_FIRB | 529900JAY79MT50JBH87 | | | | | MEYER WERFT GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000398_CR_FIRB | 213800E45LWMBVNF3R85 | 3052190-0 | NRWGRHRB8959 | | MNDI LN Equity | Mondi Consumer Packaging International AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000399_CR_FIRB | 529900807L67JY81RD65 | 2755947-5 | | | MTX GY Equity | MTU Aero Engines AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000400_CR_FIRB | 529900ISR2VNZV1C0T93 | 1182822-5 | | | | MVV Energie AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000401_CR_FIRB | 529900UXIUW801PQDI37 | 2597701-8 | | | | N-ERGIE AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000402_CR_FIRB | 529900HVDYCUWVD0OE76 | 2551585-9 | | | | NORDEX SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000403_CR_FIRB | 549300UH52ZS8O00MO03 | 1125476-0 | | | | Osram GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000404_CR_FIRB | 529900LMI5FN0KFOE272 | 1125552-8 | HRA62024 | | OTVR GR EQUITY | OTTO (GMBH & CO.KG) | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000405_CR_FIRB | 529900ELIX8Z8PQ6CU28 | 2593300-3 | | | | PAPIERFABRIK PALM GMBH & CO.KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000406_CR_FIRB | 529900HT3KJHBHNHDT64 | 1397102-3 | HRB6100 | | 259743Z GR EQUITY | PERI GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000407_CR_FIRB | 52990037VWJGYKGP9877 | 1131747-6 | HRA3551 | | 2590Z GR EQUITY | PHOENIX Pharmahandel GmbH & Co KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000408_CR_FIRB | 5299008XQJHPTOF8R354 | 2696731-5 | 241336g | | 661074Z GR EQUITY | Porsche Corporate Finance GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000409_CR_FIRB | 529900NY0WWQUKOMWQ37 | 2399699-4 | | | PSM GY EQUITY | ProSiebenSat 1 Media SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000410_CR_FIRB | 529900Z5KBA9KJP6EK09 | 1196360-0 | | | | R+V Versicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000411_CR_FIRB | 5299001OU9CSE29O6S05 | 1127893-4 | | | RHM GY EQUITY | Rheinmetall AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000412_CR_FIRB | 529900F0LT5OP4SV6122 | 1104684-4 | | | | Robert Bosch GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000413_CR_FIRB | 529900BZ1C5S5WQENF25 | 2820967-4 | HRB721056 | | | ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000414_CR_FIRB | 529900GB7KCA94ACC940 | 2531238-0 | HRB14525 | DE0007037129 | RWE GY EQUITY | RWE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000415_CR_FIRB | 529900Q5SR06C5T8NO26 | 1128992-3 | HRB8372 | | 7015557Z GR EQUITY | Salzgitter Mannesmann Handel GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000416_CR_FIRB | 529900D6BF99LW9R2E68 | 1308819-0 | | | SAP GY EQUITY | SAP SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000417_CR_FIRB | 529900JL0HDVGZMUJF32 | 3043578-8 | | | | Schaeffler Verwaltung Zwei GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000418_CR_FIRB | 529900D8QMD1LL0E2393 | 2800313-5 | | | | Schletter GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000419_CR_FIRB | 529900DG0F6AGQAP6N55 | 1131407-7 | 55234831 | | | SCHOLZ Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000420_CR_FIRB | 5299009QTM3SJL9BNR19 | 2209676-2 | | | | Schott AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000421_CR_FIRB | 529900ZCRUJ3J5PYWX81 | 2577577-6 | | | RPW GR EQUITY | SENVION GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000422_CR_FIRB | 52990038IB31TYK07X63 | 1129569-8 | | | SGL GY Equity | SGL Carbon SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000423_CR_FIRB | W38RGI023J3WT1HWRP32 | 1129508-6 | HRB12300B | | SIE GY EQUITY | Siemens Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000424_CR_FIRB | 529900M1LIO0SLOBAS50 | 1532176-3 | HRB1562 | DE0003304002 | SOW GY EQUITY | Software AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000425_CR_FIRB | 549300WM0X4AUT710770 | 3278292-2 | | | | Springer Science+Business Media Deutschland GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000426_CR_FIRB | 529900FMTTLMH0P0DL10 | 1473528-6 | | | | STADA Arzneimittel Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000427_CR_FIRB | 549300YTRYZPM57T3319 | 1132051-2 | | | | STADTWERKE HANNOVER AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000428_CR_FIRB | 529900QOJGJ2975GD560 | 2971375-7 | | | | Stahlgruber Otto Gruber AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000429_CR_FIRB | 5299003M4PGUGL48LS74 | 3094881-4 | | | | Styrolution Group GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000430_CR_FIRB | 529900Y2V1QWBDCBT818 | 2653119-4 | | | | Südwestdeutsche Medien Holding GmbH | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000431_CR_FIRB | 529900S8QNB101D40S72 | 1130211-4 | | | SZU GY EQUITY | Sudzucker AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000432_CR_FIRB | 529900D82I6R9601CF26 | 2819960-2 | HRB200436 | | | SYMRISE AG HOLZMINDEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000433_CR_FIRB | 529900P710MOUBKZDL27 | 2269857-5 | HEESHRB85143 | | | Techem GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000434_CR_FIRB | 529900COI81IT9N2Y682 | 3009289-4 | HRB180660 | | | THÜGA HOLDING GMBH + CO KGAA MÜNCHEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000435_CR_FIRB | 549300UDG16DOYUPR330 | 2411649-3 | HRB9092 | DE0007500001 | TKA GR EQUITY | THYSSENKRUPP AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000436_CR_FIRB | 529900JBK6KNC4HSW032 | 1672825-5 | | | | Tönnies Holding GmbH & Co. KG | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000437_CR_FIRB | 52990021AYVJLL2XMK94 | 2182800-9 | HRB16654 | | 7010965Z GR EQUITY | TRIMET ALUMINIUM SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000438_CR_FIRB | 529900SL2WSPV293B552 | 1126744-0 | | | TUI1 GY EQUITY | TUI AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000439_CR_FIRB | 3VEKWPJHTD4NKMBVG947 | 2353095-9 | | | | United Internet AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000440_CR_FIRB | XQMNIROSQAS7Y9TT7I97 | | NRWKOHRA24116 | | LBTYA UW Equity | Unitymedia Hessen GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000441_CR_FIRB | 529900I1IDJLEXFUYN67 | 3340688-5 | | | | WELTBILD GMBH & CO. KG, AUGSBURG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000442_CR_FIRB | 529900AGED6PJE9AVL37 | 3185940-8 | | | | Vier Gas Transport GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000443_CR_FIRB | 52990023338VFV5AIN59 | 1134669-9 | HRA3389 | | | VIESSMANN WERKE GMBH CO KG ALLENDORF | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000444_CR_FIRB | W24EDTPHEV8NJOD4FA29 | 1627667-7 | | | | VNG-Verbundnetz Gas Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000445_CR_FIRB | 5299004TYSI0Z73QUE46 | 1227804-0 | HRB725621 | | | Voith GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000446_CR_FIRB | 529900NNUPAGGOMPXZ31 | 1134796-0 | | | VOW3 GY EQUITY | Volkswagen AG [VW] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000447_CR_FIRB | 0NURKC5Q3CJYZPPK5046 | 1134904-0 | | | | WACKER CHEMIE AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000448_CR_FIRB | 529900KKY5IMBX35M241 | 2679160-8 | HRB7736 | | | Wasser und Gas Westfalen GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000449_CR_FIRB | 529900KQ44OJDIDU6J81 | 1135571-6 | | | | WEPA Hygieneprodukte GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000450_CR_FIRB | 5299006E92R0717GXP27 | 3189637-6 | HRA16706 | | 0892272D GR EQUITY | WINGAS GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000451_CR_FIRB | 529900A8LX4KL0YUTH71 | 2543621-3 | | | WDI GY Equity | Wirecard AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000452_CR_FIRB | 529900CAYOWB8YIG7X25 | 1136858-6 | | | | ZF FRIEDRICHSHAFEN AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000453_CR_FIRB | 549300D2K6PKKKXVNN73 | | 22756214 | DK0010244425 | MAERSKB DC EQUITY | A.P.Møller-Mærsk A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000454_CR_FIRB | | | 63965812 | | | A/S SCHOUW & CO | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000455_CR_FIRB | 549300ADWYS7RRJ8BG19 | | 14244441 | | | Aalborg Portland A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000456_CR_FIRB | 549300Y047DQV30CKT47 | | 49723911 | | | ABENA HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000457_CR_FIRB | 549300PLP6WVTICKLD32 | | 10526949 | | | ALM. BRAND FORSIKRING A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000458_CR_FIRB | 529900IJ6T4P1O10R377 | | 25313763 | | | ARLA FOODS A.M.B.A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000459_CR_FIRB | | | 25511484 | | | Atea A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000460_CR_FIRB | 213800KB128IK92MCD10 | | 44782510 | | | AVK Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000461_CR_FIRB | 2138009LJ6FGTV868W59 | | 22069519 | | | BYGMA GRUPPEN A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000462_CR_FIRB | 5493008YL42784DMWN61 | | 25508343 | DK0010181676 | CARLB DC EQUITY | Carlsberg Breweries A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000463_CR_FIRB | | | 27626904 | | | Catering Engros A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000464_CR_FIRB | 213800JF2XSR5NXGL660 | | 12760043 | | | Cheminova A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000465_CR_FIRB | 549300MKPW8ZF3E8MW37 | | 28318677 | | | Chr. Hansen Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000466_CR_FIRB | 213800AWZ8U3FVALIO26 | | 26259495 | | | Coop Danmark A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000467_CR_FIRB | 213800UW822WLK2HZF47 | | | | | Copenhagen Airports Denmark ApS | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000468_CR_FIRB | 529900BWY373HVUNIC90 | | 28527411 | | | Dagrofa ApS | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000469_CR_FIRB | | | 13878595 | | | Dagrofa S-Engros A/S (Foodservice) | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000470_CR_FIRB | 213800FJJH5XFNFIAK90 | | 23256118 | | | Damstahl A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000471_CR_FIRB | 5493007I2KABJNYPD639 | | 20165715 | | | DANFOSS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000472_CR_FIRB | | | 59789317 | | | Danish Agro A.M.B.A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000473_CR_FIRB | 21380063C9WS18D6WJ21 | | 26121264 | | | Danish Crown A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000474_CR_FIRB | 2138007QUZXQLFGCSV45 | | 24246930 | | | DANSK LANDBRUGS GROVVARESELSKAB A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000475_CR_FIRB | 549300FQY6MX8USM0112 | | 35954716 | | 4166777Z DC EQUITY | Dansk Supermarked A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000476_CR_FIRB | 549300JUFTJMOTC28B39 | | 28113951 | | | Danske Commodities A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000477_CR_FIRB | 213800ZCQ8X5QYJWVQ60 | | 42344613 | | | Det Danske Hedeselskab | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000478_CR_FIRB | 549300JZVW1Y1UZ5UK38 | | 14194711 | | | DFDS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000479_CR_FIRB | W9NG6WMZIYEU8VEDOG48 | | 36213728 | | | DONG Energy A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000480_CR_FIRB | 529900X41C0BSLK67H70 | | 58233528 | DK0060079531 | DSV DC EQUITY | DSV A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000481_CR_FIRB | 213800K83X1E9HF1MD69 | | 55828415 | | | DT Group A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000482_CR_FIRB | 529900C0U279ORGJC950 | | 45349918 | | | Ecco Sko A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000483_CR_FIRB | 213800Z47P2HZJKJSK23 | | 75272014 | | | EGM. INT. HOLD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000484_CR_FIRB | 549300JN1F17UXJMM315 | | 17225898 | | | ENERGI DANMARK A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000485_CR_FIRB | 5299003X050CWGDW1Z87 | | | | | Energinet.dk SOV | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000486_CR_FIRB | 213800MXXDGQ3ITPXI41 | | 58180912 | DK0010234467 | | FLSMIDTH & CO. A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000487_CR_FIRB | 549300036WZGCBDPDZ92 | | | | | GF-Forsikring A/S (Unsolicited Ratings) | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000488_CR_FIRB | 5493006R4KC2OI5D3470 | | 56759913 | | | H. Lundbeck A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000489_CR_FIRB | 213800HTGI1CTA7CKP20 | | 34728712 | | | Hedegaard A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000490_CR_FIRB | 213800NLXK98F6PC2R37 | | | | | ISS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000491_CR_FIRB | 549300RIPHN847476O42 | | | | | J.

LAURITZEN A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000492_CR_FIRB | 54930032G32N1F8JBV10 | | | | | KIRKBI INVEST A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000493_CR_FIRB | UGKYQUOFW6QSIS3P4P93 | | 47458714 | | LEGO DC EQUITY | LEGO System A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000494_CR_FIRB | 52990077KVK7QCK2NG31 | | 56759514 | | | LEO PHARMA A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000495_CR_FIRB | 529900B5B2U7TIJN7757 | | | | | MONJASA A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000496_CR_FIRB | 213800WNLA5AH3U4WI67 | | 12562233 | | | MT HØJGAARD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000497_CR_FIRB | 549300UQ0QRC1KXGRE08 | | 20293195 | | | NEAS Energy A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000498_CR_FIRB | | | 10845858 | | | Nellemann Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000499_CR_FIRB | 529900197LKWCEQ0NL18 | | 62725214 | | | NKT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000500_CR_FIRB | 2138007XB7AUOGS4N159 | | 11142141 | | | NORDIC SEAFOOD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000501_CR_FIRB | 2138005ON7KF6M74P542 | | 81203113 | | | Nordisk Dæk Import A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000502_CR_FIRB | 549300DAQ1CVT6CXN342 | | | | NOVOB DC Equity | Novo Nordisk A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000503_CR_FIRB | 529900T6WNZXD2R3JW38 | | 10007127 | | | NOVOZYMES A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000504_CR_FIRB | 213800LALFCP5FJXW153 | | 62497718 | | | Nowaco A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000505_CR_FIRB | 213800PRY3GUP6B5GG04 | | 39170418 | | | OK A.m.b.A. | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000506_CR_FIRB | 213800RE7TE67AUCJS21 | | 11369677 | | | Polar Seafood Denmark | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000507_CR_FIRB | 213800QRC7LNX935OZ09 | | 54879415 | | | Rockwool International A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000508_CR_FIRB | | | 42997811 | | | SANISTÅL A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000509_CR_FIRB | 549300M5XVDYG4I7CC28 | | 14049673 | | | Scan Global Logistics | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000510_CR_FIRB | 5299003KG4JS99TRML67 | | 31080185 | | | SCANDINAVIAN TOBACCO GROUP A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000511_CR_FIRB | 529900N96EOVRB114D28 | | 14773908 | DK0060228559 | TDC DC EQUITY | TDC A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000512_CR_FIRB | 549300ZSIJREG4GDWJ45 | | | | | Topdanmark A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000513_CR_FIRB | 213800A5UXABGUQ3PX11 | | 22460218 | | | TORM A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000514_CR_FIRB | 213800BIA5L8OPBER229 | | | | | Tryg Forsikring A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000515_CR_FIRB | 213800O8J7U9F8Q8VQ80 | | | | | Tryg Garantiforsikring A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000516_CR_FIRB | | | 14003606 | | | Tulip Food Company A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000517_CR_FIRB | 54930026SJ2OBLO6M470 | | 25481968 | | | Verdo A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000518_CR_FIRB | 549300DYMC8BGZZC8844 | | 00311171460005 | | | VESTAS WIND SYSTEMS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000519_CR_FIRB | 213800RM6L9LN78BVA56 | | 71186911 | | | WILLIAM DEMANT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000520_CR_FIRB | 5493005044RTLQ5RZU70 | | | | | Eesti Energia AS | EE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000521_CR_FIRB | 549300YENFNR57ZJ3X76 | | | | | ABENER ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000522_CR_FIRB | 8ZQH7RR6DBQZIX8PEQ84 | ESA41002288 | A41002288 | | ABG/P SM EQUITY | ABENGOA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000523_CR_FIRB | 549300GKFVWI02JQ5332 | ESA08209769 | A08209769 | | ABE SM EQUITY | ABERTIS INFRAESTRUCTURAS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000524_CR_FIRB | 54930002KP75TLLLNO21 | ESA31768138 | A31768138 | | ANA SM EQUITY | ACCIONA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000525_CR_FIRB | 95980020140005558665 | ESA28004885 | A28004885 | | ACS SM EQUITY | Actividades de Construccion y Servicios SA [ACS Group] | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000526_CR_FIRB | 213800NKU21ZN7P7RT54 | ESA84409408 | A84409408 | | AMS SM EQUITY | Amadeus IT Group SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000527_CR_FIRB | | ESA26019992 | A26019992 | | 0468005D SM EQUITY | AQUALIA GESTION INTEGRAL DEL AGUA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000528_CR_FIRB | 95980020140005491929 | | A78839271 | | A3M | ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000529_CR_FIRB | 549300MXEGOT8MV1B924 | ESA62186556 | A62186556 | | ONO SM EQUITY | CABLEUROPA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000530_CR_FIRB | 549300CGERG48M7P5E96 | | | | | CENTROS COMERCIALES CARREFOUR S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000531_CR_FIRB | | ESA46146387 | A46146387 | | 0612929D SM EQUITY | COBRA INSTALACIONES Y SERVICIOS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000532_CR_FIRB | | ESA20001020 | A20001020 | | CAF SM EQUITY | CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000533_CR_FIRB | 95980020140005319366 | ESA48012009 | A48012009 | | OLE SM EQUITY | DEOLEO SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000534_CR_FIRB | 54930063C6K2TNFL6H10 | | | | | DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000535_CR_FIRB | | ESA15139314 | A15139314 | | DRC SM EQUITY | DRAGADOS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000536_CR_FIRB | 529900U1P1JEV71EBO44 | ESA28006104 | A28006104 | | 4367465Z SM EQUITY | EADS CONSTRUCCIONES AERONAUTICAS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000537_CR_FIRB | 95980020140005374753 | ESA28017895 | A28017895 | | 1082z sm equity | EL CORTE INGLES S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000538_CR_FIRB | 95980020140005491250 | | A48027056 | | ENO | ELECNOR S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000539_CR_FIRB | 213800VIN4XHLVFIOE10 | | A86484334 | | ENG SQ Equity | Enagas Transportes, S.A.U. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000540_CR_FIRB | 549300LHK07F2CHV4X31 | ESA28023430 | A28023430 | | ELE SM EQUITY | ENDESA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000541_CR_FIRB | 95980020140005732198 | | | | | ESCAL UGS S L | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000542_CR_FIRB | 95980020140005757903 | ESA81939209 | A81939209 | | FER SM EQUITY | Ferrovial SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000543_CR_FIRB | 95980020140005178328 | ESA28037224 | A28037224 | | FCC SM EQUITY | FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000544_CR_FIRB | 549300CKUXDA0CKRQJ56 | ESA80477144 | A80477144 | | GAM SM EQUITY | GAMESA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000545_CR_FIRB | TL2N6M87CW970S5SV098 | ESA08015497 | A08015497 | | GAS SM EQUITY | GAS NATURAL S.D.G. S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000546_CR_FIRB | 95980020140005484363 | ESB48943864 | B48943864 | | 495294Z SM EQUITY | GESTAMP AUTOMOCION S L | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000547_CR_FIRB | | ESA58389123 | A58389123 | | GRF SM EQUITY | GRIFOLS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000548_CR_FIRB | 213800OILC5Q9AR63B63 | | A09092305 | | | Grupo Antolin-Irausa, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000549_CR_FIRB | | ESA84173947 | A84173947 | | 1234Z SM EQUITY | GRUPO ISOLUX CORSAN SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000550_CR_FIRB | 5QK37QC7NWOJ8D7WVQ45 | ESA48010615 | A48010615 | | IBE SM EQUITY | Iberdrola SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000551_CR_FIRB | 549300GEL7LRGKK0DG70 | | | | | Iberia Lineas Aereas de Espana S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000552_CR_FIRB | GGYEFW27TI7Q3C3XB343 | | | | | INDUSTRIA DE DISEÑO TEXTIL S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000553_CR_FIRB | 95980020140005007414 | | | | | INMOBILIARIA COLONIAL SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000554_CR_FIRB | 549300D4HOJHH0LSET81 | ESA41694266 | A41694266 | | 4516287Z SM EQUITY | INSTALACIONES INABENSA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000555_CR_FIRB | 95980020140005317620 | | | | | ISOLUX INGENIERIA, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000556_CR_FIRB | 95980020140005606874 | | | | | IZASA DISTRIBUCIONES TECNICAS S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000557_CR_FIRB | 529900S4UWJNVO9LEH81 | | A60195278 | | 4374129Z | LIDL SUPERMERCADOS S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000558_CR_FIRB | UIUPNLHSQI58ZL7O2J82 | | A78346558 | | MAP SQ Equity | Mapfre Re, Compania de Reaseguros, S.A. | ES | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000559_CR_FIRB | 95980020140005021479 | ESA79075438 | A79075438 | | | MEDIASET ESPAÑA COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000560_CR_FIRB | | ESA78304516 | A78304516 | | MEL SM EQUITY | Melia Hotels International SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000561_CR_FIRB | 95980020140005311703 | | | | | NAVANTIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000562_CR_FIRB | 95980020140005395317 | ESA48010573 | A48010573 | | OHL SM EQUITY | OBRASCON HUARTE LAIN S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000563_CR_FIRB | | ESA36603587 | A36603587 | | PVA SM EQUITY | PESCANOVA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000564_CR_FIRB | 549300N94L4D5NDBFG97 | ESA28430882 | A28430882 | | | PROSEGUR COMPAÑIA DE SEGURIDAD S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000565_CR_FIRB | 54930070W8XSY31XK130 | ESA78003662 | A78003662 | | REE SM EQUITY | Red Electrica de Espana SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000566_CR_FIRB | BSYCX13Y0NOTV14V9N85 | | A78374725 | ES0273516007 | REP GY Equity | Repsol, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000567_CR_FIRB | | ESA08000820 | A08000820 | | DMM XT EQUITY | S A DAMM | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000568_CR_FIRB | 549300QHD5DP0GOPGX63 | | | | | SOVENA ESPANA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000569_CR_FIRB | 213800JEZBUPZKWJGF49 | ESA28092583 | A28092583 | | TRE SM EQUITY | TECNICAS REUNIDAS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000570_CR_FIRB | 549300EEJH4FEPDBBR25 | | KvK 24269798 0000 | | TEF SM EQUITY | TELEFONICA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000571_CR_FIRB | | ESA08356727 | A08356727 | | TST SM EQUITY | TESTA INMUEBLES EN RENTA S.A. | ES | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000572_CR_FIRB | 549300FM9ZIJB5FCS825 | | | | | TWINS ALIMENTACION SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000573_CR_FIRB | 95980020140005462150 | ESA79524054 | A79524054 | | 571979Z | URBASER S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000574_CR_FIRB | 5299008CBH6EAEH1VZ37 | ESA28293348 | A28293348 | | | WORLD DUTY FREE GROUP S.A.U., | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000575_CR_FIRB | 743700FHGZEV5UGCB005 | | | FI0009010391 | AHL1V FH EQUITY | Ahlstrom Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000576_CR_FIRB | 529900Q14KI1SCMIMO82 | | | | | Bayer Nordic SE | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000577_CR_FIRB | 5493002B0GOVF42KWX33 | | | | | Cargotec Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000578_CR_FIRB | 549300P8N0P6KDGTJ206 | | | XS0946179529 | TY2 GS Equity | Citycon OYJ | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000579_CR_FIRB | 743700TU2S3DXWGU7H32 | | 0116510-6 | XS0973806861 | EIA GM Equity | Elisa Corporation | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000580_CR_FIRB | 7437006ZZI1F7CUA5518 | | | | | Fingrid Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000581_CR_FIRB | 213800SB6EOB8SSK9W63 | | | FI0009003230 | FIA1S FH EQUITY | Finnair Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000582_CR_FIRB | 743700BKTW4EQIVKYY42 | | | FI0009000400 | FIS1V FH EQUITY | Fiskars Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000583_CR_FIRB | 635400IUIZZIUJSAMF76 | | | FI0009007132 | FUM1V FH EQUITY | Fortum Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000584_CR_FIRB | 74370031Y7RK5H88CQ48 | | | FI0009004824 | KRA1V FH EQUITY | Kemira Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000585_CR_FIRB | 743700OX6HSVMCAHPB95 | | | | | KESKO OYJ | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000586_CR_FIRB | 2138001CNF45JP5XZK38 | 1927400-1 | HRB57225 | | KC4 GR EQUITY | Kone GmbH | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000587_CR_FIRB | 2138007FRMWVPUDCMA45 | | | FI0009007835 | MEO1V FH EQUITY | Metso Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000588_CR_FIRB | 5493009GY1X8GQ66AM14 | | | FI0009013296 | NES1V FH EQUITY | Neste Oil Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000589_CR_FIRB | 549300A0JPRWG1KI7U06 | | | FI0009000681 | NOK1V FH EQUITY | Nokia Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000590_CR_FIRB | 743700YQIO8Y4L4WKR40 | | | | | Nokian Renkaat Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000591_CR_FIRB | 74370061PO7C10E3PA54 | | | | | Norilsk Nickel Harjavalta Oy | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000592_CR_FIRB | 5493009YRUJJDCFF0R80 | | | FI0009002422 | OUT1V FH EQUITY | Outokumpu Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000593_CR_FIRB | 549300R0VN9C371W0E07 | | | FI0009014575 | OTE1V FH EQUITY | Outotec Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000594_CR_FIRB | 743700X6KUJ0Z8GJIF03 | | | | | POHJOLAN VOIMA OY | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000595_CR_FIRB | 743700CIR72J2LJZO637 | | | | | Ramirent Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000596_CR_FIRB | 743700XJC24THUPK0S03 | | | FI0009007694 | SAA1V FH EQUITY | Sanoma Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000597_CR_FIRB | 743700IFQI6W89M1IY95 | | | | | STOCKMANN OYJ ABP | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000598_CR_FIRB | 7437000ZP669LKUTZ738 | | | | STERV FH EQUITY | Stora Enso Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000599_CR_FIRB | 743700LQ48IZBTZN4S52 | | 0196656-0 | XS1043513529 | | Teollisuuden Voima Oyj(TVO) | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000600_CR_FIRB | 743700PKLY067IZIF588 | | | | | Tikkurila Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000601_CR_FIRB | 213800EC6PW5VU4J9U64 | | | FI0009005987 | UPM1V FH EQUITY | UPM-Kymmene Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000602_CR_FIRB | 743700G7A9J1PHM3X223 | | | FI0009003727 | WRT1V FH EQUITY | Wärtsilä Oyj Abp | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000603_CR_FIRB | 549300TLDC3IQX97WU26 | | | | | Wihuri Packaging Oy | FI | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000604_CR_FIRB | 529900M13GM4VSTE6W80 | | | | | YIT Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000605_CR_FIRB | 969500QZC2Q0TK11NV07 | | | | AC FP EQUITY | Accor SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000606_CR_FIRB | 969500PJMBSFHYC37989 | | | | ADP FP Equity | Aeroports de Paris S.A. (ADP) | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000607_CR_FIRB | 969500AQW31GYO8JZD66 | | | FR0000031122 | | AIR FRANCE -KLM | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000608_CR_FIRB | 969500MMPQVHK671GT54 | | | | AI FP EQUITY | Air Liquide SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000609_CR_FIRB | 969500RAZNDFVFATTJ14 | | | | | ALCATEL LUCENT INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000610_CR_FIRB | 969500CCRD8GYWLG6R54 | | 542019096 | FR0000130007 | ALU FP EQUITY | Alcatel Lucent S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000611_CR_FIRB | 969500TZFFAS8XMVPQ44 | | | | ALALF UV Equity | ALCATEL-LUCENT SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000612_CR_FIRB | 549300W64S5Q0I46LK20 | | | | | ALSTOM HOLDINGS SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000613_CR_FIRB | 96950032TUYMW11FB530 | | | | ALO FP EQUITY | Alstom SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000614_CR_FIRB | 9695007B0RXQCHHTGR34 | | 305207169 | | AREVA FP EQUITY | AREVA NC | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000615_CR_FIRB | 96950026BLIV09FMSM49 | | | | AKE FP EQUITY | Arkema Group SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000616_CR_FIRB | | | | | ATO FP EQUITY | Atos Origin SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000617_CR_FIRB | 213800U12KWYZEECZ934 | | 572139996 | | ASF FP EQUITY | AUTOROUTES DU SUD DE LA FRANCE SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000618_CR_FIRB | 9695002SV2VP9CU42826 | | | | ARR FP EQUITY | Autoroutes Paris-Rhin-Rhone SA [APRR] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000619_CR_FIRB | F5WCUMTUM4RKZ1MAIE39 | | | | | AXA SA | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000620_CR_FIRB | 969500MOCLNQFNZN0D63 | | 572015246 | | EN LI Equity | BOUYGUES SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000621_CR_FIRB | 96950077L0TN7BAROX36 | | | | CAP FP EQUITY | Cap Gemini Sogeti SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000622_CR_FIRB | 549300B8P6MUJ1YWTS08 | | | | CA FP EQUITY | Carrefour SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000623_CR_FIRB | 969500VHL8F83GBL6L29 | | 554501171 | FR0000125585 | CO FP EQUITY | CASINO GUICHARD — PERRACHON | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000624_CR_FIRB | 9695001K81BDUET02H66 | | | | CGM FP EQUITY | Cegedim SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000625_CR_FIRB | 969500FCVQ5SLAAUJV59 | | | | GA S1 Equity | CGG | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000626_CR_FIRB | 969500WESYQMQ1F2C272 | | | | | CHRISTIAN DIOR | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000627_CR_FIRB | 969500BZJ49IICIBZZ08 | | | | | CMA CGM S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000628_CR_FIRB | 969500QKVPV2H8UXM738 | | | | CNP FP Equity | CNP Assurances | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000629_CR_FIRB | 213800CP8292W9E8LJ69 | | 552115891 | | DG FP Equity | Cofiroute | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000630_CR_FIRB | 969500DZBBMYHB8NAM93 | | 552025314 | FR0000121634 | RE FP EQUITY | COLAS SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000631_CR_FIRB | NFONVGN05Z0FMN5PEC35 | | | | SGO FP EQUITY | Compagnie de Saint-Gobain SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000632_CR_FIRB | 549300SOSI58J6VIW052 | | | | ML FP EQUITY | Compagnie Generale des Etablissements Michelin SCA [CGEM] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000633_CR_FIRB | 969500D8BWYH453FLN28 | | | | | CRISTAL UNION | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000634_CR_FIRB | 85OKW2SW05RZFQS1W718 | | | | JJ FP EQUITY | Crown European Holdings SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000635_CR_FIRB | 969500H6VMRN7AY1ZU14 | | 441133808 | | 85117Z FP EQUITY | DCNS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000636_CR_FIRB | 9695006LOD5B2D7Y0N70 | | | | EDEN FP Equity | Edenred S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000637_CR_FIRB | | | | FR0000130452 | FGR FP EQUITY | Eiffage SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000638_CR_FIRB | 549300X3UK4GG3FNMO06 | | | FR0010242511 | EDF FP EQUITY | Electricite de France SA [EDF] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000639_CR_FIRB | 9695001HM585I0NEI780 | | 380543678 | | | Elior | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000640_CR_FIRB | 549300LUH78PG2MP6N64 | | | | | Eramet SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000641_CR_FIRB | 549300M3VH1A3ER1TB49 | | 712049618 | FR0000121667 | EI FP EQUITY | ESSILOR INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000642_CR_FIRB | 529900HC20ELW4B6XI30 | | | | | Euler Hermes France | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000643_CR_FIRB | 52990087UKA0U2TO8412 | | 352383715 | | 117052Z FP EQUITY | EUROCOPTER SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000644_CR_FIRB | MINO79WLOO247M1IL051 | | | | EAD FP Equity | European Aeronautic Defence & Space Co NV [EADS] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000645_CR_FIRB | 549300MCOOY1V7P2PG30 | | | | ETL FP Equity | Eutelsat S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000646_CR_FIRB | 969500WASBF8AZP8TC02 | | 323288563 | FR0000053142 | LEY FP EQUITY | FAIVELEY TRANSPORT | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000647_CR_FIRB | 969500F0VMZLK2IULV85 | | | FR0000121147 | EO FP EQUITY | Faurecia S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000648_CR_FIRB | 969500UPKU9VF8XAEU18 | | 775625767 | | 1044Q FP EQUITY | FINANCIERE AGACHE SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000649_CR_FIRB | 969500P8M3W2XX376054 | | | | | Fonciere des Regions | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000650_CR_FIRB | 969500MCOONR8990S771 | | | | FTE FP EQUITY | France Telecom SA / Orange SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000651_CR_FIRB | 5493005GNGE7UFJCIL03 | | | | FBEL FP EQUITY | Fromageries Bel SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000652_CR_FIRB | 969500YWO65OHPVAHN71 | | | | | GALERIES LAFAYETTE | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000653_CR_FIRB | LAXUQCHT4FH58LRZDY46 | | | FR0010208488 | GSZ FP EQUITY | GDF Suez SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000654_CR_FIRB | 5299007I0OJCYZX6IL07 | | | | | GEA Batignolles Technologies Thermiques SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000655_CR_FIRB | 9695003E4MMA10IBTR26 | | 592014476 | | | Gecina | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000656_CR_FIRB | 9695004TMMZ3JBKJO332 | | 377791967 | | UG FP Equity | GIE PSA Tresorerie | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000657_CR_FIRB | 969500ASEC557H5A4F22 | | 476180625 | | | Groupe Auchan S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000658_CR_FIRB | 969500KMUQ2B6CBAF162 | | | | BN FP EQUITY | Groupe Danone SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000659_CR_FIRB | 969500O3KMCBQT8KGK58 | | | | | Groupe Soufflet SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000660_CR_FIRB | 969500FY5T5MLH4G9A95 | | | | RIA FP EQUITY | Groupe Steria SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000661_CR_FIRB | 969500LYSYS0E800SQ95 | | 408168003 | | | Holding Bercy Investissement SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000662_CR_FIRB | 969500I3QVK40XEORU25 | | 495137077 | | | HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000663_CR_FIRB | 969500UDH342QLTE1M42 | | 582074944 | FR0000035081 | ICAD FP EQUITY | ICADE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000664_CR_FIRB | 969500FZ9BTRZS3JNB97 | | 342376332 | FR0004035913 | ILD FP EQUITY | ILIAD | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000665_CR_FIRB | 54930075MZSSIB2TGC64 | | 449354224 | FR0000120859 | NK FP EQUITY | IMERYS S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000666_CR_FIRB | 9695002OY2X35E9X8W87 | | | | | Ipsos SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000667_CR_FIRB | 549300ORN5E1P46ATH26 | | 440413730 | | IT IM Equity | Italcementi Finance S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000668_CR_FIRB | 9695009KV7AFPDEI5S30 | | | | DEC FP EQUITY | JCDecaux SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000669_CR_FIRB | 549300VGEJKB7SVUZR78 | | 552075020 | | PP IM Equity | Kering S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000670_CR_FIRB | 969500PB4U31KEFHZ621 | | 780152914 | | | Klepierre S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000671_CR_FIRB | 969500L0T16HX3R78P61 | | | | | La Mondiale | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000672_CR_FIRB | 9695000YG7TR7PAP0L59 | | | | 222691Z FP EQUITY | La Poste [France] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000673_CR_FIRB | 969500O558W10MK2JF76 | | | | | Labco SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000674_CR_FIRB | 549300DNNL29KCEPRZ85 | | | FR0000120537 | LG FP EQUITY | Lafarge SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000675_CR_FIRB | 969500VX2NV2AQQ65G45 | | | | MMB FP EQUITY | Lagardere SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000676_CR_FIRB | 969500TJLHIZLFRWEQ48 | | | FR0010307819 | LR FP EQUITY | Legrand | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000677_CR_FIRB | 969500C0B8YR7HT3OM14 | | | | 221202Z FP EQUITY | Limagrain SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000678_CR_FIRB | 529900JI1GG6F7RKVI53 | | | FR0000120321 | OR FP EQUITY | L'Oréal | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000679_CR_FIRB | IOG4E947OATN0KJYSD45 | | | | MC FP EQUITY | LVMH Moet Hennessy Louis Vuitton SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000680_CR_FIRB | | | | | MDCA FP EQUITY | Medica France SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000681_CR_FIRB | 969500081CGAXB7YS433 | | 424064707 | | | Mercialys | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000682_CR_FIRB | 969500DZ56QVIKRIU954 | | | | | Monoprix SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000683_CR_FIRB | 96950015FU78G84UIV14 | | | | NEX FP EQUITY | Nexans SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000684_CR_FIRB | 549300DMQNOND6LEVJ13 | | | | | Novacap SA | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000685_CR_FIRB | 969500CDLQKYAR1PT761 | | | | | NutriXo SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000686_CR_FIRB | 969500SHDTSMKBXKKO85 | | | | | Oberthur Technologies S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000687_CR_FIRB | 52990097YFPX9J0H5D87 | | | FR0000120693 | RI FP EQUITY | PERNOD RICARD S.A.

| FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000688_CR_FIRB | 969500TZ5950IT5FPQ42 | | | | UG FP EQUITY | Peugeot SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000689_CR_FIRB | 969500C0PA29TV19CT55 | | | | 221410Z FP EQUITY | Picard Surgeles SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000690_CR_FIRB | | | | | PP FP EQUITY | Pinault Printemps Redoute SA [PPR] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000691_CR_FIRB | 2138004KW8BV57III342 | | | FR0000130577 | PUB FP EQUITY | Publicis Groupe SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000692_CR_FIRB | 969500AI7V5V0J9TOU58 | | | | RAL FP EQUITY | Rallye SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000693_CR_FIRB | 5493004V6A3Z027YT216 | | | | RCO FP Equity | Remy Cointreau S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000694_CR_FIRB | 969500F7JLTX36OUI695 | | | FR0000131906 | RNO FP EQUITY | RENAULT S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000695_CR_FIRB | 969500VZN4KDEZ14C105 | | 412280737 | | 224063Z FP EQUITY | RESEAU FERRE DE FRANCE | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000696_CR_FIRB | 969500N6AVPA51648T62 | | | | RXL FP Equity | Rexel SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000697_CR_FIRB | 969500FO141C5967KC72 | | | | | Roquette Freres | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000698_CR_FIRB | 969500JRJW0K2ET1UP76 | | 444619258 | | 226514Z FP EQUITY | RTE EDF TRANSPORT SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000699_CR_FIRB | 969500UIC89GT3UL7L24 | | | | SAF FP EQUITY | Safran SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000700_CR_FIRB | 549300E9PC51EN656011 | | 395030844 | | SAN FP Equity | SANOFI S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000701_CR_FIRB | 969500A1YF1XUYYXS284 | | | | SU FP EQUITY | Schneider Electric SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000702_CR_FIRB | 96950056ULJ4JI7V3752 | | | | SCR FP Equity | SCOR SE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000703_CR_FIRB | 969500WP61NBK098AC47 | | | | SK FP EQUITY | SEB SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000704_CR_FIRB | 969500KDAUM9TYWQTR36 | | 470801168 | | 286575Z FP EQUITY | SOC NATIONALE IMMOBILIERE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000705_CR_FIRB | 969500LCBOG12HXPYM84 | | | | SW FP EQUITY | Sodexho Alliance SA [Sodexo] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000706_CR_FIRB | 9695005U38X1SF184325 | | 552028425 | | QS3 GF Equity | Solocal Group | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000707_CR_FIRB | 969500VEVOWR22R2YR86 | | | | 9876578Z FP Equity | Sonepar SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000708_CR_FIRB | 969500A4MXJ3ESPHK698 | | 552049447 | | 224507Z FP EQUITY | STE NATIONALE DES CHEMINS DE FER FRANCAIS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000709_CR_FIRB | 9695001UJ7FMZ37G6N39 | | 572119550 | | 593377Z FP EQUITY | SUCRES ET DENREES | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000710_CR_FIRB | 9695002EVBYM5B2OIP31 | | | | 4699377Z FP Equity | Tarkett SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000711_CR_FIRB | 969500NQMNC0PVUY8V74 | | | | TEC FP EQUITY | Technip SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000712_CR_FIRB | 529900FNDVTQJOVVPZ19 | | | | HO FP EQUITY | Thales SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000713_CR_FIRB | | | 542051180 | FR0000120271 | FP FP EQUITY | TOTAL SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000714_CR_FIRB | 969500BWNQ1B0PI06I59 | | 492520333 | | | Tyrol Acquisition 2 SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000715_CR_FIRB | 969500SHQITWXSIS7N89 | | 682024096 | FR0000124711 | UL NA EQUITY | UNIBAIL RODAMCO SE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000716_CR_FIRB | 5493006IH2N2WMIBB742 | | | | FR FP Equity | Valeo S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000717_CR_FIRB | 969500P2Q1B47H4MCJ34 | | | | VK FP EQUITY | Vallourec SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000718_CR_FIRB | 969500LENY69X51OOT31 | | | | VIE FP EQUITY | Veolia Environnement SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000719_CR_FIRB | 9695009YI1863TOVDP79 | | | | | Vicat SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000720_CR_FIRB | 213800WFQ334R8UXUG83 | | | | DG FP EQUITY | Vinci SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000721_CR_FIRB | 969500FU4DRAEVJW7U54 | | | | VIV FP EQUITY | Vivendi SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000722_CR_FIRB | 969500M98ZMIZYJD5O34 | | 572174035 | | MF FP Equity | Wendel | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000723_CR_FIRB | 969500SFFMSIHH11UO32 | | | | ZC FP EQUITY | Zodiac Aerospace SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000724_CR_FIRB | 549300MJIRPTCHAYW359 | | 7847174 | | | ABP Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000725_CR_FIRB | 213800B4XZJ3ZDM7CL47 | | | | AFR LN Equity | Afren plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000726_CR_FIRB | 2138003R7TGCSVF27H47 | | SC177553 | GB00B4WQ2Z29 | AGK LN Equity | AGGREKO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000727_CR_FIRB | 213800HPMHRN3PT62M97 | | 06279732 | | 0807384D LN EQUITY | AIRTANKER FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000728_CR_FIRB | DTA07N5U5HK2KC1SCM04 | | 01675285 | GB0000282623 | | AMEC Foster Wheeler plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000729_CR_FIRB | 2Y33NQ5FPI8PR8L9QX13 | | 2854310 | | AML LN Equity | Amlin PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000730_CR_FIRB | 213800DL377MH46PDY63 | | 4330322 | | | Anglian Water Services Financing Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000731_CR_FIRB | 549300S9XF92D1X8ME43 | | 3564138 | GB00B1XZS820 | AAL LN EQUITY | Anglo American Plc. | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000732_CR_FIRB | VVT2B79I2Z4U3R6BY589 | | 7876075 | | AON UN Equity | Aon plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000733_CR_FIRB | | | | GB00B15Y0C52 | | AP ALTERNAT ASSETS | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000734_CR_FIRB | 549300F4RYR1DNTO2O39 | | 6137924 | | | Arqiva Financing No. 1 Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000735_CR_FIRB | GBQKSY6W7G0OHCQ8OQ72 | | 293262 | | ABF LN Equity | Associated British Foods PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000736_CR_FIRB | PY6ZZQWO2IZFZC3IOL08 | | 2723534 | | ZEG GY Equity | AstraZeneca PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000737_CR_FIRB | YF0Y5B0IB8SM0ZFG9G81 | | 2468686 | | AV/ LN EQUITY | Aviva Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000738_CR_FIRB | 213800TSKOLX4EU6L377 | | 02342138 | GB0009697037 | BAB LN Equity | Babcock International Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000739_CR_FIRB | 8SVCSVKSGDWMW2QHOH83 | | 1470151 | | BA/ LN EQUITY | BAE Systems Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000740_CR_FIRB | CT4UIJ3TUKGYYHMENQ17 | | 395826 | GB0000961622 | BBY LN EQUITY | Balfour Beatty plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000741_CR_FIRB | 2138006R85VEOF5YNK29 | | 604574 | | BDEV LN EQUITY | Barratt Developments Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000742_CR_FIRB | 2138001T2QEV5RXMFI32 | | 00053688 | GB00B1FP8915 | BBA LN Equity | BBA AVIATION PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000743_CR_FIRB | | | 1480047 | | BRSN LN Equity | Berendsen Plc [ex-Davis Service Group Plc] | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000744_CR_FIRB | | | | | 0134146D LN Equity | Best Buy Europe Distributions Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000745_CR_FIRB | V1LV067AJN766PCJIG11 | | 3763515 | | BG/ LN Equity | BG Energy Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000746_CR_FIRB | 549300C116EOWV835768 | | 3196209 | | BLT LN Equity | BHP Billiton Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000747_CR_FIRB | VK07P8T49UYFO085O712 | | 3114356 | | BMW HB Equity | BMW (UK) Capital plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000748_CR_FIRB | 213800V93QFW53NB7Y29 | | 1036959 | | | Bodycote International Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000749_CR_FIRB | 213800TGK6XXFA2TBO31 | | 3558065 | | | Boparan Holdings Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000750_CR_FIRB | 213800M11ELCLQ8VF938 | | 4011660 | | | Bourne Leisure Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000751_CR_FIRB | 549300ZPID4GQRDWI318 | 1104733-9 | HRB113611 | | BP/ LN EQUITY | BP Europa SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000752_CR_FIRB | G1KG0OQD10NOMCMLDZ35 | | 00542515 | | BP/ LN EQUITY | BP INTERNATIONAL LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000753_CR_FIRB | 213800MBRRUVQIONAN53 | | 4578621 | | BXB AT Equity | Brambles Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000754_CR_FIRB | 549300136VSBKI0Q8750 | | 5262170 | | | Brenntag UK Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000755_CR_FIRB | 375X9PSJLLOV7F21O626 | | 01777777 | | IAG LN EQUITY | BRITISH AIRWAYS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000756_CR_FIRB | 2138001S874P3WKNCV04 | | 3407696 | | BATS LN EQUITY | British American Tobacco Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000757_CR_FIRB | 5493000IBP32UQZ0KL24 | | RC000057 | | | British Broadcasting Corporation | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000758_CR_FIRB | RV5B68J2GV3QGMRPW209 | | 621920 | | | British Land Company PLC (The) | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000759_CR_FIRB | 2138003TS48MQKF4BZ29 | | 9256967 | | BSY LN EQUITY | British Sky Broadcasting Group Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000760_CR_FIRB | 549300OWFMSO9NYV4H90 | | 01800000 | | BT/A LN EQUITY | BRITISH TELECOMMUNICATIONS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000761_CR_FIRB | 635400L3NVMYD4BVCI53 | | 5604923 | | BVIC LN Equity | Britvic PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000762_CR_FIRB | | | 358948 | GB00B0744B38 | BNZL LN EQUITY | BUNZL PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000763_CR_FIRB | ZIMCVQHUFZ8GVHENP290 | | 2779134 | | | Bupa Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000764_CR_FIRB | 213800J3MPR8KO94D535 | | 3458224 | | BRBY LN Equity | Burberry Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000765_CR_FIRB | 213800UL7Z7B6GLBZ213 | | 3314066 | | | C&J Clark Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000766_CR_FIRB | CMIGEWPLHL4M7ZV0IZ88 | | 2081330 | | CPI LN EQUITY | Capita Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000767_CR_FIRB | 6SNZTEXLR1M5211YYB89 | | | | CLLN LN EQUITY | Carillion Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000768_CR_FIRB | 4DR1VPDQMHD3N3QW8W95 | | 4039524 | | CCL LN EQUITY | Carnival Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000769_CR_FIRB | 2138001E12GWLLDQQF16 | | 7105905 | | CPW LN Equity | DIXONS CARPHONE PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000770_CR_FIRB | E26EDV109X6EEPBKVH76 | | 3033654 | GB00B033F229 | CNA LN EQUITY | CENTRICA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000771_CR_FIRB | 549300IF6EUDVXYQI061 | | 5900853 | | | CEVA Group plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000772_CR_FIRB | 213800U9A54VQJ5P2J41 | | 86662 | | CHG LN Equity | Chemring Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000773_CR_FIRB | 213800J2J3TOOI176M73 | | 5212407 | | CINE LN Equity | CINEWORLD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000774_CR_FIRB | 213800A41R9NL49E5632 | | 00030470 | GB00B07KD360 | COB LN Equity | COBHAM PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000775_CR_FIRB | 2138008M6MH9OZ6U2T68 | | 4083914 | | CPG LN EQUITY | Compass Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000776_CR_FIRB | 6354003CVDDPNXREIR29 | | FC031117 | | | CPUK Finance Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000777_CR_FIRB | 4OFD47D73QFJ1T1MOF29 | | 184594 | | DMGT LN Equity | Daily Mail and General Trust Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000778_CR_FIRB | 213800NPR9YDSBO86U08 | | 03162897 | GB0002502812 | | DAIRY CREST GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000779_CR_FIRB | 5493007MMUEIF4NJG110 | | 5448421 | | DEB LN EQUITY | Debenhams Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000780_CR_FIRB | 213800J4UVB5OWG8VX82 | | 3369634 | | DPH LN Equity | Dechra Pharmaceuticals PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000781_CR_FIRB | 213800BXKQ9KZNUR1M61 | | 1819699 | | | Derwent London PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000782_CR_FIRB | 213800ZVIELEA55JMJ32 | | 23307 | | DGE FP Equity | Diageo plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000783_CR_FIRB | 2138005HMFMTYXNEEX13 | | SC000750 | | | DIAGEO SCOTLAND LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000784_CR_FIRB | 5299004HGJWHJ71M5T77 | | 5671205 | | | DNL UK LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000785_CR_FIRB | 2138001GRMZ39JRSE316 | | 01363137 | GB0002748050 | DNO LN Equity | DOMINO PRINTING SCIENCES PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000786_CR_FIRB | 39RSBE4RCI4M15BLWH36 | | 1377658 | | SMDS LN EQUITY | DS Smith Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000787_CR_FIRB | 2138001LSWETH5TDQG53 | | 2366777 | | | DWR Cymru Cyfyngedig | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000788_CR_FIRB | 213800U5R8Q5KGM2KU56 | | 2366906 | | | Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000789_CR_FIRB | 549300XUUK1H52EDCK10 | | | | | EDC Finance Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000790_CR_FIRB | 549300ZM2QCFG22BOJ03 | | 2366949 | | | Electricity North West Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000791_CR_FIRB | 549300KVXDURRKVW7R37 | | 647788 | | ECM LN EQUITY | Electrocomponents Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000792_CR_FIRB | 2138008LJU6WFQWOXJ73 | | 7140891 | | ENQ LN Equity | EnQuest plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000793_CR_FIRB | 7N0UJMJLXD0MDT5D5086 | | 7023598 | | | Ensco plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000794_CR_FIRB | 549300V1O67HJV48FS61 | | 6845434 | | | ENW Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000795_CR_FIRB | 5493007MOZNA03BVNE96 | | 5444653 | | ESNT LN Equity | ESSENTRA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000796_CR_FIRB | 21380023G8LF55V46281 | | 02954623 | | | EUROPEAN METAL RECYCLING LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000797_CR_FIRB | 213800SVCZ6YZ8YJI569 | | 2462001 | | 4379945Z LN Equity | Eurostar International Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000798_CR_FIRB | 5493002X7O83FCJVYO69 | | 7329930 | | | Eversholt Funding Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000799_CR_FIRB | JPO68XMABX4DR21BNE65 | | 8263590 | | 0274811Z LN Equity | Everything Everywhere Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000800_CR_FIRB | 54930080DFVZ551GGT17 | | | | EVR LN EQUITY | Evraz Group S.A. | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000801_CR_FIRB | 635400RXXHHYT1JTSZ26 | | 653331 | | | EXPERIAN PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000802_CR_FIRB | 213800JLG5TPE3RBYG56 | | 4094619 | | | FIRST CHOICE HOLIDAYS FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000803_CR_FIRB | 549300DEJZCPWA4HKM93 | | SC157176 | | FGP LN EQUITY | First Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000804_CR_FIRB | 549300JXWH1UV5J0XV81 | | 6344120 | | FRES LN Equity | Fresnillo plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000805_CR_FIRB | 213800WTATMITUGXJQ69 | | FC031364 | | | Friends Life Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000806_CR_FIRB | 549300L3KWKK8X35QR12 | | 4992207 | | GFS LN EQUITY | G4S Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000807_CR_FIRB | 213800OOHUV3HHP46A02 | | 00836539 | GB00B3Y2J508 | GFRD LN Equity | GALLIFORD TRY PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000808_CR_FIRB | 213800E8KX2VV9YDY362 | | 1991018 | | | Gatwick Airport Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000809_CR_FIRB | 549300IK25CZHKVLAL89 | | 03768267 | | 1844538Z LN EQUITY | Gazprom Marketing and Trading Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000810_CR_FIRB | 5493007Q8VD7Q3ZYZS59 | | 2258699 | | GS7 GY Equity | GlaxoSmithKline Capital PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000811_CR_FIRB | | | 3888792 | GB0009252882 | GSK LN EQUITY | GlaxoSmithKline plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000812_CR_FIRB | 213800N9W2D8A4GJGR36 | | 04542769 | | 2006623Z LN EQUITY | GLENCORE ENERGY UK LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000813_CR_FIRB | 213800QIJMYMW6TSBG41 | | 5333192 | | GNK LN Equity | Greene King Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000814_CR_FIRB | 213800R9N5F2WRMGTR50 | | 24511 | | GNK LN EQUITY | Greene King Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000815_CR_FIRB | 213800U8JEPF65PSKU22 | | 6143540 | | | GUARDIAN DIGITAL COMMUNICATIONS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000816_CR_FIRB | 2138007FRGLUR9KGBT40 | | 00040932 | GB0004052071 | HLMA LN Equity | HALMA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000817_CR_FIRB | 213800G1C9KKVVDN1A60 | | 360632 | GB0004065016 | HMSO LN EQUITY | Hammerson PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000818_CR_FIRB | 529900N6RQR0PX7ZTR62 | | 4626078 | | HEI GY Equity | Hanson Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000819_CR_FIRB | 213800QC8AWD4BO8TH08 | | 2150950 | | HAS LN Equity | Hays PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000820_CR_FIRB | 549300J5R8AWMHPE7O05 | | 1991017 | | | Heathrow Airport Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000821_CR_FIRB | 7TI96JO3DYEIQWZ7Z726 | | 99529 | | | Heathrow Funding Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000822_CR_FIRB | 213800YRHAPNN54BKN78 | | 5863533 | GB00B19NKB76 | HOME LN EQUITY | HOME RETAIL GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000823_CR_FIRB | 213800UTXVFRH9XBL453 | | 7939278 | | | Iceland Acquico Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000824_CR_FIRB | 213800FGWQXPVI86SE26 | | 5879252 | | | Iglo Foods MidCo Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000825_CR_FIRB | | | 3236483 | GB0004544929 | IMT LN EQUITY | Imperial Tobacco Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000826_CR_FIRB | 2138002D68XDR4LZCG32 | | 7084307 | | | Ineos Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000827_CR_FIRB | | | 5134420 | | IHG LN EQUITY | Intercontinental Hotels Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000828_CR_FIRB | 549300OGASR5WRKJ8R68 | | 2234775 | | | INTERMEDIATE CAPITAL GROUP PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000829_CR_FIRB | | | | GB00B19DVX61 | ISYS LN EQUITY | Invensys plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000830_CR_FIRB | ZLECI7ED2QMWFGYCXZ59 | | 4967001 | | ITV LN Equity | ITV plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000831_CR_FIRB | 213800VGZAAJIKJ9Y484 | | 185647 | | SBRY LN EQUITY | J Sainsbury Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000832_CR_FIRB | 529900RRNKUM3INJGF98 | | KvK 34233247 0000 | | JBH LN EQUITY | JAB Holdings B.V. | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000833_CR_FIRB | 213800CHWARFAAN7UB85 | | 1709784 | | JDW LN EQUITY | JD Wetherspoon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000834_CR_FIRB | 5493008LNN1X4R79PJ89 | | SC034970 | GB0005790059 | | JOHN MENZIES PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000835_CR_FIRB | 549300PLYY6I10B6S323 | | SC036219 | GB00B5N0P849 | WG/ LN Equity | JOHN WOOD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000836_CR_FIRB | 2138001AVBSD1HSC6Z10 | | 33774 | GB0004764071 | JMAT LN EQUITY | JOHNSON MATTHEY PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000837_CR_FIRB | 213800JFIBCR4LGUA242 | | SC015382 | GB0004769682 | | JOHNSTON PRESS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000838_CR_FIRB | | | 06467400 | | KAZ LN EQUITY | KAZ MINERALS FINANCE PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000839_CR_FIRB | 2138002RKCU2OM4Y7O48 | | 02708030 | GB0004915632 | KIE LN Equity | KIER GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000840_CR_FIRB | 213800KBMEV7I92FY281 | | 1664812 | | KGF LN EQUITY | Kingfisher Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000841_CR_FIRB | 213800QOWHF5R9VLL274 | | 1429533 | | LAD LN Equity | Ladbrokes plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000842_CR_FIRB | 213800JH9QQWHLO99821 | | 1417162 | | LGEN LN Equity | Legal & General Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000843_CR_FIRB | 549300BSGXG3QLIQYT84 | | 8379990 | | | Liberty Global plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000844_CR_FIRB | 213800JDI3GTKPG4XI38 | | 3929195 | | | London Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000845_CR_FIRB | 213800QAUUUP6I445N30 | | 05369106 | GB00B0SWJX34 | LSE LN Equity | LONDON STOCK EXCHANGE GROUP PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000846_CR_FIRB | 213800JP7STUK5WKRE92 | | 1000608 | | MMC LN Equity | MANAGEMENT CONSULTING GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000847_CR_FIRB | 213800IU37OVVT5ZXP41 | | 8338561 | | | Manchester Airport Group Funding PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000848_CR_FIRB | 213800CN1RI3UCIZWB95 | | 214436 | | MKS LN EQUITY | Marks & Spencer Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000849_CR_FIRB | 213800HQB746UJ9UWM15 | | 5135049 | | MARS LN Equity | Marston's Issuer PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000850_CR_FIRB | 213800Q6RP3ZJ2CZR962 | | 31461 | | | Marston's PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000851_CR_FIRB | 549300QSUNKAEBMYIR16 | | 2798634 | | | McBride plc | GB | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000852_CR_FIRB | YMFO3TKB4UAWQTDZJJ31 | | 432989 | | MGGT LN Equity | Meggitt Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000853_CR_FIRB | 213800E7QA1U8BF34219 | | 4778667 | | MAB LN Equity | Mitchells & Butlers Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000854_CR_FIRB | 213800LOZA69QFDC9N34 | | 6209386 | GB00B1CRLC47 | MNDI LN EQUITY | Mondi Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000855_CR_FIRB | 4PQUHN3JPFGFNF3BB653 | | 2068222 | | | Morgan Stanley & Co.

International plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000856_CR_FIRB | 213800A8IQEMY8PA5X34 | | 2590560 | | NEX LN Equity | National Express Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000857_CR_FIRB | 8R95QZMKZLJX5Q2XR704 | | 4031152 | | NGG LN EQUITY | National Grid Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000858_CR_FIRB | 213800H88F5EE4B1D697 | | 5090412 | | | Network Rail Infrastructure Finance PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000859_CR_FIRB | 213800UGAULQ1FVD4B35 | | 1618428 | | | NEW LOOK RETAILERS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000860_CR_FIRB | 213800WQD8ECPZP9PH98 | | 4412362 | | NXT LN EQUITY | Next Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000861_CR_FIRB | 549300JIM3ERGZFGGL27 | | 6428375 | | | North West Electricity Networks Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000862_CR_FIRB | 635400GPHRFKZQIBUK45 | | NI026892 | | | Northern Ireland Electricity Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000863_CR_FIRB | 213800B3ZUTDOZYVJB41 | | 53171 | | NTG LN EQUITY | Northgate Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000864_CR_FIRB | 213800PWPM9HZIEEO670 | | 2366703 | | | Northumbrian Water Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000865_CR_FIRB | 213800WWVCAPAMOZ1M98 | | 5584873 | | | NSG UK Enterprises Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000866_CR_FIRB | | | | | 2158036Z LN EQUITY | Omnicom Financial Services Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000867_CR_FIRB | 213800G8P2ULTOP62Q95 | | 5915896 | | | Osprey Acquisitions Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000868_CR_FIRB | 213800J364EZD6UCE231 | | 00775598 | GB0006650450 | OXIG LN Equity | OXFORD INSTRUMENTS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000869_CR_FIRB | 213800NL5NLBY6YIBI88 | | 2019023 | | 6752 JT Equity | Panasonic Finance (Europe) plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000870_CR_FIRB | 2138004JBXWWJKIURC57 | | 53723 | | PSON LN EQUITY | Pearson Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000871_CR_FIRB | | | 2304195 | | PDG LN EQUITY | Pendragon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000872_CR_FIRB | 213800V1CCTS41GWH423 | | 02366640 | GB00B18V8630 | | PENNON GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000873_CR_FIRB | | | 1818486 | | PSN LN EQUITY | Persimmon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000874_CR_FIRB | 549300OPFWKTD6BUFP71 | | 4267536 | | PPL UN Equity | PPL UK DISTRIBUTION HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000875_CR_FIRB | 213800U93SZC44VXN635 | | 00668987 | GB00B1Z4ST84 | PFG LN Equity | PROVIDENT FINANCIAL PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000876_CR_FIRB | XB3CXKKKED7OMV80FY35 | | 00019457 | GB00B19Z1432 | PZC LN Equity | PZ CUSSONS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000877_CR_FIRB | 213800791EF5XP7WW494 | | 2641728 | | QBE AT Equity | QBE European Operations PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000878_CR_FIRB | 213800NRSZ1N2Y6LEX44 | | 5777981 | | | R&R Ice Cream plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000879_CR_FIRB | 5493003JFSMOJG48V108 | | 6270876 | | RB/ LN Equity | Reckitt Benckiser Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000880_CR_FIRB | 549300WSX3VBUFFJOO66 | | 2746616 | | | Relx Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000881_CR_FIRB | 549300VN4WV7Z6T14K68 | | 5393279 | | RTO LN EQUITY | Rentokil Initial Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000882_CR_FIRB | 549300JJKH86IWQ78005 | | 191285 | | REX LN EQUITY | Rexam Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000883_CR_FIRB | 2138009113L7IDGEM175 | | 358901 | | RIO LN Equity | Rio Tinto Finance plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000884_CR_FIRB | X57JK1U580XATGR67572 | | 1003142 | | RR/ LN EQUITY | Rolls-Royce Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000885_CR_FIRB | 213800ANK59AYB612F23 | | 93792 | | RSA LN Equity | Royal & Sun Alliance Insurance PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000886_CR_FIRB | 213800JQB9FWF5SD6F42 | | 4138203 | | | ROYAL MAIL GROUP LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000887_CR_FIRB | | | 2578443 | | RPC LN EQUITY | RPC Group | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000888_CR_FIRB | 549300HOGQ7E0TY86138 | | 2339826 | | RSA LN Equity | RSA Insurance Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000889_CR_FIRB | Y4DQT2X5DDRE70QFR206 | | 3528416 | | SAB LN EQUITY | SABMiller Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000890_CR_FIRB | 549300Y7M5CC1U5DBX07 | | SC264065 | | | Scotland Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000891_CR_FIRB | 549300KI75VYLLMSK856 | | SC117119 | | SSE LN EQUITY | SSE Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000892_CR_FIRB | 213800X1T29YFAYMPC26 | | SC144517 | | AGN NA Equity | Scottish Equitable PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000893_CR_FIRB | 21380085VKJ5NICZBA52 | | SC193794 | | IBE SQ Equity | Scottish Power Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000894_CR_FIRB | 549300WPVG0TZSPBYR76 | | SC199549 | | LLOY LN Equity | Scottish Widows PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000895_CR_FIRB | 213800XC35KGM9NFC641 | | 167591 | | | SEGRO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000896_CR_FIRB | 549300PT2CIHYN5GWJ21 | | 02048608 | GB0007973794 | | SERCO GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000897_CR_FIRB | 213800RPBXRETY4A4C59 | | 2366619 | | SVT LN EQUITY | Severn Trent Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000898_CR_FIRB | 213800CNEIDZBL17KU22 | | SC077438 | | SKS LN EQUITY | Shanks Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000899_CR_FIRB | 213800VDC1BKJEZ8PV53 | | 00998314 | GB0008025412 | SHI LN Equity | SIG PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000900_CR_FIRB | 213800ZTMDN8S67S1H61 | | 00324357 | GB0009223206 | SN/ LN Equity | SMITH & NEPHEW PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000901_CR_FIRB | 213800MJL6IPZS3ASA11 | | 137013 | | SMIN LN EQUITY | Smiths Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000902_CR_FIRB | AJOW550HA7E8YNKF5D89 | | 4120046 | | 6758 JT Equity | Sony Global Treasury Services PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000903_CR_FIRB | 213800H7NWVLCWAVKA15 | | 3043097 | | | South Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000904_CR_FIRB | 213800YQRUOQE9HPX193 | | 4295398 | | | South Staffordshire PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000905_CR_FIRB | 213800FR2VAOKRYRHX45 | | 2366665 | | | South West Water Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000906_CR_FIRB | 549300SR1GYYNBZQGX56 | | 4094290 | | SSE LN Equity | Southern Electric Power Distribution PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000907_CR_FIRB | 549300SPX8573VZ2SK79 | | 5167021 | | | Southern Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000908_CR_FIRB | 213800NCZLJFDE8Y8D88 | | 7581353 | | | Southern Water (Greensands) Financing plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000909_CR_FIRB | 213800Z4CO2CZO3M3T10 | | 02025003 | GB0003308607 | SXS LN Equity | SPECTRIS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000910_CR_FIRB | 4L663LRNTBQ008OK2N07 | | SC100764 | | SGC LN Equity | Stagecoach Group plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000911_CR_FIRB | 0TMBS544NMO7GLCE7H90 | | SC286832 | | SL/ LN Equity | Standard Life PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000912_CR_FIRB | 549300GUNF6FFGH4LN53 | | 9743802 | | 532183Z LN Equity | Stemcor Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000913_CR_FIRB | 213800QHYTM5QRFSEM66 | | 3355631 | | SYR LN EQUITY | Synergy Health Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000914_CR_FIRB | 213800WF53FVDRRHRF44 | | 7105891 | | TALK LN Equity | TalkTalk Telecom Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000915_CR_FIRB | 213800TR86P337IE8605 | | 2280000 | | 0469505D LN Equity | Tata Steel UK Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000916_CR_FIRB | 2138008K14474WPKZ244 | | 76535 | | TATE LN EQUITY | Tate & Lyle Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000917_CR_FIRB | 21380089BTRXTD8S3R66 | | 296805 | | TW/ LN EQUITY | Taylor Wimpey Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000918_CR_FIRB | 2138002P5RNKC5W2JZ46 | | 445790 | GB0008847096 | TSCO LN EQUITY | TESCO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000919_CR_FIRB | 213800JKM5UQHFJOTZ25 | | 2366661 | | | Thames Water Utilities Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000920_CR_FIRB | 2138009TF1SYOMQLBJ60 | | 02100855 | GB0003753778 | | THE GO-AHEAD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000921_CR_FIRB | 213800VZ4671W3DVB860 | | 6575598 | | TCG LN Equity | Thomas Cook Group Treasury limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000922_CR_FIRB | 2138003BOFNAAO14YV58 | | 2553288 | | 8766 JT Equity | Tokio Millennium Re (UK) Limited | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000923_CR_FIRB | 2138001I27OUBAF22K83 | | 824821 | | TPK LN Equity | Travis Perkins Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000924_CR_FIRB | 213800B6YQZAE8LHAW84 | | 6072876 | GB00B1Z7RQ77 | TT/ LN EQUITY | TUI TRAVEL Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000925_CR_FIRB | 2138003EYHWO75RKS857 | | 3919249 | GB0001500809 | TLW LN EQUITY | TULLOW OIL PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000926_CR_FIRB | 549300MKFYEKVRWML317 | | 41424 | | ULVR LN Equity | Unilever PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000927_CR_FIRB | 213800Y1TEVS8REY1M35 | | 5957557 | | | United Biscuits Holdco Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000928_CR_FIRB | 2138008EZCXK4ANQHF89 | | 3207231 | | | United Business Media holdings Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000929_CR_FIRB | 213800KYT12UFB2VE455 | | 2366616 | | UU/ LN Equity | United Utilities PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000930_CR_FIRB | XCJQ23OWIJNLHN7RQC93 | | 1022786 | | 271652Z LN Equity | Urenco Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000931_CR_FIRB | 213800F3BD6N3G6XHU16 | | 251977 | | CKSN LN Equity | VESUVIUS HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000932_CR_FIRB | 213800TB53ELEUKM7Q61 | | 1833679 | | VOD LN EQUITY | Vodafone Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000933_CR_FIRB | 549300UPYDURLSSFVL38 | | 9223384 | | | Western Power Distribution Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000934_CR_FIRB | 2138006LIAYQKUCYBB20 | | 29423 | | WTB LN Equity | Whitbread Group PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000935_CR_FIRB | | | 4212563 | | WMH LN EQUITY | William Hill Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000936_CR_FIRB | 213800Z5WTW8QKOHWQ82 | | 04178808 | GB0030329360 | | WINCANTON PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000937_CR_FIRB | 213800IN6LSRGTZSOS29 | | 358949 | | MRW LN Equity | Wm Morrison Supermarkets Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000938_CR_FIRB | 549300HTNGX0DU8W1F65 | | 5537577 | | WPP LN Equity | WPP 2008 Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000939_CR_FIRB | 635400LNUHA2LDXXV850 | | | | GCC ID Equity | C&C Group PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000940_CR_FIRB | 8NUHUXWN9LG4XBGJ7O17 | | 241565 | | CAT SE Equity | Caterpillar International Finance Limited | IE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000941_CR_FIRB | 635400CHHI1XZLVQH675 | | | | | Coillte Teoranta | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000942_CR_FIRB | 549300MIDJNNTH068E74 | | | IE0001827041 | CRH ID EQUITY | CRH Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000943_CR_FIRB | 213800UPS1QEE4TD3T45 | | | | DCC LN Equity | DCC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000944_CR_FIRB | 635400HRFGVKXFHZ8O77 | | 9401 | | | Dublin Airport Authority PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000945_CR_FIRB | 635400UFHDIQCDZ6JK11 | | | IE0003094731 | 1014Z ID EQUITY | Electricity Supply Board Ltd [ESB] | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000946_CR_FIRB | 635400VCPRSU89DLMZ57 | | 480184 | XS0856023493 | | ESB Finance Limited | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000947_CR_FIRB | 635400RKRK5EGXSPC782 | | | | EXPN LN EQUITY | Experian Finance Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000948_CR_FIRB | 635400YN51CDCGBYFZ31 | | | | | Fyffes plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000949_CR_FIRB | 5493008VFFOIPWCZJK45 | | | IE0000669501 | GLB ID EQUITY | Glanbia Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000950_CR_FIRB | 635400BE9SBAG61DJ963 | | | | GFTU LN Equity | Grafton Group PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000951_CR_FIRB | 6354007LIXWZ5WPPT308 | | 519799 | | GRF SQ Equity | Grifols World Wide Operations Ltd. | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000952_CR_FIRB | 9XTI53MZJ013RO12SX05 | | 2936 | IE00B59HWB19 | | INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000953_CR_FIRB | | | | IE0004906560 | KYG ID EQUITY | Kerry Group Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000954_CR_FIRB | 635400HM7V74SUB9OG75 | | | | | Kingspan Group plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000955_CR_FIRB | 635400JJOWHIYAJER733 | | | | | MUSGRAVE GROUP PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000956_CR_FIRB | 635400EG4YIJLJMZJ782 | | | IE0002588105 | PWL ID Equity | PADDY POWER PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000957_CR_FIRB | 635400WKFIPCHCKVW376 | | 104547 | | RYA ID Equity | Ryanair Holdings PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000958_CR_FIRB | 396PBGKP6TE3O062MS44 | | | | STX UW Equity | Seagate Technology plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000959_CR_FIRB | 635400CPLP8H5ITDVT56 | | | IE00B1RR8406 | SKG ID EQUITY | SMURFIT KAPPA GROUP PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000960_CR_FIRB | 549300INUT2G0ST5K268 | | 327184 | | TEX UN Equity | Terex International Financial Services Co. | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000961_CR_FIRB | 635400K7UEIKHMNKLJ02 | | | | | Total Produce plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000962_CR_FIRB | | | 482042 | | | XL Group PLC | IE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000963_CR_FIRB | VZVOSGGS8JITR4J7J704 | | | | | Amtek Auto Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000964_CR_FIRB | 8GRDBX1TJ0PU5NCSHT72 | | MH008931 | | BPCL IS Equity | Bharat Petroleum Corporation Limited | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000965_CR_FIRB | | | | | BHARTI IN Equity | Bharti Airtel Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000966_CR_FIRB | | | | | IOCL IN Equity | INDIAN OIL CORPN LIMITED | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000967_CR_FIRB | FMVY1IZCSYXSAFRDIT05 | | | | LT IN Equity | Larsen & Toubro Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000968_CR_FIRB | | | | | RCOM IN Equity | Reliance Communications Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000969_CR_FIRB | 5493003UOETFYRONLG31 | | | | RIL IN EQUITY | Reliance Industries Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000970_CR_FIRB | 1GZWF073IJTD6XPRUU65 | | | | | Wipro GE Healthcare Private Limited | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000971_CR_FIRB | 213800Z3CFZOLXPJWN61 | | | | | Landsvirkjun | IS | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000972_CR_FIRB | 81560076E3944316DB24 | 3812211 | 493995 | | A2A IM EQUITY | A2A S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000973_CR_FIRB | 8156000962B2EB41FE28 | 5988397 | 1497770 | | 4525791Z IM EQUITY | ACCIAIERIA ARVEDI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000974_CR_FIRB | 8156004FCECE0879E118 | 15161747 | 191346 | | 7570364Z IM EQUITY | ACCIAIERIE VALBRUNA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000975_CR_FIRB | 549300Q3448N041CTH56 | 11341891 | 882486 | XS0495012428 | ACE IM Equity | Acea SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000976_CR_FIRB | 8156008183686996C911 | 25090618 | 3567090232 | | | ACQUE VERONESI S.C.A R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000977_CR_FIRB | 8156007259ABDEA3F444 | 15214381 | 971268 | | | Aeroporti di Roma S.p.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000978_CR_FIRB | 549300H2RFDYI3YP5R63 | 13960200 | 263011 | | 337973Z NA EQUITY | AGUSTAWESTLAND S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000979_CR_FIRB | 529900EKXEGSRCGAAC89 | 14856155 | 2791070044 | | 4519735Z | ALSTOM FERROVIARIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000980_CR_FIRB | ZYXJDNVM2JI3VBM8G556 | | | | AMP IM EQUITY | Amplifon SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000981_CR_FIRB | 815600B611746717CC98 | | | | 50098Z IM Equity | Ansaldo Energia SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000982_CR_FIRB | 549300FZRH46R7DWAX12 | 1248024 | 557390 | | 4472623Z IM EQUITY | ANSALDOBREDA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000983_CR_FIRB | 815600049A1F9AFE6666 | 4140157 | 1192794 | | MN IM EQUITY | ARNOLDO MONDADORI EDITORE SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000984_CR_FIRB | 8156000BEB8FC062F442 | 1020333 | 120591 | | 2168Z IM EQUITY | ARTSANA — SOCIETA' PER AZIONI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000985_CR_FIRB | 549300X5UKJVE386ZB61 | 6914312 | 6204 | XS1014759648 | ASG GY Equity | Assicurazioni Generali SpA | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000986_CR_FIRB | 81560001F41A81948348 | | | | AST IM EQUITY | Astaldi SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000987_CR_FIRB | 8156008DEC771409C487 | 18631331 | 1023691 | | AU9 GF Equity | Atlantia S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000988_CR_FIRB | 5299003D9N2698I3C257 | 1367700 | 188902 | | AGL IM EQUITY | AUTOGRILL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000989_CR_FIRB | 815600149448CEB9B230 | 19402720 | 1037417 | | 3653719Z IM EQUITY | AUTOSTRADE PER L' ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000990_CR_FIRB | | 26926563 | 1057205 | | 3889748Z IM EQUITY | AVIO S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000991_CR_FIRB | 529900RRESEDV68K0S54 | 28770346 | 235460 | | BLLA IM EQUITY | BARILLA INIZIATIVE S.R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000992_CR_FIRB | 815600BFEB936DC6ED24 | | | | BEN IM EQUITY | Benetton Group SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000993_CR_FIRB | 8156004C04255952AB77 | 1076562 | 821225 | | BNS IM EQUITY | BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000994_CR_FIRB | 5299003DX5YLKSVJ6K59 | 2930031 | 134288 | | BZU IM Equity | Buzzi Unicem SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000995_CR_FIRB | 8156006BEAA911EC0A47 | 1019726 | 587878 | | | CANDY SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000996_CR_FIRB | 8156008B101B97A43B02 | 1053555 | 160498 | | CEM IM EQUITY | CEMENTIR HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000997_CR_FIRB | 815600F3213951394367 | 40014779 | 2001719 | | | Cerved Group S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000998_CR_FIRB | | 4544552 | 8114020152 | | | CLASS EDITORI SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000999_CR_FIRB | 8156009034C1A5108284 | 15716081 | 61357 | | | Compagnia Valdostana delle Acque Spa (CVA Spa) | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001000_CR_FIRB | 815600DBF6DC4BC94832 | 1061039 | 260769 | | 0310548D IM EQUITY | CONSERVE ITALIA — CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE — SOCIETA' COOPERA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001001_CR_FIRB | | 8327877 | 819280157 | | | COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001002_CR_FIRB | 815600A5C1DD6C3A8455 | 1093853 | 154950364 | | | CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001003_CR_FIRB | 81560039BF5C1D8E5A15 | 2836130 | 60793 | | 3898658Z IM EQUITY | DALMARE SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001004_CR_FIRB | 5493005TWX96RDJ9I655 | | | | | De Agostini Invest SA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001005_CR_FIRB | 529900WS2E20BA5J4L49 | 16183303 | 1698754 | | EDNR IM EQUITY | EDISON S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001006_CR_FIRB | WOCMU6HCI0OJWNPRZS33 | | | | ENEL IM EQUITY | Enel SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001007_CR_FIRB | BUCRF72VH5RBN7X3VL35 | | | IT0003132476 | ENI IM EQUITY | ENI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001008_CR_FIRB | 81560081EE079FBED395 | 19377159 | 3544950961 | | | ENOVA S.R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001009_CR_FIRB | 549300JJBVOOKOBCTX09 | 2153515 | 354265 | | ERG IM EQUITY | ERG S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001010_CR_FIRB | 549300AZQ4Z5UGY0Q555 | 1002458 | 91712 | | EXO IM EQUITY | EXOR S.P.A. | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001011_CR_FIRB | 8156004CE82074779D19 | 13870596 | 1664630223 | | | FEDRIGONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001012_CR_FIRB | 549300J4SXC5ALCJM731 | | | | 1448Z IM Equity | Ferrovie dello Stato SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001013_CR_FIRB | 5493004C1SL445NFDR90 | | | | F IM EQUITY | Fiat SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001014_CR_FIRB | 8156001B8AD051794959 | | | | | FINAVAL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001015_CR_FIRB | 529900X4EEX1U9LN3U39 | 1053767 | 7031 | | FNC IM EQUITY | FINMECCANICA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001016_CR_FIRB | 815600C3CCA800EF5D96 | 1134215 | | | | FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001017_CR_FIRB | 815600E12249DD563C29 | 26650695 | 1143814 | | | Gamenet S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001018_CR_FIRB | 81560098DBDD66154985 | | | | | GRANDI NAVI VELOCI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001019_CR_FIRB | 8156001250E819E30127 | | | | GCN IM EQUITY | Gruppo Coin SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001020_CR_FIRB | 8156001294017C870346 | 11027526 | 10022100159 | | | GRUPPO FINELCO SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001021_CR_FIRB | 8156005113BD16699393 | 24907200 | RM1117269 | | LTO IX Equity | GTECH S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001022_CR_FIRB | | 15541251 | 1638878 | | 4004268Z IM EQUITY | H3G S.P.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001023_CR_FIRB | 8156009414FD99443B48 | 3201267 | 363550 | | HER IM EQUITY | HERA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001024_CR_FIRB | 815600D86992FDA7B908 | 1035363 | 149288 | | IMA IM EQUITY | I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001025_CR_FIRB | 815600A7D7C7A85F8B51 | 2733792 | 1168660262 | | | I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001026_CR_FIRB | 81560033824BE53C7D28 | 3585262 | 1303501215 | | | IMAP EXPORT S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001027_CR_FIRB | 549300KTGKED5E25JR59 | | | | IND IM EQUITY | Indesit Co SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001028_CR_FIRB | 213800M4YYCP6E8YUX94 | 2714789 | 2589327 | | | IPLOM S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001029_CR_FIRB | 8156001EBD33FD474E60 | 10431674 | 281364 | | IRE IM EQUITY | IREN S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001030_CR_FIRB | 8156009D23D0FDC70C93 | 1007005 | 50 | | ITM IM Equity | Italcementi S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001031_CR_FIRB | 815600236A6B5AE5B406 | 26754254 | 167186 | | | Linea Group Holding S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001032_CR_FIRB | 549300I1NMOBS4B1LT88 | | | IT0001479374 | LUX IM EQUITY | LUXOTTICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001033_CR_FIRB | | 7003703 | 481230266 | | | MANGIAROTTI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001034_CR_FIRB | 815600292DA01BE68971 | 3755075 | 152396 | | 3184788Z IM EQUITY | MARCEGAGLIA — S.P.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001035_CR_FIRB | 815600C8D55034EB5379 | 3779273 | 64334 | | | Marcolin SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001036_CR_FIRB | 213800DIFN7NR7B97A50 | 552637 | 1264109 | | MS IM EQUITY | Mediaset S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001037_CR_FIRB | PSNL19R2RXX5U3QWHI44 | 1012492 | 343508 | | MB IM Equity | MEDIOBANCA SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001038_CR_FIRB | 815600325D15DD92A023 | 4376875 | 4846130633 | | | MOBY S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001039_CR_FIRB | | 1653085 | 110858 | | 3893422Z IM EQUITY | MONIER S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001040_CR_FIRB | 8156003A100E8AB89697 | 6794759 | 1865640369 | | | PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001041_CR_FIRB | 8156001B96890989C002 | 23641842 | 5411110827 | | | PB TANKERS S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001042_CR_FIRB | 5493006293RJBDQWJL92 | 5944540 | 169833 | | PMS IM EQUITY | PERMASTEELISA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001043_CR_FIRB | 8156000256C2431C2E92 | 4495509 | 134077 | | PIA IM Equity | Piaggio & C. S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001044_CR_FIRB | 815600A0C9AFC1F2A709 | | | | PC IM Equity | Pirelli & Co SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001045_CR_FIRB | 815600EDDBB07C9BDB90 | 15591777 | 2246400218 | | | PODINI HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001046_CR_FIRB | 815600354DEDBD0BA991 | 3465665 | 842633 | | POST IM EQUITY | POSTE ITALIANE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001047_CR_FIRB | 8156000FE0A2DC5B7852 | 16232311 | 1343952 | | PRP GR EQUITY | PRADA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001048_CR_FIRB | 213800VHJ22UE2BRRZ48 | 3830970 | 706270410 | | | PROFILGLASS S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001049_CR_FIRB | | 23687310 | 1777895 | | PRY IM EQUITY | PRYSMIAN S.P.A.

| IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001050_CR_FIRB | 815600B9FC8D18A5D034 | 1058024 | 291350635 | | | RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001051_CR_FIRB | 81560086FA79BEDD6B94 | 13270817 | | | | RHIAG — INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001052_CR_FIRB | | 5012487 | 8850400154 | | | SACAL — SOCIETA' ALLUMINIO CARISIO — S.P | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001053_CR_FIRB | 815600AF08EE2EC2DE92 | 1035262 | 8924 | | 226907Z IM EQUITY | SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001054_CR_FIRB | 815600FC906D230A1420 | 16077541 | 86111 | | SFL IM Equity | Safilo SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001055_CR_FIRB | 549300PHV8MBDHWB8X12 | 1086637 | 788744 | | SPM IM EQUITY | SAIPEM S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001056_CR_FIRB | 549300UKR289DF4UXQ47 | 1013056 | 525502 | | SAL | SALINI IMPREGILO S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001057_CR_FIRB | | 6524595 | 3957900487 | | | SAMMONTANA — S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001058_CR_FIRB | 8156006755200B82EB33 | 1246827 | 836320150 | | | SAN CARLO GRUPPO ALIMENTARE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001059_CR_FIRB | 5299005KJSU2AQUJUH84 | 1066932 | 49540 | | SRS IM EQUITY | SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. — RAFFINERIE SARDE | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001060_CR_FIRB | 815600D2FC31AF713B07 | 1012950 | 166476 | | | SNAI SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001061_CR_FIRB | 8156002278562044AF79 | 16067629 | 1633443 | | SRG IM Equity | SNAM SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001062_CR_FIRB | EOJCGSUI4NX234BL7V57 | 14234253 | 1594238 | | 2091Z IM EQUITY | SORGENIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001063_CR_FIRB | 815600141CFE5F4C4325 | 19113128 | 1016401 | | 4473035Z IM EQUITY | STRADA DEI PARCHI SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001064_CR_FIRB | 815600C3438977CBBE37 | 1038951 | 68670397 | | | TAMPIERI FINANCIAL GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001065_CR_FIRB | 81560029415DF1381583 | 1030384 | 195810262 | | | TECNICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001066_CR_FIRB | 815600AC5599D16D9A40 | 3335773 | 574643 | | MT IM EQUITY | TECNIMONT S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001067_CR_FIRB | 549300W384M3RI3VXU42 | | | IT0003497168 | TIT IM EQUITY | TELECOM ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001068_CR_FIRB | 815600CD7323A82E5092 | 28935694 | 1763778 | | 2847328Z IM EQUITY | TENOVA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001069_CR_FIRB | | 1037712 | 182850362 | | | TERMOSANITARI CORRADINI — S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001070_CR_FIRB | 8156009E94ED54DE7C31 | | | | TRN IM Equity | Terna Rete Elettrica Nazionale SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001071_CR_FIRB | 549300IN56S27SDGEI85 | 18659000 | 1019536 | | 80698Z IM EQUITY | TIRRENO POWER S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001072_CR_FIRB | 8156003E86EBA167A868 | | | | 0946688D IM EQUITY | TotalErg SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001073_CR_FIRB | 815600FE9E92D9D6C309 | 3554534 | 201271 | | TFI IM EQUITY | TREVI — FINANZIARIA INDUSTRIALE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001074_CR_FIRB | | | | | 4212473Z IM EQUITY | UNIECO SOCIETA' COOPERATIVA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001075_CR_FIRB | 815600B8027C92F0DA07 | 4257672 | 1189360066 | | | VIBAC S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001076_CR_FIRB | 549300YSFQKM1C0X4E45 | 11321265 | 884361 | | WIND IM EQUITY | WIND TELECOMUNICAZIONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001077_CR_FIRB | 549300DHPOF90OYYD780 | | | | 5108 JT Equity | Bridgestone Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001078_CR_FIRB | 549300IZYK3206QECG76 | | | | CAT SE Equity | Caterpillar Finance Corporation | JP | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001079_CR_FIRB | 549300MIFE1VEW02GY83 | | | JP3298600002 | | COSMO OIL COMPANY LTD | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001080_CR_FIRB | 549300T6IPOCDWLKC615 | | | | 6501 JT Equity | Hitachi, Ltd. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001081_CR_FIRB | J48DJYXDTLHM30UMYI18 | | | | 8001 JT Equity | Itochu Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001082_CR_FIRB | 5493004LQ0B4T7QPQV17 | | | | 6301 JT Equity | Komatsu Ltd. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001083_CR_FIRB | 4P4N3ORD02UGQT1T1W12 | | 0100-01-008776 | | 8002 JT Equity | Marubeni Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001084_CR_FIRB | KVIPTY4PULAPGC1VVD26 | | | | 8058 JP EQUITY | Mitsubishi Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001085_CR_FIRB | 5493008VBQD43X8QCS14 | | | | | Mitsui Life Insurance Company Limited | JP | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001086_CR_FIRB | 5493000QYMPFRTEY4K28 | | | | 6701 JT Equity | NEC Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001087_CR_FIRB | | | | | 7201 JP EQUITY | Nissan Motor Co Ltd | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001088_CR_FIRB | 5493003BZYYYCDIO0R13 | | | | 9984 JT Equity | SOFTBANK CORP. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001089_CR_FIRB | 5493004SE33MRLPB1W98 | | | | 2768 JP EQUITY | Sojitz Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001090_CR_FIRB | | | | | 6758 JP EQUITY | Sony Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001091_CR_FIRB | V82KK8NH1P0JS71FJC05 | | | | 8053 JP EQUITY | Sumitomo Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001092_CR_FIRB | 54930074QUY8RD0UZM08 | | | | | Suntory Holdings Limited | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001093_CR_FIRB | 549300ZLMVP4X0OGR454 | | | | 4502 JT Equity | Takeda Pharmaceutical Company Limited | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001094_CR_FIRB | 549300LBHTST91VKHO68 | | | | 6502 JT Equity | Toshiba Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001095_CR_FIRB | 5493006W3QUS5LMH6R84 | | | | TOM GY Equity | Toyota Motor Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001096_CR_FIRB | | | | | 004020 KS Equity | Hyundai Steel Co | KR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001097_CR_FIRB | | | | | 000270 KS Equity | Kia Motors Corp | KR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001098_CR_FIRB | 549300MGHLPT1EFHGF84 | | | | 2007 HK Equity | Country Garden Holdings Company Limited | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001099_CR_FIRB | 549300IHVJRWVT07S523 | | | | 3333 HK Equity | Evergrande Real Estate Group Limited | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001100_CR_FIRB | 5493003DTPH8AMMK4P51 | | | | NE UN Equity | Noble Corporation | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001101_CR_FIRB | 549300FNENFFSMO3GT38 | | | XS0835890350 | XPBR SQ Equity | Petrobras Global Finance B.V. | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001102_CR_FIRB | 213800S7DNJQX6LHTQ21 | | 133818917 | | | AB “Kauno grūdai” | LT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001103_CR_FIRB | | | | LU1014539529 | | ALTICE | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001104_CR_FIRB | 5493003BU7PAH5RRM092 | | | | APAM NA EQUITY | Aperam SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001105_CR_FIRB | 2EULGUTUI56JI9SAL165 | | | | MT LX EQUITY | ArcelorMittal SA [AM] | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001106_CR_FIRB | 549300GJ79DYFBBF5T83 | | | | 0307096D LX EQUITY | Brandbrew S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001107_CR_FIRB | 5493007GVB1I2FDSS786 | | B0155849 | | CNHI UN Equity | CNH Industrial Finance Europe S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001108_CR_FIRB | 549300938QUWMPITJ642 | | | | COV US EQUITY | Covidien International Finance SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001109_CR_FIRB | 5299001R2HL1TAFZ8Z20 | | | | | ENOVOS INTERNATIONAL SA (FORMER SOTEG) | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001110_CR_FIRB | | | 350807947 | FR0000038259 | ERF FP EQUITY | EUROFINS SCIENTIFIC SE | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001111_CR_FIRB | 213800568PRHV2JR9650 | | | XS0357281558 | GSPBEX RR Equity | Gaz Capital S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001112_CR_FIRB | 213800WHKNIC1JQQG433 | | | | 8GC GS Equity | Glencore Finance (Europe) S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001113_CR_FIRB | 8XJ8KF85PBKK1TLMFN29 | | | | | Intelsat Jackson Holdings S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001114_CR_FIRB | 549300MBM5B61VCW5A23 | | | | | International Automotive Components Group, S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001115_CR_FIRB | RUOKPID0PZ0UWJYU9J61 | | | | DE UN Equity | John Deere Bank S.A. | LU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001116_CR_FIRB | 529900XUC6PXMN6ABU42 | | | | TGH GY Equity | Logwin AG | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001117_CR_FIRB | 549300CTHC1CP86P2G96 | | | | MIICF PQ Equity | Millicom International Cellular S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001118_CR_FIRB | | | | | 0755015D LX EQUITY | NH FINANCE SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001119_CR_FIRB | 213800IUIRBFRNCYVR24 | | | | 3900394Z LX Equity | Nizi International SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001120_CR_FIRB | 549300VEJMMZCY6OBU06 | | | | PDSA NS Equity | Pacific Drilling S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001121_CR_FIRB | 529900UUYBCBB7HMVI56 | | | | | Phoenix PIB Dutch Finance B.V. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001122_CR_FIRB | 549300OZSHE4H5BFQA66 | | | | | QUILVEST SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001123_CR_FIRB | 5493000C8J3C3SZYS040 | | | | RTL BB Equity | RTL Group S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001124_CR_FIRB | 5493008JPA4HYMH1HX51 | | | | SESG FP EQUITY | SES SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001125_CR_FIRB | 549300CJ7LW6QSGIL444 | | | | | Swiss Re Europe S.A. | LU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001126_CR_FIRB | 529900BSBZ853DKUP675 | | | | | TRAXYS SARL | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001127_CR_FIRB | 549300RIG2CXWN6IV731 | | | | | CEMEX S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001128_CR_FIRB | 5493008KEVFYPMGTXO33 | | | | KOFL MM Equity | Coca-Cola FEMSA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001129_CR_FIRB | 5493000XJLJ6C4T0PG82 | | | | GRUMAB MM Equity | GRUMA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001130_CR_FIRB | 5493000RIXURZEBFEV60 | | | | BIMBOA MM Equity | Grupo Bimbo, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001131_CR_FIRB | 549300QOAB2GJSFM0381 | | | | 1234Z MM Equity | Grupo Petrotemex SA de CV | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001132_CR_FIRB | 549300CAZKPF4HKMPX17 | | | | | PETROLEOS MEXICANOS | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001133_CR_FIRB | 549300FW3RGHPHT21D10 | | | | ALFAA MM Equity | Sigma Alimentos, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001134_CR_FIRB | 5493000MY3DAIB0BP706 | | TNE940608HS5 | USP9084BAD03 | ALFAA MM Equity | Tenedora Nemak, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001135_CR_FIRB | 549300EMP9DT6Q35HZ31 | | | NL0000852564 | | AALBERTS INDUSTR | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001136_CR_FIRB | 549300J93WR5DPG0P466 | | KVK 33232124 | | ABB SS Equity | ABB Capital B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001137_CR_FIRB | 5493007WHKI5H75YJ358 | | KVK 34215458 | | ABE SQ Equity | Abertis Infraestructuras Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001138_CR_FIRB | 7245007QUMI1FHIQV531 | | KVK 33235189 | | | Achmea B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001139_CR_FIRB | 724500HIKX3QVUQF9G08 | | KVK 28080300 | | | Achmea Zorgverzekeringen N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001140_CR_FIRB | O4QK7KMMK83ITNTHUG69 | | KVK 27076669 | NL0000303709 | AGN NA Equity | AEGON N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001141_CR_FIRB | | | | NL0010672325 | | AHOLD KON | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001142_CR_FIRB | 724500XYIJUGXAA5QD70 | | KVK 09007809 | NL0000009132 | AKZA NA EQUITY | Akzo Nobel NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001143_CR_FIRB | 724500XBZ9QOPTI11U82 | | KVK 34108286 | | | Alliander N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001144_CR_FIRB | 549300KYQ7B0H0K66406 | | KVK 33055009 | | AML LN Equity | Amlin Europe N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001145_CR_FIRB | 724500MCUU6QOFRFEA53 | | KVK 33256360 0000 | | 792658Z PL EQUITY | AMORIM ENERGIA, BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001146_CR_FIRB | 7245000UZH70GO047N03 | | | NL0006237562 | | ARCADIS | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001147_CR_FIRB | 7245001I22ND6ZFHX623 | | KVK 30037466 | NL0000334118 | ASM NA Equity | ASM International N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001148_CR_FIRB | 724500Y6DUVHQD6OXN27 | | KVK 17085815 | NL0006034001 | ASML NA EQUITY | ASML HOLDING N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001149_CR_FIRB | 7245004JOPUJ0OOWTU73 | | KVK 30031823 | | | ASR Schadeverzekering N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001150_CR_FIRB | 724500XFMNHF1GFPYJ05 | | KVK 08125298 | | 3324558Z NA Equity | BDR Thermea Group BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001151_CR_FIRB | 5299006ZHG3IXU0PNJ56 | | KvK 27106340 0000 | | 1136Z NA EQUITY | BMW Finance N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001152_CR_FIRB | | | | NL0000852580 | | BOSKALIS WESTMIN | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001153_CR_FIRB | | | | NL0010776944 | | BRUNEL INTERNAT | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001154_CR_FIRB | 529900AOH3NBA8PZFG65 | | KvK 32097651 0000 | | 0533866D NA EQUITY | Celesio Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001155_CR_FIRB | 549300WGC2HZ5J67V817 | | | | CNHI IM Equity | CNH Industrial NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001156_CR_FIRB | 549300BXVNOCYQ83FU09 | | KVK 34154633 | | KO UN Equity | Coca-Cola HBC Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001157_CR_FIRB | | | | NL0000200384 | | CORE LABORATORIES | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001158_CR_FIRB | 549300UNTCLR21YKLL62 | | KVK 30073501 | NL0000288967 | | Corio N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001159_CR_FIRB | | | | NL0009294552 | | DELTA LLOYD | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001160_CR_FIRB | 724500S75737K2SFDA03 | | KVK 22031457 | | | Delta N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001161_CR_FIRB | 213800N8X49KJRTNDM49 | | KVK 3419663 | | DGE FP Equity | Diageo Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001162_CR_FIRB | 529900M7QSB704RUUT95 | | KVK 34182495 | | AIR FP Equity | Eads Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001163_CR_FIRB | 724500KRQECMCRGM1971 | | KVK 14026250 | | | EBN B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001164_CR_FIRB | 5299007L43AQDFOW5739 | | KvK 34121496 0000 | | 1403Z NA EQUITY | EDP FINANCE BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001165_CR_FIRB | 724500R5IP6TFKTNRU48 | | KvK 24306393 | | 2091Z NA Equity | Eneco Holding NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001166_CR_FIRB | 549300XW2F91G4T4WC42 | | KVK 34149162 | | ENL GY Equity | ENEL Investment Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001167_CR_FIRB | 529900011V8VJ3BUKR64 | | KVK 17115973 | | RWE GF Equity | Essent N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001168_CR_FIRB | | | | NL0000288876 | | EUROCOMMERCIAL | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001169_CR_FIRB | | | | NL0000352565 | | FUGRO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001170_CR_FIRB | 2138005FTXOJUBQ5J563 | | KVK 24243533 | | GAS SQ Equity | Gas Natural Fenosa Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001171_CR_FIRB | 724500EJ2TDPAITRSJ55 | | KVK 02089290 | | | GasTerra B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001172_CR_FIRB | | | | NL0000400653 | | GEMALTO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001173_CR_FIRB | 549300L10EVYURBFIH66 | | KVK 55293980 | | | Global Blue Acquisition B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001174_CR_FIRB | 529900SNLFF5M6HJ1T36 | | KvK 33286563 0000 | | 1004Z NA EQUITY | Haniel Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001175_CR_FIRB | 724500K5PTPSST86UQ23 | | KVK 33011433 | NL0000009165 | HEIA NA Equity | Heineken NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001176_CR_FIRB | 7245008C9KMJL9P2UI77 | | KVK 34323653 | | | Hyva Global B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001177_CR_FIRB | 724500CR19MQGFWFBZ64 | | KvK 34217578 0000 | | 0308206D NA EQUITY | ICL Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001178_CR_FIRB | TLLG0UTU6ZHOG003X735 | | | | | Imperial Mobility Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001179_CR_FIRB | 54930050LBZUR4138I72 | | KVK 27120438 | | | ING Re (Netherlands) N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001180_CR_FIRB | | | KVK 24311905 | | 2872423Z NA Equity | InterGen NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001181_CR_FIRB | 724500C9GNBV20UYRX36 | | KVK 35000363 | NL0010672325 | AH NA Equity | Koninklijke Ahold NV [Royal Ahold NV] | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001182_CR_FIRB | 724500V38C5KTDY5BS93 | | KVK 30058019 | NL0000337319 | BAMNB NA Equity | Koninklijke BAM NBM NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001183_CR_FIRB | 724500SNT1MK246AHP04 | | KVK 14022069 | NL0000009827 | DSM NA EQUITY | Koninklijke DSM N.V | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001184_CR_FIRB | 549300YO0JZHAL7FVP81 | | KVK 02045200 | NL0000009082 | KPN NA Equity | Koninklijke KPN NV [Royal KPN NV] | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001185_CR_FIRB | H1FJE8H61JGM1JSGM897 | | KVK 17001910 | NL0000009538 | PHIA NA Equity | Koninklijke Philips Electronics N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001186_CR_FIRB | 724500HZ4BN317I12G68 | | KVK 06016321 | | KTC NA Equity | Koninklijke Ten Cate NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001187_CR_FIRB | 724500UL634GFV1KYF10 | | KVK 24295332 | NL0009432491 | VPK NA Equity | Koninklijke Vopak NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001188_CR_FIRB | 529900WQGOTJDYG9NP76 | | KVK 09151956 | | LXS GF Equity | Lanxess Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001189_CR_FIRB | 5H8RMHHYTWIP1RKLCE38 | | KvK 34115238 0000 | | 2177Z NA EQUITY | Linde Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001190_CR_FIRB | 549300J6QSW38QNOJK61 | | KVK 57924562 | | | LYB International Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001191_CR_FIRB | BN6WCCZ8OVP3ITUUVN49 | | KVK 24473890 | | DLY GB Equity | LyondellBasell Industries N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001192_CR_FIRB | 635400TMCKVEU87EJ582 | | KVK 24321697 | | | METINVEST B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001193_CR_FIRB | 529900PF6F1OHRZVU341 | | KvK 33178683 0000 | | 1169Z NA EQUITY | Metro Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001194_CR_FIRB | 6354007MKEEGGVUMXO83 | | KVK 34239108 | | | New World Resources N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001195_CR_FIRB | 724500RKMOD48AIWKD94 | | KvK 24307569 0000 | | 3893886Z NA EQUITY | NIDERA B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001196_CR_FIRB | 54930062JS29A5N4GO82 | | KVK 34248449 | | | Nielsen Holdings N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001197_CR_FIRB | 724500GQV9YLNSWECU41 | | KVK 17179668 | | | Nord Gold N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001198_CR_FIRB | 724500TXS5HH3GY4UW42 | | KVK 30124358 | | | NS Groep N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001199_CR_FIRB | 5299000CMF80GY2U0U47 | | KVK 16074305 | NL0010395208 | NUO NA Equity | Nutreco Holding NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001200_CR_FIRB | 724500HT4YW45B1Y7859 | | KVK 57585083 | | | OAK Leaf B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001201_CR_FIRB | 549300NCMRGIBJYUOE57 | | | NL0010558797 | | OCI | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001202_CR_FIRB | 724500IM9A059TQLBX63 | | | | | OCI Nitrogen BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001203_CR_FIRB | 72450053F5WRDY8CDZ66 | | KVK 24291478 | | OI US Equity | OI European Group B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001204_CR_FIRB | Q47A62EK6GMSID3Y8C39 | | KVK 17133742 | XS0788529096 | PCAR US Equity | PACCAR Financial Europe B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001205_CR_FIRB | 549300N522D3SS8MKV65 | | KvK 24320769 0000 | | 3617372Z NA EQUITY | PETROBRAS NETHERLANDS BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001206_CR_FIRB | 549300VGHFJJ58HE2B54 | | KVK 17008551 | | PHIA NA Equity | Philips Electronics NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001207_CR_FIRB | 529900N9UJEHN9UPXN50 | | | | | PHOENIX PIB FINANCE BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001208_CR_FIRB | 724500Q41FHN0P1GPC53 | | KVK 27168968 | NL0009739416 | TNT LI Equity | PostNL N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001209_CR_FIRB | 54930036WK3GMCN17Z57 | | | | QIA GY Equity | Qiagen NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001210_CR_FIRB | 7245009EAAUUQJ0U4T57 | | KVK 33216172 | NL0000379121 | RAND NA EQUITY | RANDSTAD HOLDING NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001211_CR_FIRB | 549300XO8R7MPISUO753 | | KVK 33155037 | NL0006144495 | | Reed Elsevier NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001212_CR_FIRB | 5493002YCY6HTK0OUR29 | | KVK 24251372 | XS0202649934 | REP GY Equity | Repsol International Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001213_CR_FIRB | | | KVK 34179503 | GB00B03MM408 | RDSA NA EQUITY | ROYAL DUTCH SHELL PLC | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001214_CR_FIRB | 5493002N51KZCVBDMS27 | | 24114856 | NL0006055329 | | ROYAL IMTECH NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001215_CR_FIRB | 213800LBMMAIG1FQP389 | | KVK 14105351 | | SABIC AB Equity | SABIC Capital I B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001216_CR_FIRB | | | | NL0000360618 | | SBM OFFSHORE | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001217_CR_FIRB | 529900KEH8410ESH1483 | | KVK 53761790 | | | Schaeffler Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001218_CR_FIRB | 724500DX7Q1A19SPY530 | | KVK 34166584 | | | Schiphol Nederland B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001219_CR_FIRB | 7245001TBT3NI9SPNJ75 | | | | | SHV Netherlands NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001220_CR_FIRB | TAFO772JB70PDRN5VS48 | | KvK 27092998 0000 | | 1223Z NA EQUITY | Siemens Financieringsmaatschappij N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001221_CR_FIRB | 724500E9ZG6JMH6E2I14 | | | NL0000817179 | | SLIGRO FOOD GROUP | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001222_CR_FIRB | 724500ZTKJYJMWVLWJ82 | | KVK 34297413 | | | SRLEV N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001223_CR_FIRB | 5493002SSXOL85X3XC87 | | KVK 58623701 | | | Syncreon Group B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001224_CR_FIRB | 724500LTUWK3JQG63903 | | KVK 09083317 | | | TenneT Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001225_CR_FIRB | 7245008G22FOV7TYYJ34 | | KVK 06045666 | NL0000852523 | TWEKA NA EQUITY | TKH Group NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001226_CR_FIRB | 724500978QL7NKMLTQ37 | | KVK 34210949 | | | TMF Group Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001227_CR_FIRB | | | | NL0009739424 | | TNT EXPRESS | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001228_CR_FIRB | 724500L44K67W7UW1C59 | | KVK 34224566 | NL0000387058 | TOM2 NA EQUITY | TOMTOM N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001229_CR_FIRB | 724500OPA8GZSQUNSR96 | | KVK 33194984 | | TOM GY Equity | Toyota Motor Finance (Netherlands) B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001230_CR_FIRB | PX7SUPU7HUNJBQ8BPI65 | | KVK 33236939 | | 585233Z NA Equity | Trafigura Beheer BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001231_CR_FIRB | 549300TK7G7NZTVM1Z30 | | KVK 24051830 | NL0000009355 | UNIA NA Equity | Unilever NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001232_CR_FIRB | 549300IW6C3SRHUUK147 | | | | | Vitol Holding BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001233_CR_FIRB | | | | NL0009432491 | | VOPAK | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001234_CR_FIRB | 549300FRXSUUW3M2Q281 | | | | | WABCO Europe Holdings BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001235_CR_FIRB | 724500522D3ORUTUGW47 | | KVK 05078970 | | WAVIN NA Equity | Wavin NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001236_CR_FIRB | 724500YRQCY3BD9RJZ92 | | | NL0000289213 | | WERELDHAVE | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001237_CR_FIRB | 724500TEM53I0U077B74 | | KVK 33202517 | NL0000395903 | WKL NA EQUITY | Wolters Kluwer N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001238_CR_FIRB | 5JB3IE65ZU13TA0DGN10 | | | | | Würth Finance International B.V.

| NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001239_CR_FIRB | | | | NL0006294290 | | ZIGGO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001240_CR_FIRB | | | | | BWO NO Equity | BW Offshore Shipholding Ltd | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001241_CR_FIRB | 5493004ZHCILEMZLBS85 | | 00304772770005 | | | FERD AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001242_CR_FIRB | 5493009F6KP3UMLPOY27 | | 931186744 | | | ICA Norge AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001243_CR_FIRB | 549300ZLJDXBXUNCY824 | | 936738540 | | | National Oilwell Varco Norway AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001244_CR_FIRB | 549300N1SDN71ZZ8BO45 | | | | NHY NO Equity | Norsk Hydro ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001245_CR_FIRB | 529900J8VSH14TP5VD23 | | | | | ODFJELL SE | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001246_CR_FIRB | 213800T66DRTE6O6BV87 | | 916235291 | | PGS NO Equity | Petroleum Geo-Services ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001247_CR_FIRB | 529900TH4OAW7WYG1777 | | 987059699 | | | Statkraft AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001248_CR_FIRB | OW6OFBNCKXC4US5C7523 | | 923609016 | | STL NO Equity | Statoil ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001249_CR_FIRB | R7NJHU48LTCIOB9BVU57 | | | | CNU NZ Equity | Chorus Limited | NZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001250_CR_FIRB | 259400GYHYZPQ0HTMT82 | | | | CIE PW Equity | Ciech S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001251_CR_FIRB | 259400A9BI23M3K1NK82 | | | | LTS PW EQUITY | GRUPA LOTOS S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001252_CR_FIRB | 259400WT6MCX3V59XI09 | | | | | Netia S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001253_CR_FIRB | 259400TOMPUOLS65II22 | | 10681 | | TPA1 GB Equity | ORANGE POLSKA SA | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001254_CR_FIRB | 259400TGY6IYEP2EFW87 | | 467426 | | | POLKOMTEL SP. Z O.O. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001255_CR_FIRB | 259400VVMM70CQREJT74 | | 28860 | | PKN PW Equity | Polski Koncern Naftowy ORLEN S.A. (PKN) | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001256_CR_FIRB | 259400NAPDFBOTNCRL54 | | | | TPE PW Equity | TAURON Polska Energia S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001257_CR_FIRB | Q1ECZWEVT6ZTFERCPG94 | | | PLTLKPL00017 | OPL PW EQUITY | TELEKOMUNIKACJA POLSKA SA | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001258_CR_FIRB | 213800RQXBBZ6KSP1I72 | | 500311390 | | | AMORIM & IRMAOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001259_CR_FIRB | 2138002PLGLYW8EP7248 | | | | | AMORIM HOLDING II SGPS SA | PT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001260_CR_FIRB | 213800V5Z38TLIRQW516 | | 500700834 | | | ANA AEROPORTOS PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001261_CR_FIRB | | | 502607920 | | | AUCHAN PORTUGAL HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001262_CR_FIRB | 54930011KNBNPPKW7528 | | 500038015 | | | AUTO SUECO LDA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001263_CR_FIRB | 549300RU6UYW1UMYOP92 | | 500194670 | | | BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001264_CR_FIRB | | | | PTBRI0AM0000 | BRI PL EQUITY | BRISA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001265_CR_FIRB | 549300FREK460JU7RG08 | | 500060266 | | | CELULOSE BEIRA INDUSTRIAL-CELBI SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001266_CR_FIRB | 549300TF1SUYCFUO3840 | | 503309362 | | | COLEP PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001267_CR_FIRB | | | 507195515 | | | CONTROLINVESTE SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001268_CR_FIRB | 213800X28CMB8LAIT849 | | 502557400 | | | CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001269_CR_FIRB | 549300RGQV4M16FESU23 | | 500832234 | | | CUF QUIMICOS INDUSTRIAS, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001270_CR_FIRB | 529900CLC3WDMGI9VH80 | | | PTEDP0AM0009 | EDP PL EQUITY | EDP — Energias de Portugal S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001271_CR_FIRB | 529900LOXJVWGOH84656 | | 503293695 | | | EDP — GESTÃO DA PRODUÇÃO DE ENERGIA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001272_CR_FIRB | | | 504885367 | | | ESPIRITO SANTO SAUDE SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001273_CR_FIRB | 2138003319Y7NM75FG53 | | 504499777 | PTGALIOE0009 | GALP PL Equity | GALP ENERGIA SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001274_CR_FIRB | 213800Y3V72PI6W8KG10 | | 511220448 | | | GRUPO PESTANA — SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001275_CR_FIRB | 259400A8SZP10GB5IB19 | | | PTJMT0AE0001 | JMT PL EQUITY | J.MARTINS | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001276_CR_FIRB | | | 500073880 | | | LENA ENGENHARIA CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001277_CR_FIRB | 549300SNYKYW15R3UE62 | | 502011475 | | | MODELO CONTINENTE HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001278_CR_FIRB | 549300TLPT6W9R3CLQ86 | | 500197814 | | | MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001279_CR_FIRB | 5493003NN4LXUF8JA244 | | | | | Ocidental Companhia Portuguesa de Seguros de Vida, S.A. | PT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001280_CR_FIRB | 54930071D35BVUPC5942 | | 502604751 | | | OPTIMUS-COMUNICACOES S.A | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001281_CR_FIRB | | | 507979265 | | | OPWAY — SGPS, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001282_CR_FIRB | 213800ZWKG61JG7ZCF61 | | 500697370 | | | PETROLEOS PORTUGAL PETROGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001283_CR_FIRB | 259400DRC6WOXNVW8B57 | 500829993 | 500829993 | | 90413Z PL EQUITY | PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001284_CR_FIRB | 549300UNIB7M2AXUXS35 | | | PTPTI0AM0006 | PTCL TQ EQUITY | Portucel S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001285_CR_FIRB | 549300FR1FN48IGHR915 | | | PTREL0AM0008 | RENE PL Equity | REN-Redes Energeticas Nacionais, SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001286_CR_FIRB | | | 500246963 | | | REPSOL PORTUGUESA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001287_CR_FIRB | 5493002X2CCY60HWCU94 | | 500243590 | | | SECIL COMP GERAL CAL CIMENTO SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001288_CR_FIRB | 549300PXZF74GVQM6867 | | 500058580 | | | SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001289_CR_FIRB | 549300EZYIURQ5RGSE56 | | 500278571 | | | SOVENA OILSEEDS PORTUGAL, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001290_CR_FIRB | 549300KFJPELBPMQH079 | | 500833532 | | | SOVENA PORTUGAL CONSUMER GOODS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001291_CR_FIRB | 95980020140005813290 | | 505042037 | | | SUMOL+COMPAL MARCAS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001292_CR_FIRB | | | 500097488 | | | TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001293_CR_FIRB | 549300CNE5R74B3XKF57 | | 505266202 | | | UNICER BEBIDAS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001294_CR_FIRB | | 503933139 | 503933139 | | 3646175Z PL EQUITY | UNILEVER JERÓNIMO MARTINS, LDA. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001295_CR_FIRB | 213800IDK8UTYDSFOG74 | | 502544180 | | | VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001296_CR_FIRB | | 500302200 | 500302200 | | 0265472D PL EQUITY | ZAGOPE — CONSTRUÇÕES E ENGENHARIA S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001297_CR_FIRB | 549300VOFQC1SPGTZM19 | | 503039063 | | | ZON TV CABO PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001298_CR_FIRB | 549300D3EIDZJB62TR20 | | 21183 | | ORDS QD Equity | Ooredoo Q.S.C. | QA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001299_CR_FIRB | 549300UKYDM6L8HEPU79 | | | | SNP RO EQUITY | OMV PETROM S.A. | RO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001300_CR_FIRB | 549300F8ZIGJVUPIU797 | | 24297754 | | | Rompetrol Group N.V. (The) | RO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001301_CR_FIRB | | | | | GAZP RU Equity | Gazprom OAO | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001302_CR_FIRB | | | | | ROSN RU Equity | OJSC Oil Co Rosneft | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001303_CR_FIRB | | | | | TATN RU Equity | Tatneft OAO | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001304_CR_FIRB | 5493007RN7O98MYBX124 | | | | | AKTIEBOLAG LINDEX | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001305_CR_FIRB | 549300UCKT2UK88AG251 | | | SE0000695876 | ALFA SS EQUITY | Alfa Laval AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001306_CR_FIRB | 549300YECS8HKCIMMB67 | | | SE0000255648 | ASSAB SS EQUITY | Assa Abloy AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001307_CR_FIRB | 213800T8PC8Q4FYJZR07 | | 5560142720 | SE0000122467 | ATCOA SS EQUITY | Atlas Copco Aktiebolag | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001308_CR_FIRB | 2138002GW5WN1UYZAO32 | | 55611256900004 | | | BILIA AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001309_CR_FIRB | 549300YJUYJ9A24RXL71 | | | SE0005906922 | SE0005906922 Corp | BILLERUDKORSNÄS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001310_CR_FIRB | 549300ZACGIQHBBMOD20 | | 5560269549 | | BONN SS EQUITY | Bonnier Finans AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001311_CR_FIRB | 213800SE6FV3UDEIEY92 | | 72317831 | | | CAPIO AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001312_CR_FIRB | 549300GU5OHTR1T5IY68 | | | SE0005932225 | SE0005932225 Corp | Castellum AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001313_CR_FIRB | 549300HCT1WLHEXNLZ18 | | | | | Dometic Holding AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001314_CR_FIRB | 549300Y3HHZB1ZGFPJ93 | | | | ELUXA SS Equity | Electrolux AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001315_CR_FIRB | 549300JNPI46XNH0PM97 | | | | | Fabege AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001316_CR_FIRB | 5493003PZ4F570G3W735 | | | | | GETINGE AB, | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001317_CR_FIRB | 529900XKWB408ZZYBF68 | | | | | GREEN CARGO AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001318_CR_FIRB | 213800YUV362W4E1LP46 | | | | | H & M Hennes & Mauritz GBC AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001319_CR_FIRB | 54930033BTSY61VHUR49 | | 55601011550004 | | | HALDEX AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001320_CR_FIRB | 549300VOTS5OZ82UTG69 | | | SE0005934320 | SE0005934320 Corp | HEMSÖ FASTIGHETS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001321_CR_FIRB | 549300WJFW6ILNI4TA80 | | 5561904771 | SE0000103699 | HEXAB SS EQUITY | Hexagon AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001322_CR_FIRB | 52990080SH3454F0QE68 | | 5560013301 | SE0000109290 | HOLMB SS EQUITY | Holmen AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001323_CR_FIRB | 549300GYQIIJ3UXB7655 | | | SE0001662222 | HUSQB SS EQUITY | HUSQVARNA AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001324_CR_FIRB | 549300VEBQPHRZBKUX38 | | 556013-8298 | XS0795505402 | INVEA SS Equity | Investor AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001325_CR_FIRB | 529900X0UEM9DOM6FK12 | | 5560452103 | SE0000806994 | JM SS EQUITY | JM AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001326_CR_FIRB | 549300VD6SNNS5N5V183 | | | | | KORAB INTERNATIONAL AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001327_CR_FIRB | 5493005OXRTBK0WSJN46 | | 5565451217 | SE0000549412 | KLED SS EQUITY | Kungsleden AB | SE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001328_CR_FIRB | 529900AB08F05L4HWU11 | | | | | LANTMÄNNEN EK FÖR | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001329_CR_FIRB | 213800NS2XXVRYS7WP40 | | | SE0002683557 | LOOMB SS EQUITY | Loomis AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001330_CR_FIRB | 549300SNQNTHQLZQON04 | | 5564272812 | SE0000221723 | MEDAA SS EQUITY | Meda AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001331_CR_FIRB | 549300E8NDODRSX29339 | | 5563099158 | SE0000412371 | MTGB SS EQUITY | MODERN TIMES GROUP MTG AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001332_CR_FIRB | 213800WRGLW3CY4MHW53 | | 55603451740004 | | | NCC | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001333_CR_FIRB | 549300KUJMRC9NW93S96 | | | | | Nobina sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001334_CR_FIRB | 5493007VGEKBZGZ6PC69 | | | | | NYNAS AB (PUBL) | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001335_CR_FIRB | 549300ES84TRW7EWGU35 | | | | | Perstorp Holding AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001336_CR_FIRB | 549300S2D8BDH1CKLI47 | | | | | PostNord AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001337_CR_FIRB | 549300MIHCMD8DCSBY41 | | 55607269770034 | | | Preem | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001338_CR_FIRB | 549300ZHO4JCQQI13M69 | | 556036-0793 | SE0000112385 | SE0005567088 Corp | SAAB AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001339_CR_FIRB | 5299008ZUAXN43LVZF54 | | | | SAND SS Equity | Sandvik AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001340_CR_FIRB | 5299001G94UPTI8C7N54 | | 5566577416 | | 0301536D SS EQUITY | Sandvik Treasury AB | SE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001341_CR_FIRB | 529900AE1FZNUH6EVS39 | | | SE0003366871 | SAS SS EQUITY | SAS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001342_CR_FIRB | 529900BZYSUQLQSPNR07 | | 5560840976 | SE0000308280 | SCVB SS EQUITY | Scania CV AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001343_CR_FIRB | 635400TTYKE8EIWDS617 | | | | SECUB SS Equity | Securitas AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001344_CR_FIRB | 5493004WOSC31U83UG49 | | 5561063834 | | SKAB SS EQUITY | Skanska Financial Services | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001345_CR_FIRB | 549300MA1BZYJU87BW55 | | 5560339086 | SE0000113250 | SKAB SS EQUITY | Skanska Sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001346_CR_FIRB | 549300X6MQ0GG8BRY481 | | | | | SKF sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001347_CR_FIRB | 5493002FIVSWBLEV7P15 | | | | | SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001348_CR_FIRB | 529900329VS14ZIML164 | | 5560163429 | SE0000171100 | SSABA SS EQUITY | SSAB AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001349_CR_FIRB | 529900J0C48FH28HNQ19 | | 5563137933 | SE0000120669 | SSABA SS EQUITY | SSAB Emea AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001350_CR_FIRB | 213800CWLTI7WZCC2R35 | | 5560010802 | | 1081Z SS EQUITY | Stena AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001351_CR_FIRB | 5299005HSK597UX55629 | | | | | SVEASKOG FÖRVALTNINGS AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001352_CR_FIRB | 549300FW5JDRV1IJ0M67 | | | | SCAB SS Equity | Svenska Cellulosa AB [SCA] | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001353_CR_FIRB | 529900ZERGNJBEQEX179 | | 55679708180004 | | | SWEDAVIA AB SWEDAVIA EKONOMI | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001354_CR_FIRB | 5493005DU3003SGUC166 | | | | | SWEDISH HOSPITAL PARTNERS AB, | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001355_CR_FIRB | 529900YVXCGNWAUYZG78 | | | SE0000310336 | SWMA SS EQUITY | Swedish Match AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001356_CR_FIRB | 213800EKD193RVI9HL76 | | 5564108917 | SE0000314304 | TEL2B SS EQUITY | Tele2 AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001357_CR_FIRB | 549300W9JLPW15XIFM52 | | 556016-0680 | XS0435008726 | ERICB SS Equity | Telefonaktiebolaget LM Ericsson | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001358_CR_FIRB | 213800FSR9RNDUOTXO25 | | | | TLSN SS Equity | TeliaSonera AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001359_CR_FIRB | 5493006LU5JO4P7HQ305 | | | | | THULE HOLDING AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001360_CR_FIRB | 213800XY16PAWG2PAD14 | | | | TRELB SS Equity | Trelleborg AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001361_CR_FIRB | 5493007LNZSEWN5KTV42 | | | SE0005769270 | SE0005769270 Corp | Vasakronan | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001362_CR_FIRB | 549300T5RZ1HA5HZ3109 | | | | VATT SS Equity | Vattenfall AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001363_CR_FIRB | 549300HGV012CNC8JD22 | | | SE0000115420 | VOLVB SS EQUITY | Volvo AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001364_CR_FIRB | 54930083GODGBHODQ153 | | 189744 | | | Global A&T Electronics Ltd. | SG | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001365_CR_FIRB | 33D7DTWH8BNIUWE0IF81 | | | | OLAM SP Equity | Olam International Ltd | SG | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001366_CR_FIRB | | | | | 7536988Z SK EQUITY | Volkswagen Slovakia A.S. | SK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001367_CR_FIRB | 549300QOGMPTKB6W7G56 | | 1,07544E+11 | USY71548BY95 | PTT TB Equity | PTT Public Company Limited | TH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001368_CR_FIRB | 8RS0AKOLN987042F2V04 | | | | NXWA GF Equity | 21st Century Fox America, Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001369_CR_FIRB | LUZQVYP4VS22CLWDAR65 | | | US88579YAF88 | MMM SE Equity | 3M Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001370_CR_FIRB | HQD377W2YR662HK5JX27 | | IL08142220 | | ABT US Equity | Abbott Laboratories | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001371_CR_FIRB | FR5LCKFTG8054YNNRU85 | | DE5126809 | | 4AB GF Equity | AbbVie Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001372_CR_FIRB | 549300T0GJTEK811VI53 | | | | WPI US EQUITY | Actavis, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001373_CR_FIRB | 549300QKBENKLBXQ8968 | | PA724325 | | AET US Equity | Aetna Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001374_CR_FIRB | LYOM0B2GCF1JWXK5ZG04 | | | | AGCO UN Equity | AGCO Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001375_CR_FIRB | QUIX8Y7A2WP0XRMW7G29 | | | | A UN Equity | Agilent Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001376_CR_FIRB | 9PO87UV78U1JHLR68X04 | | | | 8685 JT Equity | AIG Financial Products Corp. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001377_CR_FIRB | 7QEON6Y1RL5XR3R1W237 | | | | APD US Equity | Air Products & Chemicals Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001378_CR_FIRB | ABPN11VOHLHX6QR7XQ48 | | | | AA US Equity | Alcoa Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001379_CR_FIRB | XSGZFLO9YTNO9VCQV219 | | | | MO US Equity | Altria Group Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001380_CR_FIRB | ZXTILKJKG63JELOEG630 | | DE2620453 | | AMZN US Equity | Amazon.com, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001381_CR_FIRB | IWUQB36BXD6OWD6X4T14 | | DE0332421 | | AAL UW Equity | American Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001382_CR_FIRB | B6Q2VFHD1797Q7NZ3E43 | | CAC0951492 | | 7267 JT Equity | American Honda Finance Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001383_CR_FIRB | 5493006ORUSIL88JOE18 | | | | AMT US Equity | American Tower Corp [ex- American Tower System] | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001384_CR_FIRB | 549300D3L3G0R4U4VT04 | | | | APH US Equity | Amphenol Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001385_CR_FIRB | B78FQ7XBQFLP4AYJ6F79 | | | | APC US Equity | Anadarko Petroleum Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001386_CR_FIRB | 72ZZ1XRHOOU9P9X16K08 | | | | APA US Equity | Apache Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001387_CR_FIRB | HWUPKR0MPOU8FGXBT394 | | CAC0806592 | | AAPL US Equity | Apple Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001388_CR_FIRB | 42YMHYH0XMHJEXDUB065 | | | | | ARAMARK Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001389_CR_FIRB | W47HVZ7Q6FXL86RELH91 | | DE0717711 | | ACI US Equity | Arch Coal, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001390_CR_FIRB | 549300LO13MQ9HYSTR83 | | DE0152524 | | ADM US Equity | Archer-Daniels-Midland Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001391_CR_FIRB | 0C0SZC7H22UWI2NA3R46 | | | | ARRS UW Equity | Arris Group, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001392_CR_FIRB | 549300YNNLBXT8N8R512 | | NYCARREUS | | ARW US Equity | Arrow Electronics, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001393_CR_FIRB | 6O4MRU8C1MS0K34UQF79 | | KY0580261 | | ASH US Equity | Ashland Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001394_CR_FIRB | 549300Z40J86GGSTL398 | | DE2018584 | | T* MM Equity | AT&T Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001395_CR_FIRB | QVLWEGTD2S8GJMO8D383 | | | | ATO US Equity | Atmos Energy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001396_CR_FIRB | HGBOLILQXWER4SAL2I23 | | | | ADP US Equity | Automatic Data Processing | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001397_CR_FIRB | GA3JGKJ41LJKXDN23E90 | | | | | Autozone Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001398_CR_FIRB | XN8R4HH1TVC1XOCL5P21 | | | | CAR US EQUITY | Avis Budget Car Rental LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001399_CR_FIRB | XJI53DCPL7QABOWK4Z75 | | NYCAVNTUS | | AVT US Equity | Avnet, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001400_CR_FIRB | 5493007RY69UEB1F1B45 | | | | AVP US Equity | Avon Products, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001401_CR_FIRB | MF62XBVMNYTYMC18DL76 | | DE2416636 | | BA/ LN Equity | BAE Systems Holdings Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001402_CR_FIRB | | | | | BHI US EQUITY | Baker Hughes Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001403_CR_FIRB | EWRDABCN7XBHM37LIA98 | | DE2072335 | | | Beam Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001404_CR_FIRB | HL5XPTVRV0O8TUN5LL90 | | MN1K-1056 | | BBY US Equity | Best Buy Co., Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001405_CR_FIRB | KK5MZM9DIXLXZL9DZL15 | | DE2322568 | | BMW HB Equity | BMW US Capital, LLC | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001406_CR_FIRB | 549300DSFX2IE88NSX47 | | | | BWA US Equity | BorgWarner Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001407_CR_FIRB | Y6ZDD9FP4P8JSSJMW954 | | DE0874815 | | BSX UN Equity | Boston Scientific Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001408_CR_FIRB | 549300GMUCJ08527GQ81 | | IN182869-107 | | BP/ LN Equity | BP Corporation North America Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001409_CR_FIRB | 549300YYMNSW7KWZH127 | | | | BP/ LN Equity | BP Products North America Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001410_CR_FIRB | HLYYNH7UQUORYSJQCN42 | | | | BMY US EQUITY | Bristol Myers Squibb Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001411_CR_FIRB | 5493007M0RIN8HY3MM77 | | | | BG US Equity | Bunge Limited | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001412_CR_FIRB | Y7ET3D9SDOFUZ515FE28 | | DE0799956 | | CA US Equity | CA, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001413_CR_FIRB | 43R4VPJBXTU2O15HEF41 | | | | | Calpine Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001414_CR_FIRB | 5493007JDSMX8Z5Z1902 | | | | CPB US Equity | Campbell Soup Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001415_CR_FIRB | CCU46N3GJMF4OK4N7U60 | | OH535613 | | CAH US Equity | Cardinal Health, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001416_CR_FIRB | QXZYQNMR4JZ5RIRN4T31 | | | | 3091Z US Equity | Cargill Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001417_CR_FIRB | EDBQKYOPJUCJKLOJDE72 | | DE0921323 | | CAT SE Equity | Caterpillar Financial Services Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001418_CR_FIRB | WRJR7GS4GTRECRRTVX92 | | | | CAT US EQUITY | Caterpillar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001419_CR_FIRB | 5KYC8KF17ROCY24M3H09 | | DE2106821 | | C5S GM Equity | CBS Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001420_CR_FIRB | CD30XVRLT4QO00B1C706 | | DE3780476 | | CE UN Equity | Celanese US Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001421_CR_FIRB | 4SIHMF0MOSTTL8CD0X64 | | | | CELG US Equity | Celgene Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001422_CR_FIRB | 21TPXMRRHFKOBHDC8J74 | | | | | CenterPoint Energy Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001423_CR_FIRB | 8E6NF1YAL0WT6CWXXV93 | | | | CSCO US EQUITY | Cisco Systems Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001424_CR_FIRB | 549300IA9XFBAGNIBW29 | | | | | CMS Energy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001425_CR_FIRB | B0QU0GIVGFFMCOP5RJ72 | | DE4789658 | | CKK GB Equity | Coca-Cola Enterprises, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001426_CR_FIRB | 2V9V7M0RUQG9M2J4IC47 | | | | | Colfax Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001427_CR_FIRB | YMEGZFW4SBUSS5BQXF88 | | DE0156313 | | CL US Equity | Colgate-Palmolive Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001428_CR_FIRB | 51M0QTTNCGUN7KFCFZ59 | | PA3039985 | | CTP GB Equity | Comcast Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001429_CR_FIRB | 549300OQS2LO07ZJ7N73 | | DE0406521 | | CMC US Equity | Commercial Metals Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001430_CR_FIRB | 6113F6JQLWIUGTBN1L36 | | | | CSC US equity | Computer Sciences Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001431_CR_FIRB | 54930035UDEIH090K650 | | DE0818944 | | CAG US Equity | ConAgra Foods, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001432_CR_FIRB | SYHS7HRDXLL4I0IQ8776 | | | | CXO US EQUITY | Concho Resources Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001433_CR_FIRB | 6VJJ5GQWIRDQ06DUXG89 | | DE0064324 | | COP US Equity | ConocoPhillips Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001434_CR_FIRB | 549300JK3KH8PWM3B226 | | DE2277631 | | CNX UN Equity | CONSOL Energy Inc.

| US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001435_CR_FIRB | 29DX7H14B9S6O3FD6V18 | | | | CTO GM Equity | Costco Wholesale Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001436_CR_FIRB | 549300BO9IWPF3S48F93 | | | | COTY US EQUITY | Coty Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001437_CR_FIRB | TVRMNZKRGA8LPW6XPG60 | | | | | Cox Enterprises Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001438_CR_FIRB | RPPGGRL1J75WGF2DFO04 | | PA3337938 | | CCK US Equity | Crown Americas LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001439_CR_FIRB | ZUNI8PYC725B6H8JU438 | | IN194062-043 | | CMI UN Equity | Cummins Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001440_CR_FIRB | S4BKK9OTCEWQ3YHPFM11 | | | | DHR US EQUITY | Danaher Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001441_CR_FIRB | PWFTNG3EI0Y73OXWDH08 | | | | DE US EQUITY | Deere & Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001442_CR_FIRB | 3E70L4WYANTIWWIPHC81 | | | | DELL US EQUITY | Dell Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001443_CR_FIRB | Q2CCMS6R0AS67HJMBN42 | | | | DAL US EQUITY | Delta Air Lines Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001444_CR_FIRB | 54930042348RKR3ZPN35 | | DE2155705 | | DVN US Equity | Devon Energy Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001445_CR_FIRB | F14FQJ2EEHW5VPYUHL14 | | | | DO US Equity | Diamond Offshore Drilling, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001446_CR_FIRB | 549300Z1UGYT5725XB67 | | DE3535468 | | DTV TQ Equity | DIRECTV Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001447_CR_FIRB | ILUL7B6Z54MRYCF6H308 | | | | D US EQUITY | Dominion Resources Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001448_CR_FIRB | 549300FMC2ALGA7N9E80 | | DE0412823 | | DOV UN Equity | Dover Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001449_CR_FIRB | ZQUIP1CSZO8LXRBSOU78 | | | | DOW US EQUITY | Dow Chemical Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001450_CR_FIRB | 549300IX8SD6XXD71I78 | | | | DTE US EQUITY | DTE Energy Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001451_CR_FIRB | FDPVHDGJ1IQZFK9KH630 | | DE2345566 | | EMN UN Equity | Eastman Chemical Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001452_CR_FIRB | 0NZWDMRCE180888QQE14 | | | | ETN US EQUITY | Eaton Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001453_CR_FIRB | OML71K8X303XQONU6T67 | | DE2871352 | | EBAY US Equity | eBay Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001454_CR_FIRB | FRDRIPF3EKNDJ2CQJL29 | | | | LLY US EQUITY | Eli Lilly & Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001455_CR_FIRB | FGLT0EWZSUIRRITFOA30 | | | | EMR UN Equity | Emerson Electric Co. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001456_CR_FIRB | GHFPUH0OZ5JLGJXWCO16 | | | | ESV UN Equity | ENSCO International Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001457_CR_FIRB | 4XM3TW50JULSLG8BNC79 | | | | ETR US EQUITY | Entergy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001458_CR_FIRB | 549300EVUN2BTLJ3GT74 | | DE2911438 | | EQIX US Equity | Equinix, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001459_CR_FIRB | 549300RO2XES74KQGG63 | | | | XLS US EQUITY | Exelis Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001460_CR_FIRB | 3SOUA6IRML7435B56G12 | | | | EXC US EQUITY | Exelon Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001461_CR_FIRB | CI7MUJI4USF3V0NJ1H64 | | WA601975803 | | EXPE UW Equity | Expedia, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001462_CR_FIRB | J3WHBG0MTS7O8ZVMDC91 | | NJ3793794100 | | XOM US Equity | Exxon Mobil Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001463_CR_FIRB | 549300E707U7WNPZN687 | | | | FDX US EQUITY | FedEx Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001464_CR_FIRB | 6WQI0GK1PRFVBA061U48 | | GA0110597 | | FIS UN Equity | Fidelity National Information Services, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001465_CR_FIRB | 549300NPYMLM4NHTOF27 | | | | | First Solar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001466_CR_FIRB | 549300SVYJS666PQJH88 | | OH953140 | | FE US Equity | FirstEnergy Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001467_CR_FIRB | 6Y0GK87T6V7NJKZJVM41 | | NYCDRRCUS | | FLS US Equity | Flowserve Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001468_CR_FIRB | CQ7WZ4NOFWT7FAE6Q943 | | | | FLR US EQUITY | Fluor Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001469_CR_FIRB | CKDHZ2X64EEBQCSP7013 | | | | FMC US Equity | FMC Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001470_CR_FIRB | EMQFUEY7DV1MVNKAUT87 | | DE3315658 | | FTI US Equity | FMC Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001471_CR_FIRB | 20S05OYHG0MQM4VUIC57 | | | | F US EQUITY | Ford Motor Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001472_CR_FIRB | 2MNR4Q42DBL85U7RD221 | | | | | Forest Oil Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001473_CR_FIRB | A0WMBJD47C49E2JJOM88 | | DE4594648 | | FRE GY Equity | Fresenius US Finance I, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001474_CR_FIRB | 549300FNRIXILI56M704 | | | | 0196414D US EQUITY | Gavilon LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001475_CR_FIRB | 9C1X8XOOTYY2FNYTVH06 | | | | GD US EQUITY | General Dynamics Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001476_CR_FIRB | 3C7474T6CDKPR9K6YT90 | | NYCGECYUS | | GNE FP Equity | General Electric Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001477_CR_FIRB | 2TGYMUGI08PO8X8L6150 | | | | GIS US Equity | General Mills, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001478_CR_FIRB | 549300PDWRZX0BR28B12 | | DE4717789 | | GM UN Equity | General Motors Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001479_CR_FIRB | L2EVHWFHVAQK72TMH265 | | DE4275413 | | | Georgia-Pacific LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001480_CR_FIRB | 5493002BI0S2ZQUY3437 | | | | GT US EQUITY | Goodyear Tire & Rubber Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001481_CR_FIRB | 7ZW8QJWVPR4P1J1KQY45 | | | | GOOG US EQUITY | Google Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001482_CR_FIRB | ENYF8GB5SMQZ25S06U51 | | DE2681775 | | HAL UN Equity | Halliburton Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001483_CR_FIRB | KAO98FK89NPNNPQGUZ43 | | DE0497602 | | HSC US Equity | Harsco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001484_CR_FIRB | 549300NUB6D2R1ITYR45 | | | | HAS US Equity | Hasbro, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001485_CR_FIRB | 549300PD0C69OJ0NLB27 | | | | 766481Z US EQUITY | Hertz Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001486_CR_FIRB | UASVRYNXNK17ULIGK870 | | DE0097017 | | AHC GB Equity | Hess Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001487_CR_FIRB | WHKXQACZ14C5XRO8LW03 | | | | HPQ US EQUITY | Hewlett-Packard Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001488_CR_FIRB | 5493003STKEZ2S0RNU91 | | | | HNZ US EQUITY | HJ Heinz Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001489_CR_FIRB | ISRPG12PN4EIEOEMW547 | | DE2061772 | | HON UN Equity | Honeywell International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001490_CR_FIRB | KNX4USFCNGPY45LOCE31 | | | | 4335 HK Equity | Intel Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001491_CR_FIRB | VGRQXHF3J8VDLUA7XE92 | | | | IBM US EQUITY | International Business Machines (IBM Corp) | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001492_CR_FIRB | F9HV8ZL85LRIQ6D60098 | | NVC7491-1980 | | IGT UN Equity | International Game Technology | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001493_CR_FIRB | 824LMFJDH41EY779Q875 | | | | IP US EQUITY | International Paper Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001494_CR_FIRB | 5493008IUOJ5VWTRC333 | | | | | Interpublic Group of Cos | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001495_CR_FIRB | 24F6LSZD18II6ICG6S41 | | | | | Itron Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001496_CR_FIRB | YB2O5TUONPB3W1X7WJ88 | | | | ITT US EQUITY | ITT Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001497_CR_FIRB | KD833U13JEIGETBW2749 | | | | JAH US EQUITY | Jarden Corp (fka Alltrista Corp) | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001498_CR_FIRB | 549300XR6O4ACB0KLV08 | | | | | JFB Firth Rixson, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001499_CR_FIRB | E0KSF7PFQ210NWI8Z391 | | | | DE UN Equity | John Deere Capital Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001500_CR_FIRB | 549300G0CFPGEF6X2043 | | NJ5106301000 | | JNJ GQ Equity | Johnson & Johnson | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001501_CR_FIRB | 3LB2NG8VUULSCV2NO430 | | | | JCI US EQUITY | Johnson Controls Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001502_CR_FIRB | LONOZNOJYIBXOHXWDB86 | | | | K US EQUITY | Kellogg Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001503_CR_FIRB | AGX0G2MXE54NFNNICD28 | | | | KU1 US EQUITY | Kentucky Utilities Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001504_CR_FIRB | MP3J6QPYPGN75NVW2S34 | | | | KMB UN Equity | Kimberly-Clark Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001505_CR_FIRB | 549300PDHUGWPWGOT525 | | DE2301470 | | | Kinder Morgan Energy Partners, L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001506_CR_FIRB | 5493005158BXZWGOX572 | | | | 3097Z US EQUITY | Koch Industries Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001507_CR_FIRB | 549300JF6LPRTRJ0FH50 | | | | KSS UN Equity | Kohl's Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001508_CR_FIRB | V1BYR0MM295ZFWYYS367 | | | | KRFT US EQUITY | Kraft Foods Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001509_CR_FIRB | GR3KVMWVCR54YWQNXU90 | | DE0933796 | | LTD GF Equity | L Brands, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001510_CR_FIRB | | | | | LINE US EQUITY | Linn Energy LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001511_CR_FIRB | 5493007B9BM9ZXJINO78 | | DE4009151 | | LYV UN Equity | Live Nation Entertainment, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001512_CR_FIRB | DPRBOZP0K5RM2YE8UU08 | | | | LMT US EQUITY | Lockheed Martin Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001513_CR_FIRB | WAFCR4OKGSC504WU3E95 | | NC0087443 | | LOW UN Equity | Lowe's Companies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001514_CR_FIRB | 2RTSLGQ89VMY18RHX631 | | | | | Manitowoc Co Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001515_CR_FIRB | 1FRVQX2CRLGC1XLP5727 | | DE3395371 | | MRO US Equity | Marathon Oil Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001516_CR_FIRB | 3BNYRYQHD39K4LCKQF12 | | DE4750998 | | MPC UN Equity | Marathon Petroleum Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001517_CR_FIRB | 225YDZ14ZO8E1TXUSU86 | | DE2798413 | | MAR US Equity | Marriott International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001518_CR_FIRB | 54930073HKEO6GZBSS03 | | | | 4614Z US EQUITY | Mars Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001519_CR_FIRB | 549300XMP3KDCKJXIU47 | | DE0706226 | | MMC UN Equity | Marsh & McLennan Companies, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001520_CR_FIRB | 5GCSNMQXHEYA1JO8QN11 | | DE0585027 | | MAS US Equity | Masco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001521_CR_FIRB | AR5L2ODV9HN37376R084 | | DE3390142 | | MA US Equity | MasterCard Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001522_CR_FIRB | 549300VELLG24KHTJ564 | | DE0673809 | | MAT US Equity | Mattel, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001523_CR_FIRB | UE2136O97NLB5BYP9H04 | | | | MCD US EQUITY | McDonald's Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001524_CR_FIRB | 549300WZWOM80UCFSF54 | | DE2417015 | | MCK US Equity | McKesson Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001525_CR_FIRB | 4DL8C98Z5G5IXZLH3578 | | | | MWV US Equity | MeadWestvaco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001526_CR_FIRB | D56MRZY2INAN94ZONZ37 | | | | MDT US EQUITY | Medtronic Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001527_CR_FIRB | 4YV9Y5M8S0BRK1RP0397 | | | | MRK US EQUITY | Merck & Co Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001528_CR_FIRB | INR2EJN1ERAN0W5ZP974 | | WA600413485 | | MSF NA Equity | Microsoft Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001529_CR_FIRB | 54930073LBBH6ZCBE225 | | | | TAP US EQUITY | Molson Coors Brewing Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001530_CR_FIRB | 549300DV9GIB88LZ5P30 | | VA05501796 | | KTF GF Equity | Mondelez International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001531_CR_FIRB | NONUZEX43GHIPSVDD938 | | DE3174788 | | MON US Equity | Monsanto Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001532_CR_FIRB | 6S552MUG6KGJVEBSEC55 | | DE0789650 | | MTLA GF Equity | Motorola Solutions, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001533_CR_FIRB | MOM4570XTJ5YYX7JKH83 | | DE2977161 | | NG/ LN Equity | National Grid USA | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001534_CR_FIRB | 549300VSP3RIX7FGDZ51 | | | | NEM US EQUITY | Newmont Mining Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001535_CR_FIRB | UMI46YPGBLUE4VGNNT48 | | | | NEE UN Equity | NextEra Energy Capital Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001536_CR_FIRB | 549300Z2ZSKKGUE3J147 | | | | NKE US EQUITY | Nike Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001537_CR_FIRB | ZHUWIE4VK4MIYES0UG62 | | IN2000033100151 | | NI UN Equity | NiSource Finance Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001538_CR_FIRB | 7D6DIU2QXTUJRFNNJA49 | | CAC1059173 | | 7201 JT Equity | Nissan Motor Acceptance Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001539_CR_FIRB | 02VFQXG2D1LR5ZH3K186 | | | | NBL UN Equity | Noble Energy, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001540_CR_FIRB | 549300S3IZB5P35KNV16 | | WA178071138 | | JWN US Equity | Nordstrom, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001541_CR_FIRB | RIMU48P07456QXSO0R61 | | | | NOC US EQUITY | Northrop Grumman Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001542_CR_FIRB | 6B6FQLPMMKB14LX6NY57 | | | | | Novelis Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001543_CR_FIRB | 549300GGJCRSI2TIEJ46 | | | | NUE UN Equity | Nucor Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001544_CR_FIRB | IM7X0T3ECJW4C1T7ON55 | | | | OXY US EQUITY | Occidental Petroleum | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001545_CR_FIRB | 52990006VBKYFQMQJX90 | | KvK 34311273 0000 | | OILT UD EQUITY | Oiltanking Finance B.V. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001546_CR_FIRB | HKUPACFHSSASQK8HLS17 | | | | OMC US EQUITY | Omnicom Group | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001547_CR_FIRB | 1Z4GXXU7ZHVWFCD8TV52 | | DE2457805 | | ORCL* MM Equity | Oracle Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001548_CR_FIRB | 549300TOPQ8NG4HGVK16 | | | | | Owens Corning | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001549_CR_FIRB | PH3S12DWZBHHQKVYZ297 | | WA177005077 | | PCAR US Equity | PACCAR Financial Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001550_CR_FIRB | KDTEY8BWE486IKZ3CC07 | | | | PCAR US EQUITY | Paccar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001551_CR_FIRB | SGY07Y7FNYBNLM6Z1M11 | | OR085297-86 | | BRK/A US Equity | PacifiCorp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001552_CR_FIRB | 5493002CONDB4N2HKI23 | | | | PH US EQUITY | Parker Hannifin Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001553_CR_FIRB | EJCO258LNNVSKAR2JX59 | | DE2864939 | | BTU US Equity | Peabody Energy Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001554_CR_FIRB | FJSUNZKFNQ5YPJ5OT455 | | NC0198463 | | PEP SE Equity | PepsiCo, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001555_CR_FIRB | 765LHXWGK1KXCLTFYQ30 | | | | PFE US EQUITY | Pfizer Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001556_CR_FIRB | 8YQ2GSDWYZXO2EDN3511 | | | | | PG&E Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001557_CR_FIRB | HL3H1H2BGXWVG3BSWR90 | | VA0670281-5 | | PMI SE Equity | Philip Morris International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001558_CR_FIRB | TWSEY0NEDUDCKS27AH81 | | | | | Pinnacle West Capital Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001559_CR_FIRB | 549300N2O26NW4ST6W55 | | DE0101728 | | PBI US Equity | Pitney Bowes Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001560_CR_FIRB | 5MRSWZYSSE4064ED3F25 | | | | | Plains Exploration & Production Co LP | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001561_CR_FIRB | 549300BKPEP01R3V6C59 | | PA284424 | | PPG UN Equity | PPG Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001562_CR_FIRB | ZU69GUVJQGZ6Z1UOOO79 | | | | PX US EQUITY | Praxair Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001563_CR_FIRB | 6S3X7J22E861RNTJSA74 | | | | 3252Z US EQUITY | President & Fellows of Harvard College | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001564_CR_FIRB | 2572IBTT8CCZW6AU4141 | | | | PG US EQUITY | Procter & Gamble Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001565_CR_FIRB | 5PRBRS5FEH7NREC8OR45 | | NJ0100802453 | | PRU US Equity | Prudential Financial, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001566_CR_FIRB | PUSS41EMO3E6XXNV3U28 | | | | PEG US EQUITY | Public Service Enterprise Group Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001567_CR_FIRB | 123WALMHY1GZXG2YDL90 | | | | PVH UN Equity | PVH Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001568_CR_FIRB | 8MCWUBXQ0WE04KMXBX50 | | DE2249088 | | DGX UN Equity | Quest Diagnostics Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001569_CR_FIRB | HO1QNWM0IXBZ0QSMMO20 | | | | RL UN Equity | Ralph Lauren Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001570_CR_FIRB | YR6K3WJN0KKLUPZSNL57 | | DE0472015 | | RTN US Equity | Raytheon Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001571_CR_FIRB | NKNQHM6BLECKVOQP7O46 | | | | RSG US EQUITY | Republic Services Group | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001572_CR_FIRB | PQQ60KVT5SJX0ETQT497 | | | | RKT US Equity | Rock-Tenn Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001573_CR_FIRB | VH3R4HHBHH12O0EXZJ88 | | | | ROK US Equity | Rockwell Automation, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001574_CR_FIRB | 549300LJXD867XMVE759 | | | | ROP UN Equity | Roper Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001575_CR_FIRB | K2NEH8QNVW44JIWK7Z55 | | C-38863 | | RCL NO Equity | Royal Caribbean Cruises Ltd. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001576_CR_FIRB | 549300TJCKW4BRXPJ474 | | | | RPM US Equity | RPM International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001577_CR_FIRB | 549300VXRTBPBK07QT94 | | | | 0398293Z US EQUITY | Ruby Pipeline LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001578_CR_FIRB | ZXJ6Y2OSPZXIVGRILD15 | | FL590739250 | | R US Equity | Ryder System, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001579_CR_FIRB | 549300NKZ6VCN5P3K723 | | DE2096948 | | SWY US Equity | Safeway Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001580_CR_FIRB | RLTHESQ0RNFQJWPBJN60 | | DE2258732 | | SGMS UW Equity | Scientific Games International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001581_CR_FIRB | Q0M0CZB4YN6JZ65WXI09 | | | | SEE US EQUITY | Sealed Air Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001582_CR_FIRB | PBBKGKLRK5S5C0Y4T545 | | CAC1991515 | | SRE US Equity | Sempra Energy | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001583_CR_FIRB | KAF673KJXD92C8KSLU49 | | | | SLGN US EQUITY | Silgan Holdings Inc [fka Silgan Corp] | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001584_CR_FIRB | MR92GTD0MJTTTTQDVG45 | | DE2360269 | | | Simon Property Group, L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001585_CR_FIRB | HHWAT5TDOYZMM26KKQ73 | | | | SNA US Equity | Snap-on Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001586_CR_FIRB | 549300FC3G3YU2FBZD92 | | | | | Southern Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001587_CR_FIRB | EFWMP121W54QV9MGOP87 | | DE4116263 | | SWN US Equity | Southwestern Energy Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001588_CR_FIRB | P761FCI0CPOG24I8JE10 | | | | SPW US Equity | SPX Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001589_CR_FIRB | 549300DJ09SMTO561131 | | | | SWK US Equity | Stanley Black & Decker, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001590_CR_FIRB | XQM2JINI1UL7642TU573 | | | | SPLS US Equity | Staples, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001591_CR_FIRB | 5493002F0SC4JTBU5137 | | MI148492 | | SYK US Equity | Stryker Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001592_CR_FIRB | 549300TXO070764WUH65 | | | | SPWR US EQUITY | Sunpower Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001593_CR_FIRB | YF6ZV0M6AU4FY94MK914 | | | | SYMC US Equity | Symantec Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001594_CR_FIRB | 5RGWIFLMGH3YS7KWI652 | | | | SYY US Equity | Sysco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001595_CR_FIRB | 8WDDFXB5T1Z6J0XC1L66 | | | | TGT US Equity | Target Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001596_CR_FIRB | 6HL0C5LCIE4TN8UZHL06 | | DE2980513 | | TRP UN Equity | TC PipeLines, LP | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001597_CR_FIRB | UUL85LWXB4NGSWWXIQ25 | | | | TFX US Equity | Teleflex Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001598_CR_FIRB | YAWJZJYEQ7M1SYMOS462 | | DE2106001 | | TEX UN Equity | Terex Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001599_CR_FIRB | CMTK1YBYNLPLIS3QLI53 | | | | TSO US EQUITY | Tesoro Petroleum | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001600_CR_FIRB | 549300VFZ8XJ9NUPU221 | | | | | The Estee Lauder Companies | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001601_CR_FIRB | HCHV7422L5HDJZCRFL38 | | DE0558016 | | TMO US Equity | Thermo Fisher Scientific Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001602_CR_FIRB | KNG3XRAA0RHN9H62OK76 | | | | TWX US EQUITY | Time Warner Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001603_CR_FIRB | B0I35MLPFXZSE70ASS73 | | | | TKR US EQUITY | Timken Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001604_CR_FIRB | 549300V2JRLO5DIFGE82 | | DE3058821 | | DTE GF Equity | T-Mobile USA, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001605_CR_FIRB | R1JB4KXN77XFCXOQKV49 | | DE7324254 | | TRN US Equity | Trinity Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001606_CR_FIRB | 3NWOXIHJSQCX0SM5Z749 | | DE3589359 | | TRW US Equity | TRW Automotive Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001607_CR_FIRB | G8NWFN4YP7CR6FOP4886 | | | | | Tupperware Brands Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001608_CR_FIRB | WD6L6041MNRW1JE49D58 | | | | TSN US Equity | Tyson Foods, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001609_CR_FIRB | MYF1DAS6G5WY7PRWCU78 | | DE0945814 | | ULVR LN Equity | Unilever Capital Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001610_CR_FIRB | K1OQBWM7XEOO08LDNP29 | | DE0890080 | | UAL UN Equity | United Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001611_CR_FIRB | D01LMJZU09ULLNCY6Z23 | | | | UPS US EQUITY | United Parcel Service Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001612_CR_FIRB | JNLUVFYJT1OZSIQ24U47 | | | | X UN Equity | United States Steel Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001613_CR_FIRB | I07WOS4YJ0N7YRFE7309 | | | | UTX US EQUITY | United Technologies Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001614_CR_FIRB | 549300VSXHFQVR770L55 | | DE4426189 | | | Univar Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001615_CR_FIRB | 549300BZXZ66F6DTIF20 | | VA0016487-1 | | UVV US Equity | Universal Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001616_CR_FIRB | 5493004XNBKB5SFUJI60 | | DE0932960 | | AAL UW Equity | US Airways, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001617_CR_FIRB | KOO0397YRO83WY5MGD97 | | | | VRX CT Equity | Valeant Pharmaceuticals International | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001618_CR_FIRB | 549300XTO5VR8SKV1V74 | | | | VLO US EQUITY | Valero Energy Corp | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001619_CR_FIRB | 2S72QS2UO2OESLG6Y829 | | | | VZ US EQUITY | Verizon Communications Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001620_CR_FIRB | CWAJJ9DJ5Z7P057HV541 | | | | VFC US EQUITY | VF Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001621_CR_FIRB | X0ST5BPF0CZG9FE5OV61 | | | | VIA US EQUITY | Viacom Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001622_CR_FIRB | 549300OBVCU4IRZFZ230 | | | | | Virgin Media Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001623_CR_FIRB | CQKUMNNZVDJLRYV2PT43 | | | | | Virginia Electric & Power Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001624_CR_FIRB | 549300JZ4OKEHW3DPJ59 | | | | V US Equity | Visa Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001625_CR_FIRB | 549300BMOJ05INE4YK86 | | DE2669712 | | | Vornado Realty L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001626_CR_FIRB | 549300UUPJ2NXDB68M19 | | DE0911551 | | | VW Credit, Inc.

| US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001627_CR_FIRB | Y87794H0US1R65VBXU25 | | | | WMT US EQUITY | Wal-Mart Stores Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001628_CR_FIRB | 7260JQNI6SCF9FIV2392 | | | | DIS US EQUITY | Walt Disney Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001629_CR_FIRB | IQN3XTJNANI73KWRED03 | | | | | Walter Energy Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001630_CR_FIRB | 549300YX8JIID70NFS41 | | | | WM US EQUITY | Waste Management | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001631_CR_FIRB | 3CYEJKBUJZO3UW777J80 | | DE3797582 | | | WEA Finance LLC | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001632_CR_FIRB | WHENKOULSSK7WUM60H03 | | | | WHR US EQUITY | Whirlpool Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001633_CR_FIRB | D3W7PCXCBRQLL17DZ313 | | | | | World Fuel Services Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001634_CR_FIRB | T4VNTWMFQ7JQB65L7T35 | | DE3664441 | | WYN UN Equity | Wyndham Worldwide Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001635_CR_FIRB | LGJNMI9GH8XIDG5RCM61 | | MN37-AA | | XEL US Equity | Xcel Energy Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001636_CR_FIRB | 4KF48RN45X1OO8UBLY20 | | | | XRX UN Equity | Xerox Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001637_CR_FIRB | 6EY4K7ZMF9UX1CU6KC79 | | | | XIX GF Equity | Xilinx, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001638_CR_FIRB | 549300DF5MV96DRYLQ48 | | | | XYL US EQUITY | Xylem Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001639_CR_FIRB | 2P2YLDVPES3BXQ1FRB91 | | DE3343799 | | ZMH US Equity | Zimmer Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001640_CR_FIRB | 549300HD9Q1LOC9KLJ48 | | | | ZTS UN Equity | Zoetis Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001641_CR_FIRB | 5493007CO5W5OBFG7L21 | | | | | RETAIL ESTATES NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001642_CR_FIRB | 549300QSUNKAEBMYIR16 | | | | | RAVAGO S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001643_CR_FIRB | 549300O3SGMD4K45DN61 | | | BE 0404621642 | | ALCATEL-LUCENT BELL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001644_CR_FIRB | 54930031IF9XW7PCY637 | | | BE 0403992231 | | Atlas Copco Airpower | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001645_CR_FIRB | 549300PR82EONF1NKE18 | | | BE 0473566965 | | BELFIMA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001646_CR_FIRB | 549300UOBXCS79E82606 | | | BE 0404535431 | | Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001647_CR_FIRB | 549300VSM2RG55U2QU15 | | | BE 0400853488 | | BRUSSELS AIRLINES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001648_CR_FIRB | 5493007ZLRNTTT9B6384 | | | | | Carrefour Finance SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001649_CR_FIRB | 529900P0HVIO92I8AU52 | | | BE 0422362447 | | COCKERILL MAINTENANCE & INGENIERIE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001650_CR_FIRB | 549300VWVXR1GOHG0E16 | | | BE 0425702910 | | COFELY FABRICOM sa | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001651_CR_FIRB | 5493003N7PPOYDZI1G90 | | | BE 0400464795 | | COMPAGNIE D'ENTREPRISES CFE — AANNEMINGSMAATSCHAPPIJ CFE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001652_CR_FIRB | 5299009GDDJ20VCTA286 | | | BE 0404411707 | | CONTINENTAL BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001653_CR_FIRB | 549300NF0J86QSGBSV95 | | | BE 0413572663 | | DELDO AUTOBANDEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001654_CR_FIRB | 549300KT827RUL680A73 | | | BE0428741087 | | D'IETEREN Treasury | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001655_CR_FIRB | 5493000G720YN71E2S86 | | | BE 0435305514 | | DREDGING INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001656_CR_FIRB | 529900YOYR5FW12UBJ80 | | | BE 0471811661 | | EDF Luminus | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001657_CR_FIRB | 549300F203XBWYK45D98 | | | BE 0411515075 | | Emmaüs vzw | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001658_CR_FIRB | 529900T3V512W5JEJF78 | | | BE 0406183144 | | Evonik Degussa Antwerpen | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001659_CR_FIRB | 5493006GOR72R0ZYBN98 | | | BE 0860409202 | | EXMAR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001660_CR_FIRB | 52990071WX2UW1WNHC16 | | | BE 0402954628 | | FLUXYS BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001661_CR_FIRB | 529900RL1B6NSLKU7P45 | | | BE 0821382439 | | FLUXYS FINANCE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001662_CR_FIRB | 549300EL1OTYCHBFUV17 | | | BE 0442100363 | | GDF SUEZ CC SCRL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001663_CR_FIRB | 549300AS6JDY8GAUB274 | | | BE 0831958211 | | GDF SUEZ ENERGY MANAGEMENT TRADING | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001664_CR_FIRB | 6IM6CQKADLNCQGUEU352 | | | BE0439255986 | | GEMS Services SA/NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001665_CR_FIRB | 549300UFHGFY5IOON989 | | | BE 0220324117 | | Gimv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001666_CR_FIRB | 5493004EAZQ20FYJKT70 | | | BE 0438202052 | | greif services belgium | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001667_CR_FIRB | 5299004FBX5DGG463D98 | | | BE 0430060188 | | HERAEUS ELECTRO — NITE INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001668_CR_FIRB | 5493002TTO3072KC6L60 | | | BE 0402220594 | | Hewlett — Packard Belgium | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001669_CR_FIRB | 549300VI27GGJFIOCP26 | | | BE 0440113348 | | INTERNATIONAL FINANCE CENTER CFE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001670_CR_FIRB | 5493002RVRZ1S3CPUI26 | | | BE 0428750985 | | ION BEAM APPLICATIONS S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001671_CR_FIRB | 54930073JZQL85NE3817 | | | BE 0222343301 | | IVERLEK | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001672_CR_FIRB | 549300YEC7519H8CBF72 | | | BE 0473587751 | | J.C. General Services CVBA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001673_CR_FIRB | 549300U0BLKP6Y8LPX16 | | | BE 0404778426 | | Katoen Natie | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001674_CR_FIRB | 529900X1VAF3IXDZJ071 | | | | | LE PEIGNE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001675_CR_FIRB | 549300ROPVHSEKEMW107 | | | BE 0807049797 | | LOCORAIL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001676_CR_FIRB | 549300L6DOLPEQSOI005 | | | BE 0405580655 | | MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001677_CR_FIRB | 5493007JS0ZHJVBUWP18 | | | BE 0456810810 | | MOBISTAR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001678_CR_FIRB | 549300V3ES7BVGYNRZ58 | | | BE 0413630071 | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001679_CR_FIRB | 529900P78BT1RIIYWY69 | | | BE 0458885719 | | NUTRECO CAPITAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001680_CR_FIRB | 549300XHGK09MEWMOL68 | | | BE 0419457296 | | Ontex bvba | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001681_CR_FIRB | 5299009CBE6VJXABZS81 | | | BE 0436410522 | | RAFFINERIE TIRLEMONTOISE — TIENSE SUIKERRAFFINADERERIJ | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001682_CR_FIRB | 529900P4SONA6KVTRT86 | | | BE 0428343981 | | RECTICEL INTERNATIONAL SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001683_CR_FIRB | 529900LK4T42CNH2U882 | | | BE 0434475767 | | S.B. MANAGEMENT AND SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001684_CR_FIRB | 529900FTYUE9QOXMU884 | | | BE 0434284638 | | SAINT-GOBAIN BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001685_CR_FIRB | 549300CCKFF44A550J72 | | | BE 0400747580 | | SARENS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001686_CR_FIRB | 549300JTFH1WHCEMIN40 | | | BE 0407139583 | | SD WORX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001687_CR_FIRB | HB7FFAZI0OMZ8PP8OE26 | | | BE 0413330856 | | Society for Worldwide Interbank Financial Telecommunication | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001688_CR_FIRB | 213800IS5GA1OZ8RBM85 | | | BE 0473416418 | | TELENET nv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001689_CR_FIRB | 529900R7MYQQO8CHR962 | | | BE 0403063902 | | TOTAL BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001690_CR_FIRB | 5299003N2SCVNU16O909 | | | BE 0403079441 | | Total Petrochemicals & Refining SA/NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001691_CR_FIRB | 549300ZSTW3D1UXOXY91 | | | BE 0412639681 | | TRACTEBEL ENGINEERING sa | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001692_CR_FIRB | 529900F3AIQECS8ZSV61 | | | | | UMICORE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001693_CR_FIRB | 549300J5X4E65PJHE355 | | | BE 0464538245 | | VPK SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001694_CR_FIRB | 5493002MUOV04NSPT571 | 2796756-1 | | | | RBC INVESTOR SERVICES TRUST | CA | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001695_CR_FIRB | 549300G6ZUFBJVLAJQ46 | | | | | MERCURIA ENERGY TRADING SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001696_CR_FIRB | 5299009K1FINARYDEC72 | | | | | RENAULT FINANCE SA | CH | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001697_CR_FIRB | 549300WZRVQERM819Z90 | 1141987-6 | CH02039235685 | | | Schweizerische RÃ ckversicherungs-Gesellschaft AG | CH | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001698_CR_FIRB | 52990031Q7PCTSUSRW11 | 2820823-9 | HRB40498 | | | LBBW Dublin Management GmbH | DE | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001699_CR_FIRB | 529900GHE5268QPEOH13 | 2537992-6 | HRB106727 | | | LIDL IRELAND GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001700_CR_FIRB | 529900USFSZYPS075O24 | 1144838-8 | HRB3790 | | | VOLKSWAGEN FINANCIAL SERVICES AG | DE | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001701_CR_FIRB | 549300Y5BJOTCMUYT658 | | | | | ARCELORMITTAL TREASURY SNC | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001702_CR_FIRB | 969500KY4MRVCLM9HE48 | | | | | EDF ENERGIES NOUVELLES | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001703_CR_FIRB | 529900QI55ZLJVCMPA71 | | | | | TOTAL CAPITAL | FR | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001704_CR_FIRB | 2138006E2VG89XLORJ06 | | 02366682 | | | YORKSHIRE WATER SERVICES LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001705_CR_FIRB | 549300BPQYQ838KE1X51 | | | | | UNIPEC ASIA COMPANY LIMITED | HK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001706_CR_FIRB | 213800SKZTSE2L1BII69 | | | | | THAMES WATER UTILITIES CAYMAN FINANCE LIMITED | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001707_CR_FIRB | 0YQH6LCEF474UTUV4B96 | | KvK 34313428 0000 | | | ENEL FINANCE INTERNATIONAL N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001708_CR_FIRB | 4ME66GO1Q4T87C52WS37 | | KvK 33134831 0000 | | | GENERAL ELECTRIC INTERNATIONAL INC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001709_CR_FIRB | | | | | 1310Z AR Equity | Argentina | AR | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001710_CR_FIRB | | | | | 1525Z AU Equity | Australia | AU | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001711_CR_FIRB | | | | | 1480Z AV Equity | Austria | AT | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001712_CR_FIRB | | | | | 43886Z BD Equity | Bangladesh | BD | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001713_CR_FIRB | | | | | 111136Z BB Equity | Belgium | BE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001714_CR_FIRB | | | | | 1323Z BZ Equity | Brazil | BR | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001715_CR_FIRB | | | | | 129225Z BU Equity | Bulgaria | BG | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001716_CR_FIRB | | | | | 80710Z CN Equity | Canada | CA | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001717_CR_FIRB | | | | | 45793Z CI Equity | Chile | CL | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001718_CR_FIRB | | | | | PRCH CH Equity | China | CN | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001719_CR_FIRB | | | | | 1153Z CB Equity | Colombia | CO | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001720_CR_FIRB | | | | | 1040Z CP Equity | Czech Republic | CZ | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001721_CR_FIRB | | | | | 1271Z DC Equity | Denmark | DK | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001722_CR_FIRB | | | | | 1083Z EY Equity | Egypt | EG | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001723_CR_FIRB | | | | | 1000Z ET Equity | Estonia | EE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001724_CR_FIRB | | | | | 1306Z FH Equity | Finland | FI | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001725_CR_FIRB | | | | | 223727Z FP Equity | France | FR | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001726_CR_FIRB | | | | | 3413Z GR Equity | Germany | DE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001727_CR_FIRB | | | | | 1004Z GA Equity | Greece | GR | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001728_CR_FIRB | | | | | 1182Z HB Equity | Hungary | HU | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001729_CR_FIRB | | | | | 1504Z IN Equity | India | IN | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001730_CR_FIRB | | | | | 1133Z IJ Equity | Indonesia | ID | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001731_CR_FIRB | | | | | 1266Z ID Equity | Ireland | IE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001732_CR_FIRB | | | | | 3343943Z IT Equity | Israel | IL | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001733_CR_FIRB | | | | | 2103Z IM Equity | Italy | IT | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001734_CR_FIRB | | | | | JAPZ JP Equity | Japan | JP | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001735_CR_FIRB | | | | | 1001Z KN Equity | Kenya | KE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001736_CR_FIRB | | | | | 3344606Z LR Equity | Latvia | LV | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001737_CR_FIRB | | | | | 1092Z LH Equity | Lithuania | LT | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001738_CR_FIRB | | | | | 1110Z LX Equity | Luxembourg | LU | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001739_CR_FIRB | | | | | 1124Z MK Equity | Malaysia | MY | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001740_CR_FIRB | | | | | 5753Z US Equity | Malta | MT | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001741_CR_FIRB | | | | | 1426Z MM Equity | Mexico | MX | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001742_CR_FIRB | | | | | 1096Z MC Equity | Morocco | MA | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001743_CR_FIRB | | | | | 1533Z NA Equity | Netherlands | NL | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001744_CR_FIRB | | | | | 46443Z NZ Equity | New Zealand | NZ | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001745_CR_FIRB | | | | | 1233Z NO Equity | Norway | NO | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001746_CR_FIRB | | | | | 279379Z PM Equity | Philippines | PH | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001747_CR_FIRB | | | | | 1084Z PW Equity | Poland | PL | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001748_CR_FIRB | | | | | 1174Z PL Equity | Portugal | PT | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001749_CR_FIRB | | | | | 1089Z RO Equity | Romania | RO | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001750_CR_FIRB | | | | | 4458Z RU Equity | Russia | RU | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001751_CR_FIRB | | | | | 3344642Z AB Equity | Saudi Arabia | SA | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001752_CR_FIRB | | | | | 1545Z SP Equity | Singapore | SG | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001753_CR_FIRB | | | | | 1023Z SK Equity | Slovakia | SK | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001754_CR_FIRB | | | | | 1091Z SV Equity | Slovenia | SI | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001755_CR_FIRB | | | | | 50184Z SJ Equity | South Africa | ZA | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001756_CR_FIRB | | | | | ROKZ KS Equity | South Korea | KR | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001757_CR_FIRB | | | | | 1841Z SM Equity | Spain | ES | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001758_CR_FIRB | | | | | 204283Z EK Equity | Sudan | SD | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001759_CR_FIRB | | | | | 1179Z SS Equity | Sweden | SE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001760_CR_FIRB | | | | | 344758Z SW Equity | Switzerland | CH | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001761_CR_FIRB | | | | | 116657Z TT Equity | Taiwan | TW | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001762_CR_FIRB | | | | | 1179Z TB Equity | Thailand | TH | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001763_CR_FIRB | | | | | 114144Z TI Equity | Turkey | TR | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001764_CR_FIRB | | | | | 1089Z UZ Equity | Ukraine | UA | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001765_CR_FIRB | | | | | 3344698Z UH Equity | United Arab Emirates | AE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001766_CR_FIRB | | | | | 6152Z LN Equity | United Kingdom | GB | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001768_CR_FIRB | | | | | 6152Z LN Equity | United States | US | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001769_CR_FIRB | | | | | 1069Z VC Equity | Venezuela | VE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001770_CR_FIRB | | | | | 231715Z VN Equity | Vietnam | VN | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001771_CR_FIRB | ZTMSNXROF84AHWJNKQ93 | | | | | INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT | US | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001772_CR_FIRB | QKL54NQY28TCDAI75F60 | | | | | INTERNATIONAL FINANCE CORPORATION | US | Sovereign sample | General governments | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001773_CR_FIRB | BFXS5XCH7N0Y05NIXW11 | | | | 3531454Z NA EQUITY | ABN Amro | NL | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001774_CR_FIRB | | | | CNE100000Q43 | 1288 HK EQUITY | Agricultural Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001775_CR_FIRB | 3U8WV1YX2VMUHH7Z1Q21 | | | IE0000197834 | ALBK ID EQUITY | ALLIED IRISH BANKS PLC | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001776_CR_FIRB | 5299009N55YRQC69CN08 | | | GRS015013006 | ALPHA GA EQUITY | Alpha Bank | GR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001777_CR_FIRB | JHE42UYNWWTJB8YTTU19 | | | AU000000ANZ3 | ANZ AU EQUITY | ANZ | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001778_CR_FIRB | 549300CTUU1RFXHQJE44 | | | US0594603039 | BBD US EQUITY | Banco Bradesco | BR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001779_CR_FIRB | JU1U6S0DG9YLT7N8ZV32 | | | PTBCP0AM0007 | BCP PL EQUITY | BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) | PT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001780_CR_FIRB | QE0Q0253K88YAGNPE356 | | | BRBBASACNOR3 | BBAS3 BZ EQUITY | Banco Do Brasil | BR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001781_CR_FIRB | 5493006P8PDBI8LC0O96 | | | IT0005002883 | BP IM EQUITY | Banco Popolare | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001782_CR_FIRB | 9DJT3UXIJIZJI4WXO774 | | | US0605051046 | BAC US EQUITY | Bank of America Corp. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001783_CR_FIRB | 54930053HGCFWVHYZX42 | | | CNE1000001Z5 | 3988 HK EQUITY | Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001784_CR_FIRB | | | | CNE100000205 | 3328 HK EQUITY | Bank of Communications | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001785_CR_FIRB | CO6GC26LCGGRTUESIP55 | | | HK0023000190 | 23 HK EQUITY | Bank of East Asia Ltd. | HK | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001786_CR_FIRB | Q2GQA2KF6XJ24W42G291 | | | IE0030606259 | BKIR ID EQUITY | BANK OF IRELAND | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001787_CR_FIRB | NQQ6HPCNCCU6TUTQYE16 | | | CA0636711016 | BMO CN EQUITY | Bank of Montreal | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001788_CR_FIRB | WFLLPEPC7FZXENRZV188 | | | US0640581007 | BK US EQUITY | Bank of New York Mellon Corp. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001789_CR_FIRB | L3I9ZG2KFGXZ61BMYR72 | | | CA0641491075 | BNS CN EQUITY | Bank of Nova Scotia | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001790_CR_FIRB | 549300685QG7DJS55M76 | | | ES0113307021 | BKIA SM EQUITY | Bankia | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001791_CR_FIRB | VWMYAEQSTOPNV0SUGU82 | | | ES0113679I37 | BKT SM EQUITY | BANKINTER | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001792_CR_FIRB | G5GSEF7VJP5I7OUK5573 | | | GB0031348658 | BARC LN EQUITY | Barclays Plc | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001794_CR_FIRB | VDYMYTQGZZ6DU0912C88 | 1103165-5 | | | BLGZ GR EQUITY | Bayerische Landesbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001795_CR_FIRB | K8MS7FD7N5Z2WQ51AZ71 | | | ES0113211835 | BBVA SM EQUITY | BBVA | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001796_CR_FIRB | A5GWLFH3KM7YV2SFQL84 | | | | CCBG BB EQUITY | Belfius (Ex-Dexia bank) | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001797_CR_FIRB | R0MUWSFPU8MPRO8K5P83 | | | FR0000131104 | BNP FP EQUITY | BNP Paribas | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001798_CR_FIRB | 9695005MSX1OYEMGDF46 | | | | 3692594z fp equity | BPCE | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001799_CR_FIRB | 7CUNS533WID6K7DGFI87 | | | ES0140609019 | CABK SM EQUITY | CaixaBank | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001800_CR_FIRB | 2IGI19DL77OX0HC3ZE78 | | | CA1360691010 | CM CN EQUITY | Canadian Imperial Bank of Commerce | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001801_CR_FIRB | | | | CNE1000001Q4 | 998 HK EQUITY | China CITIC Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001802_CR_FIRB | 5493001KQW6DM7KEDR62 | | | CNE1000002H1 | 939 HK EQUITY | China Construction | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001803_CR_FIRB | | | | CNE100000SL4 | 601818 CH EQUITY | China Everbright Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001804_CR_FIRB | 549300MKO5B60FFIHF58 | | | CNE1000002M1 | 3968 HK EQUITY | China Merchants Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001805_CR_FIRB | 549300HBUGSQD1VCXG94 | | | CNE100000HF9 | 1988 HK EQUITY | China Minsheng Banking Corp., Ltd. | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001806_CR_FIRB | 6SHGI4ZSSLCXXQSBB395 | | | US1729674242 | C US EQUITY | Citigroup | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001807_CR_FIRB | 851WYGNLUQLFZBSYGB56 | 1106139-7 | | DE000CBK1001 | CBK GY EQUITY | Commerzbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001808_CR_FIRB | MSFSBD3QN1GSN7Q6C537 | | | AU000000CBA7 | CBA AU EQUITY | Commonwealth | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001809_CR_FIRB | 969500TJ5KRTCJQWXH05 | | | FR0000045072 | ACA FP EQUITY | Crédit Agricole | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001810_CR_FIRB | 9695000CG7B84NLR5984 | | | | CMUT FP EQUITY | Crédit Mutuel | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001811_CR_FIRB | ANGGYXNX0JLX3X63JN86 | | | CH0012138530 | CSGN VX EQUITY | Credit Suisse | CH | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001812_CR_FIRB | MAES062Z21O4RZ2U7M96 | | | DK0010274414 | DANSKE DC EQUITY | Danske Bank | DK | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001813_CR_FIRB | 7LTWFZYICNSX8D621K86 | 1106989-5 | | DE0005140008 | DBk GY EQUITY | Deutsche Bank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001814_CR_FIRB | 549300GKFG0RYRRQ1414 | | | NO0010031479 | DNB NO EQUITY | DNB NOR | NO | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001815_CR_FIRB | 529900HNOAA1KXQJUQ27 | 1107041-4 | | DE0008343104 | DGBK GR EQUITY | DZ BANK AG Deutsche Zentral-Genossenschaftsbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001816_CR_FIRB | JEUVK5RWVJEN8W0C9M24 | | | GRS323003004 | EUROB GA EQUITY | EFG EUROBANK ERGASIAS | GR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001817_CR_FIRB | PQOH26KWDF7CG10L6792 | | | AT0000652011 | EBS AV EQUITY | Erste Group Bank AG | AT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001818_CR_FIRB | 549300GGF3CSCFS5UT61 | | | PTBES0AM0007 | BES PL EQUITY | ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) | PT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001819_CR_FIRB | THRNG6BD57P9QWTQLG42 | | | US3167731005 | FITB US EQUITY | Fifth Third Bancorp | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001820_CR_FIRB | 784F5XWPLTWKTBV3E584 | | | US38141G1040 | GS US EQUITY | Goldman Sachs Group | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001821_CR_FIRB | MLU0ZO3ML4LN2LL2TL39 | | | GB0005405286 | HSBA LN EQUITY | HSBC Holdings | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001823_CR_FIRB | | | | CNE000001QZ7 | 601166 CH EQUITY | Industrial Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001824_CR_FIRB | 5493002ERZU2K9PZDL40 | | | CNE1000003G1 | 1398 HK EQUITY | Industrial Commercial Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001825_CR_FIRB | 3TK20IVIUJ8J3ZU0QE75 | | | NL0000303600 | INGA NA EQUITY | ING | NL | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001826_CR_FIRB | 2W8N8UU78PMDQKZENC08 | | | IT0000072618 | ISP IM EQUITY | Intesa | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001827_CR_FIRB | 635400DTNHVYGZODKQ93 | | | | ILOA ID EQUITY | Permanent TSB Group Holdings Plc | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001828_CR_FIRB | BZO2P8KHO2O10H5QQ663 | | | BRITUBACNPR1 | ITUB4 BZ EQUITY | Itaú Unibanco Holding | BR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001829_CR_FIRB | 8I5DZWZKVSZI1NUHU748 | | | US46625H1005 | JPM US EQUITY | JPMorgan Chase & Co.

| US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001830_CR_FIRB | 3M5E1GQGKL17HI6CPN30 | | | DK0010307958 | JYSK DC EQUITY | Jyske Bank | DK | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001831_CR_FIRB | 213800X3Q9LSAKRUWY91 | | | BE0003565737 | KBC BB EQUITY | KBC | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001832_CR_FIRB | 549300XXMOJSIW8P4769 | | | KR7060000007 | 060000 KS EQUITY | Kookmin Bank | KR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001833_CR_FIRB | B81CK4ESI35472RHJ606 | 1001144-3 | | | 2525Z GR EQUITY | Landesbank Baden-Württemberg | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001834_CR_FIRB | 549300PPXHEU2JF0AM85 | | | GB0008706128 | LLOY LN EQUITY | Lloyds Banking Group | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001836_CR_FIRB | 4ZHCHI4KYZG2WVRT8631 | | | AU000000MQG1 | MQG AU EQUITY | Macquarie | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001837_CR_FIRB | PSNL19R2RXX5U3QWHI44 | | | IT0000062957 | mb im equity | Mediobanca SpA | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001838_CR_FIRB | | | | JP3902900004 | 8306 JP EQUITY | Mitsubishi UFJ Financial Group | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001839_CR_FIRB | RB0PEZSDGCO3JS6CEU02 | | | JP3885780001 | 8411 JP EQUITY | Mizuho Financial Group | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001840_CR_FIRB | J4CP7MHCXR8DAQMKIL78 | | | IT0001334587 | BMPS IM EQUITY | Monte Dei Paschi | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001841_CR_FIRB | IGJSJL3JD5P30I6NJZ34 | | | US6174464486 | MS US EQUITY | Morgan Stanley | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001842_CR_FIRB | F8SB4JFBSYQFRQEH3Z21 | | | AU000000NAB4 | NAB AU EQUITY | National Australia Bank | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001843_CR_FIRB | 549300XFX12G42QIKN82 | | | | 0916972D LN EQUITY | Nationwide Building Society | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001845_CR_FIRB | 549300B3CEAHYG7K8164 | | | JP3762600009 | 8604 JP EQUITY | Nomura Holdings | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001846_CR_FIRB | DSNHHQ2B9X5N6OUJ1236 | 1124864-8 | | | 2531Z GR EQUITY | Norddeutsche Landesbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001847_CR_FIRB | 6SCPQ280AIY8EP3XFW53 | | | SE0000427361 | NDA SS EQUITY | Nordea | SE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001848_CR_FIRB | 549300GLF98S992BC502 | | | US6658591044 | NTRS US EQUITY | Northern Trust Corp. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001849_CR_FIRB | 7437003B5WFBOIEFY714 | | | | | OP Osuuskunta | FI | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001850_CR_FIRB | CFGNEKW0P8842LEUIA51 | | | US6934751057 | PNC US EQUITY | PNC Financial Services Group | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001851_CR_FIRB | DG3RU1DBUFHT4ZF9WN62 | | | | 682055Z NA EQUITY | Rabobank | NL | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001852_CR_FIRB | EVOYOND2GGP3UHGGE885 | | | AT0000606306 | RBI AV EQUITY | Raiffeisen Zentralbank Österreich AG | AT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001853_CR_FIRB | ES7IP3U3RHIGC71XBU11 | | | CA7800871021 | RY CN EQUITY | Royal Bank of Canada | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001854_CR_FIRB | 2138005O9XJIJN4JPN90 | | | GB00B7T77214 | RBS LN EQUITY | Royal Bank of Scotland | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001856_CR_FIRB | 5493006QMFDDMYWIAM13 | | | ES0113900J37 | SAN SM EQUITY | Santander | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001857_CR_FIRB | 549300WE6TAF5EEWQS81 | | | RU0009029540 | SBER RX EQUITY | Sberbank | RU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001858_CR_FIRB | F3JS33DEI6XQ4ZBPTN86 | | | SE0000148884 | SEBA SS EQUITY | SEB | SE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001859_CR_FIRB | | | | CNE0000011B7 | 600000 CH EQUITY | Shanghai Pudong Development Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001860_CR_FIRB | O2RNE8IBXP4R0TD8PU41 | | | FR0000130809 | GLE FP EQUITY | Société Générale | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001861_CR_FIRB | U4LOSYZ7YG4W3S5F2G91 | | | GB0004082847 | STAN LN EQUITY | Standard Chartered Group | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001863_CR_FIRB | 5493001JZ37UBBZF6L49 | | | INE062A01012 | SBIN IN EQUITY | State Bank of India | IN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001864_CR_FIRB | 549300ZFEEJ2IP5VME73 | | | US8574771031 | STT US EQUITY | State Street Corp | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001865_CR_FIRB | | | | JP3890350006 | 8316 JP EQUITY | Sumitomo Mitsui Financial Group | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001866_CR_FIRB | 7E1PDLW1JL6TS0BS1G03 | | | US8679141031 | STI US EQUITY | SunTrust Banks Inc. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001867_CR_FIRB | NHBDILHZTYCNBV5UYZ31 | | | SE0000193120 | SHBA SS EQUITY | Svenska Handelsbanken | SE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001868_CR_FIRB | M312WZV08Y7LYUC71685 | | | SE0000242455 | SWEDA SS EQUITY | Swedbank | SE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001869_CR_FIRB | GP5DT10VX1QRQUKVBK64 | | | DK0010311471 | SYDB DC EQUITY | Sydbank | DK | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001870_CR_FIRB | | | | | NORZ JP EQUITY | The Norinchukin Bank | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001871_CR_FIRB | PT3QB789TSUIDF371261 | | | CA8911605092 | TD CN EQUITY | Toronto-Dominion Bank | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001872_CR_FIRB | N1GZ7BBF3NP8GI976H15 | | | US9029733048 | USB US EQUITY | U.S. Bancorp | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001873_CR_FIRB | 81560097964CBDAED282 | | | | UBI IM EQUITY | UBI Banca | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001874_CR_FIRB | BFM8T61CT2L1QCEMIK50 | | | CH0024899483 | UBSN VX EQUITY | UBS | CH | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001875_CR_FIRB | 549300TRUWO2CD2G5692 | | | IT0004781412 | UCG IM EQUITY | Unicredit | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001876_CR_FIRB | IO66REGK3RCBAMA8HR66 | | | SG1M31001969 | UOB SP EQUITY | United Overseas Bank Ltd. | SG | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001877_CR_FIRB | | | | RU000A0JP5V6 | VTBR RX EQUITY | VTB Bank | RU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001878_CR_FIRB | PBLD0EJDB5FWOLXP3B76 | | | US9497461015 | WFC US EQUITY | Wells Fargo & Company | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001879_CR_FIRB | EN5TNI6CI43VEPAMHL14 | | | AU000000WBC1 | WBC AU EQUITY | Westpac | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001880_CR_FIRB | | | | KR7053000006 | 053000 ks equity | Woori Finance Holding | KR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001881_CR_FIRB | 2138002Y3WMK6RZS8H90 | | | | | NATIONAL BANK OF ABU DHABI | AE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001882_CR_FIRB | A6NZLYKYN1UV7VVGFX65 | | | BE 0404453574 | | Argenta Spaarbank NV/SA | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001883_CR_FIRB | 529900WPR59SSV2AOJ29 | | | BE 0414392710 | | BNP Paribas Fortis Factor | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001884_CR_FIRB | KGCEPHLVVKVRZYO1T647 | | | BE 0403199702 | | BNP PARIBAS FORTIS SA/NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001885_CR_FIRB | 549300OZ46BRLZ8Y6F65 | | | BE 0429875591 | | Euroclear Bank SA/NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001886_CR_FIRB | JLS56RAMYQZECFUF2G44 | | | BE 0403200393 | | ING BELGIUM SA/NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001887_CR_FIRB | 5493008QOCP58OLEN998 | | | BE 0404453475 | | Investar | BE | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001888_CR_FIRB | 6B2PBRV1FCJDMR45RZ53 | | | BE 0462920226 | | KBC BANK NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001889_CR_FIRB | Q5BP2UEQ48R75BOTCB92 | | | | | Ceskoslovenska obchodni banka as | CZ | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001890_CR_FIRB | KR6LSKV3BTSJRD41IF75 | 2900164-1 | 64948242 | | | UNICREDIT CZ/SK PRA | CZ | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001891_CR_FIRB | 2ZCNRR8UK83OBTEK2170 | 1103210-9 | HRB42148 | | | Unicredit Bank AG | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001892_CR_FIRB | 529900GJD3OQLRZCKW37 | 1134792-9 | HRB1819 | | | VOLKSWAGEN BANK GMBH | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001893_CR_FIRB | CXW2O4H2U3MBVXMY1773 | | | | | NORDEA BANK FINLAND PLC | FI | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001894_CR_FIRB | 969500VHCVGOH0RM3X42 | | | | | AXA CORPORATE SOLUTIONS ASSURANCE | FR | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001895_CR_FIRB | 549300WCGB70D06XZS54 | | | | | BNP Paribas Securities Services | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001896_CR_FIRB | 1VUV7VQFKUOQSJ21A208 | | | | | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001897_CR_FIRB | F4G136OIPBYND1F41110 | | | | | DEXIA CREDIT LOCAL | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001898_CR_FIRB | KX1WK48MPD4Y2NCUIZ63 | | | | | NATIXIS SA | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001899_CR_FIRB | QP3XKRKS0CX2T3O07L95 | | 02857033 | | | CARGILL GLOBAL FUNDING PLC | GB | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001900_CR_FIRB | 549300ZT0RVWCG8T4L55 | | 03196171 | | | CLERICAL MEDICAL INVESTMENT GROUP LTD | GB | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001901_CR_FIRB | TXDSU46SXBWIGJ8G8E98 | | 00995939 | | | RBC EUROPE | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001902_CR_FIRB | 0LC1OXN013FUKQASJB58 | 1466050-0 | | | | ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED | GG | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001903_CR_FIRB | 2HI3YI5320L3RW6NJ957 | 1116658-4 | | | | THE HONGKONG AND SHA | HK | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001904_CR_FIRB | N1FBEDJ5J41VKZLO2475 | | | | 3445100Z ID Equity | CITIBANK EUROPE PLC | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001905_CR_FIRB | HRRVUBV0XN84YQZT6245 | | | XS0227637500 | | DEPFA BANK PLC-DUBLIN HEAD OFFICE | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001906_CR_FIRB | EQYXK86SF381Q21S3020 | | | | 3459384Z LN Equity | MERRILL LYNCH INTERNATIONAL BANK LIMITED | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001907_CR_FIRB | 549300F99IL9YJDWH369 | 1105105-9 | | | | HSBC BANK MIDDLE EAST LIMITED | JE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001908_CR_FIRB | C3GTMMZIHMY46P4OIX74 | 1123361-6 | 019901008846 | | | THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001909_CR_FIRB | 549300OL514RA0SXJJ44 | | B9248 | | | CLEARSTREAM BANKING S.A. | LU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001910_CR_FIRB | 5493006YXS1U5GIHE750 | | | | | European Investment Bank | LU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001911_CR_FIRB | 549300X34UUBDEUL1Z91 | | | | XHB GR EQUITY | HSBC BANK MALTA PLC | MT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001912_CR_FIRB | G8ZTNESVNKW4NN761W05 | | KvK 33170459 0000 | | | ABN AMRO CLEARING BANK NV | NL | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001913_CR_FIRB | X3CZP3CK64YBHON1LE12 | | KvK 33002587 1594 | | | THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE | NL | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001914_CR_FIRB | HZSN7FQBPO5IEWYIGC72 | | | | | ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE | NZ | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001915_CR_FIRB | 54930044PULMORCKB765 | | | | | SAUDI ARABIAN MONETARY AGENCY | SA | Institutions sample | Central banks | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001916_CR_FIRB | CWZ8NZDH5SKY12Q4US31 | | | | | Citibank AS | TR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001917_CR_FIRB | B4TYDEB6GKMZO031MB27 | | | | | Bank of America NA | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001918_CR_FIRB | HPFHU0OQ28E4N0NFVK49 | | | | | BANK OF NEW YORK MELLON | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001919_CR_FIRB | E57ODZWZ7FF32TWEFA76 | | | | | Citibank NA | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001920_CR_FIRB | 7H6GLXDRUGQFU57RNE97 | | KvK 33278302 0000 | | | JPMorgan Chase Bank N | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001921_CR_FIRB | 571474TGEMMWANRLN572 | 1203023-5 | | | | STATE STREET BANK AND TRUST COMPANY BOSTON — MASSACHUSETTS | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000001_CR_AIRB | | 1040 | 58237v | | 0296104D AV EQUITY | ALPINE Bau GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000002_CR_AIRB | 5299005VO3GJ18GL5F14 | 8670870 | 310593f | | | AMAG Austria Metall AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000003_CR_AIRB | 549300VZKC61IR5U8G96 | 26972 | 50935f | AT0000730007 | ANDR AV EQUITY | ANDRITZ AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000004_CR_AIRB | 529900LMTI8YSE62EI88 | | | | LHA GF Equity | AUSTRIAN AIRLINES AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000005_CR_AIRB | 5299004QD601B8U1HD44 | 131830 | 109445z | | | Austrian Gaming Industries GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000006_CR_AIRB | 529900J7EWWGQ375DL84 | 2410 | 53507m | | | AVL List GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000007_CR_AIRB | | 226424 | 58036y | | | Bauunternehmung Granit Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000008_CR_AIRB | | 160431 | 89102h | | | BENE AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000009_CR_AIRB | 529900ZAFSOBVFCKF263 | | 319670d | | 0456855D AV EQUITY | Benteler International Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000010_CR_AIRB | 5299000SY4448XU04857 | 847216 | 86959g | | | CAG Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000011_CR_AIRB | 5299003V84MVB5A3C324 | 5762600 | 231192p | | | CARBONES HOLDING GMBH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000012_CR_AIRB | 529900G8XM6H1XVZBJ73 | 67504 | 99639d | | | Casinos Austria Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000013_CR_AIRB | 529900VN62L73X2OJX85 | 5200326 | 212163f | | | conwert Immobilien Invest SE | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000014_CR_AIRB | | 7161956 | 270027z | | | DCM DECOmetal GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000015_CR_AIRB | | 76350 | 67493f | | | dm drogerie markt GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000016_CR_AIRB | 5299002NFQKOBT1E8569 | 3570614 | 156765m | | | DO & CO Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000017_CR_AIRB | 5299004ARAOQMGTWCI13 | 125709 | 70342w | | | Doppelmayr Seilbahnen GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000018_CR_AIRB | 54930060U4XOVED1T359 | 5536812 | 223028h | | | EconGas GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000019_CR_AIRB | 529900WJZJAEI0VBLP60 | | | | | Egger Holzwerkstoffe GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000020_CR_AIRB | 52990048A4N0S24VG982 | 159026 | 42973x | | | Eglo Leuchten GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000021_CR_AIRB | 529900N8OA1GVSR5R946 | 30988 | 76532y | | | Energie AG Oberösterreich | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000022_CR_AIRB | 529900BMPGUGAFYYAV45 | 6106 | 126805d | | | Energie Burgenland AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000023_CR_AIRB | 529900WID59A60HHYX13 | 2795493 | 145825z | | | Erber Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000024_CR_AIRB | 529900P4JZBFEVNEAE60 | | | | EVN AV Equity | EVN AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000025_CR_AIRB | | 9907106 | 347483f | | | Felbermayr Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000026_CR_AIRB | 549300FQ2ILBH7DJ6I45 | 1754530 | 42984m | | | Flughafen Wien Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000027_CR_AIRB | 529900RJAN0LNMW7Q775 | 1312138 | 89381v | | | HABAU Hoch- und Tiefbaugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000028_CR_AIRB | 5299000X53SAWQMDFF06 | 58114 | 26451z | | | Hofer Kommanditgesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000029_CR_AIRB | | 1640348 | 47654f | | | Hyundai Import Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000030_CR_AIRB | 529900RQJADHH91ABP14 | 2777363 | 144991y | | | Infineon Technologies Austria AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000031_CR_AIRB | 529900DSSMPIR6R3GO43 | 130311 | 64543t | | | J. u. A. Frischeis Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000032_CR_AIRB | 5299008ARRNJFPBNTM78 | 4155033 | 178368g | | | Kapsch BusinessCom AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000033_CR_AIRB | 529900A9NX1TM65N4176 | 21369 | 99133i | | | KELAG-Kärntner Elektrizitäts-Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000034_CR_AIRB | | 1376136 | 94579m | | | Leiner Immobilien GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000035_CR_AIRB | | 25798 | 32725a | | | Leyrer + Graf Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000036_CR_AIRB | | 1216520 | 106825x | | | Management Trust Holding Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000037_CR_AIRB | 529900JYVV57QBKV9G11 | 1991078 | 35673k | | | MFC Commodities GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000038_CR_AIRB | 529900WFARKZGRCQ8652 | | | | | MONTANA TECH COMPONENTS GMBH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000039_CR_AIRB | 213800CUWJ54846X6779 | 1760513 | 40450k | | | Montanwerke Brixlegg Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000040_CR_AIRB | 529900UUANUJ60MNMX97 | | 71396w | | 7716424Z AV EQUITY | ÖBB — Infrastruktur Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000041_CR_AIRB | 529900UOHXZ1BIORCV04 | 6467385 | 248742y | | | ÖBB-Personenverkehr Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000042_CR_AIRB | 529900B76VL5KG71J029 | 6515541 | 250198p | | | ÖBB-Postbus GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000043_CR_AIRB | 529900UZY47TEIFNF978 | 6496644 | 249666g | | | ÖBB-Produktion Gesellschaft mbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000044_CR_AIRB | 549300V62YJ9HTLRI486 | | 93363z | AT0000743059 | OMV AV EQUITY | OMV Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000045_CR_AIRB | | 3512231 | 154148p | | | Österreichische Bundesforste AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000046_CR_AIRB | 529900IFAV83BX8O1O91 | 526819 | 33393h | AT0000758305 | PAL AV EQUITY | PALFINGER AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000047_CR_AIRB | | 957313 | 115289v | | | QuadraCir AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000048_CR_AIRB | 5299000HTNHA5ACH9N32 | 1074393 | 56247t | | 495680Z AV EQUITY | Red Bull GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000049_CR_AIRB | 529900ENFTO28GS3KF76 | 1813722 | 78563i | | | Rohöl-Aufsuchungs Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000050_CR_AIRB | 5299005U4ZMMSYUJ5G02 | 7113951 | 267218v | | | ROXCEL Handelsgesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000051_CR_AIRB | 5493000C4S664YT7T556 | 38229 | 51350s | | | Salzburg AG für Energie, Verkehr und Telekommunikation | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000052_CR_AIRB | 549300XBCUMUR5CI0181 | | | | | Sappi Papier Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000053_CR_AIRB | 5299002XAOMQWAIZMA51 | 271020 | 128056v | | | Schmid Industrieholding G.m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000054_CR_AIRB | 52990021T5LVTQOGSU18 | 39594 | 60562m | | | Siemens Aktiengesellschaft Österreich | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000055_CR_AIRB | 52990020WIPPT0HC0V31 | | | | | Steinhoff Europe AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000056_CR_AIRB | 529900TYYSRJH2VJSP60 | 421065 | 88983h | AT000000STR1 | STR AV EQUITY | Strabag SE | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000057_CR_AIRB | 529900BTWJ6SISLJ5854 | 5880980 | 235264b | | | SWARCO AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000058_CR_AIRB | 529900SCL1LJL8PZNI48 | 501247 | 83175t | | | Swietelsky Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000059_CR_AIRB | 529900V54UV5XQUK5S85 | | FN155563W | | TKA AV Equity | Telekom Finanzmanagement GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000060_CR_AIRB | 529900OOW8ELHOXWZP82 | | | | UN9 GS Equity | UNIQA Insurance Group AG | AT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000061_CR_AIRB | 549300IFXHQIB5POT565 | 3734340 | 162844b | | | VAMED ENGINEERING GmbH & CO KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000062_CR_AIRB | 5299006UDSEJCTTEJS30 | 45926 | 76023z | AT0000746409 | VER AV EQUITY | VERBUND AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000063_CR_AIRB | 529900ZAXBMQDIWPNB72 | 2147807 | 66209t | AT0000937503 | VOE AV EQUITY | voestalpine AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000064_CR_AIRB | 5299008VQJD65XCUPR16 | 1134770-5 | HRA661038 | | 6830553Z AV EQUITY | Voith Turbo GmbH & Co. KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000065_CR_AIRB | 529900VXIFBHO0SW2I31 | 46434 | 77676f | AT0000831706 | WIE AV EQUITY | Wienerberger AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000066_CR_AIRB | 529900OS67T49AW45S74 | 194255 | 121150m | | 665707Z AV EQUITY | WIENERBERGER FINANZ SERVICE GMBH | AT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000067_CR_AIRB | 529900OJFTLS1RYWIF55 | 9565779 | 336561v | | | XXXLutz KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000068_CR_AIRB | 529900IIODYNYAZ2ID26 | | | | | ZUMTOBEL AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000069_CR_AIRB | 54930002QM8QVWM56E14 | | | | | Amcor Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000070_CR_AIRB | WZE1WSENV6JSZFK0JC28 | | | | BHP AU EQUITY | BHP Billiton Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000071_CR_AIRB | | | | | 6026550Z AU EQUITY | Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000072_CR_AIRB | JOR7RJTXUXBRJ4UA5G70 | | | | CCL AT Equity | Coca-Cola Amatil Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000073_CR_AIRB | 549300HPMK7UWN02N804 | | PA3337938 | | CWN AT Equity | Crown Group Finance Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000074_CR_AIRB | | | | | LEI AU EQUITY | Leighton Holdings Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000075_CR_AIRB | ACMHD8HWFMFUIQQ8Y590 | | | | MQG AU EQUITY | Macquarie Group Ltd | AU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000076_CR_AIRB | ZSN2LWNPYW6ISMRUC664 | | | | ORG AU EQUITY | Origin Energy Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000077_CR_AIRB | 5493008XVFHYYV0YHN70 | | | | HUWA GF Equity | Powercor Australia, LLC | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000078_CR_AIRB | YLXNW6TI6QSK1H8H0N82 | | | | QAN AU EQUITY | Qantas Airways Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000079_CR_AIRB | | | 520433129 | | SPT AU EQUITY | Spotless Holding SAS | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000080_CR_AIRB | PCTXNQGRJVR3OG33JG65 | | | | TLS AT Equity | Telstra Corporation Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000081_CR_AIRB | 5493003L32ZX9557ST85 | | | | WES AU EQUITY | Wesfarmers Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000082_CR_AIRB | QNWEWQBS7HP85QHXQL92 | | | | | Woolworths Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000083_CR_AIRB | G05OZ4J4E05KDATL0J93 | | | | | AG Insurance | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000084_CR_AIRB | 549300IHBDUTUNQJJB79 | 16342 | | | AGFB BB EQUITY | Agfa-Gevaert NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000085_CR_AIRB | 549300N22C0GCT5BUD97 | 26198 | | | | AJINOMOTO OMNICHEM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000086_CR_AIRB | | 116163 | | | | ALBELEC | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000087_CR_AIRB | | 225626 | | | | ALCATAN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000088_CR_AIRB | 5493008H3828EMEXB082 | | | | ABI BB EQUITY | Anheuser-Busch InBev NV/SA [ABInBev] | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000089_CR_AIRB | 549300BKDDQ56JWCBT72 | 1098030 | | | | AQUAFIN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000090_CR_AIRB | 549300B4HNIJSAWU1C95 | 1138391 | | | | ARPAL MANAGEMENT | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000091_CR_AIRB | 213800R1F1EJYM4ICO85 | | 444734706 | BE 0444734706 | | Barry Callebaut Services | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000092_CR_AIRB | 549300CWRXC5EP004533 | | | | BELG BB Equity | Belgacom S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000093_CR_AIRB | 549300R9I8GUZLNIV408 | | 890082292 | | | Brussels Airport Company S.A./N.V. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000094_CR_AIRB | | 433287 | | | | CENTRE HOSPITALIER CHRETIEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000095_CR_AIRB | | 81095 | | | | CHAUSSURES CECIL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000096_CR_AIRB | 549300IP2F5TKUC0GF38 | 82988 | | | | CHEMITEX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000097_CR_AIRB | 549300TM914CSF6KI389 | 149177 | | | COFB BB EQUITY | COFINIMMO | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000098_CR_AIRB | | 184723 | | | | COLLIGNON ENG.

| BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000099_CR_AIRB | | 201775 | | | | COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000100_CR_AIRB | 213800DMG7PUQHINO388 | | | BE 0401641663 | | Louis Delhaize — Compagnie franco-belge d'Alimentation | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000101_CR_AIRB | | 255648 | | | | DOD | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000102_CR_AIRB | | 1145532 | | | | EDIFICIO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000103_CR_AIRB | T0YOOBZO4L6YAD6SAV65 | 14206 | 403170701 | | ELEB BB EQUITY | ELECTRABEL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000104_CR_AIRB | 549300JC3HI3K7ZSYU66 | 1329681 | | | | ELEM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000105_CR_AIRB | 549300S1MP1NFDIKT460 | | | BE 0476388378 | ELI BB Equity | ELIA SYSTEM OPERATOR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000106_CR_AIRB | 5493001XW6MSHRMFLU28 | | | | ENI GY Equity | eni finance international SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000107_CR_AIRB | 549300VO7PUETX031S03 | 10309 | | BE 0860004176 | | ETEXCO SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000108_CR_AIRB | | 13771 | | | | ETS DE SIMONE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000109_CR_AIRB | 52990053AH5LF0YZWD07 | | | | | Euler Hermes Europe | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000110_CR_AIRB | 549300D80RYON74MEJ03 | 18181 | | | EURN BB EQUITY | Euronav NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000111_CR_AIRB | 8RDWFWPP4PLMZ5PPQH32 | | | | | Fluxys G SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000112_CR_AIRB | | 25281 | | | | G EN J VASTGOED | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000113_CR_AIRB | | 65807 | | | | HOET TRUCKING & RENTING | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000114_CR_AIRB | 549300M48VNC2Z0MDG47 | 71844 | | | | HOTTLET FROZEN FOODS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000115_CR_AIRB | 549300GR6U0KHJD7DG07 | | | | | IKEA SERVICE CENTRE N.V. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000116_CR_AIRB | | 84089 | | | | INTERNATIONAL ORE ET FERTILIZER BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000117_CR_AIRB | | 85640 | | | | JEAN WAUTERS-ACIERS SPECIAUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000118_CR_AIRB | | 111717 | | | | M.G.S. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000119_CR_AIRB | 5493004FKZI586397240 | | | | | Magotteaux International SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000120_CR_AIRB | 549300Q80KFPKZC6BQ79 | 144096 | | | | MENOUQUIN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000121_CR_AIRB | | 166601 | | | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000122_CR_AIRB | 5493002HHHFTG6G3BG36 | | | BE 0431676229 | OME BB EQUITY | OMEGA PHARMA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000123_CR_AIRB | | 168945 | | | | OPIO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000124_CR_AIRB | | 192350 | | | | PHARMACIES SERVAIS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000125_CR_AIRB | 54930064JCEXFA8M0W31 | 202291 | | BE 0405747040 | | PRAYON | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000126_CR_AIRB | | 204834 | | | | PRO CONCEPT M P J | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000127_CR_AIRB | 549300NMIBTX17HWF142 | 233001 | | | | RARE GEMS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000128_CR_AIRB | 549300X72GEQB1X8K911 | 247664 | | | | ROULARTA MEDIA GROUP | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000129_CR_AIRB | 529900PY79CWSUGVK810 | 249233 | | | | S.A. CORMAN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000130_CR_AIRB | 549300O3VKWJUM16UI64 | 257312 | | | | SAMIR GEMS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000131_CR_AIRB | 213800WWE8U6DC99NP03 | | | | | SCR Sibelco NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000132_CR_AIRB | | 257564 | | | | SEADCO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000133_CR_AIRB | 213800WDGKCVWZAN1N02 | 1051701 | 465409265 | | 0790057D BB EQUITY | SILFIN NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000134_CR_AIRB | | 294964 | | | | SOBEMO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000135_CR_AIRB | | 302642 | | | | SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000136_CR_AIRB | 549300BB5CXGL9YV0D53 | 303429 | | | | SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000137_CR_AIRB | | 303783 | | | | SOCIETE D'APPLICATIONS ET DE TRAVAUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000138_CR_AIRB | 549300MMVL80RTBP3O28 | 556814 | | | SOLB BB EQUITY | Solvay SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000139_CR_AIRB | | 923107 | | | | TEAM KALORIK GROUP | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000140_CR_AIRB | 549300ZKLIF7RP6EH823 | | | BE 0412101728 | TESB BB EQUITY | Tessenderlo Chemie | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000141_CR_AIRB | | 953398 | | | | TEX ALLIANCE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000142_CR_AIRB | | 1044409 | | | | TOP-TEX BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000143_CR_AIRB | 2138008J191VLSGY5A09 | | | | UCB BB EQUITY | UCB SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000144_CR_AIRB | 529900F3AIQECS8ZSV61 | | | | UMI BB EQUITY | Umicore SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000145_CR_AIRB | 5493008MCDJ4Y6D5SI04 | 1113512 | | | | UNISTEEL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000146_CR_AIRB | | 1140588 | | | | UNIVERSITE LIBRE DE BRUXELLES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000147_CR_AIRB | 549300TRHV6F6IE14H93 | 1159858 | | BE 0404060032 | | Van Hool nv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000148_CR_AIRB | | 1231271 | | | | VASTGOED MANAGEMENT ASSOCIATIE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000149_CR_AIRB | 529900RAZGQHX0VFTK05 | | | | | Volkswagen Group Services S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000150_CR_AIRB | 549300NWW2UDYHH65J03 | 1911623 | | | | WILDO PROPERTIES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000151_CR_AIRB | 5299007TSQVOLXOABA65 | 1364744 | | | | ZF WIND POWER ANTWERPEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000152_CR_AIRB | 4P8GJCF52NVFW7UL4C95 | | 18630 | | ACE US Equity | ACE Tempest Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000153_CR_AIRB | 549300J3KKX1PEJGDW36 | | | | ACGL US Equity | Arch Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000154_CR_AIRB | UNZWILHE4KMRP9K2L524 | | 34678 | | NCLH UW Equity | NCL Corporation Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000155_CR_AIRB | V5EGRCZCH7FN6WX41891 | | | | OEH UN Equity | Orient-Express Hotels Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000156_CR_AIRB | 549300F7ZDOIMR4PZW67 | | | | IPG US Equity | Pacnet Limited | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000157_CR_AIRB | V7TL7UQFHNWUEMDZ3X02 | | | | RNR US Equity | Renaissance Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000158_CR_AIRB | 5493008CA3NMHYEVT131 | | | | | VimpelCom Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000159_CR_AIRB | | | | BMG455841020 | | HAL TRUST | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000160_CR_AIRB | 5493001QYTIDILBVYO18 | | | | | Companhia Brasileira de Aluminio | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000161_CR_AIRB | 549300TH5Q6VRP8OT012 | | | | ABI LI Equity | Companhia de Bebidas das Americas (AmBev) | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000162_CR_AIRB | 549300EM51WYXFHUY333 | | | | | Embraer S.A. | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000163_CR_AIRB | | | | | FIBR3 BZ EQUITY | Fibria Celulose SA | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000164_CR_AIRB | 5493000J801JZRCMFE49 | | | | XPBR SQ Equity | Petroleo Brasileiro S.A. — PETROBRAS | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000165_CR_AIRB | | | | | VALE5 BZ EQUITY | Vale SA | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000166_CR_AIRB | LXVM6T3LO7QIZ8LUZ688 | | | | | Votorantim Cimentos S.A. | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000167_CR_AIRB | 55S3547PRDP469JRO238 | | 2880814 | | AGU CT Equity | Agrium Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000168_CR_AIRB | 4B4HI3CGXMBDC0G6BM51 | | | | AC/A CT Equity | Air Canada | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000169_CR_AIRB | 549300OSW32RVX8CCZ87 | | | | ANCUF PQ Equity | Alimentation Couche-Tard Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000170_CR_AIRB | DR5LKEURSR8SXLM64266 | | 7501889 | | ALA CT Equity | AltaGas Ltd. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000171_CR_AIRB | 0O4KBQCJZX82UKGCBV73 | | | | ABX CN EQUITY | Barrick Gold Corp | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000172_CR_AIRB | 5493001I9203PRB5KR45 | | | | BCE CT Equity | BCE Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000173_CR_AIRB | 549300VPM8ERH1Q42198 | | | | | Bell Canada | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000174_CR_AIRB | W7L3VLU8EHQY34Z36697 | | | | BBD/B CN EQUITY | Bombardier Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000175_CR_AIRB | 36ZUFRRMJERSM4Q0S289 | | 746053 | | BPO CT Equity | Brookfield Office Properties Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000176_CR_AIRB | 3SU7BEP7TH9YEQOZCS77 | | | | CNI UN Equity | Canadian National Railway Company | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000177_CR_AIRB | 5493008IGIA1HJMDJS40 | | 1722453 | | CNQ CT Equity | Canadian Natural Resources Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000178_CR_AIRB | NXIVWPYOIVYXFF6WCZ47 | | | | CVE CN EQUITY | Cenovus Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000179_CR_AIRB | 549300WSRCZY73ZG3090 | | 00326711660005 | | | CGI GROUP INC. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000180_CR_AIRB | XYSIJOU3HNVROZWNA008 | | | | UFS CT Equity | Domtar Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000181_CR_AIRB | 98TPTUM4IVMFCZBCUR27 | | | | ENB CN EQUITY | Enbridge Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000182_CR_AIRB | CZ72ZHBVKZXQRV3XFE26 | | | | ECA CN EQUITY | Encana | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000183_CR_AIRB | 549300679TRDUXPT7415 | | 206654303 | | | EPCOR Utilities Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000184_CR_AIRB | I2YOHH65IBBT53JFYQ52 | | | | G CT Equity | Goldcorp Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000185_CR_AIRB | B1EEF6ML54YDWRC6ZK53 | | 2015335496 | | | Harvest Operations Corp. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000186_CR_AIRB | 549300UEBMAQDN0K0R06 | | | | K CN EQUITY | Kinross Gold Corp | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000187_CR_AIRB | 95RWVLFZX6VGDZNNTN43 | | | | MG CN EQUITY | Magna International Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000188_CR_AIRB | 6Q7WW7FQZR6X22IL2I79 | | | | | Nexen Energy ULC | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000189_CR_AIRB | 549300O4ZJZZOHH4H804 | | 3572862 | | NBD CT Equity | Norbord Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000190_CR_AIRB | 5493007M1XGU5E55ZJ25 | | | | | NOVA Chemicals Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000191_CR_AIRB | 549300HDLRTPBQU69P29 | | | | BIN CT Equity | Progressive Waste Solutions Ltd. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000192_CR_AIRB | 549300A0QNNPY14D9106 | | | | SCC CT Equity | Sears Canada Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000193_CR_AIRB | 3XCBVWUPHGBZ5GF7TY15 | | | | SU CN EQUITY | Suncor Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000194_CR_AIRB | NQWTWUIL1PK7V7N5Y468 | | | | TLM CN EQUITY | Talisman Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000195_CR_AIRB | T8KI5SQ2JRWHL7XY0E11 | | | | TCK/B CN EQUITY | Teck Resources Ltd [Ex-Teck Cominco Ltd] | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000196_CR_AIRB | YHKQM2RIPKZYOZ6RVZ46 | | | | TK US Equity | Teekay Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000197_CR_AIRB | L2TEUTQ8OSHMJWVLCE40 | | | | T CT Equity | TELUS Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000198_CR_AIRB | 549300561UZND4C7B569 | | 884903 | | TOC GF Equity | Thomson Reuters Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000199_CR_AIRB | HJZQGXYTVV2NWJZLPW74 | | | | TOM GY Equity | Toyota Credit Canada Inc. | CA | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000200_CR_AIRB | 5BV01I6231JPDAPMGH09 | | | | TRP UN Equity | TransCanada PipeLines Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000201_CR_AIRB | PRAQ4VOSFIK7OQ8Z2512 | | 4406354 | | VALE3 BS Equity | Vale Canada Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000202_CR_AIRB | WT03B8BB1IX8WI9ZGV02 | | | | | Vermilion Energy Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000203_CR_AIRB | 549300WHE4O6UJ2KU013 | | | | | Yamana Gold Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000204_CR_AIRB | 5493003DNMEAO1DT3F51 | | | | ABBN VX EQUITY | ABB Ltd [Asea Brown Boveri] | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000205_CR_AIRB | NI14Y5UMU60O7JE9P611 | | | | ADEN VX EQUITY | Adecco SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000206_CR_AIRB | 549300Q3WREIMQYFBC20 | | | | 0170576D SW EQUITY | Ameropa AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000207_CR_AIRB | 5493007KVRV2OKRXFA55 | | CH-020.3.035.716-8 | | AML LN Equity | Amlin AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000208_CR_AIRB | 529900H7ZPIGI2U3CJ14 | | | | | AXPO TRADING AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000209_CR_AIRB | 213800Y5RWKLDPUTT265 | | | | BARN SW EQUITY | Barry Callebaut AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000210_CR_AIRB | 529900UPDCU6WEL7W167 | | | | BALN VX Equity | Basler Versicherung AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000211_CR_AIRB | | 2816554-6 | HRB54517 | DE000DCAG010 | 7705815Z SW EQUITY | DEMAG CRANES AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000212_CR_AIRB | 5493002MXX2JLKWLE880 | | | | 567151Z SW EQUITY | Duferco SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000213_CR_AIRB | 549300I08UA8SMJON743 | | CH-270.3.002.354-9/ | | DUFN EB Equity | Dufry international AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000214_CR_AIRB | 549300ADLU67CYBFIW70 | | CH-645.1.008.684-9 | | | Elsevier Finance SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000215_CR_AIRB | 529900Y8BGAFVVVYVN24 | | | | GATE SE Equity | gategroup Holding AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000216_CR_AIRB | 213800SVRMQA1TD91D41 | | | | GIVN VX Equity | Givaudan SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000217_CR_AIRB | 213800PSSU2QXF1WLR89 | | | | GLEN LN EQUITY | Glencore International AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000218_CR_AIRB | 549300DHSS9U1QKJZG57 | | KvK 34275373 0000 | | 1002136Z SW EQUITY | GUNVOR INTERNATIONAL BV | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000219_CR_AIRB | 529900EHPFPYHV6IQO98 | | | | HOLN VX EQUITY | Holcim Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000220_CR_AIRB | 529900Q0YED3805QXQ66 | | | | | KUEHNE AND NAGEL INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000221_CR_AIRB | 52990074N8ID7UPV7A95 | | | | | LIEBHERR-INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000222_CR_AIRB | 549300EFW4H2TCZ71055 | | | | | Lonza Group AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000223_CR_AIRB | KY37LUS27QQX7BB93L28 | | CH-550.0.067.293-5 | CH0038863350 | NESN.VX | NESTLE SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000224_CR_AIRB | 529900I2PEF1FN6N6723 | | | | 2284161Z SW EQUITY | Nord Stream AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000225_CR_AIRB | | | | | NOVN VX EQUITY | Novartis AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000226_CR_AIRB | 549300HUJ5CJUX02RS52 | | | | | OMV SUPPLY & TRADING AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000227_CR_AIRB | 5299002JRTT699WFOV74 | | | | | OMYA (Schweiz) AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000228_CR_AIRB | 549300HMJAFUW4NSKI73 | | | | | Paul Reinhart AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000229_CR_AIRB | | | | | ROG VX EQUITY | Roche Holding Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000230_CR_AIRB | 529900PTQ0Z1J44SHZ08 | | CH-100.3.010.656-7 | | STLN SE Equity | SCHMOLZ + BICKENBACH AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000231_CR_AIRB | 549300R3N69ECGYPU434 | | | | SIK IX Equity | Sika AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000232_CR_AIRB | 213800Z8NOHIKRI42W10 | | | NL0000226223 | STM FP EQUITY | STMICROELECTRONICS NV | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000233_CR_AIRB | 5493000KUC3Z24U77V93 | | | | SLHN VX Equity | Swiss Life Holding AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000234_CR_AIRB | 5493005SL9HHOXS3B739 | | CHE-102.753.938 | | SCMN VX Equity | Swisscom AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000235_CR_AIRB | 549300HTOMQG20JYV568 | | | | SYNN VX Equity | Syngenta AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000236_CR_AIRB | KSVC38RP5WL6C6LJGG03 | | | | TYC US Equity | Tyco International Ltd. | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000237_CR_AIRB | 549300VBJS7MG74G2H60 | | | | | Weatherford International Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000238_CR_AIRB | | | | | WOS LN EQUITY | Wolseley Plc | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000239_CR_AIRB | | | | | XTA LN EQUITY | Xstrata Plc | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000240_CR_AIRB | 50ZCTKCMUDIABGHX3R52 | | | | | Zurich Insurance Company | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000241_CR_AIRB | 549300IF4IFG0FS0RM26 | | | | AESGENER CC Equity | AES Gener S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000242_CR_AIRB | 549300NLTGCFV7482429 | | | | CENCOSUD CC Equity | Cencosud S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000243_CR_AIRB | 549300YP3P0JZBLIV197 | | | | | EMPRESA NACIONAL DEL PETROLEO | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000244_CR_AIRB | 549300G475ACIABB4385 | | | USG49215AA73 | CMPC CC Equity | Inversiones CMPC S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000245_CR_AIRB | 549300HX3UUDPEFTG707 | | | | LAN CC Equity | Latam Airlines Group S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000246_CR_AIRB | 549300RUPF4SKMJPUR70 | | | | BLT LN Equity | Minera Escondida Limitada | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000247_CR_AIRB | | | | | 600031 CH EQUITY | Sany Heavy Industry Co Ltd | CN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000248_CR_AIRB | A25574TZFLBNK7NWQT47 | | | | PRE CT Equity | Pacific Rubiales Energy Corp. | CO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000249_CR_AIRB | 724500JV0VHPRVANL538 | | 5778 | ANN4327C1220 | | HUNTER DOUGLAS NV | CW | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000250_CR_AIRB | 213800MRTA64ULUE9919 | | | | | CARBO ONE LIMITED | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000251_CR_AIRB | 549300OEZB4GETCGFX34 | | | | | GUNVOR GROUP LTD | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000252_CR_AIRB | 549300IVA1PZNX2MN285 | | | | 0163947D CY EQUITY | Mercuria Energy Group Ltd | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000253_CR_AIRB | 2138001LK2Z2HSER4U15 | | | | PRS NO EQUITY | PROSAFE | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000254_CR_AIRB | 31570010000000137835 | 1131604 | 29287391 | | | ALTA, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000255_CR_AIRB | 31570010000000116592 | 657856 | 25572881 | | | ARMATURY Group a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000256_CR_AIRB | 31570010000000075367 | 765380 | 28402758 | | | BAK stavební společnost, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000257_CR_AIRB | 31570010000000115525 | 834699 | 46504940 | | | Cerea, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000258_CR_AIRB | 31570010000000034336 | 1023328 | 70994226 | | | České dráhy, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000259_CR_AIRB | 315700CTFRL3U2DNMO58 | 633919 | 25085689 | | | CETELEM ČR, a.s. | CZ | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000260_CR_AIRB | 529900S5R9YHJHYKKG94 | | | CZ0005112300 | CEZ CP EQUITY | CEZ a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000261_CR_AIRB | 315700XJHXU2PD40RU82 | 865668 | 48589837 | | | DEKTRADE a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000262_CR_AIRB | 529900C5PL4JGDILRZ94 | 837043 | 46678468 | | | HOCHTIEF CZ a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000263_CR_AIRB | 31570010000000099520 | 644725 | 25322257 | | | IMOS Brno, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000264_CR_AIRB | 31570010000000032687 | 1086806 | 931 | | | METALIMEX a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000265_CR_AIRB | 315700JDC49X4VSP6Z49 | 601013 | 14915 | | | Metrostav a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000266_CR_AIRB | 31570066GBSS7JYFEL35 | 817880 | 45193592 | | | MJM Litovel a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000267_CR_AIRB | 31570010000000120084 | 832322 | 46342796 | | | OHL ŽS, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000268_CR_AIRB | 31570010000000009116 | 699640 | 26463318 | | | OTE, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000269_CR_AIRB | 31570010000000026285 | 671247 | 25860038 | | | Pars nova a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000270_CR_AIRB | 315700LTSCT2O45NWM28 | 805950 | 43873189 | | | PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000271_CR_AIRB | 31570010000000115622 | 817271 | 45148155 | | | Primagra, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000272_CR_AIRB | 549300KL08IFWLTWLQ52 | 691287 | 26271303 | | | Skanska a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000273_CR_AIRB | 529900I8XOZDM4ZQSQ21 | | | | 1025Z CP EQUITY | Skoda Auto A.S. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000274_CR_AIRB | 31570010000000031135 | 923751 | 62623753 | | | ŠKODA TRANSPORTATION a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000275_CR_AIRB | 213800Z39ZW4XHAAUA27 | 725860 | 27195147 | | | SMP CZ, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000276_CR_AIRB | 3157004ICDH3MRKW7534 | 889798 | 60193336 | | | Telefónica Czech Republic, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000277_CR_AIRB | 31570010000000055191 | 617997 | 18050646 | | | TŘINECKÉ ŽELEZÁRNY, a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000278_CR_AIRB | 3157007C98ILJK5ST356 | 609769 | 15886492 | | | UniCredit Leasing CZ, a.s. | CZ | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000279_CR_AIRB | 315700EFFOU65ETZ0V16 | 886003 | 531766 | | | UNISTAV a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000280_CR_AIRB | 31570010000000001356 | 672337 | 25877950 | | | VÍTKOVICE HEAVY MACHINERY a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000281_CR_AIRB | 31570010000000003490 | 710607 | 26823357 | | | VÍTKOVICE POWER ENGINEERING a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000282_CR_AIRB | 31570010000000015033 | 697350 | 26415623 | | | W.A.G. payment solutions, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000283_CR_AIRB | 5493005KH7FO1T5TMX47 | 1236614-2 | | | ASG GY Equity | AachenMuenchener Lebensversicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000284_CR_AIRB | 549300JSX0Z4CW0V5023 | 1319784-3 | | | | ADIDAS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000285_CR_AIRB | 549300X1WWPGMS47QQ72 | 1215807-7 | | | ASG GY Equity | Advocard Rechtsschutzversicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000286_CR_AIRB | 529900SO83U6ISM6DL85 | 2832395-4 | HRA36525B | | | ALBA Group plc & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000287_CR_AIRB | 529900K9B0N5BT694847 | 1100627-7 | | | ALV GY Equity | Allianz SE | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000288_CR_AIRB | 529900C058B9OTVFTU36 | 2033673-1 | HRB98981 | | | ASKLEPIOS KLINIKEN GMBH HAMBURG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000289_CR_AIRB | 549300FJWANEIJ25D318 | 1545974-6 | | | | Atlas Copco Energas GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000290_CR_AIRB | 529900YNBT62HCUPRG10 | 1106210-6 | | | | AUGUST STORCK KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000291_CR_AIRB | 5299005SHIN9ZK7GW242 | 1124841-6 | HRB1775 | DE0006766504 | NDA GY EQUITY | Aurubis AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000292_CR_AIRB | 529900PXZU3YHO6HMD80 | 1130123-1 | | | | Axel Springer SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000293_CR_AIRB | 529900AJX4TCFW0QT666 | 1104883-2 | | | | B. Braun Melsungen Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000294_CR_AIRB | 529900PM64WH8AF1E917 | 1102017-9 | HRB6000 | DE000BASF111 | BAS GR EQUITY | BASF SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000295_CR_AIRB | 529900XMQYET3NBF2363 | 2192515-1 | HRB101375 | DE0005168108 | B5A GY EQUITY | Bauer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000296_CR_AIRB | 549300J4U55H3WP1XT59 | 1109561-9 | | | BAYN GY EQUITY | Bayer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000297_CR_AIRB | YEH5ZCD6E441RHVHD759 | 1103190-3 | | | BMW GY EQUITY | Bayerische Motoren Werke AG [BMW AG] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000298_CR_AIRB | 529900SM0FDLLYATXU36 | 1103233-1 | | | | BAYWA AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000299_CR_AIRB | 5299001BUUGXAREGE533 | 1103821-3 | | | BTG GR EQUITY | Bertelsmann SE & Co.

KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000300_CR_AIRB | 529900H0HULEN2BZ4604 | 1114115-7 | BWMAHRB710296 | | GBF GY Equity | Bilfinger SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000301_CR_AIRB | 529900XBEZ2EYI9ZOV89 | 3010079-6 | | | | BMG Rights Management GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000302_CR_AIRB | 529900FOTM78R9Q9NY89 | 1163617-2 | HRB75534 | | 2340173Z GR EQUITY | BOSCH UND SIEMENS HAUSGERATE GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000303_CR_AIRB | NNROIXVWJ7CPSR27SV97 | 2926464-5 | | | BNR GY EQUITY | Brenntag AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000304_CR_AIRB | 529900OQDCYXCLQOAY53 | 1105482-2 | | | | Burda Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000305_CR_AIRB | 5299000XH7YX33EJZP65 | 2730972-3 | | | | CARL ZEISS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000306_CR_AIRB | 52990076MX7KD2XYCH67 | 1111099-6 | HRB9517 | DE000CLS1001 | CLS1 GY EQUITY | Celesio AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000307_CR_AIRB | 529900O4ND7T8ABIXF67 | 1235957-6 | | | | Claas Kommanditgesellschaft auf Aktien mbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000308_CR_AIRB | 529900A7YD9C0LLXM621 | 1106273-4 | HRB3527 | DE0005439004 | CON GY EQUITY | CONTINENTAL AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000309_CR_AIRB | | | | | 2294277Z GR EQUITY | Coutinho & Ferrostaal GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000310_CR_AIRB | 5299007VZZKH65OCN774 | 2781995-2 | | | | Cronimet Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000311_CR_AIRB | 5299008ODF4EFHRI0G60 | 2402196-6 | HRB8957 | | 7097181Z GR EQUITY | CWS-boco International GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000312_CR_AIRB | 5299005LEM60UYKU5235 | 1106512-5 | | | | DACHSER Group SE & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000313_CR_AIRB | 529900R27DL06UVNT076 | 2344103-3 | HRB19360 | | DAI GR EQUITY | Daimler AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000314_CR_AIRB | 5299006S0UKN6D9ZP412 | 2451917-5 | | | | DB NETZ AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000315_CR_AIRB | 529900I2DLZPTFPENJ05 | 1106744-4 | | | | DEHNER GMBH & CO KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000316_CR_AIRB | 5299005A2ZEP6AP7KM81 | 2537834-0 | | | ANN GF Equity | Vonovia SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000317_CR_AIRB | 52990063S23N13HU4E98 | 1818189-1 | HRB50000B | | DBHN GR EQUITY | DEUTSCHE BAHN AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000318_CR_AIRB | 529900PH63HYJ86ASW55 | 1107110-7 | HRB2168 | | LHA GY EQUITY | DEUTSCHE LUFTHANSA AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000319_CR_AIRB | 52990063W8KQHQMF4M43 | 2623414-6 | | | DPW GF Equity | Deutsche Post Finance B.V. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000320_CR_AIRB | 529900ITHU5Y51F1S257 | 1107106-5 | | | | DEUTSCHE SPARKASSEN LEASING AG & CO KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000321_CR_AIRB | 549300V9QSIG4WX4GJ96 | 2185287-6 | HRB6794 | | DTE GY EQUITY | DEUTSCHE TELEKOM AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000322_CR_AIRB | 529900KSWLV9JYE7NC83 | 2095980-5 | HRB34977 | | | DFS Deutsche Flugsicherung GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000323_CR_AIRB | 529900QTO8D2QK2TJG32 | 1107340-0 | | | | Diehl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000324_CR_AIRB | 529900Y1AT9MQF6UYT42 | 2836050-1 | HRB203044 | | | DMK DEUTSCHES MILCHKONTOR GMBH BREMEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000325_CR_AIRB | 529900YZNQ3MUUZ02M47 | 1117002-4 | HRB242 | | | Douglas Holding AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000326_CR_AIRB | 5299004W7VTLPROHR533 | 1125242-6 | HRA8242 | | | DR AUGUST OETKER KG BIELEFELD | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000327_CR_AIRB | 529900EWEX125AULXI58 | 3008027-9 | | | PAH3 GY EQUITY | Dr Ing HCF Porsche AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000328_CR_AIRB | 5493005UFVHY0PPNKD75 | 1107708-8 | HRB7903HL | DE0005550602 | DRW3 GY EQUITY | Drägerwerk AG & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000329_CR_AIRB | 52990076FKBR9THZ8C62 | 2779318-1 | | | | DYWIDAG-Systems International GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000330_CR_AIRB | 529900Z8W8S8J1P7U364 | 1105067-1 | HRA9905 | | | E BREUNINGER GMBH CO STUTTGART | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000331_CR_AIRB | Q9MAIUP40P25UFBFG033 | 1134262-3 | HRB22315 | | EOAN GY EQUITY | E.ON SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000332_CR_AIRB | 5299000MT7P9STUCL908 | 1137158-0 | | | | Ed. Züblin Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000333_CR_AIRB | 529900JSFZ4TS59HKD79 | 2331844-7 | | | EBK GR EQUITY | Energie Baden-Wurttemberg AG [EnBW] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000334_CR_AIRB | 549300OQ94C7KRGGC351 | 2177540-8 | | | ASG GY Equity | Envivas Krankenversicherung AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000335_CR_AIRB | 529900G1B8AXELNRG982 | | | | ALV GY Equity | Euler Hermes Deutschland AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000336_CR_AIRB | 41GUOJQTALQHLF39XJ34 | 1518676-0 | | | 154407Z GR EQUITY | Evonik Industries AG (Evonic) | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000337_CR_AIRB | 529900L64X6KZZW19R71 | 1108854-9 | | | 4501Z GR EQUITY | EWE AG [Energieversorgung Weser-Ems] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000338_CR_AIRB | 529900D7N2PTTZWFWN57 | 2579145-0 | | | | F.S. Fehrer Automotive GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000339_CR_AIRB | 529900EI7R9SCEJP4T76 | 1109776-3 | 00311027000005 | | | FERROSTAAL GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000340_CR_AIRB | 529900WBP9HFX10RKB30 | 1110203-5 | | | | FLUGHAFEN MUNCHEN GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000341_CR_AIRB | 529900VHM89GUAJ1RK35 | 1114926-7 | HRB25 | | 1048Z GR EQUITY | FRANZ HANIEL & CIE GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000342_CR_AIRB | 5299001ERX0K10IZUL40 | 1110198-7 | | | | FRAPORT AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000343_CR_AIRB | XDFJ0CYCOO1FXRFTQS51 | 1110492-4 | HRB11852 | DE0005785604 | FRE GY EQUITY | FRESENIUS SE & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000344_CR_AIRB | 5299006NS9FCLFHZVL76 | 1578686-6 | HRB714579 | | | Freudenberg SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000345_CR_AIRB | 529900KXMB40SPYJD743 | 2052428-6 | HRB36569B | | 7013717Z GR EQUITY | GAZPROM Germania GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000346_CR_AIRB | 549300PHUU0ZZWO8EO07 | 1122951-5 | | | GEA GR EQUITY | GEA Group AG [Global Engineering Alliance] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000347_CR_AIRB | 529900JGEOQMCDYOK785 | 1135188-9 | | | | Gelsenwasser AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000348_CR_AIRB | 529900F916IVP0TJZK88 | 1051383-6 | HRA11722 | | | GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000349_CR_AIRB | 5299006GD4UWSYZOKC28 | 2877346-3 | HRB56040 | | GXI GY Equity | Gerresheimer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000350_CR_AIRB | 529900OJM5EX75OD8032 | 1113335-2 | | | | Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000351_CR_AIRB | 529900K6BWO03KP4GU58 | 1113443-4 | | | | Giesecke & Devrient Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000352_CR_AIRB | 529900J0V7C8Z8MLN980 | 2943243-2 | | | | Gigaset Communications GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000353_CR_AIRB | 529900LPAX2H9S4NKU05 | 1215951-3 | | | | Gothaer Finanzholding AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000354_CR_AIRB | 529900F4P4RV4Z50PI82 | 1114066-2 | HRB527 | | | GROSSKRAFTWERK MANNHEIM AG MANNHEIM | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000355_CR_AIRB | HD52L5PJVBXJUUX8I539 | 2294348-4 | | | HPL GR EQUITY | Hapag-Lloyd AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000356_CR_AIRB | 5299007CE1VJWKM99H49 | 1130882-2 | HRB2680KI | | 4729Z GR EQUITY | Hauptgenossenschaft Nord AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000357_CR_AIRB | 529900MKHOFQI4A0XC48 | 2873755-9 | | | | HAWE Hydraulik SE | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000358_CR_AIRB | 52990022107L9199GO56 | 2588017-0 | | | | HDI Versicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000359_CR_AIRB | 529900755OZXM37H4975 | 1115355-8 | | | | Heckler & Koch GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000360_CR_AIRB | LZ2C6E0W5W7LQMX5ZI37 | 1126630-1 | HRB330082 | DE0006047004 | HEI GY EQUITY | HEIDELBERGCEMENT AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000361_CR_AIRB | 529900ZM98OISTG16932 | 1115394-7 | | | HDD GY Equity | Heidelberger Druckmaschinen AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000362_CR_AIRB | 529900PLX4ADJFWIY024 | 1135805-8 | | | 2550Z GR EQUITY | Hella KGaA Hueck & Co | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000363_CR_AIRB | 52990027B9ARY5AC8476 | 1115622-1 | | | | HELM AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000364_CR_AIRB | 549300VZCL1HTH4O4Y49 | 1115688-2 | HRB4724 | DE0006048408 | HEN3 GY EQUITY | HENKEL AG & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000365_CR_AIRB | 5493007EO7JOPWXHBJ27 | 1740986-3 | HRB3364 | | | Heraeus Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000366_CR_AIRB | 529900BVZYMVDRRSXY68 | 1306869-7 | HRB390485 | | 3540636Z GR EQUITY | HERRENKNECHT AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000367_CR_AIRB | 529900O7US4NP0J6XD12 | 1179777-6 | | | | HETTICH HOLDING GMBH & CO OHG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000368_CR_AIRB | 529900Y25S8NZIYTT924 | 1116241-9 | | | HOT GY EQUITY | Hochtief AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000369_CR_AIRB | 5299008WW53GLXRORN29 | 1350826-2 | HRB2311 | | HBM GY Equity | Hornbach-Baumarkt-AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000370_CR_AIRB | 529900LFVU534EBRXD13 | 1104693-5 | | | | HUGO BOSS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000371_CR_AIRB | TSI2PJM6EPETEQ4X1U25 | 2443536-4 | | | IFX GY Equity | Infineon Technologies AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000372_CR_AIRB | 529900FFRTWZQXTTUB07 | 1193155-7 | | | 7573220Z GR EQUITY | Intersnack Knabber-Gebäck GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000373_CR_AIRB | 529900DJMOF0DTSWHO38 | 2850239-1 | HRB40163 | | | JUWI AG WÖRRSTADT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000374_CR_AIRB | 529900YURAYD4IJX2J91 | 1128982-4 | HRB2669 | | SDF GY Equity | K+S Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000375_CR_AIRB | 1AW6P2GG0FOINEBZUQ05 | | | | VOD LN Equity | Kabel Deutschland Vertrieb und Service GmbH. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000376_CR_AIRB | 529900WFRVF4SQ2EV734 | 1121308-9 | HRA102851 | | 509821Z GR EQUITY | Kaufland Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000377_CR_AIRB | 529900CQ31CN6GV5LL52 | 2821686-9 | NRWDUHRB20486 | | KCO GY Equity | Kloeckner & Co. S.E. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000378_CR_AIRB | 5299001GRRO0Z25YZT52 | 1130169-4 | | | | Knorr-Bremse AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000379_CR_AIRB | 529900IQ90WSXBWSTD78 | 1131272-5 | | | | KOENIG & BAUER AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000380_CR_AIRB | 529900LUYJ0V8SOOT260 | 1173404-3 | HRA4415 | | 3612759z gr equity | KRAFTVERKEHR NAGEL GMBH & CO. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000381_CR_AIRB | 529900MAU9591GT2S236 | 2849255-1 | | | | KraussMaffei Technologies GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000382_CR_AIRB | 529900NY2GSZWWUBW049 | 1120219-9 | | | | KRONES Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000383_CR_AIRB | 529900BVAET534PD7C28 | 1119133-5 | HRB21016 | DE0006292006 | KSB3 GY EQUITY | KSB Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000384_CR_AIRB | 529900VPRFDDIN7BE119 | 1117324-2 | HRB22709 | | IWKG IX Equity | KUKA AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000385_CR_AIRB | 529900FR2K4P9L9XLV21 | 1119187-1 | | | | KWS SAAT SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000386_CR_AIRB | 529900PTLRE72EMYIJ77 | 2451186-7 | HRB53652 | | LXS GF Equity | Lanxess AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000387_CR_AIRB | 5299002HNCMIUBHOMK35 | 1121223-0 | HRB202 | DE0005408884 | LEO GY EQUITY | Leoni AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000388_CR_AIRB | 529900EW0ZH7KAZ11H71 | 1797294-4 | | | | Lidl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000389_CR_AIRB | WTV8QGD5UD7MMD4HS345 | 1121375-8 | | | LIN GY Equity | Linde AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000390_CR_AIRB | 529900SL1W4KHVE18T81 | 1121582-9 | | | | LOHMANN + Co. AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000391_CR_AIRB | 52990098TR1QJBWIYG58 | 1147145-5 | | | | MAHLE GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000392_CR_AIRB | 52990018UPG26YRFSM46 | 1122332-8 | HRB179426 | DE0005937007 | MAN GR EQUITY | MAN SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000393_CR_AIRB | 5299009Z8B0YE4ECMJ92 | 1044964-3 | | | | Media-Saturn Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000394_CR_AIRB | 5299009WLGROB3HKM878 | 1522457-9 | | | | MEGGLE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000395_CR_AIRB | 529900OAREIS0MOPTW25 | 2198479-4 | HRB6164 | | MRK GF Equity | Merck KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000396_CR_AIRB | 5299001X9L42HXEBCZ51 | 1188960-7 | | | MEO GY EQUITY | Metro AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000397_CR_AIRB | 529900JAY79MT50JBH87 | | | | | MEYER WERFT GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000398_CR_AIRB | 213800E45LWMBVNF3R85 | 3052190-0 | NRWGRHRB8959 | | MNDI LN Equity | Mondi Consumer Packaging International AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000399_CR_AIRB | 529900807L67JY81RD65 | 2755947-5 | | | MTX GY Equity | MTU Aero Engines AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000400_CR_AIRB | 529900ISR2VNZV1C0T93 | 1182822-5 | | | | MVV Energie AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000401_CR_AIRB | 529900UXIUW801PQDI37 | 2597701-8 | | | | N-ERGIE AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000402_CR_AIRB | 529900HVDYCUWVD0OE76 | 2551585-9 | | | | NORDEX SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000403_CR_AIRB | 549300UH52ZS8O00MO03 | 1125476-0 | | | | Osram GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000404_CR_AIRB | 529900LMI5FN0KFOE272 | 1125552-8 | HRA62024 | | OTVR GR EQUITY | OTTO (GMBH & CO.KG) | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000405_CR_AIRB | 529900ELIX8Z8PQ6CU28 | 2593300-3 | | | | PAPIERFABRIK PALM GMBH & CO.KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000406_CR_AIRB | 529900HT3KJHBHNHDT64 | 1397102-3 | HRB6100 | | 259743Z GR EQUITY | PERI GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000407_CR_AIRB | 52990037VWJGYKGP9877 | 1131747-6 | HRA3551 | | 2590Z GR EQUITY | PHOENIX Pharmahandel GmbH & Co KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000408_CR_AIRB | 5299008XQJHPTOF8R354 | 2696731-5 | 241336g | | 661074Z GR EQUITY | Porsche Corporate Finance GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000409_CR_AIRB | 529900NY0WWQUKOMWQ37 | 2399699-4 | | | PSM GY EQUITY | ProSiebenSat 1 Media SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000410_CR_AIRB | 529900Z5KBA9KJP6EK09 | 1196360-0 | | | | R+V Versicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000411_CR_AIRB | 5299001OU9CSE29O6S05 | 1127893-4 | | | RHM GY EQUITY | Rheinmetall AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000412_CR_AIRB | 529900F0LT5OP4SV6122 | 1104684-4 | | | | Robert Bosch GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000413_CR_AIRB | 529900BZ1C5S5WQENF25 | 2820967-4 | HRB721056 | | | ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000414_CR_AIRB | 529900GB7KCA94ACC940 | 2531238-0 | HRB14525 | DE0007037129 | RWE GY EQUITY | RWE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000415_CR_AIRB | 529900Q5SR06C5T8NO26 | 1128992-3 | HRB8372 | | 7015557Z GR EQUITY | Salzgitter Mannesmann Handel GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000416_CR_AIRB | 529900D6BF99LW9R2E68 | 1308819-0 | | | SAP GY EQUITY | SAP SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000417_CR_AIRB | 529900JL0HDVGZMUJF32 | 3043578-8 | | | | Schaeffler Verwaltung Zwei GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000418_CR_AIRB | 529900D8QMD1LL0E2393 | 2800313-5 | | | | Schletter GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000419_CR_AIRB | 529900DG0F6AGQAP6N55 | 1131407-7 | 55234831 | | | SCHOLZ Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000420_CR_AIRB | 5299009QTM3SJL9BNR19 | 2209676-2 | | | | Schott AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000421_CR_AIRB | 529900ZCRUJ3J5PYWX81 | 2577577-6 | | | RPW GR EQUITY | SENVION GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000422_CR_AIRB | 52990038IB31TYK07X63 | 1129569-8 | | | SGL GY Equity | SGL Carbon SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000423_CR_AIRB | W38RGI023J3WT1HWRP32 | 1129508-6 | HRB12300B | | SIE GY EQUITY | Siemens Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000424_CR_AIRB | 529900M1LIO0SLOBAS50 | 1532176-3 | HRB1562 | DE0003304002 | SOW GY EQUITY | Software AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000425_CR_AIRB | 549300WM0X4AUT710770 | 3278292-2 | | | | Springer Science+Business Media Deutschland GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000426_CR_AIRB | 529900FMTTLMH0P0DL10 | 1473528-6 | | | | STADA Arzneimittel Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000427_CR_AIRB | 549300YTRYZPM57T3319 | 1132051-2 | | | | STADTWERKE HANNOVER AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000428_CR_AIRB | 529900QOJGJ2975GD560 | 2971375-7 | | | | Stahlgruber Otto Gruber AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000429_CR_AIRB | 5299003M4PGUGL48LS74 | 3094881-4 | | | | Styrolution Group GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000430_CR_AIRB | 529900Y2V1QWBDCBT818 | 2653119-4 | | | | Südwestdeutsche Medien Holding GmbH | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000431_CR_AIRB | 529900S8QNB101D40S72 | 1130211-4 | | | SZU GY EQUITY | Sudzucker AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000432_CR_AIRB | 529900D82I6R9601CF26 | 2819960-2 | HRB200436 | | | SYMRISE AG HOLZMINDEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000433_CR_AIRB | 529900P710MOUBKZDL27 | 2269857-5 | HEESHRB85143 | | | Techem GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000434_CR_AIRB | 529900COI81IT9N2Y682 | 3009289-4 | HRB180660 | | | THÜGA HOLDING GMBH + CO KGAA MÜNCHEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000435_CR_AIRB | 549300UDG16DOYUPR330 | 2411649-3 | HRB9092 | DE0007500001 | TKA GR EQUITY | THYSSENKRUPP AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000436_CR_AIRB | 529900JBK6KNC4HSW032 | 1672825-5 | | | | Tönnies Holding GmbH & Co. KG | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000437_CR_AIRB | 52990021AYVJLL2XMK94 | 2182800-9 | HRB16654 | | 7010965Z GR EQUITY | TRIMET ALUMINIUM SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000438_CR_AIRB | 529900SL2WSPV293B552 | 1126744-0 | | | TUI1 GY EQUITY | TUI AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000439_CR_AIRB | 3VEKWPJHTD4NKMBVG947 | 2353095-9 | | | | United Internet AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000440_CR_AIRB | XQMNIROSQAS7Y9TT7I97 | | NRWKOHRA24116 | | LBTYA UW Equity | Unitymedia Hessen GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000441_CR_AIRB | 529900I1IDJLEXFUYN67 | 3340688-5 | | | | WELTBILD GMBH & CO. KG, AUGSBURG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000442_CR_AIRB | 529900AGED6PJE9AVL37 | 3185940-8 | | | | Vier Gas Transport GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000443_CR_AIRB | 52990023338VFV5AIN59 | 1134669-9 | HRA3389 | | | VIESSMANN WERKE GMBH CO KG ALLENDORF | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000444_CR_AIRB | W24EDTPHEV8NJOD4FA29 | 1627667-7 | | | | VNG-Verbundnetz Gas Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000445_CR_AIRB | 5299004TYSI0Z73QUE46 | 1227804-0 | HRB725621 | | | Voith GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000446_CR_AIRB | 529900NNUPAGGOMPXZ31 | 1134796-0 | | | VOW3 GY EQUITY | Volkswagen AG [VW] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000447_CR_AIRB | 0NURKC5Q3CJYZPPK5046 | 1134904-0 | | | | WACKER CHEMIE AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000448_CR_AIRB | 529900KKY5IMBX35M241 | 2679160-8 | HRB7736 | | | Wasser und Gas Westfalen GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000449_CR_AIRB | 529900KQ44OJDIDU6J81 | 1135571-6 | | | | WEPA Hygieneprodukte GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000450_CR_AIRB | 5299006E92R0717GXP27 | 3189637-6 | HRA16706 | | 0892272D GR EQUITY | WINGAS GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000451_CR_AIRB | 529900A8LX4KL0YUTH71 | 2543621-3 | | | WDI GY Equity | Wirecard AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000452_CR_AIRB | 529900CAYOWB8YIG7X25 | 1136858-6 | | | | ZF FRIEDRICHSHAFEN AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000453_CR_AIRB | 549300D2K6PKKKXVNN73 | | 22756214 | DK0010244425 | MAERSKB DC EQUITY | A.P.Møller-Mærsk A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000454_CR_AIRB | | | 63965812 | | | A/S SCHOUW & CO | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000455_CR_AIRB | 549300ADWYS7RRJ8BG19 | | 14244441 | | | Aalborg Portland A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000456_CR_AIRB | 549300Y047DQV30CKT47 | | 49723911 | | | ABENA HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000457_CR_AIRB | 549300PLP6WVTICKLD32 | | 10526949 | | | ALM. BRAND FORSIKRING A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000458_CR_AIRB | 529900IJ6T4P1O10R377 | | 25313763 | | | ARLA FOODS A.M.B.A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000459_CR_AIRB | | | 25511484 | | | Atea A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000460_CR_AIRB | 213800KB128IK92MCD10 | | 44782510 | | | AVK Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000461_CR_AIRB | 2138009LJ6FGTV868W59 | | 22069519 | | | BYGMA GRUPPEN A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000462_CR_AIRB | 5493008YL42784DMWN61 | | 25508343 | DK0010181676 | CARLB DC EQUITY | Carlsberg Breweries A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000463_CR_AIRB | | | 27626904 | | | Catering Engros A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000464_CR_AIRB | 213800JF2XSR5NXGL660 | | 12760043 | | | Cheminova A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000465_CR_AIRB | 549300MKPW8ZF3E8MW37 | | 28318677 | | | Chr. Hansen Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000466_CR_AIRB | 213800AWZ8U3FVALIO26 | | 26259495 | | | Coop Danmark A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000467_CR_AIRB | 213800UW822WLK2HZF47 | | | | | Copenhagen Airports Denmark ApS | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000468_CR_AIRB | 529900BWY373HVUNIC90 | | 28527411 | | | Dagrofa ApS | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000469_CR_AIRB | | | 13878595 | | | Dagrofa S-Engros A/S (Foodservice) | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000470_CR_AIRB | 213800FJJH5XFNFIAK90 | | 23256118 | | | Damstahl A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000471_CR_AIRB | 5493007I2KABJNYPD639 | | 20165715 | | | DANFOSS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000472_CR_AIRB | | | 59789317 | | | Danish Agro A.M.B.A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000473_CR_AIRB | 21380063C9WS18D6WJ21 | | 26121264 | | | Danish Crown A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000474_CR_AIRB | 2138007QUZXQLFGCSV45 | | 24246930 | | | DANSK LANDBRUGS GROVVARESELSKAB A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000475_CR_AIRB | 549300FQY6MX8USM0112 | | 35954716 | | 4166777Z DC EQUITY | Dansk Supermarked A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000476_CR_AIRB | 549300JUFTJMOTC28B39 | | 28113951 | | | Danske Commodities A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000477_CR_AIRB | 213800ZCQ8X5QYJWVQ60 | | 42344613 | | | Det Danske Hedeselskab | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000478_CR_AIRB | 549300JZVW1Y1UZ5UK38 | | 14194711 | | | DFDS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000479_CR_AIRB | W9NG6WMZIYEU8VEDOG48 | | 36213728 | | | DONG Energy A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000480_CR_AIRB | 529900X41C0BSLK67H70 | | 58233528 | DK0060079531 | DSV DC EQUITY | DSV A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000481_CR_AIRB | 213800K83X1E9HF1MD69 | | 55828415 | | | DT Group A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000482_CR_AIRB | 529900C0U279ORGJC950 | | 45349918 | | | Ecco Sko A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000483_CR_AIRB | 213800Z47P2HZJKJSK23 | | 75272014 | | | EGM. INT. HOLD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000484_CR_AIRB | 549300JN1F17UXJMM315 | | 17225898 | | | ENERGI DANMARK A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000485_CR_AIRB | 5299003X050CWGDW1Z87 | | | | | Energinet.dk SOV | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000486_CR_AIRB | 213800MXXDGQ3ITPXI41 | | 58180912 | DK0010234467 | | FLSMIDTH & CO. A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000487_CR_AIRB | 549300036WZGCBDPDZ92 | | | | | GF-Forsikring A/S (Unsolicited Ratings) | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000488_CR_AIRB | 5493006R4KC2OI5D3470 | | 56759913 | | | H. Lundbeck A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000489_CR_AIRB | 213800HTGI1CTA7CKP20 | | 34728712 | | | Hedegaard A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000490_CR_AIRB | 213800NLXK98F6PC2R37 | | | | | ISS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000491_CR_AIRB | 549300RIPHN847476O42 | | | | | J.

LAURITZEN A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000492_CR_AIRB | 54930032G32N1F8JBV10 | | | | | KIRKBI INVEST A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000493_CR_AIRB | UGKYQUOFW6QSIS3P4P93 | | 47458714 | | LEGO DC EQUITY | LEGO System A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000494_CR_AIRB | 52990077KVK7QCK2NG31 | | 56759514 | | | LEO PHARMA A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000495_CR_AIRB | 529900B5B2U7TIJN7757 | | | | | MONJASA A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000496_CR_AIRB | 213800WNLA5AH3U4WI67 | | 12562233 | | | MT HØJGAARD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000497_CR_AIRB | 549300UQ0QRC1KXGRE08 | | 20293195 | | | NEAS Energy A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000498_CR_AIRB | | | 10845858 | | | Nellemann Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000499_CR_AIRB | 529900197LKWCEQ0NL18 | | 62725214 | | | NKT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000500_CR_AIRB | 2138007XB7AUOGS4N159 | | 11142141 | | | NORDIC SEAFOOD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000501_CR_AIRB | 2138005ON7KF6M74P542 | | 81203113 | | | Nordisk Dæk Import A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000502_CR_AIRB | 549300DAQ1CVT6CXN342 | | | | NOVOB DC Equity | Novo Nordisk A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000503_CR_AIRB | 529900T6WNZXD2R3JW38 | | 10007127 | | | NOVOZYMES A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000504_CR_AIRB | 213800LALFCP5FJXW153 | | 62497718 | | | Nowaco A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000505_CR_AIRB | 213800PRY3GUP6B5GG04 | | 39170418 | | | OK A.m.b.A. | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000506_CR_AIRB | 213800RE7TE67AUCJS21 | | 11369677 | | | Polar Seafood Denmark | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000507_CR_AIRB | 213800QRC7LNX935OZ09 | | 54879415 | | | Rockwool International A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000508_CR_AIRB | | | 42997811 | | | SANISTÅL A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000509_CR_AIRB | 549300M5XVDYG4I7CC28 | | 14049673 | | | Scan Global Logistics | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000510_CR_AIRB | 5299003KG4JS99TRML67 | | 31080185 | | | SCANDINAVIAN TOBACCO GROUP A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000511_CR_AIRB | 529900N96EOVRB114D28 | | 14773908 | DK0060228559 | TDC DC EQUITY | TDC A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000512_CR_AIRB | 549300ZSIJREG4GDWJ45 | | | | | Topdanmark A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000513_CR_AIRB | 213800A5UXABGUQ3PX11 | | 22460218 | | | TORM A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000514_CR_AIRB | 213800BIA5L8OPBER229 | | | | | Tryg Forsikring A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000515_CR_AIRB | 213800O8J7U9F8Q8VQ80 | | | | | Tryg Garantiforsikring A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000516_CR_AIRB | | | 14003606 | | | Tulip Food Company A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000517_CR_AIRB | 54930026SJ2OBLO6M470 | | 25481968 | | | Verdo A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000518_CR_AIRB | 549300DYMC8BGZZC8844 | | 00311171460005 | | | VESTAS WIND SYSTEMS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000519_CR_AIRB | 213800RM6L9LN78BVA56 | | 71186911 | | | WILLIAM DEMANT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000520_CR_AIRB | 5493005044RTLQ5RZU70 | | | | | Eesti Energia AS | EE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000521_CR_AIRB | 549300YENFNR57ZJ3X76 | | | | | ABENER ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000522_CR_AIRB | 8ZQH7RR6DBQZIX8PEQ84 | ESA41002288 | A41002288 | | ABG/P SM EQUITY | ABENGOA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000523_CR_AIRB | 549300GKFVWI02JQ5332 | ESA08209769 | A08209769 | | ABE SM EQUITY | ABERTIS INFRAESTRUCTURAS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000524_CR_AIRB | 54930002KP75TLLLNO21 | ESA31768138 | A31768138 | | ANA SM EQUITY | ACCIONA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000525_CR_AIRB | 95980020140005558665 | ESA28004885 | A28004885 | | ACS SM EQUITY | Actividades de Construccion y Servicios SA [ACS Group] | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000526_CR_AIRB | 213800NKU21ZN7P7RT54 | ESA84409408 | A84409408 | | AMS SM EQUITY | Amadeus IT Group SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000527_CR_AIRB | | ESA26019992 | A26019992 | | 0468005D SM EQUITY | AQUALIA GESTION INTEGRAL DEL AGUA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000528_CR_AIRB | 95980020140005491929 | | A78839271 | | A3M | ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000529_CR_AIRB | 549300MXEGOT8MV1B924 | ESA62186556 | A62186556 | | ONO SM EQUITY | CABLEUROPA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000530_CR_AIRB | 549300CGERG48M7P5E96 | | | | | CENTROS COMERCIALES CARREFOUR S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000531_CR_AIRB | | ESA46146387 | A46146387 | | 0612929D SM EQUITY | COBRA INSTALACIONES Y SERVICIOS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000532_CR_AIRB | | ESA20001020 | A20001020 | | CAF SM EQUITY | CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000533_CR_AIRB | 95980020140005319366 | ESA48012009 | A48012009 | | OLE SM EQUITY | DEOLEO SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000534_CR_AIRB | 54930063C6K2TNFL6H10 | | | | | DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000535_CR_AIRB | | ESA15139314 | A15139314 | | DRC SM EQUITY | DRAGADOS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000536_CR_AIRB | 529900U1P1JEV71EBO44 | ESA28006104 | A28006104 | | 4367465Z SM EQUITY | EADS CONSTRUCCIONES AERONAUTICAS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000537_CR_AIRB | 95980020140005374753 | ESA28017895 | A28017895 | | 1082z sm equity | EL CORTE INGLES S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000538_CR_AIRB | 95980020140005491250 | | A48027056 | | ENO | ELECNOR S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000539_CR_AIRB | 213800VIN4XHLVFIOE10 | | A86484334 | | ENG SQ Equity | Enagas Transportes, S.A.U. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000540_CR_AIRB | 549300LHK07F2CHV4X31 | ESA28023430 | A28023430 | | ELE SM EQUITY | ENDESA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000541_CR_AIRB | 95980020140005732198 | | | | | ESCAL UGS S L | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000542_CR_AIRB | 95980020140005757903 | ESA81939209 | A81939209 | | FER SM EQUITY | Ferrovial SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000543_CR_AIRB | 95980020140005178328 | ESA28037224 | A28037224 | | FCC SM EQUITY | FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000544_CR_AIRB | 549300CKUXDA0CKRQJ56 | ESA80477144 | A80477144 | | GAM SM EQUITY | GAMESA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000545_CR_AIRB | TL2N6M87CW970S5SV098 | ESA08015497 | A08015497 | | GAS SM EQUITY | GAS NATURAL S.D.G. S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000546_CR_AIRB | 95980020140005484363 | ESB48943864 | B48943864 | | 495294Z SM EQUITY | GESTAMP AUTOMOCION S L | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000547_CR_AIRB | | ESA58389123 | A58389123 | | GRF SM EQUITY | GRIFOLS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000548_CR_AIRB | 213800OILC5Q9AR63B63 | | A09092305 | | | Grupo Antolin-Irausa, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000549_CR_AIRB | | ESA84173947 | A84173947 | | 1234Z SM EQUITY | GRUPO ISOLUX CORSAN SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000550_CR_AIRB | 5QK37QC7NWOJ8D7WVQ45 | ESA48010615 | A48010615 | | IBE SM EQUITY | Iberdrola SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000551_CR_AIRB | 549300GEL7LRGKK0DG70 | | | | | Iberia Lineas Aereas de Espana S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000552_CR_AIRB | GGYEFW27TI7Q3C3XB343 | | | | | INDUSTRIA DE DISEÑO TEXTIL S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000553_CR_AIRB | 95980020140005007414 | | | | | INMOBILIARIA COLONIAL SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000554_CR_AIRB | 549300D4HOJHH0LSET81 | ESA41694266 | A41694266 | | 4516287Z SM EQUITY | INSTALACIONES INABENSA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000555_CR_AIRB | 95980020140005317620 | | | | | ISOLUX INGENIERIA, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000556_CR_AIRB | 95980020140005606874 | | | | | IZASA DISTRIBUCIONES TECNICAS S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000557_CR_AIRB | 529900S4UWJNVO9LEH81 | | A60195278 | | 4374129Z | LIDL SUPERMERCADOS S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000558_CR_AIRB | UIUPNLHSQI58ZL7O2J82 | | A78346558 | | MAP SQ Equity | Mapfre Re, Compania de Reaseguros, S.A. | ES | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000559_CR_AIRB | 95980020140005021479 | ESA79075438 | A79075438 | | | MEDIASET ESPAÑA COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000560_CR_AIRB | | ESA78304516 | A78304516 | | MEL SM EQUITY | Melia Hotels International SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000561_CR_AIRB | 95980020140005311703 | | | | | NAVANTIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000562_CR_AIRB | 95980020140005395317 | ESA48010573 | A48010573 | | OHL SM EQUITY | OBRASCON HUARTE LAIN S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000563_CR_AIRB | | ESA36603587 | A36603587 | | PVA SM EQUITY | PESCANOVA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000564_CR_AIRB | 549300N94L4D5NDBFG97 | ESA28430882 | A28430882 | | | PROSEGUR COMPAÑIA DE SEGURIDAD S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000565_CR_AIRB | 54930070W8XSY31XK130 | ESA78003662 | A78003662 | | REE SM EQUITY | Red Electrica de Espana SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000566_CR_AIRB | BSYCX13Y0NOTV14V9N85 | | A78374725 | ES0273516007 | REP GY Equity | Repsol, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000567_CR_AIRB | | ESA08000820 | A08000820 | | DMM XT EQUITY | S A DAMM | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000568_CR_AIRB | 549300QHD5DP0GOPGX63 | | | | | SOVENA ESPANA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000569_CR_AIRB | 213800JEZBUPZKWJGF49 | ESA28092583 | A28092583 | | TRE SM EQUITY | TECNICAS REUNIDAS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000570_CR_AIRB | 549300EEJH4FEPDBBR25 | | KvK 24269798 0000 | | TEF SM EQUITY | TELEFONICA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000571_CR_AIRB | | ESA08356727 | A08356727 | | TST SM EQUITY | TESTA INMUEBLES EN RENTA S.A. | ES | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000572_CR_AIRB | 549300FM9ZIJB5FCS825 | | | | | TWINS ALIMENTACION SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000573_CR_AIRB | 95980020140005462150 | ESA79524054 | A79524054 | | 571979Z | URBASER S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000574_CR_AIRB | 5299008CBH6EAEH1VZ37 | ESA28293348 | A28293348 | | | WORLD DUTY FREE GROUP S.A.U., | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000575_CR_AIRB | 743700FHGZEV5UGCB005 | | | FI0009010391 | AHL1V FH EQUITY | Ahlstrom Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000576_CR_AIRB | 529900Q14KI1SCMIMO82 | | | | | Bayer Nordic SE | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000577_CR_AIRB | 5493002B0GOVF42KWX33 | | | | | Cargotec Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000578_CR_AIRB | 549300P8N0P6KDGTJ206 | | | XS0946179529 | TY2 GS Equity | Citycon OYJ | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000579_CR_AIRB | 743700TU2S3DXWGU7H32 | | 0116510-6 | XS0973806861 | EIA GM Equity | Elisa Corporation | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000580_CR_AIRB | 7437006ZZI1F7CUA5518 | | | | | Fingrid Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000581_CR_AIRB | 213800SB6EOB8SSK9W63 | | | FI0009003230 | FIA1S FH EQUITY | Finnair Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000582_CR_AIRB | 743700BKTW4EQIVKYY42 | | | FI0009000400 | FIS1V FH EQUITY | Fiskars Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000583_CR_AIRB | 635400IUIZZIUJSAMF76 | | | FI0009007132 | FUM1V FH EQUITY | Fortum Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000584_CR_AIRB | 74370031Y7RK5H88CQ48 | | | FI0009004824 | KRA1V FH EQUITY | Kemira Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000585_CR_AIRB | 743700OX6HSVMCAHPB95 | | | | | KESKO OYJ | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000586_CR_AIRB | 2138001CNF45JP5XZK38 | 1927400-1 | HRB57225 | | KC4 GR EQUITY | Kone GmbH | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000587_CR_AIRB | 2138007FRMWVPUDCMA45 | | | FI0009007835 | MEO1V FH EQUITY | Metso Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000588_CR_AIRB | 5493009GY1X8GQ66AM14 | | | FI0009013296 | NES1V FH EQUITY | Neste Oil Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000589_CR_AIRB | 549300A0JPRWG1KI7U06 | | | FI0009000681 | NOK1V FH EQUITY | Nokia Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000590_CR_AIRB | 743700YQIO8Y4L4WKR40 | | | | | Nokian Renkaat Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000591_CR_AIRB | 74370061PO7C10E3PA54 | | | | | Norilsk Nickel Harjavalta Oy | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000592_CR_AIRB | 5493009YRUJJDCFF0R80 | | | FI0009002422 | OUT1V FH EQUITY | Outokumpu Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000593_CR_AIRB | 549300R0VN9C371W0E07 | | | FI0009014575 | OTE1V FH EQUITY | Outotec Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000594_CR_AIRB | 743700X6KUJ0Z8GJIF03 | | | | | POHJOLAN VOIMA OY | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000595_CR_AIRB | 743700CIR72J2LJZO637 | | | | | Ramirent Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000596_CR_AIRB | 743700XJC24THUPK0S03 | | | FI0009007694 | SAA1V FH EQUITY | Sanoma Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000597_CR_AIRB | 743700IFQI6W89M1IY95 | | | | | STOCKMANN OYJ ABP | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000598_CR_AIRB | 7437000ZP669LKUTZ738 | | | | STERV FH EQUITY | Stora Enso Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000599_CR_AIRB | 743700LQ48IZBTZN4S52 | | 0196656-0 | XS1043513529 | | Teollisuuden Voima Oyj(TVO) | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000600_CR_AIRB | 743700PKLY067IZIF588 | | | | | Tikkurila Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000601_CR_AIRB | 213800EC6PW5VU4J9U64 | | | FI0009005987 | UPM1V FH EQUITY | UPM-Kymmene Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000602_CR_AIRB | 743700G7A9J1PHM3X223 | | | FI0009003727 | WRT1V FH EQUITY | Wärtsilä Oyj Abp | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000603_CR_AIRB | 549300TLDC3IQX97WU26 | | | | | Wihuri Packaging Oy | FI | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000604_CR_AIRB | 529900M13GM4VSTE6W80 | | | | | YIT Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000605_CR_AIRB | 969500QZC2Q0TK11NV07 | | | | AC FP EQUITY | Accor SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000606_CR_AIRB | 969500PJMBSFHYC37989 | | | | ADP FP Equity | Aeroports de Paris S.A. (ADP) | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000607_CR_AIRB | 969500AQW31GYO8JZD66 | | | FR0000031122 | | AIR FRANCE -KLM | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000608_CR_AIRB | 969500MMPQVHK671GT54 | | | | AI FP EQUITY | Air Liquide SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000609_CR_AIRB | 969500RAZNDFVFATTJ14 | | | | | ALCATEL LUCENT INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000610_CR_AIRB | 969500CCRD8GYWLG6R54 | | 542019096 | FR0000130007 | ALU FP EQUITY | Alcatel Lucent S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000611_CR_AIRB | 969500TZFFAS8XMVPQ44 | | | | ALALF UV Equity | ALCATEL-LUCENT SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000612_CR_AIRB | 549300W64S5Q0I46LK20 | | | | | ALSTOM HOLDINGS SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000613_CR_AIRB | 96950032TUYMW11FB530 | | | | ALO FP EQUITY | Alstom SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000614_CR_AIRB | 9695007B0RXQCHHTGR34 | | 305207169 | | AREVA FP EQUITY | AREVA NC | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000615_CR_AIRB | 96950026BLIV09FMSM49 | | | | AKE FP EQUITY | Arkema Group SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000616_CR_AIRB | | | | | ATO FP EQUITY | Atos Origin SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000617_CR_AIRB | 213800U12KWYZEECZ934 | | 572139996 | | ASF FP EQUITY | AUTOROUTES DU SUD DE LA FRANCE SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000618_CR_AIRB | 9695002SV2VP9CU42826 | | | | ARR FP EQUITY | Autoroutes Paris-Rhin-Rhone SA [APRR] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000619_CR_AIRB | F5WCUMTUM4RKZ1MAIE39 | | | | | AXA SA | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000620_CR_AIRB | 969500MOCLNQFNZN0D63 | | 572015246 | | EN LI Equity | BOUYGUES SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000621_CR_AIRB | 96950077L0TN7BAROX36 | | | | CAP FP EQUITY | Cap Gemini Sogeti SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000622_CR_AIRB | 549300B8P6MUJ1YWTS08 | | | | CA FP EQUITY | Carrefour SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000623_CR_AIRB | 969500VHL8F83GBL6L29 | | 554501171 | FR0000125585 | CO FP EQUITY | CASINO GUICHARD — PERRACHON | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000624_CR_AIRB | 9695001K81BDUET02H66 | | | | CGM FP EQUITY | Cegedim SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000625_CR_AIRB | 969500FCVQ5SLAAUJV59 | | | | GA S1 Equity | CGG | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000626_CR_AIRB | 969500WESYQMQ1F2C272 | | | | | CHRISTIAN DIOR | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000627_CR_AIRB | 969500BZJ49IICIBZZ08 | | | | | CMA CGM S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000628_CR_AIRB | 969500QKVPV2H8UXM738 | | | | CNP FP Equity | CNP Assurances | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000629_CR_AIRB | 213800CP8292W9E8LJ69 | | 552115891 | | DG FP Equity | Cofiroute | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000630_CR_AIRB | 969500DZBBMYHB8NAM93 | | 552025314 | FR0000121634 | RE FP EQUITY | COLAS SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000631_CR_AIRB | NFONVGN05Z0FMN5PEC35 | | | | SGO FP EQUITY | Compagnie de Saint-Gobain SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000632_CR_AIRB | 549300SOSI58J6VIW052 | | | | ML FP EQUITY | Compagnie Generale des Etablissements Michelin SCA [CGEM] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000633_CR_AIRB | 969500D8BWYH453FLN28 | | | | | CRISTAL UNION | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000634_CR_AIRB | 85OKW2SW05RZFQS1W718 | | | | JJ FP EQUITY | Crown European Holdings SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000635_CR_AIRB | 969500H6VMRN7AY1ZU14 | | 441133808 | | 85117Z FP EQUITY | DCNS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000636_CR_AIRB | 9695006LOD5B2D7Y0N70 | | | | EDEN FP Equity | Edenred S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000637_CR_AIRB | | | | FR0000130452 | FGR FP EQUITY | Eiffage SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000638_CR_AIRB | 549300X3UK4GG3FNMO06 | | | FR0010242511 | EDF FP EQUITY | Electricite de France SA [EDF] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000639_CR_AIRB | 9695001HM585I0NEI780 | | 380543678 | | | Elior | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000640_CR_AIRB | 549300LUH78PG2MP6N64 | | | | | Eramet SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000641_CR_AIRB | 549300M3VH1A3ER1TB49 | | 712049618 | FR0000121667 | EI FP EQUITY | ESSILOR INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000642_CR_AIRB | 529900HC20ELW4B6XI30 | | | | | Euler Hermes France | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000643_CR_AIRB | 52990087UKA0U2TO8412 | | 352383715 | | 117052Z FP EQUITY | EUROCOPTER SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000644_CR_AIRB | MINO79WLOO247M1IL051 | | | | EAD FP Equity | European Aeronautic Defence & Space Co NV [EADS] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000645_CR_AIRB | 549300MCOOY1V7P2PG30 | | | | ETL FP Equity | Eutelsat S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000646_CR_AIRB | 969500WASBF8AZP8TC02 | | 323288563 | FR0000053142 | LEY FP EQUITY | FAIVELEY TRANSPORT | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000647_CR_AIRB | 969500F0VMZLK2IULV85 | | | FR0000121147 | EO FP EQUITY | Faurecia S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000648_CR_AIRB | 969500UPKU9VF8XAEU18 | | 775625767 | | 1044Q FP EQUITY | FINANCIERE AGACHE SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000649_CR_AIRB | 969500P8M3W2XX376054 | | | | | Fonciere des Regions | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000650_CR_AIRB | 969500MCOONR8990S771 | | | | FTE FP EQUITY | France Telecom SA / Orange SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000651_CR_AIRB | 5493005GNGE7UFJCIL03 | | | | FBEL FP EQUITY | Fromageries Bel SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000652_CR_AIRB | 969500YWO65OHPVAHN71 | | | | | GALERIES LAFAYETTE | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000653_CR_AIRB | LAXUQCHT4FH58LRZDY46 | | | FR0010208488 | GSZ FP EQUITY | GDF Suez SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000654_CR_AIRB | 5299007I0OJCYZX6IL07 | | | | | GEA Batignolles Technologies Thermiques SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000655_CR_AIRB | 9695003E4MMA10IBTR26 | | 592014476 | | | Gecina | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000656_CR_AIRB | 9695004TMMZ3JBKJO332 | | 377791967 | | UG FP Equity | GIE PSA Tresorerie | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000657_CR_AIRB | 969500ASEC557H5A4F22 | | 476180625 | | | Groupe Auchan S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000658_CR_AIRB | 969500KMUQ2B6CBAF162 | | | | BN FP EQUITY | Groupe Danone SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000659_CR_AIRB | 969500O3KMCBQT8KGK58 | | | | | Groupe Soufflet SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000660_CR_AIRB | 969500FY5T5MLH4G9A95 | | | | RIA FP EQUITY | Groupe Steria SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000661_CR_AIRB | 969500LYSYS0E800SQ95 | | 408168003 | | | Holding Bercy Investissement SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000662_CR_AIRB | 969500I3QVK40XEORU25 | | 495137077 | | | HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000663_CR_AIRB | 969500UDH342QLTE1M42 | | 582074944 | FR0000035081 | ICAD FP EQUITY | ICADE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000664_CR_AIRB | 969500FZ9BTRZS3JNB97 | | 342376332 | FR0004035913 | ILD FP EQUITY | ILIAD | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000665_CR_AIRB | 54930075MZSSIB2TGC64 | | 449354224 | FR0000120859 | NK FP EQUITY | IMERYS S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000666_CR_AIRB | 9695002OY2X35E9X8W87 | | | | | Ipsos SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000667_CR_AIRB | 549300ORN5E1P46ATH26 | | 440413730 | | IT IM Equity | Italcementi Finance S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000668_CR_AIRB | 9695009KV7AFPDEI5S30 | | | | DEC FP EQUITY | JCDecaux SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000669_CR_AIRB | 549300VGEJKB7SVUZR78 | | 552075020 | | PP IM Equity | Kering S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000670_CR_AIRB | 969500PB4U31KEFHZ621 | | 780152914 | | | Klepierre S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000671_CR_AIRB | 969500L0T16HX3R78P61 | | | | | La Mondiale | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000672_CR_AIRB | 9695000YG7TR7PAP0L59 | | | | 222691Z FP EQUITY | La Poste [France] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000673_CR_AIRB | 969500O558W10MK2JF76 | | | | | Labco SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000674_CR_AIRB | 549300DNNL29KCEPRZ85 | | | FR0000120537 | LG FP EQUITY | Lafarge SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000675_CR_AIRB | 969500VX2NV2AQQ65G45 | | | | MMB FP EQUITY | Lagardere SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000676_CR_AIRB | 969500TJLHIZLFRWEQ48 | | | FR0010307819 | LR FP EQUITY | Legrand | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000677_CR_AIRB | 969500C0B8YR7HT3OM14 | | | | 221202Z FP EQUITY | Limagrain SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000678_CR_AIRB | 529900JI1GG6F7RKVI53 | | | FR0000120321 | OR FP EQUITY | L'Oréal | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000679_CR_AIRB | IOG4E947OATN0KJYSD45 | | | | MC FP EQUITY | LVMH Moet Hennessy Louis Vuitton SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000680_CR_AIRB | | | | | MDCA FP EQUITY | Medica France SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000681_CR_AIRB | 969500081CGAXB7YS433 | | 424064707 | | | Mercialys | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000682_CR_AIRB | 969500DZ56QVIKRIU954 | | | | | Monoprix SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000683_CR_AIRB | 96950015FU78G84UIV14 | | | | NEX FP EQUITY | Nexans SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000684_CR_AIRB | 549300DMQNOND6LEVJ13 | | | | | Novacap SA | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000685_CR_AIRB | 969500CDLQKYAR1PT761 | | | | | NutriXo SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000686_CR_AIRB | 969500SHDTSMKBXKKO85 | | | | | Oberthur Technologies S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000687_CR_AIRB | 52990097YFPX9J0H5D87 | | | FR0000120693 | RI FP EQUITY | PERNOD RICARD S.A.

| FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000688_CR_AIRB | 969500TZ5950IT5FPQ42 | | | | UG FP EQUITY | Peugeot SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000689_CR_AIRB | 969500C0PA29TV19CT55 | | | | 221410Z FP EQUITY | Picard Surgeles SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000690_CR_AIRB | | | | | PP FP EQUITY | Pinault Printemps Redoute SA [PPR] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000691_CR_AIRB | 2138004KW8BV57III342 | | | FR0000130577 | PUB FP EQUITY | Publicis Groupe SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000692_CR_AIRB | 969500AI7V5V0J9TOU58 | | | | RAL FP EQUITY | Rallye SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000693_CR_AIRB | 5493004V6A3Z027YT216 | | | | RCO FP Equity | Remy Cointreau S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000694_CR_AIRB | 969500F7JLTX36OUI695 | | | FR0000131906 | RNO FP EQUITY | RENAULT S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000695_CR_AIRB | 969500VZN4KDEZ14C105 | | 412280737 | | 224063Z FP EQUITY | RESEAU FERRE DE FRANCE | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000696_CR_AIRB | 969500N6AVPA51648T62 | | | | RXL FP Equity | Rexel SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000697_CR_AIRB | 969500FO141C5967KC72 | | | | | Roquette Freres | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000698_CR_AIRB | 969500JRJW0K2ET1UP76 | | 444619258 | | 226514Z FP EQUITY | RTE EDF TRANSPORT SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000699_CR_AIRB | 969500UIC89GT3UL7L24 | | | | SAF FP EQUITY | Safran SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000700_CR_AIRB | 549300E9PC51EN656011 | | 395030844 | | SAN FP Equity | SANOFI S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000701_CR_AIRB | 969500A1YF1XUYYXS284 | | | | SU FP EQUITY | Schneider Electric SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000702_CR_AIRB | 96950056ULJ4JI7V3752 | | | | SCR FP Equity | SCOR SE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000703_CR_AIRB | 969500WP61NBK098AC47 | | | | SK FP EQUITY | SEB SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000704_CR_AIRB | 969500KDAUM9TYWQTR36 | | 470801168 | | 286575Z FP EQUITY | SOC NATIONALE IMMOBILIERE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000705_CR_AIRB | 969500LCBOG12HXPYM84 | | | | SW FP EQUITY | Sodexho Alliance SA [Sodexo] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000706_CR_AIRB | 9695005U38X1SF184325 | | 552028425 | | QS3 GF Equity | Solocal Group | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000707_CR_AIRB | 969500VEVOWR22R2YR86 | | | | 9876578Z FP Equity | Sonepar SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000708_CR_AIRB | 969500A4MXJ3ESPHK698 | | 552049447 | | 224507Z FP EQUITY | STE NATIONALE DES CHEMINS DE FER FRANCAIS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000709_CR_AIRB | 9695001UJ7FMZ37G6N39 | | 572119550 | | 593377Z FP EQUITY | SUCRES ET DENREES | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000710_CR_AIRB | 9695002EVBYM5B2OIP31 | | | | 4699377Z FP Equity | Tarkett SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000711_CR_AIRB | 969500NQMNC0PVUY8V74 | | | | TEC FP EQUITY | Technip SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000712_CR_AIRB | 529900FNDVTQJOVVPZ19 | | | | HO FP EQUITY | Thales SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000713_CR_AIRB | | | 542051180 | FR0000120271 | FP FP EQUITY | TOTAL SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000714_CR_AIRB | 969500BWNQ1B0PI06I59 | | 492520333 | | | Tyrol Acquisition 2 SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000715_CR_AIRB | 969500SHQITWXSIS7N89 | | 682024096 | FR0000124711 | UL NA EQUITY | UNIBAIL RODAMCO SE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000716_CR_AIRB | 5493006IH2N2WMIBB742 | | | | FR FP Equity | Valeo S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000717_CR_AIRB | 969500P2Q1B47H4MCJ34 | | | | VK FP EQUITY | Vallourec SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000718_CR_AIRB | 969500LENY69X51OOT31 | | | | VIE FP EQUITY | Veolia Environnement SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000719_CR_AIRB | 9695009YI1863TOVDP79 | | | | | Vicat SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000720_CR_AIRB | 213800WFQ334R8UXUG83 | | | | DG FP EQUITY | Vinci SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000721_CR_AIRB | 969500FU4DRAEVJW7U54 | | | | VIV FP EQUITY | Vivendi SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000722_CR_AIRB | 969500M98ZMIZYJD5O34 | | 572174035 | | MF FP Equity | Wendel | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000723_CR_AIRB | 969500SFFMSIHH11UO32 | | | | ZC FP EQUITY | Zodiac Aerospace SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000724_CR_AIRB | 549300MJIRPTCHAYW359 | | 7847174 | | | ABP Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000725_CR_AIRB | 213800B4XZJ3ZDM7CL47 | | | | AFR LN Equity | Afren plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000726_CR_AIRB | 2138003R7TGCSVF27H47 | | SC177553 | GB00B4WQ2Z29 | AGK LN Equity | AGGREKO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000727_CR_AIRB | 213800HPMHRN3PT62M97 | | 06279732 | | 0807384D LN EQUITY | AIRTANKER FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000728_CR_AIRB | DTA07N5U5HK2KC1SCM04 | | 01675285 | GB0000282623 | | AMEC Foster Wheeler plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000729_CR_AIRB | 2Y33NQ5FPI8PR8L9QX13 | | 2854310 | | AML LN Equity | Amlin PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000730_CR_AIRB | 213800DL377MH46PDY63 | | 4330322 | | | Anglian Water Services Financing Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000731_CR_AIRB | 549300S9XF92D1X8ME43 | | 3564138 | GB00B1XZS820 | AAL LN EQUITY | Anglo American Plc. | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000732_CR_AIRB | VVT2B79I2Z4U3R6BY589 | | 7876075 | | AON UN Equity | Aon plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000733_CR_AIRB | | | | GB00B15Y0C52 | | AP ALTERNAT ASSETS | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000734_CR_AIRB | 549300F4RYR1DNTO2O39 | | 6137924 | | | Arqiva Financing No. 1 Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000735_CR_AIRB | GBQKSY6W7G0OHCQ8OQ72 | | 293262 | | ABF LN Equity | Associated British Foods PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000736_CR_AIRB | PY6ZZQWO2IZFZC3IOL08 | | 2723534 | | ZEG GY Equity | AstraZeneca PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000737_CR_AIRB | YF0Y5B0IB8SM0ZFG9G81 | | 2468686 | | AV/ LN EQUITY | Aviva Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000738_CR_AIRB | 213800TSKOLX4EU6L377 | | 02342138 | GB0009697037 | BAB LN Equity | Babcock International Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000739_CR_AIRB | 8SVCSVKSGDWMW2QHOH83 | | 1470151 | | BA/ LN EQUITY | BAE Systems Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000740_CR_AIRB | CT4UIJ3TUKGYYHMENQ17 | | 395826 | GB0000961622 | BBY LN EQUITY | Balfour Beatty plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000741_CR_AIRB | 2138006R85VEOF5YNK29 | | 604574 | | BDEV LN EQUITY | Barratt Developments Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000742_CR_AIRB | 2138001T2QEV5RXMFI32 | | 00053688 | GB00B1FP8915 | BBA LN Equity | BBA AVIATION PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000743_CR_AIRB | | | 1480047 | | BRSN LN Equity | Berendsen Plc [ex-Davis Service Group Plc] | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000744_CR_AIRB | | | | | 0134146D LN Equity | Best Buy Europe Distributions Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000745_CR_AIRB | V1LV067AJN766PCJIG11 | | 3763515 | | BG/ LN Equity | BG Energy Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000746_CR_AIRB | 549300C116EOWV835768 | | 3196209 | | BLT LN Equity | BHP Billiton Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000747_CR_AIRB | VK07P8T49UYFO085O712 | | 3114356 | | BMW HB Equity | BMW (UK) Capital plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000748_CR_AIRB | 213800V93QFW53NB7Y29 | | 1036959 | | | Bodycote International Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000749_CR_AIRB | 213800TGK6XXFA2TBO31 | | 3558065 | | | Boparan Holdings Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000750_CR_AIRB | 213800M11ELCLQ8VF938 | | 4011660 | | | Bourne Leisure Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000751_CR_AIRB | 549300ZPID4GQRDWI318 | 1104733-9 | HRB113611 | | BP/ LN EQUITY | BP Europa SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000752_CR_AIRB | G1KG0OQD10NOMCMLDZ35 | | 00542515 | | BP/ LN EQUITY | BP INTERNATIONAL LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000753_CR_AIRB | 213800MBRRUVQIONAN53 | | 4578621 | | BXB AT Equity | Brambles Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000754_CR_AIRB | 549300136VSBKI0Q8750 | | 5262170 | | | Brenntag UK Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000755_CR_AIRB | 375X9PSJLLOV7F21O626 | | 01777777 | | IAG LN EQUITY | BRITISH AIRWAYS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000756_CR_AIRB | 2138001S874P3WKNCV04 | | 3407696 | | BATS LN EQUITY | British American Tobacco Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000757_CR_AIRB | 5493000IBP32UQZ0KL24 | | RC000057 | | | British Broadcasting Corporation | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000758_CR_AIRB | RV5B68J2GV3QGMRPW209 | | 621920 | | | British Land Company PLC (The) | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000759_CR_AIRB | 2138003TS48MQKF4BZ29 | | 9256967 | | BSY LN EQUITY | British Sky Broadcasting Group Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000760_CR_AIRB | 549300OWFMSO9NYV4H90 | | 01800000 | | BT/A LN EQUITY | BRITISH TELECOMMUNICATIONS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000761_CR_AIRB | 635400L3NVMYD4BVCI53 | | 5604923 | | BVIC LN Equity | Britvic PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000762_CR_AIRB | | | 358948 | GB00B0744B38 | BNZL LN EQUITY | BUNZL PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000763_CR_AIRB | ZIMCVQHUFZ8GVHENP290 | | 2779134 | | | Bupa Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000764_CR_AIRB | 213800J3MPR8KO94D535 | | 3458224 | | BRBY LN Equity | Burberry Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000765_CR_AIRB | 213800UL7Z7B6GLBZ213 | | 3314066 | | | C&J Clark Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000766_CR_AIRB | CMIGEWPLHL4M7ZV0IZ88 | | 2081330 | | CPI LN EQUITY | Capita Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000767_CR_AIRB | 6SNZTEXLR1M5211YYB89 | | | | CLLN LN EQUITY | Carillion Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000768_CR_AIRB | 4DR1VPDQMHD3N3QW8W95 | | 4039524 | | CCL LN EQUITY | Carnival Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000769_CR_AIRB | 2138001E12GWLLDQQF16 | | 7105905 | | CPW LN Equity | DIXONS CARPHONE PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000770_CR_AIRB | E26EDV109X6EEPBKVH76 | | 3033654 | GB00B033F229 | CNA LN EQUITY | CENTRICA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000771_CR_AIRB | 549300IF6EUDVXYQI061 | | 5900853 | | | CEVA Group plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000772_CR_AIRB | 213800U9A54VQJ5P2J41 | | 86662 | | CHG LN Equity | Chemring Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000773_CR_AIRB | 213800J2J3TOOI176M73 | | 5212407 | | CINE LN Equity | CINEWORLD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000774_CR_AIRB | 213800A41R9NL49E5632 | | 00030470 | GB00B07KD360 | COB LN Equity | COBHAM PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000775_CR_AIRB | 2138008M6MH9OZ6U2T68 | | 4083914 | | CPG LN EQUITY | Compass Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000776_CR_AIRB | 6354003CVDDPNXREIR29 | | FC031117 | | | CPUK Finance Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000777_CR_AIRB | 4OFD47D73QFJ1T1MOF29 | | 184594 | | DMGT LN Equity | Daily Mail and General Trust Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000778_CR_AIRB | 213800NPR9YDSBO86U08 | | 03162897 | GB0002502812 | | DAIRY CREST GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000779_CR_AIRB | 5493007MMUEIF4NJG110 | | 5448421 | | DEB LN EQUITY | Debenhams Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000780_CR_AIRB | 213800J4UVB5OWG8VX82 | | 3369634 | | DPH LN Equity | Dechra Pharmaceuticals PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000781_CR_AIRB | 213800BXKQ9KZNUR1M61 | | 1819699 | | | Derwent London PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000782_CR_AIRB | 213800ZVIELEA55JMJ32 | | 23307 | | DGE FP Equity | Diageo plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000783_CR_AIRB | 2138005HMFMTYXNEEX13 | | SC000750 | | | DIAGEO SCOTLAND LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000784_CR_AIRB | 5299004HGJWHJ71M5T77 | | 5671205 | | | DNL UK LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000785_CR_AIRB | 2138001GRMZ39JRSE316 | | 01363137 | GB0002748050 | DNO LN Equity | DOMINO PRINTING SCIENCES PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000786_CR_AIRB | 39RSBE4RCI4M15BLWH36 | | 1377658 | | SMDS LN EQUITY | DS Smith Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000787_CR_AIRB | 2138001LSWETH5TDQG53 | | 2366777 | | | DWR Cymru Cyfyngedig | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000788_CR_AIRB | 213800U5R8Q5KGM2KU56 | | 2366906 | | | Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000789_CR_AIRB | 549300XUUK1H52EDCK10 | | | | | EDC Finance Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000790_CR_AIRB | 549300ZM2QCFG22BOJ03 | | 2366949 | | | Electricity North West Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000791_CR_AIRB | 549300KVXDURRKVW7R37 | | 647788 | | ECM LN EQUITY | Electrocomponents Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000792_CR_AIRB | 2138008LJU6WFQWOXJ73 | | 7140891 | | ENQ LN Equity | EnQuest plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000793_CR_AIRB | 7N0UJMJLXD0MDT5D5086 | | 7023598 | | | Ensco plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000794_CR_AIRB | 549300V1O67HJV48FS61 | | 6845434 | | | ENW Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000795_CR_AIRB | 5493007MOZNA03BVNE96 | | 5444653 | | ESNT LN Equity | ESSENTRA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000796_CR_AIRB | 21380023G8LF55V46281 | | 02954623 | | | EUROPEAN METAL RECYCLING LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000797_CR_AIRB | 213800SVCZ6YZ8YJI569 | | 2462001 | | 4379945Z LN Equity | Eurostar International Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000798_CR_AIRB | 5493002X7O83FCJVYO69 | | 7329930 | | | Eversholt Funding Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000799_CR_AIRB | JPO68XMABX4DR21BNE65 | | 8263590 | | 0274811Z LN Equity | Everything Everywhere Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000800_CR_AIRB | 54930080DFVZ551GGT17 | | | | EVR LN EQUITY | Evraz Group S.A. | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000801_CR_AIRB | 635400RXXHHYT1JTSZ26 | | 653331 | | | EXPERIAN PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000802_CR_AIRB | 213800JLG5TPE3RBYG56 | | 4094619 | | | FIRST CHOICE HOLIDAYS FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000803_CR_AIRB | 549300DEJZCPWA4HKM93 | | SC157176 | | FGP LN EQUITY | First Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000804_CR_AIRB | 549300JXWH1UV5J0XV81 | | 6344120 | | FRES LN Equity | Fresnillo plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000805_CR_AIRB | 213800WTATMITUGXJQ69 | | FC031364 | | | Friends Life Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000806_CR_AIRB | 549300L3KWKK8X35QR12 | | 4992207 | | GFS LN EQUITY | G4S Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000807_CR_AIRB | 213800OOHUV3HHP46A02 | | 00836539 | GB00B3Y2J508 | GFRD LN Equity | GALLIFORD TRY PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000808_CR_AIRB | 213800E8KX2VV9YDY362 | | 1991018 | | | Gatwick Airport Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000809_CR_AIRB | 549300IK25CZHKVLAL89 | | 03768267 | | 1844538Z LN EQUITY | Gazprom Marketing and Trading Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000810_CR_AIRB | 5493007Q8VD7Q3ZYZS59 | | 2258699 | | GS7 GY Equity | GlaxoSmithKline Capital PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000811_CR_AIRB | | | 3888792 | GB0009252882 | GSK LN EQUITY | GlaxoSmithKline plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000812_CR_AIRB | 213800N9W2D8A4GJGR36 | | 04542769 | | 2006623Z LN EQUITY | GLENCORE ENERGY UK LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000813_CR_AIRB | 213800QIJMYMW6TSBG41 | | 5333192 | | GNK LN Equity | Greene King Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000814_CR_AIRB | 213800R9N5F2WRMGTR50 | | 24511 | | GNK LN EQUITY | Greene King Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000815_CR_AIRB | 213800U8JEPF65PSKU22 | | 6143540 | | | GUARDIAN DIGITAL COMMUNICATIONS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000816_CR_AIRB | 2138007FRGLUR9KGBT40 | | 00040932 | GB0004052071 | HLMA LN Equity | HALMA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000817_CR_AIRB | 213800G1C9KKVVDN1A60 | | 360632 | GB0004065016 | HMSO LN EQUITY | Hammerson PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000818_CR_AIRB | 529900N6RQR0PX7ZTR62 | | 4626078 | | HEI GY Equity | Hanson Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000819_CR_AIRB | 213800QC8AWD4BO8TH08 | | 2150950 | | HAS LN Equity | Hays PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000820_CR_AIRB | 549300J5R8AWMHPE7O05 | | 1991017 | | | Heathrow Airport Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000821_CR_AIRB | 7TI96JO3DYEIQWZ7Z726 | | 99529 | | | Heathrow Funding Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000822_CR_AIRB | 213800YRHAPNN54BKN78 | | 5863533 | GB00B19NKB76 | HOME LN EQUITY | HOME RETAIL GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000823_CR_AIRB | 213800UTXVFRH9XBL453 | | 7939278 | | | Iceland Acquico Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000824_CR_AIRB | 213800FGWQXPVI86SE26 | | 5879252 | | | Iglo Foods MidCo Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000825_CR_AIRB | | | 3236483 | GB0004544929 | IMT LN EQUITY | Imperial Tobacco Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000826_CR_AIRB | 2138002D68XDR4LZCG32 | | 7084307 | | | Ineos Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000827_CR_AIRB | | | 5134420 | | IHG LN EQUITY | Intercontinental Hotels Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000828_CR_AIRB | 549300OGASR5WRKJ8R68 | | 2234775 | | | INTERMEDIATE CAPITAL GROUP PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000829_CR_AIRB | | | | GB00B19DVX61 | ISYS LN EQUITY | Invensys plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000830_CR_AIRB | ZLECI7ED2QMWFGYCXZ59 | | 4967001 | | ITV LN Equity | ITV plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000831_CR_AIRB | 213800VGZAAJIKJ9Y484 | | 185647 | | SBRY LN EQUITY | J Sainsbury Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000832_CR_AIRB | 529900RRNKUM3INJGF98 | | KvK 34233247 0000 | | JBH LN EQUITY | JAB Holdings B.V. | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000833_CR_AIRB | 213800CHWARFAAN7UB85 | | 1709784 | | JDW LN EQUITY | JD Wetherspoon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000834_CR_AIRB | 5493008LNN1X4R79PJ89 | | SC034970 | GB0005790059 | | JOHN MENZIES PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000835_CR_AIRB | 549300PLYY6I10B6S323 | | SC036219 | GB00B5N0P849 | WG/ LN Equity | JOHN WOOD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000836_CR_AIRB | 2138001AVBSD1HSC6Z10 | | 33774 | GB0004764071 | JMAT LN EQUITY | JOHNSON MATTHEY PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000837_CR_AIRB | 213800JFIBCR4LGUA242 | | SC015382 | GB0004769682 | | JOHNSTON PRESS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000838_CR_AIRB | | | 06467400 | | KAZ LN EQUITY | KAZ MINERALS FINANCE PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000839_CR_AIRB | 2138002RKCU2OM4Y7O48 | | 02708030 | GB0004915632 | KIE LN Equity | KIER GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000840_CR_AIRB | 213800KBMEV7I92FY281 | | 1664812 | | KGF LN EQUITY | Kingfisher Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000841_CR_AIRB | 213800QOWHF5R9VLL274 | | 1429533 | | LAD LN Equity | Ladbrokes plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000842_CR_AIRB | 213800JH9QQWHLO99821 | | 1417162 | | LGEN LN Equity | Legal & General Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000843_CR_AIRB | 549300BSGXG3QLIQYT84 | | 8379990 | | | Liberty Global plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000844_CR_AIRB | 213800JDI3GTKPG4XI38 | | 3929195 | | | London Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000845_CR_AIRB | 213800QAUUUP6I445N30 | | 05369106 | GB00B0SWJX34 | LSE LN Equity | LONDON STOCK EXCHANGE GROUP PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000846_CR_AIRB | 213800JP7STUK5WKRE92 | | 1000608 | | MMC LN Equity | MANAGEMENT CONSULTING GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000847_CR_AIRB | 213800IU37OVVT5ZXP41 | | 8338561 | | | Manchester Airport Group Funding PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000848_CR_AIRB | 213800CN1RI3UCIZWB95 | | 214436 | | MKS LN EQUITY | Marks & Spencer Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000849_CR_AIRB | 213800HQB746UJ9UWM15 | | 5135049 | | MARS LN Equity | Marston's Issuer PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000850_CR_AIRB | 213800Q6RP3ZJ2CZR962 | | 31461 | | | Marston's PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000851_CR_AIRB | 549300QSUNKAEBMYIR16 | | 2798634 | | | McBride plc | GB | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000852_CR_AIRB | YMFO3TKB4UAWQTDZJJ31 | | 432989 | | MGGT LN Equity | Meggitt Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000853_CR_AIRB | 213800E7QA1U8BF34219 | | 4778667 | | MAB LN Equity | Mitchells & Butlers Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000854_CR_AIRB | 213800LOZA69QFDC9N34 | | 6209386 | GB00B1CRLC47 | MNDI LN EQUITY | Mondi Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000855_CR_AIRB | 4PQUHN3JPFGFNF3BB653 | | 2068222 | | | Morgan Stanley & Co.

International plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000856_CR_AIRB | 213800A8IQEMY8PA5X34 | | 2590560 | | NEX LN Equity | National Express Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000857_CR_AIRB | 8R95QZMKZLJX5Q2XR704 | | 4031152 | | NGG LN EQUITY | National Grid Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000858_CR_AIRB | 213800H88F5EE4B1D697 | | 5090412 | | | Network Rail Infrastructure Finance PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000859_CR_AIRB | 213800UGAULQ1FVD4B35 | | 1618428 | | | NEW LOOK RETAILERS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000860_CR_AIRB | 213800WQD8ECPZP9PH98 | | 4412362 | | NXT LN EQUITY | Next Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000861_CR_AIRB | 549300JIM3ERGZFGGL27 | | 6428375 | | | North West Electricity Networks Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000862_CR_AIRB | 635400GPHRFKZQIBUK45 | | NI026892 | | | Northern Ireland Electricity Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000863_CR_AIRB | 213800B3ZUTDOZYVJB41 | | 53171 | | NTG LN EQUITY | Northgate Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000864_CR_AIRB | 213800PWPM9HZIEEO670 | | 2366703 | | | Northumbrian Water Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000865_CR_AIRB | 213800WWVCAPAMOZ1M98 | | 5584873 | | | NSG UK Enterprises Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000866_CR_AIRB | | | | | 2158036Z LN EQUITY | Omnicom Financial Services Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000867_CR_AIRB | 213800G8P2ULTOP62Q95 | | 5915896 | | | Osprey Acquisitions Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000868_CR_AIRB | 213800J364EZD6UCE231 | | 00775598 | GB0006650450 | OXIG LN Equity | OXFORD INSTRUMENTS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000869_CR_AIRB | 213800NL5NLBY6YIBI88 | | 2019023 | | 6752 JT Equity | Panasonic Finance (Europe) plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000870_CR_AIRB | 2138004JBXWWJKIURC57 | | 53723 | | PSON LN EQUITY | Pearson Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000871_CR_AIRB | | | 2304195 | | PDG LN EQUITY | Pendragon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000872_CR_AIRB | 213800V1CCTS41GWH423 | | 02366640 | GB00B18V8630 | | PENNON GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000873_CR_AIRB | | | 1818486 | | PSN LN EQUITY | Persimmon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000874_CR_AIRB | 549300OPFWKTD6BUFP71 | | 4267536 | | PPL UN Equity | PPL UK DISTRIBUTION HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000875_CR_AIRB | 213800U93SZC44VXN635 | | 00668987 | GB00B1Z4ST84 | PFG LN Equity | PROVIDENT FINANCIAL PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000876_CR_AIRB | XB3CXKKKED7OMV80FY35 | | 00019457 | GB00B19Z1432 | PZC LN Equity | PZ CUSSONS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000877_CR_AIRB | 213800791EF5XP7WW494 | | 2641728 | | QBE AT Equity | QBE European Operations PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000878_CR_AIRB | 213800NRSZ1N2Y6LEX44 | | 5777981 | | | R&R Ice Cream plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000879_CR_AIRB | 5493003JFSMOJG48V108 | | 6270876 | | RB/ LN Equity | Reckitt Benckiser Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000880_CR_AIRB | 549300WSX3VBUFFJOO66 | | 2746616 | | | Relx Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000881_CR_AIRB | 549300VN4WV7Z6T14K68 | | 5393279 | | RTO LN EQUITY | Rentokil Initial Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000882_CR_AIRB | 549300JJKH86IWQ78005 | | 191285 | | REX LN EQUITY | Rexam Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000883_CR_AIRB | 2138009113L7IDGEM175 | | 358901 | | RIO LN Equity | Rio Tinto Finance plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000884_CR_AIRB | X57JK1U580XATGR67572 | | 1003142 | | RR/ LN EQUITY | Rolls-Royce Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000885_CR_AIRB | 213800ANK59AYB612F23 | | 93792 | | RSA LN Equity | Royal & Sun Alliance Insurance PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000886_CR_AIRB | 213800JQB9FWF5SD6F42 | | 4138203 | | | ROYAL MAIL GROUP LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000887_CR_AIRB | | | 2578443 | | RPC LN EQUITY | RPC Group | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000888_CR_AIRB | 549300HOGQ7E0TY86138 | | 2339826 | | RSA LN Equity | RSA Insurance Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000889_CR_AIRB | Y4DQT2X5DDRE70QFR206 | | 3528416 | | SAB LN EQUITY | SABMiller Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000890_CR_AIRB | 549300Y7M5CC1U5DBX07 | | SC264065 | | | Scotland Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000891_CR_AIRB | 549300KI75VYLLMSK856 | | SC117119 | | SSE LN EQUITY | SSE Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000892_CR_AIRB | 213800X1T29YFAYMPC26 | | SC144517 | | AGN NA Equity | Scottish Equitable PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000893_CR_AIRB | 21380085VKJ5NICZBA52 | | SC193794 | | IBE SQ Equity | Scottish Power Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000894_CR_AIRB | 549300WPVG0TZSPBYR76 | | SC199549 | | LLOY LN Equity | Scottish Widows PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000895_CR_AIRB | 213800XC35KGM9NFC641 | | 167591 | | | SEGRO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000896_CR_AIRB | 549300PT2CIHYN5GWJ21 | | 02048608 | GB0007973794 | | SERCO GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000897_CR_AIRB | 213800RPBXRETY4A4C59 | | 2366619 | | SVT LN EQUITY | Severn Trent Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000898_CR_AIRB | 213800CNEIDZBL17KU22 | | SC077438 | | SKS LN EQUITY | Shanks Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000899_CR_AIRB | 213800VDC1BKJEZ8PV53 | | 00998314 | GB0008025412 | SHI LN Equity | SIG PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000900_CR_AIRB | 213800ZTMDN8S67S1H61 | | 00324357 | GB0009223206 | SN/ LN Equity | SMITH & NEPHEW PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000901_CR_AIRB | 213800MJL6IPZS3ASA11 | | 137013 | | SMIN LN EQUITY | Smiths Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000902_CR_AIRB | AJOW550HA7E8YNKF5D89 | | 4120046 | | 6758 JT Equity | Sony Global Treasury Services PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000903_CR_AIRB | 213800H7NWVLCWAVKA15 | | 3043097 | | | South Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000904_CR_AIRB | 213800YQRUOQE9HPX193 | | 4295398 | | | South Staffordshire PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000905_CR_AIRB | 213800FR2VAOKRYRHX45 | | 2366665 | | | South West Water Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000906_CR_AIRB | 549300SR1GYYNBZQGX56 | | 4094290 | | SSE LN Equity | Southern Electric Power Distribution PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000907_CR_AIRB | 549300SPX8573VZ2SK79 | | 5167021 | | | Southern Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000908_CR_AIRB | 213800NCZLJFDE8Y8D88 | | 7581353 | | | Southern Water (Greensands) Financing plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000909_CR_AIRB | 213800Z4CO2CZO3M3T10 | | 02025003 | GB0003308607 | SXS LN Equity | SPECTRIS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000910_CR_AIRB | 4L663LRNTBQ008OK2N07 | | SC100764 | | SGC LN Equity | Stagecoach Group plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000911_CR_AIRB | 0TMBS544NMO7GLCE7H90 | | SC286832 | | SL/ LN Equity | Standard Life PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000912_CR_AIRB | 549300GUNF6FFGH4LN53 | | 9743802 | | 532183Z LN Equity | Stemcor Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000913_CR_AIRB | 213800QHYTM5QRFSEM66 | | 3355631 | | SYR LN EQUITY | Synergy Health Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000914_CR_AIRB | 213800WF53FVDRRHRF44 | | 7105891 | | TALK LN Equity | TalkTalk Telecom Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000915_CR_AIRB | 213800TR86P337IE8605 | | 2280000 | | 0469505D LN Equity | Tata Steel UK Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000916_CR_AIRB | 2138008K14474WPKZ244 | | 76535 | | TATE LN EQUITY | Tate & Lyle Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000917_CR_AIRB | 21380089BTRXTD8S3R66 | | 296805 | | TW/ LN EQUITY | Taylor Wimpey Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000918_CR_AIRB | 2138002P5RNKC5W2JZ46 | | 445790 | GB0008847096 | TSCO LN EQUITY | TESCO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000919_CR_AIRB | 213800JKM5UQHFJOTZ25 | | 2366661 | | | Thames Water Utilities Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000920_CR_AIRB | 2138009TF1SYOMQLBJ60 | | 02100855 | GB0003753778 | | THE GO-AHEAD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000921_CR_AIRB | 213800VZ4671W3DVB860 | | 6575598 | | TCG LN Equity | Thomas Cook Group Treasury limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000922_CR_AIRB | 2138003BOFNAAO14YV58 | | 2553288 | | 8766 JT Equity | Tokio Millennium Re (UK) Limited | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000923_CR_AIRB | 2138001I27OUBAF22K83 | | 824821 | | TPK LN Equity | Travis Perkins Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000924_CR_AIRB | 213800B6YQZAE8LHAW84 | | 6072876 | GB00B1Z7RQ77 | TT/ LN EQUITY | TUI TRAVEL Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000925_CR_AIRB | 2138003EYHWO75RKS857 | | 3919249 | GB0001500809 | TLW LN EQUITY | TULLOW OIL PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000926_CR_AIRB | 549300MKFYEKVRWML317 | | 41424 | | ULVR LN Equity | Unilever PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000927_CR_AIRB | 213800Y1TEVS8REY1M35 | | 5957557 | | | United Biscuits Holdco Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000928_CR_AIRB | 2138008EZCXK4ANQHF89 | | 3207231 | | | United Business Media holdings Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000929_CR_AIRB | 213800KYT12UFB2VE455 | | 2366616 | | UU/ LN Equity | United Utilities PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000930_CR_AIRB | XCJQ23OWIJNLHN7RQC93 | | 1022786 | | 271652Z LN Equity | Urenco Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000931_CR_AIRB | 213800F3BD6N3G6XHU16 | | 251977 | | CKSN LN Equity | VESUVIUS HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000932_CR_AIRB | 213800TB53ELEUKM7Q61 | | 1833679 | | VOD LN EQUITY | Vodafone Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000933_CR_AIRB | 549300UPYDURLSSFVL38 | | 9223384 | | | Western Power Distribution Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000934_CR_AIRB | 2138006LIAYQKUCYBB20 | | 29423 | | WTB LN Equity | Whitbread Group PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000935_CR_AIRB | | | 4212563 | | WMH LN EQUITY | William Hill Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000936_CR_AIRB | 213800Z5WTW8QKOHWQ82 | | 04178808 | GB0030329360 | | WINCANTON PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000937_CR_AIRB | 213800IN6LSRGTZSOS29 | | 358949 | | MRW LN Equity | Wm Morrison Supermarkets Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000938_CR_AIRB | 549300HTNGX0DU8W1F65 | | 5537577 | | WPP LN Equity | WPP 2008 Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000939_CR_AIRB | 635400LNUHA2LDXXV850 | | | | GCC ID Equity | C&C Group PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000940_CR_AIRB | 8NUHUXWN9LG4XBGJ7O17 | | 241565 | | CAT SE Equity | Caterpillar International Finance Limited | IE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000941_CR_AIRB | 635400CHHI1XZLVQH675 | | | | | Coillte Teoranta | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000942_CR_AIRB | 549300MIDJNNTH068E74 | | | IE0001827041 | CRH ID EQUITY | CRH Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000943_CR_AIRB | 213800UPS1QEE4TD3T45 | | | | DCC LN Equity | DCC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000944_CR_AIRB | 635400HRFGVKXFHZ8O77 | | 9401 | | | Dublin Airport Authority PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000945_CR_AIRB | 635400UFHDIQCDZ6JK11 | | | IE0003094731 | 1014Z ID EQUITY | Electricity Supply Board Ltd [ESB] | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000946_CR_AIRB | 635400VCPRSU89DLMZ57 | | 480184 | XS0856023493 | | ESB Finance Limited | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000947_CR_AIRB | 635400RKRK5EGXSPC782 | | | | EXPN LN EQUITY | Experian Finance Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000948_CR_AIRB | 635400YN51CDCGBYFZ31 | | | | | Fyffes plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000949_CR_AIRB | 5493008VFFOIPWCZJK45 | | | IE0000669501 | GLB ID EQUITY | Glanbia Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000950_CR_AIRB | 635400BE9SBAG61DJ963 | | | | GFTU LN Equity | Grafton Group PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000951_CR_AIRB | 6354007LIXWZ5WPPT308 | | 519799 | | GRF SQ Equity | Grifols World Wide Operations Ltd. | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000952_CR_AIRB | 9XTI53MZJ013RO12SX05 | | 2936 | IE00B59HWB19 | | INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000953_CR_AIRB | | | | IE0004906560 | KYG ID EQUITY | Kerry Group Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000954_CR_AIRB | 635400HM7V74SUB9OG75 | | | | | Kingspan Group plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000955_CR_AIRB | 635400JJOWHIYAJER733 | | | | | MUSGRAVE GROUP PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000956_CR_AIRB | 635400EG4YIJLJMZJ782 | | | IE0002588105 | PWL ID Equity | PADDY POWER PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000957_CR_AIRB | 635400WKFIPCHCKVW376 | | 104547 | | RYA ID Equity | Ryanair Holdings PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000958_CR_AIRB | 396PBGKP6TE3O062MS44 | | | | STX UW Equity | Seagate Technology plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000959_CR_AIRB | 635400CPLP8H5ITDVT56 | | | IE00B1RR8406 | SKG ID EQUITY | SMURFIT KAPPA GROUP PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000960_CR_AIRB | 549300INUT2G0ST5K268 | | 327184 | | TEX UN Equity | Terex International Financial Services Co. | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000961_CR_AIRB | 635400K7UEIKHMNKLJ02 | | | | | Total Produce plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000962_CR_AIRB | | | 482042 | | | XL Group PLC | IE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000963_CR_AIRB | VZVOSGGS8JITR4J7J704 | | | | | Amtek Auto Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000964_CR_AIRB | 8GRDBX1TJ0PU5NCSHT72 | | MH008931 | | BPCL IS Equity | Bharat Petroleum Corporation Limited | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000965_CR_AIRB | | | | | BHARTI IN Equity | Bharti Airtel Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000966_CR_AIRB | | | | | IOCL IN Equity | INDIAN OIL CORPN LIMITED | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000967_CR_AIRB | FMVY1IZCSYXSAFRDIT05 | | | | LT IN Equity | Larsen & Toubro Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000968_CR_AIRB | | | | | RCOM IN Equity | Reliance Communications Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000969_CR_AIRB | 5493003UOETFYRONLG31 | | | | RIL IN EQUITY | Reliance Industries Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000970_CR_AIRB | 1GZWF073IJTD6XPRUU65 | | | | | Wipro GE Healthcare Private Limited | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000971_CR_AIRB | 213800Z3CFZOLXPJWN61 | | | | | Landsvirkjun | IS | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000972_CR_AIRB | 81560076E3944316DB24 | 3812211 | 493995 | | A2A IM EQUITY | A2A S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000973_CR_AIRB | 8156000962B2EB41FE28 | 5988397 | 1497770 | | 4525791Z IM EQUITY | ACCIAIERIA ARVEDI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000974_CR_AIRB | 8156004FCECE0879E118 | 15161747 | 191346 | | 7570364Z IM EQUITY | ACCIAIERIE VALBRUNA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000975_CR_AIRB | 549300Q3448N041CTH56 | 11341891 | 882486 | XS0495012428 | ACE IM Equity | Acea SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000976_CR_AIRB | 8156008183686996C911 | 25090618 | 3567090232 | | | ACQUE VERONESI S.C.A R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000977_CR_AIRB | 8156007259ABDEA3F444 | 15214381 | 971268 | | | Aeroporti di Roma S.p.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000978_CR_AIRB | 549300H2RFDYI3YP5R63 | 13960200 | 263011 | | 337973Z NA EQUITY | AGUSTAWESTLAND S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000979_CR_AIRB | 529900EKXEGSRCGAAC89 | 14856155 | 2791070044 | | 4519735Z | ALSTOM FERROVIARIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000980_CR_AIRB | ZYXJDNVM2JI3VBM8G556 | | | | AMP IM EQUITY | Amplifon SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000981_CR_AIRB | 815600B611746717CC98 | | | | 50098Z IM Equity | Ansaldo Energia SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000982_CR_AIRB | 549300FZRH46R7DWAX12 | 1248024 | 557390 | | 4472623Z IM EQUITY | ANSALDOBREDA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000983_CR_AIRB | 815600049A1F9AFE6666 | 4140157 | 1192794 | | MN IM EQUITY | ARNOLDO MONDADORI EDITORE SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000984_CR_AIRB | 8156000BEB8FC062F442 | 1020333 | 120591 | | 2168Z IM EQUITY | ARTSANA — SOCIETA' PER AZIONI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000985_CR_AIRB | 549300X5UKJVE386ZB61 | 6914312 | 6204 | XS1014759648 | ASG GY Equity | Assicurazioni Generali SpA | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000986_CR_AIRB | 81560001F41A81948348 | | | | AST IM EQUITY | Astaldi SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000987_CR_AIRB | 8156008DEC771409C487 | 18631331 | 1023691 | | AU9 GF Equity | Atlantia S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000988_CR_AIRB | 5299003D9N2698I3C257 | 1367700 | 188902 | | AGL IM EQUITY | AUTOGRILL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000989_CR_AIRB | 815600149448CEB9B230 | 19402720 | 1037417 | | 3653719Z IM EQUITY | AUTOSTRADE PER L' ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000990_CR_AIRB | | 26926563 | 1057205 | | 3889748Z IM EQUITY | AVIO S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000991_CR_AIRB | 529900RRESEDV68K0S54 | 28770346 | 235460 | | BLLA IM EQUITY | BARILLA INIZIATIVE S.R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000992_CR_AIRB | 815600BFEB936DC6ED24 | | | | BEN IM EQUITY | Benetton Group SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000993_CR_AIRB | 8156004C04255952AB77 | 1076562 | 821225 | | BNS IM EQUITY | BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000994_CR_AIRB | 5299003DX5YLKSVJ6K59 | 2930031 | 134288 | | BZU IM Equity | Buzzi Unicem SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000995_CR_AIRB | 8156006BEAA911EC0A47 | 1019726 | 587878 | | | CANDY SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000996_CR_AIRB | 8156008B101B97A43B02 | 1053555 | 160498 | | CEM IM EQUITY | CEMENTIR HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000997_CR_AIRB | 815600F3213951394367 | 40014779 | 2001719 | | | Cerved Group S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000998_CR_AIRB | | 4544552 | 8114020152 | | | CLASS EDITORI SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000999_CR_AIRB | 8156009034C1A5108284 | 15716081 | 61357 | | | Compagnia Valdostana delle Acque Spa (CVA Spa) | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001000_CR_AIRB | 815600DBF6DC4BC94832 | 1061039 | 260769 | | 0310548D IM EQUITY | CONSERVE ITALIA — CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE — SOCIETA' COOPERA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001001_CR_AIRB | | 8327877 | 819280157 | | | COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001002_CR_AIRB | 815600A5C1DD6C3A8455 | 1093853 | 154950364 | | | CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001003_CR_AIRB | 81560039BF5C1D8E5A15 | 2836130 | 60793 | | 3898658Z IM EQUITY | DALMARE SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001004_CR_AIRB | 5493005TWX96RDJ9I655 | | | | | De Agostini Invest SA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001005_CR_AIRB | 529900WS2E20BA5J4L49 | 16183303 | 1698754 | | EDNR IM EQUITY | EDISON S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001006_CR_AIRB | WOCMU6HCI0OJWNPRZS33 | | | | ENEL IM EQUITY | Enel SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001007_CR_AIRB | BUCRF72VH5RBN7X3VL35 | | | IT0003132476 | ENI IM EQUITY | ENI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001008_CR_AIRB | 81560081EE079FBED395 | 19377159 | 3544950961 | | | ENOVA S.R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001009_CR_AIRB | 549300JJBVOOKOBCTX09 | 2153515 | 354265 | | ERG IM EQUITY | ERG S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001010_CR_AIRB | 549300AZQ4Z5UGY0Q555 | 1002458 | 91712 | | EXO IM EQUITY | EXOR S.P.A. | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001011_CR_AIRB | 8156004CE82074779D19 | 13870596 | 1664630223 | | | FEDRIGONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001012_CR_AIRB | 549300J4SXC5ALCJM731 | | | | 1448Z IM Equity | Ferrovie dello Stato SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001013_CR_AIRB | 5493004C1SL445NFDR90 | | | | F IM EQUITY | Fiat SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001014_CR_AIRB | 8156001B8AD051794959 | | | | | FINAVAL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001015_CR_AIRB | 529900X4EEX1U9LN3U39 | 1053767 | 7031 | | FNC IM EQUITY | FINMECCANICA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001016_CR_AIRB | 815600C3CCA800EF5D96 | 1134215 | | | | FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001017_CR_AIRB | 815600E12249DD563C29 | 26650695 | 1143814 | | | Gamenet S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001018_CR_AIRB | 81560098DBDD66154985 | | | | | GRANDI NAVI VELOCI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001019_CR_AIRB | 8156001250E819E30127 | | | | GCN IM EQUITY | Gruppo Coin SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001020_CR_AIRB | 8156001294017C870346 | 11027526 | 10022100159 | | | GRUPPO FINELCO SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001021_CR_AIRB | 8156005113BD16699393 | 24907200 | RM1117269 | | LTO IX Equity | GTECH S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001022_CR_AIRB | | 15541251 | 1638878 | | 4004268Z IM EQUITY | H3G S.P.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001023_CR_AIRB | 8156009414FD99443B48 | 3201267 | 363550 | | HER IM EQUITY | HERA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001024_CR_AIRB | 815600D86992FDA7B908 | 1035363 | 149288 | | IMA IM EQUITY | I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001025_CR_AIRB | 815600A7D7C7A85F8B51 | 2733792 | 1168660262 | | | I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001026_CR_AIRB | 81560033824BE53C7D28 | 3585262 | 1303501215 | | | IMAP EXPORT S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001027_CR_AIRB | 549300KTGKED5E25JR59 | | | | IND IM EQUITY | Indesit Co SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001028_CR_AIRB | 213800M4YYCP6E8YUX94 | 2714789 | 2589327 | | | IPLOM S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001029_CR_AIRB | 8156001EBD33FD474E60 | 10431674 | 281364 | | IRE IM EQUITY | IREN S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001030_CR_AIRB | 8156009D23D0FDC70C93 | 1007005 | 50 | | ITM IM Equity | Italcementi S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001031_CR_AIRB | 815600236A6B5AE5B406 | 26754254 | 167186 | | | Linea Group Holding S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001032_CR_AIRB | 549300I1NMOBS4B1LT88 | | | IT0001479374 | LUX IM EQUITY | LUXOTTICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001033_CR_AIRB | | 7003703 | 481230266 | | | MANGIAROTTI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001034_CR_AIRB | 815600292DA01BE68971 | 3755075 | 152396 | | 3184788Z IM EQUITY | MARCEGAGLIA — S.P.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001035_CR_AIRB | 815600C8D55034EB5379 | 3779273 | 64334 | | | Marcolin SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001036_CR_AIRB | 213800DIFN7NR7B97A50 | 552637 | 1264109 | | MS IM EQUITY | Mediaset S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001037_CR_AIRB | PSNL19R2RXX5U3QWHI44 | 1012492 | 343508 | | MB IM Equity | MEDIOBANCA SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001038_CR_AIRB | 815600325D15DD92A023 | 4376875 | 4846130633 | | | MOBY S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001039_CR_AIRB | | 1653085 | 110858 | | 3893422Z IM EQUITY | MONIER S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001040_CR_AIRB | 8156003A100E8AB89697 | 6794759 | 1865640369 | | | PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001041_CR_AIRB | 8156001B96890989C002 | 23641842 | 5411110827 | | | PB TANKERS S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001042_CR_AIRB | 5493006293RJBDQWJL92 | 5944540 | 169833 | | PMS IM EQUITY | PERMASTEELISA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001043_CR_AIRB | 8156000256C2431C2E92 | 4495509 | 134077 | | PIA IM Equity | Piaggio & C. S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001044_CR_AIRB | 815600A0C9AFC1F2A709 | | | | PC IM Equity | Pirelli & Co SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001045_CR_AIRB | 815600EDDBB07C9BDB90 | 15591777 | 2246400218 | | | PODINI HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001046_CR_AIRB | 815600354DEDBD0BA991 | 3465665 | 842633 | | POST IM EQUITY | POSTE ITALIANE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001047_CR_AIRB | 8156000FE0A2DC5B7852 | 16232311 | 1343952 | | PRP GR EQUITY | PRADA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001048_CR_AIRB | 213800VHJ22UE2BRRZ48 | 3830970 | 706270410 | | | PROFILGLASS S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001049_CR_AIRB | | 23687310 | 1777895 | | PRY IM EQUITY | PRYSMIAN S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001050_CR_AIRB | 815600B9FC8D18A5D034 | 1058024 | 291350635 | | | RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001051_CR_AIRB | 81560086FA79BEDD6B94 | 13270817 | | | | RHIAG — INTER AUTO PARTS ITALIA S.P.A.

O, IN FORMA ABBREVIATA, ALTERNA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001052_CR_AIRB | | 5012487 | 8850400154 | | | SACAL — SOCIETA' ALLUMINIO CARISIO — S.P | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001053_CR_AIRB | 815600AF08EE2EC2DE92 | 1035262 | 8924 | | 226907Z IM EQUITY | SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001054_CR_AIRB | 815600FC906D230A1420 | 16077541 | 86111 | | SFL IM Equity | Safilo SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001055_CR_AIRB | 549300PHV8MBDHWB8X12 | 1086637 | 788744 | | SPM IM EQUITY | SAIPEM S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001056_CR_AIRB | 549300UKR289DF4UXQ47 | 1013056 | 525502 | | SAL | SALINI IMPREGILO S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001057_CR_AIRB | | 6524595 | 3957900487 | | | SAMMONTANA — S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001058_CR_AIRB | 8156006755200B82EB33 | 1246827 | 836320150 | | | SAN CARLO GRUPPO ALIMENTARE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001059_CR_AIRB | 5299005KJSU2AQUJUH84 | 1066932 | 49540 | | SRS IM EQUITY | SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. — RAFFINERIE SARDE | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001060_CR_AIRB | 815600D2FC31AF713B07 | 1012950 | 166476 | | | SNAI SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001061_CR_AIRB | 8156002278562044AF79 | 16067629 | 1633443 | | SRG IM Equity | SNAM SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001062_CR_AIRB | EOJCGSUI4NX234BL7V57 | 14234253 | 1594238 | | 2091Z IM EQUITY | SORGENIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001063_CR_AIRB | 815600141CFE5F4C4325 | 19113128 | 1016401 | | 4473035Z IM EQUITY | STRADA DEI PARCHI SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001064_CR_AIRB | 815600C3438977CBBE37 | 1038951 | 68670397 | | | TAMPIERI FINANCIAL GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001065_CR_AIRB | 81560029415DF1381583 | 1030384 | 195810262 | | | TECNICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001066_CR_AIRB | 815600AC5599D16D9A40 | 3335773 | 574643 | | MT IM EQUITY | TECNIMONT S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001067_CR_AIRB | 549300W384M3RI3VXU42 | | | IT0003497168 | TIT IM EQUITY | TELECOM ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001068_CR_AIRB | 815600CD7323A82E5092 | 28935694 | 1763778 | | 2847328Z IM EQUITY | TENOVA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001069_CR_AIRB | | 1037712 | 182850362 | | | TERMOSANITARI CORRADINI — S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001070_CR_AIRB | 8156009E94ED54DE7C31 | | | | TRN IM Equity | Terna Rete Elettrica Nazionale SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001071_CR_AIRB | 549300IN56S27SDGEI85 | 18659000 | 1019536 | | 80698Z IM EQUITY | TIRRENO POWER S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001072_CR_AIRB | 8156003E86EBA167A868 | | | | 0946688D IM EQUITY | TotalErg SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001073_CR_AIRB | 815600FE9E92D9D6C309 | 3554534 | 201271 | | TFI IM EQUITY | TREVI — FINANZIARIA INDUSTRIALE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001074_CR_AIRB | | | | | 4212473Z IM EQUITY | UNIECO SOCIETA' COOPERATIVA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001075_CR_AIRB | 815600B8027C92F0DA07 | 4257672 | 1189360066 | | | VIBAC S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001076_CR_AIRB | 549300YSFQKM1C0X4E45 | 11321265 | 884361 | | WIND IM EQUITY | WIND TELECOMUNICAZIONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001077_CR_AIRB | 549300DHPOF90OYYD780 | | | | 5108 JT Equity | Bridgestone Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001078_CR_AIRB | 549300IZYK3206QECG76 | | | | CAT SE Equity | Caterpillar Finance Corporation | JP | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001079_CR_AIRB | 549300MIFE1VEW02GY83 | | | JP3298600002 | | COSMO OIL COMPANY LTD | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001080_CR_AIRB | 549300T6IPOCDWLKC615 | | | | 6501 JT Equity | Hitachi, Ltd. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001081_CR_AIRB | J48DJYXDTLHM30UMYI18 | | | | 8001 JT Equity | Itochu Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001082_CR_AIRB | 5493004LQ0B4T7QPQV17 | | | | 6301 JT Equity | Komatsu Ltd. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001083_CR_AIRB | 4P4N3ORD02UGQT1T1W12 | | 0100-01-008776 | | 8002 JT Equity | Marubeni Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001084_CR_AIRB | KVIPTY4PULAPGC1VVD26 | | | | 8058 JP EQUITY | Mitsubishi Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001085_CR_AIRB | 5493008VBQD43X8QCS14 | | | | | Mitsui Life Insurance Company Limited | JP | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001086_CR_AIRB | 5493000QYMPFRTEY4K28 | | | | 6701 JT Equity | NEC Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001087_CR_AIRB | | | | | 7201 JP EQUITY | Nissan Motor Co Ltd | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001088_CR_AIRB | 5493003BZYYYCDIO0R13 | | | | 9984 JT Equity | SOFTBANK CORP. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001089_CR_AIRB | 5493004SE33MRLPB1W98 | | | | 2768 JP EQUITY | Sojitz Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001090_CR_AIRB | | | | | 6758 JP EQUITY | Sony Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001091_CR_AIRB | V82KK8NH1P0JS71FJC05 | | | | 8053 JP EQUITY | Sumitomo Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001092_CR_AIRB | 54930074QUY8RD0UZM08 | | | | | Suntory Holdings Limited | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001093_CR_AIRB | 549300ZLMVP4X0OGR454 | | | | 4502 JT Equity | Takeda Pharmaceutical Company Limited | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001094_CR_AIRB | 549300LBHTST91VKHO68 | | | | 6502 JT Equity | Toshiba Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001095_CR_AIRB | 5493006W3QUS5LMH6R84 | | | | TOM GY Equity | Toyota Motor Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001096_CR_AIRB | | | | | 004020 KS Equity | Hyundai Steel Co | KR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001097_CR_AIRB | | | | | 000270 KS Equity | Kia Motors Corp | KR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001098_CR_AIRB | 549300MGHLPT1EFHGF84 | | | | 2007 HK Equity | Country Garden Holdings Company Limited | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001099_CR_AIRB | 549300IHVJRWVT07S523 | | | | 3333 HK Equity | Evergrande Real Estate Group Limited | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001100_CR_AIRB | 5493003DTPH8AMMK4P51 | | | | NE UN Equity | Noble Corporation | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001101_CR_AIRB | 549300FNENFFSMO3GT38 | | | XS0835890350 | XPBR SQ Equity | Petrobras Global Finance B.V. | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001102_CR_AIRB | 213800S7DNJQX6LHTQ21 | | 133818917 | | | AB “Kauno grūdai” | LT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001103_CR_AIRB | | | | LU1014539529 | | ALTICE | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001104_CR_AIRB | 5493003BU7PAH5RRM092 | | | | APAM NA EQUITY | Aperam SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001105_CR_AIRB | 2EULGUTUI56JI9SAL165 | | | | MT LX EQUITY | ArcelorMittal SA [AM] | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001106_CR_AIRB | 549300GJ79DYFBBF5T83 | | | | 0307096D LX EQUITY | Brandbrew S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001107_CR_AIRB | 5493007GVB1I2FDSS786 | | B0155849 | | CNHI UN Equity | CNH Industrial Finance Europe S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001108_CR_AIRB | 549300938QUWMPITJ642 | | | | COV US EQUITY | Covidien International Finance SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001109_CR_AIRB | 5299001R2HL1TAFZ8Z20 | | | | | ENOVOS INTERNATIONAL SA (FORMER SOTEG) | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001110_CR_AIRB | | | 350807947 | FR0000038259 | ERF FP EQUITY | EUROFINS SCIENTIFIC SE | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001111_CR_AIRB | 213800568PRHV2JR9650 | | | XS0357281558 | GSPBEX RR Equity | Gaz Capital S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001112_CR_AIRB | 213800WHKNIC1JQQG433 | | | | 8GC GS Equity | Glencore Finance (Europe) S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001113_CR_AIRB | 8XJ8KF85PBKK1TLMFN29 | | | | | Intelsat Jackson Holdings S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001114_CR_AIRB | 549300MBM5B61VCW5A23 | | | | | International Automotive Components Group, S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001115_CR_AIRB | RUOKPID0PZ0UWJYU9J61 | | | | DE UN Equity | John Deere Bank S.A. | LU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001116_CR_AIRB | 529900XUC6PXMN6ABU42 | | | | TGH GY Equity | Logwin AG | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001117_CR_AIRB | 549300CTHC1CP86P2G96 | | | | MIICF PQ Equity | Millicom International Cellular S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001118_CR_AIRB | | | | | 0755015D LX EQUITY | NH FINANCE SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001119_CR_AIRB | 213800IUIRBFRNCYVR24 | | | | 3900394Z LX Equity | Nizi International SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001120_CR_AIRB | 549300VEJMMZCY6OBU06 | | | | PDSA NS Equity | Pacific Drilling S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001121_CR_AIRB | 529900UUYBCBB7HMVI56 | | | | | Phoenix PIB Dutch Finance B.V. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001122_CR_AIRB | 549300OZSHE4H5BFQA66 | | | | | QUILVEST SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001123_CR_AIRB | 5493000C8J3C3SZYS040 | | | | RTL BB Equity | RTL Group S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001124_CR_AIRB | 5493008JPA4HYMH1HX51 | | | | SESG FP EQUITY | SES SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001125_CR_AIRB | 549300CJ7LW6QSGIL444 | | | | | Swiss Re Europe S.A. | LU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001126_CR_AIRB | 529900BSBZ853DKUP675 | | | | | TRAXYS SARL | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001127_CR_AIRB | 549300RIG2CXWN6IV731 | | | | | CEMEX S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001128_CR_AIRB | 5493008KEVFYPMGTXO33 | | | | KOFL MM Equity | Coca-Cola FEMSA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001129_CR_AIRB | 5493000XJLJ6C4T0PG82 | | | | GRUMAB MM Equity | GRUMA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001130_CR_AIRB | 5493000RIXURZEBFEV60 | | | | BIMBOA MM Equity | Grupo Bimbo, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001131_CR_AIRB | 549300QOAB2GJSFM0381 | | | | 1234Z MM Equity | Grupo Petrotemex SA de CV | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001132_CR_AIRB | 549300CAZKPF4HKMPX17 | | | | | PETROLEOS MEXICANOS | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001133_CR_AIRB | 549300FW3RGHPHT21D10 | | | | ALFAA MM Equity | Sigma Alimentos, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001134_CR_AIRB | 5493000MY3DAIB0BP706 | | TNE940608HS5 | USP9084BAD03 | ALFAA MM Equity | Tenedora Nemak, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001135_CR_AIRB | 549300EMP9DT6Q35HZ31 | | | NL0000852564 | | AALBERTS INDUSTR | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001136_CR_AIRB | 549300J93WR5DPG0P466 | | KVK 33232124 | | ABB SS Equity | ABB Capital B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001137_CR_AIRB | 5493007WHKI5H75YJ358 | | KVK 34215458 | | ABE SQ Equity | Abertis Infraestructuras Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001138_CR_AIRB | 7245007QUMI1FHIQV531 | | KVK 33235189 | | | Achmea B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001139_CR_AIRB | 724500HIKX3QVUQF9G08 | | KVK 28080300 | | | Achmea Zorgverzekeringen N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001140_CR_AIRB | O4QK7KMMK83ITNTHUG69 | | KVK 27076669 | NL0000303709 | AGN NA Equity | AEGON N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001141_CR_AIRB | | | | NL0010672325 | | AHOLD KON | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001142_CR_AIRB | 724500XYIJUGXAA5QD70 | | KVK 09007809 | NL0000009132 | AKZA NA EQUITY | Akzo Nobel NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001143_CR_AIRB | 724500XBZ9QOPTI11U82 | | KVK 34108286 | | | Alliander N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001144_CR_AIRB | 549300KYQ7B0H0K66406 | | KVK 33055009 | | AML LN Equity | Amlin Europe N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001145_CR_AIRB | 724500MCUU6QOFRFEA53 | | KVK 33256360 0000 | | 792658Z PL EQUITY | AMORIM ENERGIA, BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001146_CR_AIRB | 7245000UZH70GO047N03 | | | NL0006237562 | | ARCADIS | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001147_CR_AIRB | 7245001I22ND6ZFHX623 | | KVK 30037466 | NL0000334118 | ASM NA Equity | ASM International N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001148_CR_AIRB | 724500Y6DUVHQD6OXN27 | | KVK 17085815 | NL0006034001 | ASML NA EQUITY | ASML HOLDING N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001149_CR_AIRB | 7245004JOPUJ0OOWTU73 | | KVK 30031823 | | | ASR Schadeverzekering N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001150_CR_AIRB | 724500XFMNHF1GFPYJ05 | | KVK 08125298 | | 3324558Z NA Equity | BDR Thermea Group BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001151_CR_AIRB | 5299006ZHG3IXU0PNJ56 | | KvK 27106340 0000 | | 1136Z NA EQUITY | BMW Finance N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001152_CR_AIRB | | | | NL0000852580 | | BOSKALIS WESTMIN | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001153_CR_AIRB | | | | NL0010776944 | | BRUNEL INTERNAT | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001154_CR_AIRB | 529900AOH3NBA8PZFG65 | | KvK 32097651 0000 | | 0533866D NA EQUITY | Celesio Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001155_CR_AIRB | 549300WGC2HZ5J67V817 | | | | CNHI IM Equity | CNH Industrial NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001156_CR_AIRB | 549300BXVNOCYQ83FU09 | | KVK 34154633 | | KO UN Equity | Coca-Cola HBC Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001157_CR_AIRB | | | | NL0000200384 | | CORE LABORATORIES | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001158_CR_AIRB | 549300UNTCLR21YKLL62 | | KVK 30073501 | NL0000288967 | | Corio N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001159_CR_AIRB | | | | NL0009294552 | | DELTA LLOYD | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001160_CR_AIRB | 724500S75737K2SFDA03 | | KVK 22031457 | | | Delta N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001161_CR_AIRB | 213800N8X49KJRTNDM49 | | KVK 3419663 | | DGE FP Equity | Diageo Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001162_CR_AIRB | 529900M7QSB704RUUT95 | | KVK 34182495 | | AIR FP Equity | Eads Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001163_CR_AIRB | 724500KRQECMCRGM1971 | | KVK 14026250 | | | EBN B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001164_CR_AIRB | 5299007L43AQDFOW5739 | | KvK 34121496 0000 | | 1403Z NA EQUITY | EDP FINANCE BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001165_CR_AIRB | 724500R5IP6TFKTNRU48 | | KvK 24306393 | | 2091Z NA Equity | Eneco Holding NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001166_CR_AIRB | 549300XW2F91G4T4WC42 | | KVK 34149162 | | ENL GY Equity | ENEL Investment Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001167_CR_AIRB | 529900011V8VJ3BUKR64 | | KVK 17115973 | | RWE GF Equity | Essent N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001168_CR_AIRB | | | | NL0000288876 | | EUROCOMMERCIAL | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001169_CR_AIRB | | | | NL0000352565 | | FUGRO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001170_CR_AIRB | 2138005FTXOJUBQ5J563 | | KVK 24243533 | | GAS SQ Equity | Gas Natural Fenosa Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001171_CR_AIRB | 724500EJ2TDPAITRSJ55 | | KVK 02089290 | | | GasTerra B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001172_CR_AIRB | | | | NL0000400653 | | GEMALTO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001173_CR_AIRB | 549300L10EVYURBFIH66 | | KVK 55293980 | | | Global Blue Acquisition B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001174_CR_AIRB | 529900SNLFF5M6HJ1T36 | | KvK 33286563 0000 | | 1004Z NA EQUITY | Haniel Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001175_CR_AIRB | 724500K5PTPSST86UQ23 | | KVK 33011433 | NL0000009165 | HEIA NA Equity | Heineken NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001176_CR_AIRB | 7245008C9KMJL9P2UI77 | | KVK 34323653 | | | Hyva Global B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001177_CR_AIRB | 724500CR19MQGFWFBZ64 | | KvK 34217578 0000 | | 0308206D NA EQUITY | ICL Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001178_CR_AIRB | TLLG0UTU6ZHOG003X735 | | | | | Imperial Mobility Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001179_CR_AIRB | 54930050LBZUR4138I72 | | KVK 27120438 | | | ING Re (Netherlands) N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001180_CR_AIRB | | | KVK 24311905 | | 2872423Z NA Equity | InterGen NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001181_CR_AIRB | 724500C9GNBV20UYRX36 | | KVK 35000363 | NL0010672325 | AH NA Equity | Koninklijke Ahold NV [Royal Ahold NV] | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001182_CR_AIRB | 724500V38C5KTDY5BS93 | | KVK 30058019 | NL0000337319 | BAMNB NA Equity | Koninklijke BAM NBM NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001183_CR_AIRB | 724500SNT1MK246AHP04 | | KVK 14022069 | NL0000009827 | DSM NA EQUITY | Koninklijke DSM N.V | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001184_CR_AIRB | 549300YO0JZHAL7FVP81 | | KVK 02045200 | NL0000009082 | KPN NA Equity | Koninklijke KPN NV [Royal KPN NV] | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001185_CR_AIRB | H1FJE8H61JGM1JSGM897 | | KVK 17001910 | NL0000009538 | PHIA NA Equity | Koninklijke Philips Electronics N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001186_CR_AIRB | 724500HZ4BN317I12G68 | | KVK 06016321 | | KTC NA Equity | Koninklijke Ten Cate NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001187_CR_AIRB | 724500UL634GFV1KYF10 | | KVK 24295332 | NL0009432491 | VPK NA Equity | Koninklijke Vopak NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001188_CR_AIRB | 529900WQGOTJDYG9NP76 | | KVK 09151956 | | LXS GF Equity | Lanxess Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001189_CR_AIRB | 5H8RMHHYTWIP1RKLCE38 | | KvK 34115238 0000 | | 2177Z NA EQUITY | Linde Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001190_CR_AIRB | 549300J6QSW38QNOJK61 | | KVK 57924562 | | | LYB International Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001191_CR_AIRB | BN6WCCZ8OVP3ITUUVN49 | | KVK 24473890 | | DLY GB Equity | LyondellBasell Industries N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001192_CR_AIRB | 635400TMCKVEU87EJ582 | | KVK 24321697 | | | METINVEST B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001193_CR_AIRB | 529900PF6F1OHRZVU341 | | KvK 33178683 0000 | | 1169Z NA EQUITY | Metro Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001194_CR_AIRB | 6354007MKEEGGVUMXO83 | | KVK 34239108 | | | New World Resources N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001195_CR_AIRB | 724500RKMOD48AIWKD94 | | KvK 24307569 0000 | | 3893886Z NA EQUITY | NIDERA B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001196_CR_AIRB | 54930062JS29A5N4GO82 | | KVK 34248449 | | | Nielsen Holdings N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001197_CR_AIRB | 724500GQV9YLNSWECU41 | | KVK 17179668 | | | Nord Gold N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001198_CR_AIRB | 724500TXS5HH3GY4UW42 | | KVK 30124358 | | | NS Groep N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001199_CR_AIRB | 5299000CMF80GY2U0U47 | | KVK 16074305 | NL0010395208 | NUO NA Equity | Nutreco Holding NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001200_CR_AIRB | 724500HT4YW45B1Y7859 | | KVK 57585083 | | | OAK Leaf B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001201_CR_AIRB | 549300NCMRGIBJYUOE57 | | | NL0010558797 | | OCI | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001202_CR_AIRB | 724500IM9A059TQLBX63 | | | | | OCI Nitrogen BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001203_CR_AIRB | 72450053F5WRDY8CDZ66 | | KVK 24291478 | | OI US Equity | OI European Group B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001204_CR_AIRB | Q47A62EK6GMSID3Y8C39 | | KVK 17133742 | XS0788529096 | PCAR US Equity | PACCAR Financial Europe B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001205_CR_AIRB | 549300N522D3SS8MKV65 | | KvK 24320769 0000 | | 3617372Z NA EQUITY | PETROBRAS NETHERLANDS BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001206_CR_AIRB | 549300VGHFJJ58HE2B54 | | KVK 17008551 | | PHIA NA Equity | Philips Electronics NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001207_CR_AIRB | 529900N9UJEHN9UPXN50 | | | | | PHOENIX PIB FINANCE BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001208_CR_AIRB | 724500Q41FHN0P1GPC53 | | KVK 27168968 | NL0009739416 | TNT LI Equity | PostNL N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001209_CR_AIRB | 54930036WK3GMCN17Z57 | | | | QIA GY Equity | Qiagen NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001210_CR_AIRB | 7245009EAAUUQJ0U4T57 | | KVK 33216172 | NL0000379121 | RAND NA EQUITY | RANDSTAD HOLDING NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001211_CR_AIRB | 549300XO8R7MPISUO753 | | KVK 33155037 | NL0006144495 | | Reed Elsevier NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001212_CR_AIRB | 5493002YCY6HTK0OUR29 | | KVK 24251372 | XS0202649934 | REP GY Equity | Repsol International Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001213_CR_AIRB | | | KVK 34179503 | GB00B03MM408 | RDSA NA EQUITY | ROYAL DUTCH SHELL PLC | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001214_CR_AIRB | 5493002N51KZCVBDMS27 | | 24114856 | NL0006055329 | | ROYAL IMTECH NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001215_CR_AIRB | 213800LBMMAIG1FQP389 | | KVK 14105351 | | SABIC AB Equity | SABIC Capital I B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001216_CR_AIRB | | | | NL0000360618 | | SBM OFFSHORE | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001217_CR_AIRB | 529900KEH8410ESH1483 | | KVK 53761790 | | | Schaeffler Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001218_CR_AIRB | 724500DX7Q1A19SPY530 | | KVK 34166584 | | | Schiphol Nederland B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001219_CR_AIRB | 7245001TBT3NI9SPNJ75 | | | | | SHV Netherlands NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001220_CR_AIRB | TAFO772JB70PDRN5VS48 | | KvK 27092998 0000 | | 1223Z NA EQUITY | Siemens Financieringsmaatschappij N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001221_CR_AIRB | 724500E9ZG6JMH6E2I14 | | | NL0000817179 | | SLIGRO FOOD GROUP | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001222_CR_AIRB | 724500ZTKJYJMWVLWJ82 | | KVK 34297413 | | | SRLEV N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001223_CR_AIRB | 5493002SSXOL85X3XC87 | | KVK 58623701 | | | Syncreon Group B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001224_CR_AIRB | 724500LTUWK3JQG63903 | | KVK 09083317 | | | TenneT Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001225_CR_AIRB | 7245008G22FOV7TYYJ34 | | KVK 06045666 | NL0000852523 | TWEKA NA EQUITY | TKH Group NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001226_CR_AIRB | 724500978QL7NKMLTQ37 | | KVK 34210949 | | | TMF Group Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001227_CR_AIRB | | | | NL0009739424 | | TNT EXPRESS | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001228_CR_AIRB | 724500L44K67W7UW1C59 | | KVK 34224566 | NL0000387058 | TOM2 NA EQUITY | TOMTOM N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001229_CR_AIRB | 724500OPA8GZSQUNSR96 | | KVK 33194984 | | TOM GY Equity | Toyota Motor Finance (Netherlands) B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001230_CR_AIRB | PX7SUPU7HUNJBQ8BPI65 | | KVK 33236939 | | 585233Z NA Equity | Trafigura Beheer BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001231_CR_AIRB | 549300TK7G7NZTVM1Z30 | | KVK 24051830 | NL0000009355 | UNIA NA Equity | Unilever NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001232_CR_AIRB | 549300IW6C3SRHUUK147 | | | | | Vitol Holding BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001233_CR_AIRB | | | | NL0009432491 | | VOPAK | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001234_CR_AIRB | 549300FRXSUUW3M2Q281 | | | | | WABCO Europe Holdings BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001235_CR_AIRB | 724500522D3ORUTUGW47 | | KVK 05078970 | | WAVIN NA Equity | Wavin NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001236_CR_AIRB | 724500YRQCY3BD9RJZ92 | | | NL0000289213 | | WERELDHAVE | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001237_CR_AIRB | 724500TEM53I0U077B74 | | KVK 33202517 | NL0000395903 | WKL NA EQUITY | Wolters Kluwer N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001238_CR_AIRB | 5JB3IE65ZU13TA0DGN10 | | | | | Würth Finance International B.V.

| NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001239_CR_AIRB | | | | NL0006294290 | | ZIGGO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001240_CR_AIRB | | | | | BWO NO Equity | BW Offshore Shipholding Ltd | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001241_CR_AIRB | 5493004ZHCILEMZLBS85 | | 00304772770005 | | | FERD AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001242_CR_AIRB | 5493009F6KP3UMLPOY27 | | 931186744 | | | ICA Norge AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001243_CR_AIRB | 549300ZLJDXBXUNCY824 | | 936738540 | | | National Oilwell Varco Norway AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001244_CR_AIRB | 549300N1SDN71ZZ8BO45 | | | | NHY NO Equity | Norsk Hydro ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001245_CR_AIRB | 529900J8VSH14TP5VD23 | | | | | ODFJELL SE | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001246_CR_AIRB | 213800T66DRTE6O6BV87 | | 916235291 | | PGS NO Equity | Petroleum Geo-Services ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001247_CR_AIRB | 529900TH4OAW7WYG1777 | | 987059699 | | | Statkraft AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001248_CR_AIRB | OW6OFBNCKXC4US5C7523 | | 923609016 | | STL NO Equity | Statoil ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001249_CR_AIRB | R7NJHU48LTCIOB9BVU57 | | | | CNU NZ Equity | Chorus Limited | NZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001250_CR_AIRB | 259400GYHYZPQ0HTMT82 | | | | CIE PW Equity | Ciech S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001251_CR_AIRB | 259400A9BI23M3K1NK82 | | | | LTS PW EQUITY | GRUPA LOTOS S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001252_CR_AIRB | 259400WT6MCX3V59XI09 | | | | | Netia S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001253_CR_AIRB | 259400TOMPUOLS65II22 | | 10681 | | TPA1 GB Equity | ORANGE POLSKA SA | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001254_CR_AIRB | 259400TGY6IYEP2EFW87 | | 467426 | | | POLKOMTEL SP. Z O.O. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001255_CR_AIRB | 259400VVMM70CQREJT74 | | 28860 | | PKN PW Equity | Polski Koncern Naftowy ORLEN S.A. (PKN) | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001256_CR_AIRB | 259400NAPDFBOTNCRL54 | | | | TPE PW Equity | TAURON Polska Energia S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001257_CR_AIRB | Q1ECZWEVT6ZTFERCPG94 | | | PLTLKPL00017 | OPL PW EQUITY | TELEKOMUNIKACJA POLSKA SA | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001258_CR_AIRB | 213800RQXBBZ6KSP1I72 | | 500311390 | | | AMORIM & IRMAOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001259_CR_AIRB | 2138002PLGLYW8EP7248 | | | | | AMORIM HOLDING II SGPS SA | PT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001260_CR_AIRB | 213800V5Z38TLIRQW516 | | 500700834 | | | ANA AEROPORTOS PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001261_CR_AIRB | | | 502607920 | | | AUCHAN PORTUGAL HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001262_CR_AIRB | 54930011KNBNPPKW7528 | | 500038015 | | | AUTO SUECO LDA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001263_CR_AIRB | 549300RU6UYW1UMYOP92 | | 500194670 | | | BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001264_CR_AIRB | | | | PTBRI0AM0000 | BRI PL EQUITY | BRISA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001265_CR_AIRB | 549300FREK460JU7RG08 | | 500060266 | | | CELULOSE BEIRA INDUSTRIAL-CELBI SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001266_CR_AIRB | 549300TF1SUYCFUO3840 | | 503309362 | | | COLEP PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001267_CR_AIRB | | | 507195515 | | | CONTROLINVESTE SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001268_CR_AIRB | 213800X28CMB8LAIT849 | | 502557400 | | | CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001269_CR_AIRB | 549300RGQV4M16FESU23 | | 500832234 | | | CUF QUIMICOS INDUSTRIAS, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001270_CR_AIRB | 529900CLC3WDMGI9VH80 | | | PTEDP0AM0009 | EDP PL EQUITY | EDP — Energias de Portugal S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001271_CR_AIRB | 529900LOXJVWGOH84656 | | 503293695 | | | EDP — GESTÃO DA PRODUÇÃO DE ENERGIA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001272_CR_AIRB | | | 504885367 | | | ESPIRITO SANTO SAUDE SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001273_CR_AIRB | 2138003319Y7NM75FG53 | | 504499777 | PTGALIOE0009 | GALP PL Equity | GALP ENERGIA SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001274_CR_AIRB | 213800Y3V72PI6W8KG10 | | 511220448 | | | GRUPO PESTANA — SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001275_CR_AIRB | 259400A8SZP10GB5IB19 | | | PTJMT0AE0001 | JMT PL EQUITY | J.MARTINS | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001276_CR_AIRB | | | 500073880 | | | LENA ENGENHARIA CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001277_CR_AIRB | 549300SNYKYW15R3UE62 | | 502011475 | | | MODELO CONTINENTE HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001278_CR_AIRB | 549300TLPT6W9R3CLQ86 | | 500197814 | | | MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001279_CR_AIRB | 5493003NN4LXUF8JA244 | | | | | Ocidental Companhia Portuguesa de Seguros de Vida, S.A. | PT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001280_CR_AIRB | 54930071D35BVUPC5942 | | 502604751 | | | OPTIMUS-COMUNICACOES S.A | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001281_CR_AIRB | | | 507979265 | | | OPWAY — SGPS, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001282_CR_AIRB | 213800ZWKG61JG7ZCF61 | | 500697370 | | | PETROLEOS PORTUGAL PETROGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001283_CR_AIRB | 259400DRC6WOXNVW8B57 | 500829993 | 500829993 | | 90413Z PL EQUITY | PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001284_CR_AIRB | 549300UNIB7M2AXUXS35 | | | PTPTI0AM0006 | PTCL TQ EQUITY | Portucel S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001285_CR_AIRB | 549300FR1FN48IGHR915 | | | PTREL0AM0008 | RENE PL Equity | REN-Redes Energeticas Nacionais, SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001286_CR_AIRB | | | 500246963 | | | REPSOL PORTUGUESA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001287_CR_AIRB | 5493002X2CCY60HWCU94 | | 500243590 | | | SECIL COMP GERAL CAL CIMENTO SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001288_CR_AIRB | 549300PXZF74GVQM6867 | | 500058580 | | | SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001289_CR_AIRB | 549300EZYIURQ5RGSE56 | | 500278571 | | | SOVENA OILSEEDS PORTUGAL, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001290_CR_AIRB | 549300KFJPELBPMQH079 | | 500833532 | | | SOVENA PORTUGAL CONSUMER GOODS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001291_CR_AIRB | 95980020140005813290 | | 505042037 | | | SUMOL+COMPAL MARCAS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001292_CR_AIRB | | | 500097488 | | | TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001293_CR_AIRB | 549300CNE5R74B3XKF57 | | 505266202 | | | UNICER BEBIDAS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001294_CR_AIRB | | 503933139 | 503933139 | | 3646175Z PL EQUITY | UNILEVER JERÓNIMO MARTINS, LDA. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001295_CR_AIRB | 213800IDK8UTYDSFOG74 | | 502544180 | | | VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001296_CR_AIRB | | 500302200 | 500302200 | | 0265472D PL EQUITY | ZAGOPE — CONSTRUÇÕES E ENGENHARIA S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001297_CR_AIRB | 549300VOFQC1SPGTZM19 | | 503039063 | | | ZON TV CABO PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001298_CR_AIRB | 549300D3EIDZJB62TR20 | | 21183 | | ORDS QD Equity | Ooredoo Q.S.C. | QA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001299_CR_AIRB | 549300UKYDM6L8HEPU79 | | | | SNP RO EQUITY | OMV PETROM S.A. | RO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001300_CR_AIRB | 549300F8ZIGJVUPIU797 | | 24297754 | | | Rompetrol Group N.V. (The) | RO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001301_CR_AIRB | | | | | GAZP RU Equity | Gazprom OAO | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001302_CR_AIRB | | | | | ROSN RU Equity | OJSC Oil Co Rosneft | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001303_CR_AIRB | | | | | TATN RU Equity | Tatneft OAO | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001304_CR_AIRB | 5493007RN7O98MYBX124 | | | | | AKTIEBOLAG LINDEX | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001305_CR_AIRB | 549300UCKT2UK88AG251 | | | SE0000695876 | ALFA SS EQUITY | Alfa Laval AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001306_CR_AIRB | 549300YECS8HKCIMMB67 | | | SE0000255648 | ASSAB SS EQUITY | Assa Abloy AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001307_CR_AIRB | 213800T8PC8Q4FYJZR07 | | 5560142720 | SE0000122467 | ATCOA SS EQUITY | Atlas Copco Aktiebolag | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001308_CR_AIRB | 2138002GW5WN1UYZAO32 | | 55611256900004 | | | BILIA AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001309_CR_AIRB | 549300YJUYJ9A24RXL71 | | | SE0005906922 | SE0005906922 Corp | BILLERUDKORSNÄS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001310_CR_AIRB | 549300ZACGIQHBBMOD20 | | 5560269549 | | BONN SS EQUITY | Bonnier Finans AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001311_CR_AIRB | 213800SE6FV3UDEIEY92 | | 72317831 | | | CAPIO AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001312_CR_AIRB | 549300GU5OHTR1T5IY68 | | | SE0005932225 | SE0005932225 Corp | Castellum AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001313_CR_AIRB | 549300HCT1WLHEXNLZ18 | | | | | Dometic Holding AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001314_CR_AIRB | 549300Y3HHZB1ZGFPJ93 | | | | ELUXA SS Equity | Electrolux AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001315_CR_AIRB | 549300JNPI46XNH0PM97 | | | | | Fabege AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001316_CR_AIRB | 5493003PZ4F570G3W735 | | | | | GETINGE AB, | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001317_CR_AIRB | 529900XKWB408ZZYBF68 | | | | | GREEN CARGO AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001318_CR_AIRB | 213800YUV362W4E1LP46 | | | | | H & M Hennes & Mauritz GBC AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001319_CR_AIRB | 54930033BTSY61VHUR49 | | 55601011550004 | | | HALDEX AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001320_CR_AIRB | 549300VOTS5OZ82UTG69 | | | SE0005934320 | SE0005934320 Corp | HEMSÖ FASTIGHETS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001321_CR_AIRB | 549300WJFW6ILNI4TA80 | | 5561904771 | SE0000103699 | HEXAB SS EQUITY | Hexagon AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001322_CR_AIRB | 52990080SH3454F0QE68 | | 5560013301 | SE0000109290 | HOLMB SS EQUITY | Holmen AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001323_CR_AIRB | 549300GYQIIJ3UXB7655 | | | SE0001662222 | HUSQB SS EQUITY | HUSQVARNA AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001324_CR_AIRB | 549300VEBQPHRZBKUX38 | | 556013-8298 | XS0795505402 | INVEA SS Equity | Investor AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001325_CR_AIRB | 529900X0UEM9DOM6FK12 | | 5560452103 | SE0000806994 | JM SS EQUITY | JM AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001326_CR_AIRB | 549300VD6SNNS5N5V183 | | | | | KORAB INTERNATIONAL AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001327_CR_AIRB | 5493005OXRTBK0WSJN46 | | 5565451217 | SE0000549412 | KLED SS EQUITY | Kungsleden AB | SE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001328_CR_AIRB | 529900AB08F05L4HWU11 | | | | | LANTMÄNNEN EK FÖR | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001329_CR_AIRB | 213800NS2XXVRYS7WP40 | | | SE0002683557 | LOOMB SS EQUITY | Loomis AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001330_CR_AIRB | 549300SNQNTHQLZQON04 | | 5564272812 | SE0000221723 | MEDAA SS EQUITY | Meda AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001331_CR_AIRB | 549300E8NDODRSX29339 | | 5563099158 | SE0000412371 | MTGB SS EQUITY | MODERN TIMES GROUP MTG AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001332_CR_AIRB | 213800WRGLW3CY4MHW53 | | 55603451740004 | | | NCC | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001333_CR_AIRB | 549300KUJMRC9NW93S96 | | | | | Nobina sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001334_CR_AIRB | 5493007VGEKBZGZ6PC69 | | | | | NYNAS AB (PUBL) | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001335_CR_AIRB | 549300ES84TRW7EWGU35 | | | | | Perstorp Holding AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001336_CR_AIRB | 549300S2D8BDH1CKLI47 | | | | | PostNord AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001337_CR_AIRB | 549300MIHCMD8DCSBY41 | | 55607269770034 | | | Preem | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001338_CR_AIRB | 549300ZHO4JCQQI13M69 | | 556036-0793 | SE0000112385 | SE0005567088 Corp | SAAB AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001339_CR_AIRB | 5299008ZUAXN43LVZF54 | | | | SAND SS Equity | Sandvik AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001340_CR_AIRB | 5299001G94UPTI8C7N54 | | 5566577416 | | 0301536D SS EQUITY | Sandvik Treasury AB | SE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001341_CR_AIRB | 529900AE1FZNUH6EVS39 | | | SE0003366871 | SAS SS EQUITY | SAS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001342_CR_AIRB | 529900BZYSUQLQSPNR07 | | 5560840976 | SE0000308280 | SCVB SS EQUITY | Scania CV AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001343_CR_AIRB | 635400TTYKE8EIWDS617 | | | | SECUB SS Equity | Securitas AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001344_CR_AIRB | 5493004WOSC31U83UG49 | | 5561063834 | | SKAB SS EQUITY | Skanska Financial Services | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001345_CR_AIRB | 549300MA1BZYJU87BW55 | | 5560339086 | SE0000113250 | SKAB SS EQUITY | Skanska Sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001346_CR_AIRB | 549300X6MQ0GG8BRY481 | | | | | SKF sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001347_CR_AIRB | 5493002FIVSWBLEV7P15 | | | | | SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001348_CR_AIRB | 529900329VS14ZIML164 | | 5560163429 | SE0000171100 | SSABA SS EQUITY | SSAB AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001349_CR_AIRB | 529900J0C48FH28HNQ19 | | 5563137933 | SE0000120669 | SSABA SS EQUITY | SSAB Emea AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001350_CR_AIRB | 213800CWLTI7WZCC2R35 | | 5560010802 | | 1081Z SS EQUITY | Stena AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001351_CR_AIRB | 5299005HSK597UX55629 | | | | | SVEASKOG FÖRVALTNINGS AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001352_CR_AIRB | 549300FW5JDRV1IJ0M67 | | | | SCAB SS Equity | Svenska Cellulosa AB [SCA] | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001353_CR_AIRB | 529900ZERGNJBEQEX179 | | 55679708180004 | | | SWEDAVIA AB SWEDAVIA EKONOMI | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001354_CR_AIRB | 5493005DU3003SGUC166 | | | | | SWEDISH HOSPITAL PARTNERS AB, | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001355_CR_AIRB | 529900YVXCGNWAUYZG78 | | | SE0000310336 | SWMA SS EQUITY | Swedish Match AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001356_CR_AIRB | 213800EKD193RVI9HL76 | | 5564108917 | SE0000314304 | TEL2B SS EQUITY | Tele2 AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001357_CR_AIRB | 549300W9JLPW15XIFM52 | | 556016-0680 | XS0435008726 | ERICB SS Equity | Telefonaktiebolaget LM Ericsson | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001358_CR_AIRB | 213800FSR9RNDUOTXO25 | | | | TLSN SS Equity | TeliaSonera AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001359_CR_AIRB | 5493006LU5JO4P7HQ305 | | | | | THULE HOLDING AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001360_CR_AIRB | 213800XY16PAWG2PAD14 | | | | TRELB SS Equity | Trelleborg AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001361_CR_AIRB | 5493007LNZSEWN5KTV42 | | | SE0005769270 | SE0005769270 Corp | Vasakronan | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001362_CR_AIRB | 549300T5RZ1HA5HZ3109 | | | | VATT SS Equity | Vattenfall AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001363_CR_AIRB | 549300HGV012CNC8JD22 | | | SE0000115420 | VOLVB SS EQUITY | Volvo AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001364_CR_AIRB | 54930083GODGBHODQ153 | | 189744 | | | Global A&T Electronics Ltd. | SG | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001365_CR_AIRB | 33D7DTWH8BNIUWE0IF81 | | | | OLAM SP Equity | Olam International Ltd | SG | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001366_CR_AIRB | | | | | 7536988Z SK EQUITY | Volkswagen Slovakia A.S. | SK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001367_CR_AIRB | 549300QOGMPTKB6W7G56 | | 1,07544E+11 | USY71548BY95 | PTT TB Equity | PTT Public Company Limited | TH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001368_CR_AIRB | 8RS0AKOLN987042F2V04 | | | | NXWA GF Equity | 21st Century Fox America, Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001369_CR_AIRB | LUZQVYP4VS22CLWDAR65 | | | US88579YAF88 | MMM SE Equity | 3M Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001370_CR_AIRB | HQD377W2YR662HK5JX27 | | IL08142220 | | ABT US Equity | Abbott Laboratories | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001371_CR_AIRB | FR5LCKFTG8054YNNRU85 | | DE5126809 | | 4AB GF Equity | AbbVie Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001372_CR_AIRB | 549300T0GJTEK811VI53 | | | | WPI US EQUITY | Actavis, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001373_CR_AIRB | 549300QKBENKLBXQ8968 | | PA724325 | | AET US Equity | Aetna Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001374_CR_AIRB | LYOM0B2GCF1JWXK5ZG04 | | | | AGCO UN Equity | AGCO Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001375_CR_AIRB | QUIX8Y7A2WP0XRMW7G29 | | | | A UN Equity | Agilent Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001376_CR_AIRB | 9PO87UV78U1JHLR68X04 | | | | 8685 JT Equity | AIG Financial Products Corp. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001377_CR_AIRB | 7QEON6Y1RL5XR3R1W237 | | | | APD US Equity | Air Products & Chemicals Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001378_CR_AIRB | ABPN11VOHLHX6QR7XQ48 | | | | AA US Equity | Alcoa Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001379_CR_AIRB | XSGZFLO9YTNO9VCQV219 | | | | MO US Equity | Altria Group Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001380_CR_AIRB | ZXTILKJKG63JELOEG630 | | DE2620453 | | AMZN US Equity | Amazon.com, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001381_CR_AIRB | IWUQB36BXD6OWD6X4T14 | | DE0332421 | | AAL UW Equity | American Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001382_CR_AIRB | B6Q2VFHD1797Q7NZ3E43 | | CAC0951492 | | 7267 JT Equity | American Honda Finance Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001383_CR_AIRB | 5493006ORUSIL88JOE18 | | | | AMT US Equity | American Tower Corp [ex- American Tower System] | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001384_CR_AIRB | 549300D3L3G0R4U4VT04 | | | | APH US Equity | Amphenol Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001385_CR_AIRB | B78FQ7XBQFLP4AYJ6F79 | | | | APC US Equity | Anadarko Petroleum Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001386_CR_AIRB | 72ZZ1XRHOOU9P9X16K08 | | | | APA US Equity | Apache Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001387_CR_AIRB | HWUPKR0MPOU8FGXBT394 | | CAC0806592 | | AAPL US Equity | Apple Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001388_CR_AIRB | 42YMHYH0XMHJEXDUB065 | | | | | ARAMARK Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001389_CR_AIRB | W47HVZ7Q6FXL86RELH91 | | DE0717711 | | ACI US Equity | Arch Coal, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001390_CR_AIRB | 549300LO13MQ9HYSTR83 | | DE0152524 | | ADM US Equity | Archer-Daniels-Midland Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001391_CR_AIRB | 0C0SZC7H22UWI2NA3R46 | | | | ARRS UW Equity | Arris Group, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001392_CR_AIRB | 549300YNNLBXT8N8R512 | | NYCARREUS | | ARW US Equity | Arrow Electronics, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001393_CR_AIRB | 6O4MRU8C1MS0K34UQF79 | | KY0580261 | | ASH US Equity | Ashland Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001394_CR_AIRB | 549300Z40J86GGSTL398 | | DE2018584 | | T* MM Equity | AT&T Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001395_CR_AIRB | QVLWEGTD2S8GJMO8D383 | | | | ATO US Equity | Atmos Energy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001396_CR_AIRB | HGBOLILQXWER4SAL2I23 | | | | ADP US Equity | Automatic Data Processing | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001397_CR_AIRB | GA3JGKJ41LJKXDN23E90 | | | | | Autozone Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001398_CR_AIRB | XN8R4HH1TVC1XOCL5P21 | | | | CAR US EQUITY | Avis Budget Car Rental LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001399_CR_AIRB | XJI53DCPL7QABOWK4Z75 | | NYCAVNTUS | | AVT US Equity | Avnet, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001400_CR_AIRB | 5493007RY69UEB1F1B45 | | | | AVP US Equity | Avon Products, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001401_CR_AIRB | MF62XBVMNYTYMC18DL76 | | DE2416636 | | BA/ LN Equity | BAE Systems Holdings Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001402_CR_AIRB | | | | | BHI US EQUITY | Baker Hughes Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001403_CR_AIRB | EWRDABCN7XBHM37LIA98 | | DE2072335 | | | Beam Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001404_CR_AIRB | HL5XPTVRV0O8TUN5LL90 | | MN1K-1056 | | BBY US Equity | Best Buy Co., Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001405_CR_AIRB | KK5MZM9DIXLXZL9DZL15 | | DE2322568 | | BMW HB Equity | BMW US Capital, LLC | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001406_CR_AIRB | 549300DSFX2IE88NSX47 | | | | BWA US Equity | BorgWarner Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001407_CR_AIRB | Y6ZDD9FP4P8JSSJMW954 | | DE0874815 | | BSX UN Equity | Boston Scientific Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001408_CR_AIRB | 549300GMUCJ08527GQ81 | | IN182869-107 | | BP/ LN Equity | BP Corporation North America Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001409_CR_AIRB | 549300YYMNSW7KWZH127 | | | | BP/ LN Equity | BP Products North America Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001410_CR_AIRB | HLYYNH7UQUORYSJQCN42 | | | | BMY US EQUITY | Bristol Myers Squibb Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001411_CR_AIRB | 5493007M0RIN8HY3MM77 | | | | BG US Equity | Bunge Limited | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001412_CR_AIRB | Y7ET3D9SDOFUZ515FE28 | | DE0799956 | | CA US Equity | CA, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001413_CR_AIRB | 43R4VPJBXTU2O15HEF41 | | | | | Calpine Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001414_CR_AIRB | 5493007JDSMX8Z5Z1902 | | | | CPB US Equity | Campbell Soup Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001415_CR_AIRB | CCU46N3GJMF4OK4N7U60 | | OH535613 | | CAH US Equity | Cardinal Health, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001416_CR_AIRB | QXZYQNMR4JZ5RIRN4T31 | | | | 3091Z US Equity | Cargill Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001417_CR_AIRB | EDBQKYOPJUCJKLOJDE72 | | DE0921323 | | CAT SE Equity | Caterpillar Financial Services Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001418_CR_AIRB | WRJR7GS4GTRECRRTVX92 | | | | CAT US EQUITY | Caterpillar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001419_CR_AIRB | 5KYC8KF17ROCY24M3H09 | | DE2106821 | | C5S GM Equity | CBS Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001420_CR_AIRB | CD30XVRLT4QO00B1C706 | | DE3780476 | | CE UN Equity | Celanese US Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001421_CR_AIRB | 4SIHMF0MOSTTL8CD0X64 | | | | CELG US Equity | Celgene Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001422_CR_AIRB | 21TPXMRRHFKOBHDC8J74 | | | | | CenterPoint Energy Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001423_CR_AIRB | 8E6NF1YAL0WT6CWXXV93 | | | | CSCO US EQUITY | Cisco Systems Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001424_CR_AIRB | 549300IA9XFBAGNIBW29 | | | | | CMS Energy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001425_CR_AIRB | B0QU0GIVGFFMCOP5RJ72 | | DE4789658 | | CKK GB Equity | Coca-Cola Enterprises, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001426_CR_AIRB | 2V9V7M0RUQG9M2J4IC47 | | | | | Colfax Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001427_CR_AIRB | YMEGZFW4SBUSS5BQXF88 | | DE0156313 | | CL US Equity | Colgate-Palmolive Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001428_CR_AIRB | 51M0QTTNCGUN7KFCFZ59 | | PA3039985 | | CTP GB Equity | Comcast Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001429_CR_AIRB | 549300OQS2LO07ZJ7N73 | | DE0406521 | | CMC US Equity | Commercial Metals Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001430_CR_AIRB | 6113F6JQLWIUGTBN1L36 | | | | CSC US equity | Computer Sciences Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001431_CR_AIRB | 54930035UDEIH090K650 | | DE0818944 | | CAG US Equity | ConAgra Foods, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001432_CR_AIRB | SYHS7HRDXLL4I0IQ8776 | | | | CXO US EQUITY | Concho Resources Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001433_CR_AIRB | 6VJJ5GQWIRDQ06DUXG89 | | DE0064324 | | COP US Equity | ConocoPhillips Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001434_CR_AIRB | 549300JK3KH8PWM3B226 | | DE2277631 | | CNX UN Equity | CONSOL Energy Inc.

| US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001435_CR_AIRB | 29DX7H14B9S6O3FD6V18 | | | | CTO GM Equity | Costco Wholesale Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001436_CR_AIRB | 549300BO9IWPF3S48F93 | | | | COTY US EQUITY | Coty Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001437_CR_AIRB | TVRMNZKRGA8LPW6XPG60 | | | | | Cox Enterprises Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001438_CR_AIRB | RPPGGRL1J75WGF2DFO04 | | PA3337938 | | CCK US Equity | Crown Americas LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001439_CR_AIRB | ZUNI8PYC725B6H8JU438 | | IN194062-043 | | CMI UN Equity | Cummins Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001440_CR_AIRB | S4BKK9OTCEWQ3YHPFM11 | | | | DHR US EQUITY | Danaher Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001441_CR_AIRB | PWFTNG3EI0Y73OXWDH08 | | | | DE US EQUITY | Deere & Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001442_CR_AIRB | 3E70L4WYANTIWWIPHC81 | | | | DELL US EQUITY | Dell Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001443_CR_AIRB | Q2CCMS6R0AS67HJMBN42 | | | | DAL US EQUITY | Delta Air Lines Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001444_CR_AIRB | 54930042348RKR3ZPN35 | | DE2155705 | | DVN US Equity | Devon Energy Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001445_CR_AIRB | F14FQJ2EEHW5VPYUHL14 | | | | DO US Equity | Diamond Offshore Drilling, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001446_CR_AIRB | 549300Z1UGYT5725XB67 | | DE3535468 | | DTV TQ Equity | DIRECTV Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001447_CR_AIRB | ILUL7B6Z54MRYCF6H308 | | | | D US EQUITY | Dominion Resources Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001448_CR_AIRB | 549300FMC2ALGA7N9E80 | | DE0412823 | | DOV UN Equity | Dover Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001449_CR_AIRB | ZQUIP1CSZO8LXRBSOU78 | | | | DOW US EQUITY | Dow Chemical Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001450_CR_AIRB | 549300IX8SD6XXD71I78 | | | | DTE US EQUITY | DTE Energy Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001451_CR_AIRB | FDPVHDGJ1IQZFK9KH630 | | DE2345566 | | EMN UN Equity | Eastman Chemical Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001452_CR_AIRB | 0NZWDMRCE180888QQE14 | | | | ETN US EQUITY | Eaton Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001453_CR_AIRB | OML71K8X303XQONU6T67 | | DE2871352 | | EBAY US Equity | eBay Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001454_CR_AIRB | FRDRIPF3EKNDJ2CQJL29 | | | | LLY US EQUITY | Eli Lilly & Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001455_CR_AIRB | FGLT0EWZSUIRRITFOA30 | | | | EMR UN Equity | Emerson Electric Co. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001456_CR_AIRB | GHFPUH0OZ5JLGJXWCO16 | | | | ESV UN Equity | ENSCO International Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001457_CR_AIRB | 4XM3TW50JULSLG8BNC79 | | | | ETR US EQUITY | Entergy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001458_CR_AIRB | 549300EVUN2BTLJ3GT74 | | DE2911438 | | EQIX US Equity | Equinix, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001459_CR_AIRB | 549300RO2XES74KQGG63 | | | | XLS US EQUITY | Exelis Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001460_CR_AIRB | 3SOUA6IRML7435B56G12 | | | | EXC US EQUITY | Exelon Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001461_CR_AIRB | CI7MUJI4USF3V0NJ1H64 | | WA601975803 | | EXPE UW Equity | Expedia, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001462_CR_AIRB | J3WHBG0MTS7O8ZVMDC91 | | NJ3793794100 | | XOM US Equity | Exxon Mobil Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001463_CR_AIRB | 549300E707U7WNPZN687 | | | | FDX US EQUITY | FedEx Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001464_CR_AIRB | 6WQI0GK1PRFVBA061U48 | | GA0110597 | | FIS UN Equity | Fidelity National Information Services, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001465_CR_AIRB | 549300NPYMLM4NHTOF27 | | | | | First Solar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001466_CR_AIRB | 549300SVYJS666PQJH88 | | OH953140 | | FE US Equity | FirstEnergy Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001467_CR_AIRB | 6Y0GK87T6V7NJKZJVM41 | | NYCDRRCUS | | FLS US Equity | Flowserve Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001468_CR_AIRB | CQ7WZ4NOFWT7FAE6Q943 | | | | FLR US EQUITY | Fluor Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001469_CR_AIRB | CKDHZ2X64EEBQCSP7013 | | | | FMC US Equity | FMC Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001470_CR_AIRB | EMQFUEY7DV1MVNKAUT87 | | DE3315658 | | FTI US Equity | FMC Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001471_CR_AIRB | 20S05OYHG0MQM4VUIC57 | | | | F US EQUITY | Ford Motor Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001472_CR_AIRB | 2MNR4Q42DBL85U7RD221 | | | | | Forest Oil Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001473_CR_AIRB | A0WMBJD47C49E2JJOM88 | | DE4594648 | | FRE GY Equity | Fresenius US Finance I, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001474_CR_AIRB | 549300FNRIXILI56M704 | | | | 0196414D US EQUITY | Gavilon LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001475_CR_AIRB | 9C1X8XOOTYY2FNYTVH06 | | | | GD US EQUITY | General Dynamics Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001476_CR_AIRB | 3C7474T6CDKPR9K6YT90 | | NYCGECYUS | | GNE FP Equity | General Electric Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001477_CR_AIRB | 2TGYMUGI08PO8X8L6150 | | | | GIS US Equity | General Mills, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001478_CR_AIRB | 549300PDWRZX0BR28B12 | | DE4717789 | | GM UN Equity | General Motors Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001479_CR_AIRB | L2EVHWFHVAQK72TMH265 | | DE4275413 | | | Georgia-Pacific LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001480_CR_AIRB | 5493002BI0S2ZQUY3437 | | | | GT US EQUITY | Goodyear Tire & Rubber Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001481_CR_AIRB | 7ZW8QJWVPR4P1J1KQY45 | | | | GOOG US EQUITY | Google Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001482_CR_AIRB | ENYF8GB5SMQZ25S06U51 | | DE2681775 | | HAL UN Equity | Halliburton Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001483_CR_AIRB | KAO98FK89NPNNPQGUZ43 | | DE0497602 | | HSC US Equity | Harsco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001484_CR_AIRB | 549300NUB6D2R1ITYR45 | | | | HAS US Equity | Hasbro, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001485_CR_AIRB | 549300PD0C69OJ0NLB27 | | | | 766481Z US EQUITY | Hertz Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001486_CR_AIRB | UASVRYNXNK17ULIGK870 | | DE0097017 | | AHC GB Equity | Hess Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001487_CR_AIRB | WHKXQACZ14C5XRO8LW03 | | | | HPQ US EQUITY | Hewlett-Packard Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001488_CR_AIRB | 5493003STKEZ2S0RNU91 | | | | HNZ US EQUITY | HJ Heinz Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001489_CR_AIRB | ISRPG12PN4EIEOEMW547 | | DE2061772 | | HON UN Equity | Honeywell International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001490_CR_AIRB | KNX4USFCNGPY45LOCE31 | | | | 4335 HK Equity | Intel Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001491_CR_AIRB | VGRQXHF3J8VDLUA7XE92 | | | | IBM US EQUITY | International Business Machines (IBM Corp) | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001492_CR_AIRB | F9HV8ZL85LRIQ6D60098 | | NVC7491-1980 | | IGT UN Equity | International Game Technology | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001493_CR_AIRB | 824LMFJDH41EY779Q875 | | | | IP US EQUITY | International Paper Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001494_CR_AIRB | 5493008IUOJ5VWTRC333 | | | | | Interpublic Group of Cos | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001495_CR_AIRB | 24F6LSZD18II6ICG6S41 | | | | | Itron Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001496_CR_AIRB | YB2O5TUONPB3W1X7WJ88 | | | | ITT US EQUITY | ITT Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001497_CR_AIRB | KD833U13JEIGETBW2749 | | | | JAH US EQUITY | Jarden Corp (fka Alltrista Corp) | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001498_CR_AIRB | 549300XR6O4ACB0KLV08 | | | | | JFB Firth Rixson, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001499_CR_AIRB | E0KSF7PFQ210NWI8Z391 | | | | DE UN Equity | John Deere Capital Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001500_CR_AIRB | 549300G0CFPGEF6X2043 | | NJ5106301000 | | JNJ GQ Equity | Johnson & Johnson | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001501_CR_AIRB | 3LB2NG8VUULSCV2NO430 | | | | JCI US EQUITY | Johnson Controls Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001502_CR_AIRB | LONOZNOJYIBXOHXWDB86 | | | | K US EQUITY | Kellogg Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001503_CR_AIRB | AGX0G2MXE54NFNNICD28 | | | | KU1 US EQUITY | Kentucky Utilities Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001504_CR_AIRB | MP3J6QPYPGN75NVW2S34 | | | | KMB UN Equity | Kimberly-Clark Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001505_CR_AIRB | 549300PDHUGWPWGOT525 | | DE2301470 | | | Kinder Morgan Energy Partners, L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001506_CR_AIRB | 5493005158BXZWGOX572 | | | | 3097Z US EQUITY | Koch Industries Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001507_CR_AIRB | 549300JF6LPRTRJ0FH50 | | | | KSS UN Equity | Kohl's Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001508_CR_AIRB | V1BYR0MM295ZFWYYS367 | | | | KRFT US EQUITY | Kraft Foods Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001509_CR_AIRB | GR3KVMWVCR54YWQNXU90 | | DE0933796 | | LTD GF Equity | L Brands, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001510_CR_AIRB | | | | | LINE US EQUITY | Linn Energy LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001511_CR_AIRB | 5493007B9BM9ZXJINO78 | | DE4009151 | | LYV UN Equity | Live Nation Entertainment, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001512_CR_AIRB | DPRBOZP0K5RM2YE8UU08 | | | | LMT US EQUITY | Lockheed Martin Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001513_CR_AIRB | WAFCR4OKGSC504WU3E95 | | NC0087443 | | LOW UN Equity | Lowe's Companies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001514_CR_AIRB | 2RTSLGQ89VMY18RHX631 | | | | | Manitowoc Co Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001515_CR_AIRB | 1FRVQX2CRLGC1XLP5727 | | DE3395371 | | MRO US Equity | Marathon Oil Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001516_CR_AIRB | 3BNYRYQHD39K4LCKQF12 | | DE4750998 | | MPC UN Equity | Marathon Petroleum Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001517_CR_AIRB | 225YDZ14ZO8E1TXUSU86 | | DE2798413 | | MAR US Equity | Marriott International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001518_CR_AIRB | 54930073HKEO6GZBSS03 | | | | 4614Z US EQUITY | Mars Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001519_CR_AIRB | 549300XMP3KDCKJXIU47 | | DE0706226 | | MMC UN Equity | Marsh & McLennan Companies, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001520_CR_AIRB | 5GCSNMQXHEYA1JO8QN11 | | DE0585027 | | MAS US Equity | Masco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001521_CR_AIRB | AR5L2ODV9HN37376R084 | | DE3390142 | | MA US Equity | MasterCard Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001522_CR_AIRB | 549300VELLG24KHTJ564 | | DE0673809 | | MAT US Equity | Mattel, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001523_CR_AIRB | UE2136O97NLB5BYP9H04 | | | | MCD US EQUITY | McDonald's Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001524_CR_AIRB | 549300WZWOM80UCFSF54 | | DE2417015 | | MCK US Equity | McKesson Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001525_CR_AIRB | 4DL8C98Z5G5IXZLH3578 | | | | MWV US Equity | MeadWestvaco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001526_CR_AIRB | D56MRZY2INAN94ZONZ37 | | | | MDT US EQUITY | Medtronic Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001527_CR_AIRB | 4YV9Y5M8S0BRK1RP0397 | | | | MRK US EQUITY | Merck & Co Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001528_CR_AIRB | INR2EJN1ERAN0W5ZP974 | | WA600413485 | | MSF NA Equity | Microsoft Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001529_CR_AIRB | 54930073LBBH6ZCBE225 | | | | TAP US EQUITY | Molson Coors Brewing Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001530_CR_AIRB | 549300DV9GIB88LZ5P30 | | VA05501796 | | KTF GF Equity | Mondelez International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001531_CR_AIRB | NONUZEX43GHIPSVDD938 | | DE3174788 | | MON US Equity | Monsanto Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001532_CR_AIRB | 6S552MUG6KGJVEBSEC55 | | DE0789650 | | MTLA GF Equity | Motorola Solutions, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001533_CR_AIRB | MOM4570XTJ5YYX7JKH83 | | DE2977161 | | NG/ LN Equity | National Grid USA | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001534_CR_AIRB | 549300VSP3RIX7FGDZ51 | | | | NEM US EQUITY | Newmont Mining Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001535_CR_AIRB | UMI46YPGBLUE4VGNNT48 | | | | NEE UN Equity | NextEra Energy Capital Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001536_CR_AIRB | 549300Z2ZSKKGUE3J147 | | | | NKE US EQUITY | Nike Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001537_CR_AIRB | ZHUWIE4VK4MIYES0UG62 | | IN2000033100151 | | NI UN Equity | NiSource Finance Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001538_CR_AIRB | 7D6DIU2QXTUJRFNNJA49 | | CAC1059173 | | 7201 JT Equity | Nissan Motor Acceptance Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001539_CR_AIRB | 02VFQXG2D1LR5ZH3K186 | | | | NBL UN Equity | Noble Energy, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001540_CR_AIRB | 549300S3IZB5P35KNV16 | | WA178071138 | | JWN US Equity | Nordstrom, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001541_CR_AIRB | RIMU48P07456QXSO0R61 | | | | NOC US EQUITY | Northrop Grumman Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001542_CR_AIRB | 6B6FQLPMMKB14LX6NY57 | | | | | Novelis Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001543_CR_AIRB | 549300GGJCRSI2TIEJ46 | | | | NUE UN Equity | Nucor Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001544_CR_AIRB | IM7X0T3ECJW4C1T7ON55 | | | | OXY US EQUITY | Occidental Petroleum | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001545_CR_AIRB | 52990006VBKYFQMQJX90 | | KvK 34311273 0000 | | OILT UD EQUITY | Oiltanking Finance B.V. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001546_CR_AIRB | HKUPACFHSSASQK8HLS17 | | | | OMC US EQUITY | Omnicom Group | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001547_CR_AIRB | 1Z4GXXU7ZHVWFCD8TV52 | | DE2457805 | | ORCL* MM Equity | Oracle Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001548_CR_AIRB | 549300TOPQ8NG4HGVK16 | | | | | Owens Corning | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001549_CR_AIRB | PH3S12DWZBHHQKVYZ297 | | WA177005077 | | PCAR US Equity | PACCAR Financial Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001550_CR_AIRB | KDTEY8BWE486IKZ3CC07 | | | | PCAR US EQUITY | Paccar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001551_CR_AIRB | SGY07Y7FNYBNLM6Z1M11 | | OR085297-86 | | BRK/A US Equity | PacifiCorp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001552_CR_AIRB | 5493002CONDB4N2HKI23 | | | | PH US EQUITY | Parker Hannifin Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001553_CR_AIRB | EJCO258LNNVSKAR2JX59 | | DE2864939 | | BTU US Equity | Peabody Energy Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001554_CR_AIRB | FJSUNZKFNQ5YPJ5OT455 | | NC0198463 | | PEP SE Equity | PepsiCo, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001555_CR_AIRB | 765LHXWGK1KXCLTFYQ30 | | | | PFE US EQUITY | Pfizer Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001556_CR_AIRB | 8YQ2GSDWYZXO2EDN3511 | | | | | PG&E Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001557_CR_AIRB | HL3H1H2BGXWVG3BSWR90 | | VA0670281-5 | | PMI SE Equity | Philip Morris International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001558_CR_AIRB | TWSEY0NEDUDCKS27AH81 | | | | | Pinnacle West Capital Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001559_CR_AIRB | 549300N2O26NW4ST6W55 | | DE0101728 | | PBI US Equity | Pitney Bowes Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001560_CR_AIRB | 5MRSWZYSSE4064ED3F25 | | | | | Plains Exploration & Production Co LP | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001561_CR_AIRB | 549300BKPEP01R3V6C59 | | PA284424 | | PPG UN Equity | PPG Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001562_CR_AIRB | ZU69GUVJQGZ6Z1UOOO79 | | | | PX US EQUITY | Praxair Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001563_CR_AIRB | 6S3X7J22E861RNTJSA74 | | | | 3252Z US EQUITY | President & Fellows of Harvard College | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001564_CR_AIRB | 2572IBTT8CCZW6AU4141 | | | | PG US EQUITY | Procter & Gamble Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001565_CR_AIRB | 5PRBRS5FEH7NREC8OR45 | | NJ0100802453 | | PRU US Equity | Prudential Financial, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001566_CR_AIRB | PUSS41EMO3E6XXNV3U28 | | | | PEG US EQUITY | Public Service Enterprise Group Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001567_CR_AIRB | 123WALMHY1GZXG2YDL90 | | | | PVH UN Equity | PVH Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001568_CR_AIRB | 8MCWUBXQ0WE04KMXBX50 | | DE2249088 | | DGX UN Equity | Quest Diagnostics Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001569_CR_AIRB | HO1QNWM0IXBZ0QSMMO20 | | | | RL UN Equity | Ralph Lauren Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001570_CR_AIRB | YR6K3WJN0KKLUPZSNL57 | | DE0472015 | | RTN US Equity | Raytheon Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001571_CR_AIRB | NKNQHM6BLECKVOQP7O46 | | | | RSG US EQUITY | Republic Services Group | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001572_CR_AIRB | PQQ60KVT5SJX0ETQT497 | | | | RKT US Equity | Rock-Tenn Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001573_CR_AIRB | VH3R4HHBHH12O0EXZJ88 | | | | ROK US Equity | Rockwell Automation, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001574_CR_AIRB | 549300LJXD867XMVE759 | | | | ROP UN Equity | Roper Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001575_CR_AIRB | K2NEH8QNVW44JIWK7Z55 | | C-38863 | | RCL NO Equity | Royal Caribbean Cruises Ltd. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001576_CR_AIRB | 549300TJCKW4BRXPJ474 | | | | RPM US Equity | RPM International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001577_CR_AIRB | 549300VXRTBPBK07QT94 | | | | 0398293Z US EQUITY | Ruby Pipeline LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001578_CR_AIRB | ZXJ6Y2OSPZXIVGRILD15 | | FL590739250 | | R US Equity | Ryder System, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001579_CR_AIRB | 549300NKZ6VCN5P3K723 | | DE2096948 | | SWY US Equity | Safeway Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001580_CR_AIRB | RLTHESQ0RNFQJWPBJN60 | | DE2258732 | | SGMS UW Equity | Scientific Games International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001581_CR_AIRB | Q0M0CZB4YN6JZ65WXI09 | | | | SEE US EQUITY | Sealed Air Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001582_CR_AIRB | PBBKGKLRK5S5C0Y4T545 | | CAC1991515 | | SRE US Equity | Sempra Energy | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001583_CR_AIRB | KAF673KJXD92C8KSLU49 | | | | SLGN US EQUITY | Silgan Holdings Inc [fka Silgan Corp] | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001584_CR_AIRB | MR92GTD0MJTTTTQDVG45 | | DE2360269 | | | Simon Property Group, L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001585_CR_AIRB | HHWAT5TDOYZMM26KKQ73 | | | | SNA US Equity | Snap-on Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001586_CR_AIRB | 549300FC3G3YU2FBZD92 | | | | | Southern Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001587_CR_AIRB | EFWMP121W54QV9MGOP87 | | DE4116263 | | SWN US Equity | Southwestern Energy Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001588_CR_AIRB | P761FCI0CPOG24I8JE10 | | | | SPW US Equity | SPX Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001589_CR_AIRB | 549300DJ09SMTO561131 | | | | SWK US Equity | Stanley Black & Decker, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001590_CR_AIRB | XQM2JINI1UL7642TU573 | | | | SPLS US Equity | Staples, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001591_CR_AIRB | 5493002F0SC4JTBU5137 | | MI148492 | | SYK US Equity | Stryker Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001592_CR_AIRB | 549300TXO070764WUH65 | | | | SPWR US EQUITY | Sunpower Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001593_CR_AIRB | YF6ZV0M6AU4FY94MK914 | | | | SYMC US Equity | Symantec Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001594_CR_AIRB | 5RGWIFLMGH3YS7KWI652 | | | | SYY US Equity | Sysco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001595_CR_AIRB | 8WDDFXB5T1Z6J0XC1L66 | | | | TGT US Equity | Target Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001596_CR_AIRB | 6HL0C5LCIE4TN8UZHL06 | | DE2980513 | | TRP UN Equity | TC PipeLines, LP | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001597_CR_AIRB | UUL85LWXB4NGSWWXIQ25 | | | | TFX US Equity | Teleflex Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001598_CR_AIRB | YAWJZJYEQ7M1SYMOS462 | | DE2106001 | | TEX UN Equity | Terex Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001599_CR_AIRB | CMTK1YBYNLPLIS3QLI53 | | | | TSO US EQUITY | Tesoro Petroleum | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001600_CR_AIRB | 549300VFZ8XJ9NUPU221 | | | | | The Estee Lauder Companies | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001601_CR_AIRB | HCHV7422L5HDJZCRFL38 | | DE0558016 | | TMO US Equity | Thermo Fisher Scientific Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001602_CR_AIRB | KNG3XRAA0RHN9H62OK76 | | | | TWX US EQUITY | Time Warner Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001603_CR_AIRB | B0I35MLPFXZSE70ASS73 | | | | TKR US EQUITY | Timken Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001604_CR_AIRB | 549300V2JRLO5DIFGE82 | | DE3058821 | | DTE GF Equity | T-Mobile USA, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001605_CR_AIRB | R1JB4KXN77XFCXOQKV49 | | DE7324254 | | TRN US Equity | Trinity Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001606_CR_AIRB | 3NWOXIHJSQCX0SM5Z749 | | DE3589359 | | TRW US Equity | TRW Automotive Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001607_CR_AIRB | G8NWFN4YP7CR6FOP4886 | | | | | Tupperware Brands Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001608_CR_AIRB | WD6L6041MNRW1JE49D58 | | | | TSN US Equity | Tyson Foods, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001609_CR_AIRB | MYF1DAS6G5WY7PRWCU78 | | DE0945814 | | ULVR LN Equity | Unilever Capital Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001610_CR_AIRB | K1OQBWM7XEOO08LDNP29 | | DE0890080 | | UAL UN Equity | United Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001611_CR_AIRB | D01LMJZU09ULLNCY6Z23 | | | | UPS US EQUITY | United Parcel Service Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001612_CR_AIRB | JNLUVFYJT1OZSIQ24U47 | | | | X UN Equity | United States Steel Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001613_CR_AIRB | I07WOS4YJ0N7YRFE7309 | | | | UTX US EQUITY | United Technologies Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001614_CR_AIRB | 549300VSXHFQVR770L55 | | DE4426189 | | | Univar Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001615_CR_AIRB | 549300BZXZ66F6DTIF20 | | VA0016487-1 | | UVV US Equity | Universal Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001616_CR_AIRB | 5493004XNBKB5SFUJI60 | | DE0932960 | | AAL UW Equity | US Airways, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001617_CR_AIRB | KOO0397YRO83WY5MGD97 | | | | VRX CT Equity | Valeant Pharmaceuticals International | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001618_CR_AIRB | 549300XTO5VR8SKV1V74 | | | | VLO US EQUITY | Valero Energy Corp | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001619_CR_AIRB | 2S72QS2UO2OESLG6Y829 | | | | VZ US EQUITY | Verizon Communications Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001620_CR_AIRB | CWAJJ9DJ5Z7P057HV541 | | | | VFC US EQUITY | VF Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001621_CR_AIRB | X0ST5BPF0CZG9FE5OV61 | | | | VIA US EQUITY | Viacom Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001622_CR_AIRB | 549300OBVCU4IRZFZ230 | | | | | Virgin Media Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001623_CR_AIRB | CQKUMNNZVDJLRYV2PT43 | | | | | Virginia Electric & Power Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001624_CR_AIRB | 549300JZ4OKEHW3DPJ59 | | | | V US Equity | Visa Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001625_CR_AIRB | 549300BMOJ05INE4YK86 | | DE2669712 | | | Vornado Realty L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001626_CR_AIRB | 549300UUPJ2NXDB68M19 | | DE0911551 | | | VW Credit, Inc.

| US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001627_CR_AIRB | Y87794H0US1R65VBXU25 | | | | WMT US EQUITY | Wal-Mart Stores Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001628_CR_AIRB | 7260JQNI6SCF9FIV2392 | | | | DIS US EQUITY | Walt Disney Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001629_CR_AIRB | IQN3XTJNANI73KWRED03 | | | | | Walter Energy Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001630_CR_AIRB | 549300YX8JIID70NFS41 | | | | WM US EQUITY | Waste Management | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001631_CR_AIRB | 3CYEJKBUJZO3UW777J80 | | DE3797582 | | | WEA Finance LLC | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001632_CR_AIRB | WHENKOULSSK7WUM60H03 | | | | WHR US EQUITY | Whirlpool Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001633_CR_AIRB | D3W7PCXCBRQLL17DZ313 | | | | | World Fuel Services Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001634_CR_AIRB | T4VNTWMFQ7JQB65L7T35 | | DE3664441 | | WYN UN Equity | Wyndham Worldwide Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001635_CR_AIRB | LGJNMI9GH8XIDG5RCM61 | | MN37-AA | | XEL US Equity | Xcel Energy Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001636_CR_AIRB | 4KF48RN45X1OO8UBLY20 | | | | XRX UN Equity | Xerox Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001637_CR_AIRB | 6EY4K7ZMF9UX1CU6KC79 | | | | XIX GF Equity | Xilinx, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001638_CR_AIRB | 549300DF5MV96DRYLQ48 | | | | XYL US EQUITY | Xylem Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001639_CR_AIRB | 2P2YLDVPES3BXQ1FRB91 | | DE3343799 | | ZMH US Equity | Zimmer Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001640_CR_AIRB | 549300HD9Q1LOC9KLJ48 | | | | ZTS UN Equity | Zoetis Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001641_CR_AIRB | 5493007CO5W5OBFG7L21 | | | | | RETAIL ESTATES NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001642_CR_AIRB | 549300QSUNKAEBMYIR16 | | | | | RAVAGO S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001643_CR_AIRB | 549300O3SGMD4K45DN61 | | | BE 0404621642 | | ALCATEL-LUCENT BELL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001644_CR_AIRB | 54930031IF9XW7PCY637 | | | BE 0403992231 | | Atlas Copco Airpower | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001645_CR_AIRB | 549300PR82EONF1NKE18 | | | BE 0473566965 | | BELFIMA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001646_CR_AIRB | 549300UOBXCS79E82606 | | | BE 0404535431 | | Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001647_CR_AIRB | 549300VSM2RG55U2QU15 | | | BE 0400853488 | | BRUSSELS AIRLINES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001648_CR_AIRB | 5493007ZLRNTTT9B6384 | | | | | Carrefour Finance SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001649_CR_AIRB | 529900P0HVIO92I8AU52 | | | BE 0422362447 | | COCKERILL MAINTENANCE & INGENIERIE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001650_CR_AIRB | 549300VWVXR1GOHG0E16 | | | BE 0425702910 | | COFELY FABRICOM sa | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001651_CR_AIRB | 5493003N7PPOYDZI1G90 | | | BE 0400464795 | | COMPAGNIE D'ENTREPRISES CFE — AANNEMINGSMAATSCHAPPIJ CFE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001652_CR_AIRB | 5299009GDDJ20VCTA286 | | | BE 0404411707 | | CONTINENTAL BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001653_CR_AIRB | 549300NF0J86QSGBSV95 | | | BE 0413572663 | | DELDO AUTOBANDEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001654_CR_AIRB | 549300KT827RUL680A73 | | | BE0428741087 | | D'IETEREN Treasury | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001655_CR_AIRB | 5493000G720YN71E2S86 | | | BE 0435305514 | | DREDGING INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001656_CR_AIRB | 529900YOYR5FW12UBJ80 | | | BE 0471811661 | | EDF Luminus | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001657_CR_AIRB | 549300F203XBWYK45D98 | | | BE 0411515075 | | Emmaüs vzw | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001658_CR_AIRB | 529900T3V512W5JEJF78 | | | BE 0406183144 | | Evonik Degussa Antwerpen | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001659_CR_AIRB | 5493006GOR72R0ZYBN98 | | | BE 0860409202 | | EXMAR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001660_CR_AIRB | 52990071WX2UW1WNHC16 | | | BE 0402954628 | | FLUXYS BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001661_CR_AIRB | 529900RL1B6NSLKU7P45 | | | BE 0821382439 | | FLUXYS FINANCE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001662_CR_AIRB | 549300EL1OTYCHBFUV17 | | | BE 0442100363 | | GDF SUEZ CC SCRL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001663_CR_AIRB | 549300AS6JDY8GAUB274 | | | BE 0831958211 | | GDF SUEZ ENERGY MANAGEMENT TRADING | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001664_CR_AIRB | 6IM6CQKADLNCQGUEU352 | | | BE0439255986 | | GEMS Services SA/NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001665_CR_AIRB | 549300UFHGFY5IOON989 | | | BE 0220324117 | | Gimv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001666_CR_AIRB | 5493004EAZQ20FYJKT70 | | | BE 0438202052 | | greif services belgium | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001667_CR_AIRB | 5299004FBX5DGG463D98 | | | BE 0430060188 | | HERAEUS ELECTRO — NITE INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001668_CR_AIRB | 5493002TTO3072KC6L60 | | | BE 0402220594 | | Hewlett — Packard Belgium | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001669_CR_AIRB | 549300VI27GGJFIOCP26 | | | BE 0440113348 | | INTERNATIONAL FINANCE CENTER CFE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001670_CR_AIRB | 5493002RVRZ1S3CPUI26 | | | BE 0428750985 | | ION BEAM APPLICATIONS S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001671_CR_AIRB | 54930073JZQL85NE3817 | | | BE 0222343301 | | IVERLEK | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001672_CR_AIRB | 549300YEC7519H8CBF72 | | | BE 0473587751 | | J.C. General Services CVBA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001673_CR_AIRB | 549300U0BLKP6Y8LPX16 | | | BE 0404778426 | | Katoen Natie | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001674_CR_AIRB | 529900X1VAF3IXDZJ071 | | | | | LE PEIGNE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001675_CR_AIRB | 549300ROPVHSEKEMW107 | | | BE 0807049797 | | LOCORAIL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001676_CR_AIRB | 549300L6DOLPEQSOI005 | | | BE 0405580655 | | MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001677_CR_AIRB | 5493007JS0ZHJVBUWP18 | | | BE 0456810810 | | MOBISTAR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001678_CR_AIRB | 549300V3ES7BVGYNRZ58 | | | BE 0413630071 | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001679_CR_AIRB | 529900P78BT1RIIYWY69 | | | BE 0458885719 | | NUTRECO CAPITAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001680_CR_AIRB | 549300XHGK09MEWMOL68 | | | BE 0419457296 | | Ontex bvba | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001681_CR_AIRB | 5299009CBE6VJXABZS81 | | | BE 0436410522 | | RAFFINERIE TIRLEMONTOISE — TIENSE SUIKERRAFFINADERERIJ | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001682_CR_AIRB | 529900P4SONA6KVTRT86 | | | BE 0428343981 | | RECTICEL INTERNATIONAL SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001683_CR_AIRB | 529900LK4T42CNH2U882 | | | BE 0434475767 | | S.B. MANAGEMENT AND SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001684_CR_AIRB | 529900FTYUE9QOXMU884 | | | BE 0434284638 | | SAINT-GOBAIN BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001685_CR_AIRB | 549300CCKFF44A550J72 | | | BE 0400747580 | | SARENS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001686_CR_AIRB | 549300JTFH1WHCEMIN40 | | | BE 0407139583 | | SD WORX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001687_CR_AIRB | HB7FFAZI0OMZ8PP8OE26 | | | BE 0413330856 | | Society for Worldwide Interbank Financial Telecommunication | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001688_CR_AIRB | 213800IS5GA1OZ8RBM85 | | | BE 0473416418 | | TELENET nv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001689_CR_AIRB | 529900R7MYQQO8CHR962 | | | BE 0403063902 | | TOTAL BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001690_CR_AIRB | 5299003N2SCVNU16O909 | | | BE 0403079441 | | Total Petrochemicals & Refining SA/NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001691_CR_AIRB | 549300ZSTW3D1UXOXY91 | | | BE 0412639681 | | TRACTEBEL ENGINEERING sa | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001692_CR_AIRB | 529900F3AIQECS8ZSV61 | | | | | UMICORE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001693_CR_AIRB | 549300J5X4E65PJHE355 | | | BE 0464538245 | | VPK SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001694_CR_AIRB | 5493002MUOV04NSPT571 | 2796756-1 | | | | RBC INVESTOR SERVICES TRUST | CA | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001695_CR_AIRB | 549300G6ZUFBJVLAJQ46 | | | | | MERCURIA ENERGY TRADING SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001696_CR_AIRB | 5299009K1FINARYDEC72 | | | | | RENAULT FINANCE SA | CH | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001697_CR_AIRB | 549300WZRVQERM819Z90 | 1141987-6 | CH02039235685 | | | Schweizerische RÃ ckversicherungs-Gesellschaft AG | CH | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001698_CR_AIRB | 52990031Q7PCTSUSRW11 | 2820823-9 | HRB40498 | | | LBBW Dublin Management GmbH | DE | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001699_CR_AIRB | 529900GHE5268QPEOH13 | 2537992-6 | HRB106727 | | | LIDL IRELAND GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001700_CR_AIRB | 529900USFSZYPS075O24 | 1144838-8 | HRB3790 | | | VOLKSWAGEN FINANCIAL SERVICES AG | DE | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001701_CR_AIRB | 549300Y5BJOTCMUYT658 | | | | | ARCELORMITTAL TREASURY SNC | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001702_CR_AIRB | 969500KY4MRVCLM9HE48 | | | | | EDF ENERGIES NOUVELLES | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001703_CR_AIRB | 529900QI55ZLJVCMPA71 | | | | | TOTAL CAPITAL | FR | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001704_CR_AIRB | 2138006E2VG89XLORJ06 | | 02366682 | | | YORKSHIRE WATER SERVICES LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001705_CR_AIRB | 549300BPQYQ838KE1X51 | | | | | UNIPEC ASIA COMPANY LIMITED | HK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001706_CR_AIRB | 213800SKZTSE2L1BII69 | | | | | THAMES WATER UTILITIES CAYMAN FINANCE LIMITED | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001707_CR_AIRB | 0YQH6LCEF474UTUV4B96 | | KvK 34313428 0000 | | | ENEL FINANCE INTERNATIONAL N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001708_CR_AIRB | 4ME66GO1Q4T87C52WS37 | | KvK 33134831 0000 | | | GENERAL ELECTRIC INTERNATIONAL INC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001709_CR_AIRB | | | | | 1310Z AR Equity | Argentina | AR | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001710_CR_AIRB | | | | | 1525Z AU Equity | Australia | AU | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001711_CR_AIRB | | | | | 1480Z AV Equity | Austria | AT | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001712_CR_AIRB | | | | | 43886Z BD Equity | Bangladesh | BD | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001713_CR_AIRB | | | | | 111136Z BB Equity | Belgium | BE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001714_CR_AIRB | | | | | 1323Z BZ Equity | Brazil | BR | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001715_CR_AIRB | | | | | 129225Z BU Equity | Bulgaria | BG | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001716_CR_AIRB | | | | | 80710Z CN Equity | Canada | CA | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001717_CR_AIRB | | | | | 45793Z CI Equity | Chile | CL | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001718_CR_AIRB | | | | | PRCH CH Equity | China | CN | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001719_CR_AIRB | | | | | 1153Z CB Equity | Colombia | CO | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001720_CR_AIRB | | | | | 1040Z CP Equity | Czech Republic | CZ | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001721_CR_AIRB | | | | | 1271Z DC Equity | Denmark | DK | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001722_CR_AIRB | | | | | 1083Z EY Equity | Egypt | EG | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001723_CR_AIRB | | | | | 1000Z ET Equity | Estonia | EE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001724_CR_AIRB | | | | | 1306Z FH Equity | Finland | FI | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001725_CR_AIRB | | | | | 223727Z FP Equity | France | FR | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001726_CR_AIRB | | | | | 3413Z GR Equity | Germany | DE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001727_CR_AIRB | | | | | 1004Z GA Equity | Greece | GR | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001728_CR_AIRB | | | | | 1182Z HB Equity | Hungary | HU | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001729_CR_AIRB | | | | | 1504Z IN Equity | India | IN | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001730_CR_AIRB | | | | | 1133Z IJ Equity | Indonesia | ID | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001731_CR_AIRB | | | | | 1266Z ID Equity | Ireland | IE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001732_CR_AIRB | | | | | 3343943Z IT Equity | Israel | IL | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001733_CR_AIRB | | | | | 2103Z IM Equity | Italy | IT | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001734_CR_AIRB | | | | | JAPZ JP Equity | Japan | JP | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001735_CR_AIRB | | | | | 1001Z KN Equity | Kenya | KE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001736_CR_AIRB | | | | | 3344606Z LR Equity | Latvia | LV | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001737_CR_AIRB | | | | | 1092Z LH Equity | Lithuania | LT | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001738_CR_AIRB | | | | | 1110Z LX Equity | Luxembourg | LU | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001739_CR_AIRB | | | | | 1124Z MK Equity | Malaysia | MY | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001740_CR_AIRB | | | | | 5753Z US Equity | Malta | MT | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001741_CR_AIRB | | | | | 1426Z MM Equity | Mexico | MX | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001742_CR_AIRB | | | | | 1096Z MC Equity | Morocco | MA | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001743_CR_AIRB | | | | | 1533Z NA Equity | Netherlands | NL | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001744_CR_AIRB | | | | | 46443Z NZ Equity | New Zealand | NZ | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001745_CR_AIRB | | | | | 1233Z NO Equity | Norway | NO | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001746_CR_AIRB | | | | | 279379Z PM Equity | Philippines | PH | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001747_CR_AIRB | | | | | 1084Z PW Equity | Poland | PL | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001748_CR_AIRB | | | | | 1174Z PL Equity | Portugal | PT | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001749_CR_AIRB | | | | | 1089Z RO Equity | Romania | RO | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001750_CR_AIRB | | | | | 4458Z RU Equity | Russia | RU | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001751_CR_AIRB | | | | | 3344642Z AB Equity | Saudi Arabia | SA | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001752_CR_AIRB | | | | | 1545Z SP Equity | Singapore | SG | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001753_CR_AIRB | | | | | 1023Z SK Equity | Slovakia | SK | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001754_CR_AIRB | | | | | 1091Z SV Equity | Slovenia | SI | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001755_CR_AIRB | | | | | 50184Z SJ Equity | South Africa | ZA | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001756_CR_AIRB | | | | | ROKZ KS Equity | South Korea | KR | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001757_CR_AIRB | | | | | 1841Z SM Equity | Spain | ES | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001758_CR_AIRB | | | | | 204283Z EK Equity | Sudan | SD | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001759_CR_AIRB | | | | | 1179Z SS Equity | Sweden | SE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001760_CR_AIRB | | | | | 344758Z SW Equity | Switzerland | CH | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001761_CR_AIRB | | | | | 116657Z TT Equity | Taiwan | TW | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001762_CR_AIRB | | | | | 1179Z TB Equity | Thailand | TH | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001763_CR_AIRB | | | | | 114144Z TI Equity | Turkey | TR | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001764_CR_AIRB | | | | | 1089Z UZ Equity | Ukraine | UA | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001765_CR_AIRB | | | | | 3344698Z UH Equity | United Arab Emirates | AE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001766_CR_AIRB | | | | | 6152Z LN Equity | United Kingdom | GB | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001768_CR_AIRB | | | | | 6152Z LN Equity | United States | US | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001769_CR_AIRB | | | | | 1069Z VC Equity | Venezuela | VE | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001770_CR_AIRB | | | | | 231715Z VN Equity | Vietnam | VN | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001771_CR_AIRB | ZTMSNXROF84AHWJNKQ93 | | | | | INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT | US | Sovereign sample | General Governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001772_CR_AIRB | QKL54NQY28TCDAI75F60 | | | | | INTERNATIONAL FINANCE CORPORATION | US | Sovereign sample | General governments | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001773_CR_AIRB | BFXS5XCH7N0Y05NIXW11 | | | | 3531454Z NA EQUITY | ABN Amro | NL | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001774_CR_AIRB | | | | CNE100000Q43 | 1288 HK EQUITY | Agricultural Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001775_CR_AIRB | 3U8WV1YX2VMUHH7Z1Q21 | | | IE0000197834 | ALBK ID EQUITY | ALLIED IRISH BANKS PLC | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001776_CR_AIRB | 5299009N55YRQC69CN08 | | | GRS015013006 | ALPHA GA EQUITY | Alpha Bank | GR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001777_CR_AIRB | JHE42UYNWWTJB8YTTU19 | | | AU000000ANZ3 | ANZ AU EQUITY | ANZ | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001778_CR_AIRB | 549300CTUU1RFXHQJE44 | | | US0594603039 | BBD US EQUITY | Banco Bradesco | BR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001779_CR_AIRB | JU1U6S0DG9YLT7N8ZV32 | | | PTBCP0AM0007 | BCP PL EQUITY | BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) | PT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001780_CR_AIRB | QE0Q0253K88YAGNPE356 | | | BRBBASACNOR3 | BBAS3 BZ EQUITY | Banco Do Brasil | BR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001781_CR_AIRB | 5493006P8PDBI8LC0O96 | | | IT0005002883 | BP IM EQUITY | Banco Popolare | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001782_CR_AIRB | 9DJT3UXIJIZJI4WXO774 | | | US0605051046 | BAC US EQUITY | Bank of America Corp. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001783_CR_AIRB | 54930053HGCFWVHYZX42 | | | CNE1000001Z5 | 3988 HK EQUITY | Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001784_CR_AIRB | | | | CNE100000205 | 3328 HK EQUITY | Bank of Communications | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001785_CR_AIRB | CO6GC26LCGGRTUESIP55 | | | HK0023000190 | 23 HK EQUITY | Bank of East Asia Ltd. | HK | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001786_CR_AIRB | Q2GQA2KF6XJ24W42G291 | | | IE0030606259 | BKIR ID EQUITY | BANK OF IRELAND | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001787_CR_AIRB | NQQ6HPCNCCU6TUTQYE16 | | | CA0636711016 | BMO CN EQUITY | Bank of Montreal | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001788_CR_AIRB | WFLLPEPC7FZXENRZV188 | | | US0640581007 | BK US EQUITY | Bank of New York Mellon Corp. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001789_CR_AIRB | L3I9ZG2KFGXZ61BMYR72 | | | CA0641491075 | BNS CN EQUITY | Bank of Nova Scotia | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001790_CR_AIRB | 549300685QG7DJS55M76 | | | ES0113307021 | BKIA SM EQUITY | Bankia | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001791_CR_AIRB | VWMYAEQSTOPNV0SUGU82 | | | ES0113679I37 | BKT SM EQUITY | BANKINTER | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001792_CR_AIRB | G5GSEF7VJP5I7OUK5573 | | | GB0031348658 | BARC LN EQUITY | Barclays Plc | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001794_CR_AIRB | VDYMYTQGZZ6DU0912C88 | 1103165-5 | | | BLGZ GR EQUITY | Bayerische Landesbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001795_CR_AIRB | K8MS7FD7N5Z2WQ51AZ71 | | | ES0113211835 | BBVA SM EQUITY | BBVA | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001796_CR_AIRB | A5GWLFH3KM7YV2SFQL84 | | | | CCBG BB EQUITY | Belfius (Ex-Dexia bank) | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001797_CR_AIRB | R0MUWSFPU8MPRO8K5P83 | | | FR0000131104 | BNP FP EQUITY | BNP Paribas | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001798_CR_AIRB | 9695005MSX1OYEMGDF46 | | | | 3692594z fp equity | BPCE | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001799_CR_AIRB | 7CUNS533WID6K7DGFI87 | | | ES0140609019 | CABK SM EQUITY | CaixaBank | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001800_CR_AIRB | 2IGI19DL77OX0HC3ZE78 | | | CA1360691010 | CM CN EQUITY | Canadian Imperial Bank of Commerce | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001801_CR_AIRB | | | | CNE1000001Q4 | 998 HK EQUITY | China CITIC Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001802_CR_AIRB | 5493001KQW6DM7KEDR62 | | | CNE1000002H1 | 939 HK EQUITY | China Construction | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001803_CR_AIRB | | | | CNE100000SL4 | 601818 CH EQUITY | China Everbright Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001804_CR_AIRB | 549300MKO5B60FFIHF58 | | | CNE1000002M1 | 3968 HK EQUITY | China Merchants Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001805_CR_AIRB | 549300HBUGSQD1VCXG94 | | | CNE100000HF9 | 1988 HK EQUITY | China Minsheng Banking Corp., Ltd. | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001806_CR_AIRB | 6SHGI4ZSSLCXXQSBB395 | | | US1729674242 | C US EQUITY | Citigroup | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001807_CR_AIRB | 851WYGNLUQLFZBSYGB56 | 1106139-7 | | DE000CBK1001 | CBK GY EQUITY | Commerzbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001808_CR_AIRB | MSFSBD3QN1GSN7Q6C537 | | | AU000000CBA7 | CBA AU EQUITY | Commonwealth | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001809_CR_AIRB | 969500TJ5KRTCJQWXH05 | | | FR0000045072 | ACA FP EQUITY | Crédit Agricole | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001810_CR_AIRB | 9695000CG7B84NLR5984 | | | | CMUT FP EQUITY | Crédit Mutuel | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001811_CR_AIRB | ANGGYXNX0JLX3X63JN86 | | | CH0012138530 | CSGN VX EQUITY | Credit Suisse | CH | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001812_CR_AIRB | MAES062Z21O4RZ2U7M96 | | | DK0010274414 | DANSKE DC EQUITY | Danske Bank | DK | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001813_CR_AIRB | 7LTWFZYICNSX8D621K86 | 1106989-5 | | DE0005140008 | DBk GY EQUITY | Deutsche Bank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001814_CR_AIRB | 549300GKFG0RYRRQ1414 | | | NO0010031479 | DNB NO EQUITY | DNB NOR | NO | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001815_CR_AIRB | 529900HNOAA1KXQJUQ27 | 1107041-4 | | DE0008343104 | DGBK GR EQUITY | DZ BANK AG Deutsche Zentral-Genossenschaftsbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001816_CR_AIRB | JEUVK5RWVJEN8W0C9M24 | | | GRS323003004 | EUROB GA EQUITY | EFG EUROBANK ERGASIAS | GR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001817_CR_AIRB | PQOH26KWDF7CG10L6792 | | | AT0000652011 | EBS AV EQUITY | Erste Group Bank AG | AT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001818_CR_AIRB | 549300GGF3CSCFS5UT61 | | | PTBES0AM0007 | BES PL EQUITY | ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) | PT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001819_CR_AIRB | THRNG6BD57P9QWTQLG42 | | | US3167731005 | FITB US EQUITY | Fifth Third Bancorp | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001820_CR_AIRB | 784F5XWPLTWKTBV3E584 | | | US38141G1040 | GS US EQUITY | Goldman Sachs Group | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001821_CR_AIRB | MLU0ZO3ML4LN2LL2TL39 | | | GB0005405286 | HSBA LN EQUITY | HSBC Holdings | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001823_CR_AIRB | | | | CNE000001QZ7 | 601166 CH EQUITY | Industrial Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001824_CR_AIRB | 5493002ERZU2K9PZDL40 | | | CNE1000003G1 | 1398 HK EQUITY | Industrial Commercial Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001825_CR_AIRB | 3TK20IVIUJ8J3ZU0QE75 | | | NL0000303600 | INGA NA EQUITY | ING | NL | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001826_CR_AIRB | 2W8N8UU78PMDQKZENC08 | | | IT0000072618 | ISP IM EQUITY | Intesa | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001827_CR_AIRB | 635400DTNHVYGZODKQ93 | | | | ILOA ID EQUITY | Permanent TSB Group Holdings Plc | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001828_CR_AIRB | BZO2P8KHO2O10H5QQ663 | | | BRITUBACNPR1 | ITUB4 BZ EQUITY | Itaú Unibanco Holding | BR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001829_CR_AIRB | 8I5DZWZKVSZI1NUHU748 | | | US46625H1005 | JPM US EQUITY | JPMorgan Chase & Co.

| US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001830_CR_AIRB | 3M5E1GQGKL17HI6CPN30 | | | DK0010307958 | JYSK DC EQUITY | Jyske Bank | DK | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001831_CR_AIRB | 213800X3Q9LSAKRUWY91 | | | BE0003565737 | KBC BB EQUITY | KBC | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001832_CR_AIRB | 549300XXMOJSIW8P4769 | | | KR7060000007 | 060000 KS EQUITY | Kookmin Bank | KR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001833_CR_AIRB | B81CK4ESI35472RHJ606 | 1001144-3 | | | 2525Z GR EQUITY | Landesbank Baden-Württemberg | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001834_CR_AIRB | 549300PPXHEU2JF0AM85 | | | GB0008706128 | LLOY LN EQUITY | Lloyds Banking Group | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001836_CR_AIRB | 4ZHCHI4KYZG2WVRT8631 | | | AU000000MQG1 | MQG AU EQUITY | Macquarie | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001837_CR_AIRB | PSNL19R2RXX5U3QWHI44 | | | IT0000062957 | mb im equity | Mediobanca SpA | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001838_CR_AIRB | | | | JP3902900004 | 8306 JP EQUITY | Mitsubishi UFJ Financial Group | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001839_CR_AIRB | RB0PEZSDGCO3JS6CEU02 | | | JP3885780001 | 8411 JP EQUITY | Mizuho Financial Group | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001840_CR_AIRB | J4CP7MHCXR8DAQMKIL78 | | | IT0001334587 | BMPS IM EQUITY | Monte Dei Paschi | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001841_CR_AIRB | IGJSJL3JD5P30I6NJZ34 | | | US6174464486 | MS US EQUITY | Morgan Stanley | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001842_CR_AIRB | F8SB4JFBSYQFRQEH3Z21 | | | AU000000NAB4 | NAB AU EQUITY | National Australia Bank | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001843_CR_AIRB | 549300XFX12G42QIKN82 | | | | 0916972D LN EQUITY | Nationwide Building Society | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001845_CR_AIRB | 549300B3CEAHYG7K8164 | | | JP3762600009 | 8604 JP EQUITY | Nomura Holdings | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001846_CR_AIRB | DSNHHQ2B9X5N6OUJ1236 | 1124864-8 | | | 2531Z GR EQUITY | Norddeutsche Landesbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001847_CR_AIRB | 6SCPQ280AIY8EP3XFW53 | | | SE0000427361 | NDA SS EQUITY | Nordea | SE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001848_CR_AIRB | 549300GLF98S992BC502 | | | US6658591044 | NTRS US EQUITY | Northern Trust Corp. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001849_CR_AIRB | 7437003B5WFBOIEFY714 | | | | | OP Osuuskunta | FI | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001850_CR_AIRB | CFGNEKW0P8842LEUIA51 | | | US6934751057 | PNC US EQUITY | PNC Financial Services Group | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001851_CR_AIRB | DG3RU1DBUFHT4ZF9WN62 | | | | 682055Z NA EQUITY | Rabobank | NL | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001852_CR_AIRB | EVOYOND2GGP3UHGGE885 | | | AT0000606306 | RBI AV EQUITY | Raiffeisen Zentralbank Österreich AG | AT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001853_CR_AIRB | ES7IP3U3RHIGC71XBU11 | | | CA7800871021 | RY CN EQUITY | Royal Bank of Canada | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001854_CR_AIRB | 2138005O9XJIJN4JPN90 | | | GB00B7T77214 | RBS LN EQUITY | Royal Bank of Scotland | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001856_CR_AIRB | 5493006QMFDDMYWIAM13 | | | ES0113900J37 | SAN SM EQUITY | Santander | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001857_CR_AIRB | 549300WE6TAF5EEWQS81 | | | RU0009029540 | SBER RX EQUITY | Sberbank | RU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001858_CR_AIRB | F3JS33DEI6XQ4ZBPTN86 | | | SE0000148884 | SEBA SS EQUITY | SEB | SE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001859_CR_AIRB | | | | CNE0000011B7 | 600000 CH EQUITY | Shanghai Pudong Development Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001860_CR_AIRB | O2RNE8IBXP4R0TD8PU41 | | | FR0000130809 | GLE FP EQUITY | Société Générale | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001861_CR_AIRB | U4LOSYZ7YG4W3S5F2G91 | | | GB0004082847 | STAN LN EQUITY | Standard Chartered Group | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001863_CR_AIRB | 5493001JZ37UBBZF6L49 | | | INE062A01012 | SBIN IN EQUITY | State Bank of India | IN | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001864_CR_AIRB | 549300ZFEEJ2IP5VME73 | | | US8574771031 | STT US EQUITY | State Street Corp | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001865_CR_AIRB | | | | JP3890350006 | 8316 JP EQUITY | Sumitomo Mitsui Financial Group | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001866_CR_AIRB | 7E1PDLW1JL6TS0BS1G03 | | | US8679141031 | STI US EQUITY | SunTrust Banks Inc. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001867_CR_AIRB | NHBDILHZTYCNBV5UYZ31 | | | SE0000193120 | SHBA SS EQUITY | Svenska Handelsbanken | SE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001868_CR_AIRB | M312WZV08Y7LYUC71685 | | | SE0000242455 | SWEDA SS EQUITY | Swedbank | SE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001869_CR_AIRB | GP5DT10VX1QRQUKVBK64 | | | DK0010311471 | SYDB DC EQUITY | Sydbank | DK | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001870_CR_AIRB | | | | | NORZ JP EQUITY | The Norinchukin Bank | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001871_CR_AIRB | PT3QB789TSUIDF371261 | | | CA8911605092 | TD CN EQUITY | Toronto-Dominion Bank | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001872_CR_AIRB | N1GZ7BBF3NP8GI976H15 | | | US9029733048 | USB US EQUITY | U.S. Bancorp | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001873_CR_AIRB | 81560097964CBDAED282 | | | | UBI IM EQUITY | UBI Banca | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001874_CR_AIRB | BFM8T61CT2L1QCEMIK50 | | | CH0024899483 | UBSN VX EQUITY | UBS | CH | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001875_CR_AIRB | 549300TRUWO2CD2G5692 | | | IT0004781412 | UCG IM EQUITY | Unicredit | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001876_CR_AIRB | IO66REGK3RCBAMA8HR66 | | | SG1M31001969 | UOB SP EQUITY | United Overseas Bank Ltd. | SG | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001877_CR_AIRB | | | | RU000A0JP5V6 | VTBR RX EQUITY | VTB Bank | RU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001878_CR_AIRB | PBLD0EJDB5FWOLXP3B76 | | | US9497461015 | WFC US EQUITY | Wells Fargo & Company | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001879_CR_AIRB | EN5TNI6CI43VEPAMHL14 | | | AU000000WBC1 | WBC AU EQUITY | Westpac | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001880_CR_AIRB | | | | KR7053000006 | 053000 ks equity | Woori Finance Holding | KR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001881_CR_AIRB | 2138002Y3WMK6RZS8H90 | | | | | NATIONAL BANK OF ABU DHABI | AE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001882_CR_AIRB | A6NZLYKYN1UV7VVGFX65 | | | BE 0404453574 | | Argenta Spaarbank NV/SA | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001883_CR_AIRB | 529900WPR59SSV2AOJ29 | | | BE 0414392710 | | BNP Paribas Fortis Factor | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001884_CR_AIRB | KGCEPHLVVKVRZYO1T647 | | | BE 0403199702 | | BNP PARIBAS FORTIS SA/NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001885_CR_AIRB | 549300OZ46BRLZ8Y6F65 | | | BE 0429875591 | | Euroclear Bank SA/NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001886_CR_AIRB | JLS56RAMYQZECFUF2G44 | | | BE 0403200393 | | ING BELGIUM SA/NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001887_CR_AIRB | 5493008QOCP58OLEN998 | | | BE 0404453475 | | Investar | BE | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001888_CR_AIRB | 6B2PBRV1FCJDMR45RZ53 | | | BE 0462920226 | | KBC BANK NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001889_CR_AIRB | Q5BP2UEQ48R75BOTCB92 | | | | | Ceskoslovenska obchodni banka as | CZ | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001890_CR_AIRB | KR6LSKV3BTSJRD41IF75 | 2900164-1 | 64948242 | | | UNICREDIT CZ/SK PRA | CZ | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001891_CR_AIRB | 2ZCNRR8UK83OBTEK2170 | 1103210-9 | HRB42148 | | | Unicredit Bank AG | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001892_CR_AIRB | 529900GJD3OQLRZCKW37 | 1134792-9 | HRB1819 | | | VOLKSWAGEN BANK GMBH | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001893_CR_AIRB | CXW2O4H2U3MBVXMY1773 | | | | | NORDEA BANK FINLAND PLC | FI | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001894_CR_AIRB | 969500VHCVGOH0RM3X42 | | | | | AXA CORPORATE SOLUTIONS ASSURANCE | FR | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001895_CR_AIRB | 549300WCGB70D06XZS54 | | | | | BNP Paribas Securities Services | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001896_CR_AIRB | 1VUV7VQFKUOQSJ21A208 | | | | | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001897_CR_AIRB | F4G136OIPBYND1F41110 | | | | | DEXIA CREDIT LOCAL | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001898_CR_AIRB | KX1WK48MPD4Y2NCUIZ63 | | | | | NATIXIS SA | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001899_CR_AIRB | QP3XKRKS0CX2T3O07L95 | | 02857033 | | | CARGILL GLOBAL FUNDING PLC | GB | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001900_CR_AIRB | 549300ZT0RVWCG8T4L55 | | 03196171 | | | CLERICAL MEDICAL INVESTMENT GROUP LTD | GB | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001901_CR_AIRB | TXDSU46SXBWIGJ8G8E98 | | 00995939 | | | RBC EUROPE | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001902_CR_AIRB | 0LC1OXN013FUKQASJB58 | 1466050-0 | | | | ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED | GG | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001903_CR_AIRB | 2HI3YI5320L3RW6NJ957 | 1116658-4 | | | | THE HONGKONG AND SHA | HK | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001904_CR_AIRB | N1FBEDJ5J41VKZLO2475 | | | | 3445100Z ID Equity | CITIBANK EUROPE PLC | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001905_CR_AIRB | HRRVUBV0XN84YQZT6245 | | | XS0227637500 | | DEPFA BANK PLC-DUBLIN HEAD OFFICE | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001906_CR_AIRB | EQYXK86SF381Q21S3020 | | | | 3459384Z LN Equity | MERRILL LYNCH INTERNATIONAL BANK LIMITED | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001907_CR_AIRB | 549300F99IL9YJDWH369 | 1105105-9 | | | | HSBC BANK MIDDLE EAST LIMITED | JE | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001908_CR_AIRB | C3GTMMZIHMY46P4OIX74 | 1123361-6 | 019901008846 | | | THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001909_CR_AIRB | 549300OL514RA0SXJJ44 | | B9248 | | | CLEARSTREAM BANKING S.A. | LU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001910_CR_AIRB | 5493006YXS1U5GIHE750 | | | | | European Investment Bank | LU | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001911_CR_AIRB | 549300X34UUBDEUL1Z91 | | | | XHB GR EQUITY | HSBC BANK MALTA PLC | MT | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001912_CR_AIRB | G8ZTNESVNKW4NN761W05 | | KvK 33170459 0000 | | | ABN AMRO CLEARING BANK NV | NL | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001913_CR_AIRB | X3CZP3CK64YBHON1LE12 | | KvK 33002587 1594 | | | THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE | NL | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001914_CR_AIRB | HZSN7FQBPO5IEWYIGC72 | | | | | ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE | NZ | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001915_CR_AIRB | 54930044PULMORCKB765 | | | | | SAUDI ARABIAN MONETARY AGENCY | SA | Institutions sample | Central banks | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001916_CR_AIRB | CWZ8NZDH5SKY12Q4US31 | | | | | Citibank AS | TR | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001917_CR_AIRB | B4TYDEB6GKMZO031MB27 | | | | | Bank of America NA | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001918_CR_AIRB | HPFHU0OQ28E4N0NFVK49 | | | | | BANK OF NEW YORK MELLON | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001919_CR_AIRB | E57ODZWZ7FF32TWEFA76 | | | | | Citibank NA | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001920_CR_AIRB | 7H6GLXDRUGQFU57RNE97 | | KvK 33278302 0000 | | | JPMorgan Chase Bank N | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001921_CR_AIRB | 571474TGEMMWANRLN572 | 1203023-5 | | | | STATE STREET BANK AND TRUST COMPANY BOSTON — MASSACHUSETTS | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000001_CR_SLSC | | 1040 | 58237v | | 0296104D AV EQUITY | ALPINE Bau GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000002_CR_SLSC | 5299005VO3GJ18GL5F14 | 8670870 | 310593f | | | AMAG Austria Metall AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000003_CR_SLSC | 549300VZKC61IR5U8G96 | 26972 | 50935f | AT0000730007 | ANDR AV EQUITY | ANDRITZ AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000004_CR_SLSC | 529900LMTI8YSE62EI88 | | | | LHA GF Equity | AUSTRIAN AIRLINES AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000005_CR_SLSC | 5299004QD601B8U1HD44 | 131830 | 109445z | | | Austrian Gaming Industries GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000006_CR_SLSC | 529900J7EWWGQ375DL84 | 2410 | 53507m | | | AVL List GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000007_CR_SLSC | | 226424 | 58036y | | | Bauunternehmung Granit Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000008_CR_SLSC | | 160431 | 89102h | | | BENE AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000009_CR_SLSC | 529900ZAFSOBVFCKF263 | | 319670d | | 0456855D AV EQUITY | Benteler International Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000010_CR_SLSC | 5299000SY4448XU04857 | 847216 | 86959g | | | CAG Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000011_CR_SLSC | 5299003V84MVB5A3C324 | 5762600 | 231192p | | | CARBONES HOLDING GMBH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000012_CR_SLSC | 529900G8XM6H1XVZBJ73 | 67504 | 99639d | | | Casinos Austria Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000013_CR_SLSC | 529900VN62L73X2OJX85 | 5200326 | 212163f | | | conwert Immobilien Invest SE | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000014_CR_SLSC | | 7161956 | 270027z | | | DCM DECOmetal GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000015_CR_SLSC | | 76350 | 67493f | | | dm drogerie markt GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000016_CR_SLSC | 5299002NFQKOBT1E8569 | 3570614 | 156765m | | | DO & CO Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000017_CR_SLSC | 5299004ARAOQMGTWCI13 | 125709 | 70342w | | | Doppelmayr Seilbahnen GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000018_CR_SLSC | 54930060U4XOVED1T359 | 5536812 | 223028h | | | EconGas GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000019_CR_SLSC | 529900WJZJAEI0VBLP60 | | | | | Egger Holzwerkstoffe GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000020_CR_SLSC | 52990048A4N0S24VG982 | 159026 | 42973x | | | Eglo Leuchten GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000021_CR_SLSC | 529900N8OA1GVSR5R946 | 30988 | 76532y | | | Energie AG Oberösterreich | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000022_CR_SLSC | 529900BMPGUGAFYYAV45 | 6106 | 126805d | | | Energie Burgenland AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000023_CR_SLSC | 529900WID59A60HHYX13 | 2795493 | 145825z | | | Erber Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000024_CR_SLSC | 529900P4JZBFEVNEAE60 | | | | EVN AV Equity | EVN AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000025_CR_SLSC | | 9907106 | 347483f | | | Felbermayr Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000026_CR_SLSC | 549300FQ2ILBH7DJ6I45 | 1754530 | 42984m | | | Flughafen Wien Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000027_CR_SLSC | 529900RJAN0LNMW7Q775 | 1312138 | 89381v | | | HABAU Hoch- und Tiefbaugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000028_CR_SLSC | 5299000X53SAWQMDFF06 | 58114 | 26451z | | | Hofer Kommanditgesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000029_CR_SLSC | | 1640348 | 47654f | | | Hyundai Import Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000030_CR_SLSC | 529900RQJADHH91ABP14 | 2777363 | 144991y | | | Infineon Technologies Austria AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000031_CR_SLSC | 529900DSSMPIR6R3GO43 | 130311 | 64543t | | | J. u. A. Frischeis Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000032_CR_SLSC | 5299008ARRNJFPBNTM78 | 4155033 | 178368g | | | Kapsch BusinessCom AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000033_CR_SLSC | 529900A9NX1TM65N4176 | 21369 | 99133i | | | KELAG-Kärntner Elektrizitäts-Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000034_CR_SLSC | | 1376136 | 94579m | | | Leiner Immobilien GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000035_CR_SLSC | | 25798 | 32725a | | | Leyrer + Graf Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000036_CR_SLSC | | 1216520 | 106825x | | | Management Trust Holding Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000037_CR_SLSC | 529900JYVV57QBKV9G11 | 1991078 | 35673k | | | MFC Commodities GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000038_CR_SLSC | 529900WFARKZGRCQ8652 | | | | | MONTANA TECH COMPONENTS GMBH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000039_CR_SLSC | 213800CUWJ54846X6779 | 1760513 | 40450k | | | Montanwerke Brixlegg Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000040_CR_SLSC | 529900UUANUJ60MNMX97 | | 71396w | | 7716424Z AV EQUITY | ÖBB — Infrastruktur Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000041_CR_SLSC | 529900UOHXZ1BIORCV04 | 6467385 | 248742y | | | ÖBB-Personenverkehr Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000042_CR_SLSC | 529900B76VL5KG71J029 | 6515541 | 250198p | | | ÖBB-Postbus GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000043_CR_SLSC | 529900UZY47TEIFNF978 | 6496644 | 249666g | | | ÖBB-Produktion Gesellschaft mbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000044_CR_SLSC | 549300V62YJ9HTLRI486 | | 93363z | AT0000743059 | OMV AV EQUITY | OMV Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000045_CR_SLSC | | 3512231 | 154148p | | | Österreichische Bundesforste AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000046_CR_SLSC | 529900IFAV83BX8O1O91 | 526819 | 33393h | AT0000758305 | PAL AV EQUITY | PALFINGER AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000047_CR_SLSC | | 957313 | 115289v | | | QuadraCir AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000048_CR_SLSC | 5299000HTNHA5ACH9N32 | 1074393 | 56247t | | 495680Z AV EQUITY | Red Bull GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000049_CR_SLSC | 529900ENFTO28GS3KF76 | 1813722 | 78563i | | | Rohöl-Aufsuchungs Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000050_CR_SLSC | 5299005U4ZMMSYUJ5G02 | 7113951 | 267218v | | | ROXCEL Handelsgesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000051_CR_SLSC | 5493000C4S664YT7T556 | 38229 | 51350s | | | Salzburg AG für Energie, Verkehr und Telekommunikation | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000052_CR_SLSC | 549300XBCUMUR5CI0181 | | | | | Sappi Papier Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000053_CR_SLSC | 5299002XAOMQWAIZMA51 | 271020 | 128056v | | | Schmid Industrieholding G.m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000054_CR_SLSC | 52990021T5LVTQOGSU18 | 39594 | 60562m | | | Siemens Aktiengesellschaft Österreich | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000055_CR_SLSC | 52990020WIPPT0HC0V31 | | | | | Steinhoff Europe AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000056_CR_SLSC | 529900TYYSRJH2VJSP60 | 421065 | 88983h | AT000000STR1 | STR AV EQUITY | Strabag SE | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000057_CR_SLSC | 529900BTWJ6SISLJ5854 | 5880980 | 235264b | | | SWARCO AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000058_CR_SLSC | 529900SCL1LJL8PZNI48 | 501247 | 83175t | | | Swietelsky Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000059_CR_SLSC | 529900V54UV5XQUK5S85 | | FN155563W | | TKA AV Equity | Telekom Finanzmanagement GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000060_CR_SLSC | 529900OOW8ELHOXWZP82 | | | | UN9 GS Equity | UNIQA Insurance Group AG | AT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000061_CR_SLSC | 549300IFXHQIB5POT565 | 3734340 | 162844b | | | VAMED ENGINEERING GmbH & CO KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000062_CR_SLSC | 5299006UDSEJCTTEJS30 | 45926 | 76023z | AT0000746409 | VER AV EQUITY | VERBUND AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000063_CR_SLSC | 529900ZAXBMQDIWPNB72 | 2147807 | 66209t | AT0000937503 | VOE AV EQUITY | voestalpine AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000064_CR_SLSC | 5299008VQJD65XCUPR16 | 1134770-5 | HRA661038 | | 6830553Z AV EQUITY | Voith Turbo GmbH & Co. KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000065_CR_SLSC | 529900VXIFBHO0SW2I31 | 46434 | 77676f | AT0000831706 | WIE AV EQUITY | Wienerberger AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000066_CR_SLSC | 529900OS67T49AW45S74 | 194255 | 121150m | | 665707Z AV EQUITY | WIENERBERGER FINANZ SERVICE GMBH | AT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000067_CR_SLSC | 529900OJFTLS1RYWIF55 | 9565779 | 336561v | | | XXXLutz KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000068_CR_SLSC | 529900IIODYNYAZ2ID26 | | | | | ZUMTOBEL AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000069_CR_SLSC | 54930002QM8QVWM56E14 | | | | | Amcor Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000070_CR_SLSC | WZE1WSENV6JSZFK0JC28 | | | | BHP AU EQUITY | BHP Billiton Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000071_CR_SLSC | | | | | 6026550Z AU EQUITY | Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000072_CR_SLSC | JOR7RJTXUXBRJ4UA5G70 | | | | CCL AT Equity | Coca-Cola Amatil Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000073_CR_SLSC | 549300HPMK7UWN02N804 | | PA3337938 | | CWN AT Equity | Crown Group Finance Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000074_CR_SLSC | | | | | LEI AU EQUITY | Leighton Holdings Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000075_CR_SLSC | ACMHD8HWFMFUIQQ8Y590 | | | | MQG AU EQUITY | Macquarie Group Ltd | AU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000076_CR_SLSC | ZSN2LWNPYW6ISMRUC664 | | | | ORG AU EQUITY | Origin Energy Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000077_CR_SLSC | 5493008XVFHYYV0YHN70 | | | | HUWA GF Equity | Powercor Australia, LLC | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000078_CR_SLSC | YLXNW6TI6QSK1H8H0N82 | | | | QAN AU EQUITY | Qantas Airways Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000079_CR_SLSC | | | 520433129 | | SPT AU EQUITY | Spotless Holding SAS | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000080_CR_SLSC | PCTXNQGRJVR3OG33JG65 | | | | TLS AT Equity | Telstra Corporation Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000081_CR_SLSC | 5493003L32ZX9557ST85 | | | | WES AU EQUITY | Wesfarmers Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000082_CR_SLSC | QNWEWQBS7HP85QHXQL92 | | | | | Woolworths Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000083_CR_SLSC | G05OZ4J4E05KDATL0J93 | | | | | AG Insurance | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000084_CR_SLSC | 549300IHBDUTUNQJJB79 | 16342 | | | AGFB BB EQUITY | Agfa-Gevaert NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000085_CR_SLSC | 549300N22C0GCT5BUD97 | 26198 | | | | AJINOMOTO OMNICHEM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000086_CR_SLSC | | 116163 | | | | ALBELEC | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000087_CR_SLSC | | 225626 | | | | ALCATAN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000088_CR_SLSC | 5493008H3828EMEXB082 | | | | ABI BB EQUITY | Anheuser-Busch InBev NV/SA [ABInBev] | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000089_CR_SLSC | 549300BKDDQ56JWCBT72 | 1098030 | | | | AQUAFIN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000090_CR_SLSC | 549300B4HNIJSAWU1C95 | 1138391 | | | | ARPAL MANAGEMENT | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000091_CR_SLSC | 213800R1F1EJYM4ICO85 | | 444734706 | BE 0444734706 | | Barry Callebaut Services | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000092_CR_SLSC | 549300CWRXC5EP004533 | | | | BELG BB Equity | Belgacom S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000093_CR_SLSC | 549300R9I8GUZLNIV408 | | 890082292 | | | Brussels Airport Company S.A./N.V. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000094_CR_SLSC | | 433287 | | | | CENTRE HOSPITALIER CHRETIEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000095_CR_SLSC | | 81095 | | | | CHAUSSURES CECIL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000096_CR_SLSC | 549300IP2F5TKUC0GF38 | 82988 | | | | CHEMITEX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000097_CR_SLSC | 549300TM914CSF6KI389 | 149177 | | | COFB BB EQUITY | COFINIMMO | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000098_CR_SLSC | | 184723 | | | | COLLIGNON ENG.

| BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000099_CR_SLSC | | 201775 | | | | COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000100_CR_SLSC | 213800DMG7PUQHINO388 | | | BE 0401641663 | | Louis Delhaize — Compagnie franco-belge d'Alimentation | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000101_CR_SLSC | | 255648 | | | | DOD | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000102_CR_SLSC | | 1145532 | | | | EDIFICIO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000103_CR_SLSC | T0YOOBZO4L6YAD6SAV65 | 14206 | 403170701 | | ELEB BB EQUITY | ELECTRABEL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000104_CR_SLSC | 549300JC3HI3K7ZSYU66 | 1329681 | | | | ELEM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000105_CR_SLSC | 549300S1MP1NFDIKT460 | | | BE 0476388378 | ELI BB Equity | ELIA SYSTEM OPERATOR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000106_CR_SLSC | 5493001XW6MSHRMFLU28 | | | | ENI GY Equity | eni finance international SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000107_CR_SLSC | 549300VO7PUETX031S03 | 10309 | | BE 0860004176 | | ETEXCO SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000108_CR_SLSC | | 13771 | | | | ETS DE SIMONE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000109_CR_SLSC | 52990053AH5LF0YZWD07 | | | | | Euler Hermes Europe | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000110_CR_SLSC | 549300D80RYON74MEJ03 | 18181 | | | EURN BB EQUITY | Euronav NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000111_CR_SLSC | 8RDWFWPP4PLMZ5PPQH32 | | | | | Fluxys G SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000112_CR_SLSC | | 25281 | | | | G EN J VASTGOED | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000113_CR_SLSC | | 65807 | | | | HOET TRUCKING & RENTING | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000114_CR_SLSC | 549300M48VNC2Z0MDG47 | 71844 | | | | HOTTLET FROZEN FOODS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000115_CR_SLSC | 549300GR6U0KHJD7DG07 | | | | | IKEA SERVICE CENTRE N.V. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000116_CR_SLSC | | 84089 | | | | INTERNATIONAL ORE ET FERTILIZER BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000117_CR_SLSC | | 85640 | | | | JEAN WAUTERS-ACIERS SPECIAUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000118_CR_SLSC | | 111717 | | | | M.G.S. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000119_CR_SLSC | 5493004FKZI586397240 | | | | | Magotteaux International SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000120_CR_SLSC | 549300Q80KFPKZC6BQ79 | 144096 | | | | MENOUQUIN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000121_CR_SLSC | | 166601 | | | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000122_CR_SLSC | 5493002HHHFTG6G3BG36 | | | BE 0431676229 | OME BB EQUITY | OMEGA PHARMA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000123_CR_SLSC | | 168945 | | | | OPIO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000124_CR_SLSC | | 192350 | | | | PHARMACIES SERVAIS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000125_CR_SLSC | 54930064JCEXFA8M0W31 | 202291 | | BE 0405747040 | | PRAYON | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000126_CR_SLSC | | 204834 | | | | PRO CONCEPT M P J | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000127_CR_SLSC | 549300NMIBTX17HWF142 | 233001 | | | | RARE GEMS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000128_CR_SLSC | 549300X72GEQB1X8K911 | 247664 | | | | ROULARTA MEDIA GROUP | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000129_CR_SLSC | 529900PY79CWSUGVK810 | 249233 | | | | S.A. CORMAN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000130_CR_SLSC | 549300O3VKWJUM16UI64 | 257312 | | | | SAMIR GEMS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000131_CR_SLSC | 213800WWE8U6DC99NP03 | | | | | SCR Sibelco NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000132_CR_SLSC | | 257564 | | | | SEADCO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000133_CR_SLSC | 213800WDGKCVWZAN1N02 | 1051701 | 465409265 | | 0790057D BB EQUITY | SILFIN NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000134_CR_SLSC | | 294964 | | | | SOBEMO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000135_CR_SLSC | | 302642 | | | | SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000136_CR_SLSC | 549300BB5CXGL9YV0D53 | 303429 | | | | SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000137_CR_SLSC | | 303783 | | | | SOCIETE D'APPLICATIONS ET DE TRAVAUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000138_CR_SLSC | 549300MMVL80RTBP3O28 | 556814 | | | SOLB BB EQUITY | Solvay SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000139_CR_SLSC | | 923107 | | | | TEAM KALORIK GROUP | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000140_CR_SLSC | 549300ZKLIF7RP6EH823 | | | BE 0412101728 | TESB BB EQUITY | Tessenderlo Chemie | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000141_CR_SLSC | | 953398 | | | | TEX ALLIANCE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000142_CR_SLSC | | 1044409 | | | | TOP-TEX BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000143_CR_SLSC | 2138008J191VLSGY5A09 | | | | UCB BB EQUITY | UCB SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000144_CR_SLSC | 529900F3AIQECS8ZSV61 | | | | UMI BB EQUITY | Umicore SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000145_CR_SLSC | 5493008MCDJ4Y6D5SI04 | 1113512 | | | | UNISTEEL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000146_CR_SLSC | | 1140588 | | | | UNIVERSITE LIBRE DE BRUXELLES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000147_CR_SLSC | 549300TRHV6F6IE14H93 | 1159858 | | BE 0404060032 | | Van Hool nv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000148_CR_SLSC | | 1231271 | | | | VASTGOED MANAGEMENT ASSOCIATIE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000149_CR_SLSC | 529900RAZGQHX0VFTK05 | | | | | Volkswagen Group Services S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000150_CR_SLSC | 549300NWW2UDYHH65J03 | 1911623 | | | | WILDO PROPERTIES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000151_CR_SLSC | 5299007TSQVOLXOABA65 | 1364744 | | | | ZF WIND POWER ANTWERPEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000152_CR_SLSC | 4P8GJCF52NVFW7UL4C95 | | 18630 | | ACE US Equity | ACE Tempest Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000153_CR_SLSC | 549300J3KKX1PEJGDW36 | | | | ACGL US Equity | Arch Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000154_CR_SLSC | UNZWILHE4KMRP9K2L524 | | 34678 | | NCLH UW Equity | NCL Corporation Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000155_CR_SLSC | V5EGRCZCH7FN6WX41891 | | | | OEH UN Equity | Orient-Express Hotels Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000156_CR_SLSC | 549300F7ZDOIMR4PZW67 | | | | IPG US Equity | Pacnet Limited | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000157_CR_SLSC | V7TL7UQFHNWUEMDZ3X02 | | | | RNR US Equity | Renaissance Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000158_CR_SLSC | 5493008CA3NMHYEVT131 | | | | | VimpelCom Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000159_CR_SLSC | | | | BMG455841020 | | HAL TRUST | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000160_CR_SLSC | 5493001QYTIDILBVYO18 | | | | | Companhia Brasileira de Aluminio | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000161_CR_SLSC | 549300TH5Q6VRP8OT012 | | | | ABI LI Equity | Companhia de Bebidas das Americas (AmBev) | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000162_CR_SLSC | 549300EM51WYXFHUY333 | | | | | Embraer S.A. | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000163_CR_SLSC | | | | | FIBR3 BZ EQUITY | Fibria Celulose SA | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000164_CR_SLSC | 5493000J801JZRCMFE49 | | | | XPBR SQ Equity | Petroleo Brasileiro S.A. — PETROBRAS | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000165_CR_SLSC | | | | | VALE5 BZ EQUITY | Vale SA | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000166_CR_SLSC | LXVM6T3LO7QIZ8LUZ688 | | | | | Votorantim Cimentos S.A. | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000167_CR_SLSC | 55S3547PRDP469JRO238 | | 2880814 | | AGU CT Equity | Agrium Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000168_CR_SLSC | 4B4HI3CGXMBDC0G6BM51 | | | | AC/A CT Equity | Air Canada | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000169_CR_SLSC | 549300OSW32RVX8CCZ87 | | | | ANCUF PQ Equity | Alimentation Couche-Tard Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000170_CR_SLSC | DR5LKEURSR8SXLM64266 | | 7501889 | | ALA CT Equity | AltaGas Ltd. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000171_CR_SLSC | 0O4KBQCJZX82UKGCBV73 | | | | ABX CN EQUITY | Barrick Gold Corp | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000172_CR_SLSC | 5493001I9203PRB5KR45 | | | | BCE CT Equity | BCE Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000173_CR_SLSC | 549300VPM8ERH1Q42198 | | | | | Bell Canada | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000174_CR_SLSC | W7L3VLU8EHQY34Z36697 | | | | BBD/B CN EQUITY | Bombardier Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000175_CR_SLSC | 36ZUFRRMJERSM4Q0S289 | | 746053 | | BPO CT Equity | Brookfield Office Properties Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000176_CR_SLSC | 3SU7BEP7TH9YEQOZCS77 | | | | CNI UN Equity | Canadian National Railway Company | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000177_CR_SLSC | 5493008IGIA1HJMDJS40 | | 1722453 | | CNQ CT Equity | Canadian Natural Resources Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000178_CR_SLSC | NXIVWPYOIVYXFF6WCZ47 | | | | CVE CN EQUITY | Cenovus Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000179_CR_SLSC | 549300WSRCZY73ZG3090 | | 00326711660005 | | | CGI GROUP INC. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000180_CR_SLSC | XYSIJOU3HNVROZWNA008 | | | | UFS CT Equity | Domtar Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000181_CR_SLSC | 98TPTUM4IVMFCZBCUR27 | | | | ENB CN EQUITY | Enbridge Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000182_CR_SLSC | CZ72ZHBVKZXQRV3XFE26 | | | | ECA CN EQUITY | Encana | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000183_CR_SLSC | 549300679TRDUXPT7415 | | 206654303 | | | EPCOR Utilities Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000184_CR_SLSC | I2YOHH65IBBT53JFYQ52 | | | | G CT Equity | Goldcorp Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000185_CR_SLSC | B1EEF6ML54YDWRC6ZK53 | | 2015335496 | | | Harvest Operations Corp. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000186_CR_SLSC | 549300UEBMAQDN0K0R06 | | | | K CN EQUITY | Kinross Gold Corp | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000187_CR_SLSC | 95RWVLFZX6VGDZNNTN43 | | | | MG CN EQUITY | Magna International Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000188_CR_SLSC | 6Q7WW7FQZR6X22IL2I79 | | | | | Nexen Energy ULC | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000189_CR_SLSC | 549300O4ZJZZOHH4H804 | | 3572862 | | NBD CT Equity | Norbord Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000190_CR_SLSC | 5493007M1XGU5E55ZJ25 | | | | | NOVA Chemicals Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000191_CR_SLSC | 549300HDLRTPBQU69P29 | | | | BIN CT Equity | Progressive Waste Solutions Ltd. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000192_CR_SLSC | 549300A0QNNPY14D9106 | | | | SCC CT Equity | Sears Canada Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000193_CR_SLSC | 3XCBVWUPHGBZ5GF7TY15 | | | | SU CN EQUITY | Suncor Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000194_CR_SLSC | NQWTWUIL1PK7V7N5Y468 | | | | TLM CN EQUITY | Talisman Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000195_CR_SLSC | T8KI5SQ2JRWHL7XY0E11 | | | | TCK/B CN EQUITY | Teck Resources Ltd [Ex-Teck Cominco Ltd] | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000196_CR_SLSC | YHKQM2RIPKZYOZ6RVZ46 | | | | TK US Equity | Teekay Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000197_CR_SLSC | L2TEUTQ8OSHMJWVLCE40 | | | | T CT Equity | TELUS Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000198_CR_SLSC | 549300561UZND4C7B569 | | 884903 | | TOC GF Equity | Thomson Reuters Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000199_CR_SLSC | HJZQGXYTVV2NWJZLPW74 | | | | TOM GY Equity | Toyota Credit Canada Inc. | CA | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000200_CR_SLSC | 5BV01I6231JPDAPMGH09 | | | | TRP UN Equity | TransCanada PipeLines Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000201_CR_SLSC | PRAQ4VOSFIK7OQ8Z2512 | | 4406354 | | VALE3 BS Equity | Vale Canada Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000202_CR_SLSC | WT03B8BB1IX8WI9ZGV02 | | | | | Vermilion Energy Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000203_CR_SLSC | 549300WHE4O6UJ2KU013 | | | | | Yamana Gold Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000204_CR_SLSC | 5493003DNMEAO1DT3F51 | | | | ABBN VX EQUITY | ABB Ltd [Asea Brown Boveri] | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000205_CR_SLSC | NI14Y5UMU60O7JE9P611 | | | | ADEN VX EQUITY | Adecco SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000206_CR_SLSC | 549300Q3WREIMQYFBC20 | | | | 0170576D SW EQUITY | Ameropa AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000207_CR_SLSC | 5493007KVRV2OKRXFA55 | | CH-020.3.035.716-8 | | AML LN Equity | Amlin AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000208_CR_SLSC | 529900H7ZPIGI2U3CJ14 | | | | | AXPO TRADING AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000209_CR_SLSC | 213800Y5RWKLDPUTT265 | | | | BARN SW EQUITY | Barry Callebaut AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000210_CR_SLSC | 529900UPDCU6WEL7W167 | | | | BALN VX Equity | Basler Versicherung AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000211_CR_SLSC | | 2816554-6 | HRB54517 | DE000DCAG010 | 7705815Z SW EQUITY | DEMAG CRANES AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000212_CR_SLSC | 5493002MXX2JLKWLE880 | | | | 567151Z SW EQUITY | Duferco SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000213_CR_SLSC | 549300I08UA8SMJON743 | | CH-270.3.002.354-9/ | | DUFN EB Equity | Dufry international AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000214_CR_SLSC | 549300ADLU67CYBFIW70 | | CH-645.1.008.684-9 | | | Elsevier Finance SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000215_CR_SLSC | 529900Y8BGAFVVVYVN24 | | | | GATE SE Equity | gategroup Holding AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000216_CR_SLSC | 213800SVRMQA1TD91D41 | | | | GIVN VX Equity | Givaudan SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000217_CR_SLSC | 213800PSSU2QXF1WLR89 | | | | GLEN LN EQUITY | Glencore International AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000218_CR_SLSC | 549300DHSS9U1QKJZG57 | | KvK 34275373 0000 | | 1002136Z SW EQUITY | GUNVOR INTERNATIONAL BV | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000219_CR_SLSC | 529900EHPFPYHV6IQO98 | | | | HOLN VX EQUITY | Holcim Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000220_CR_SLSC | 529900Q0YED3805QXQ66 | | | | | KUEHNE AND NAGEL INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000221_CR_SLSC | 52990074N8ID7UPV7A95 | | | | | LIEBHERR-INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000222_CR_SLSC | 549300EFW4H2TCZ71055 | | | | | Lonza Group AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000223_CR_SLSC | KY37LUS27QQX7BB93L28 | | CH-550.0.067.293-5 | CH0038863350 | NESN.VX | NESTLE SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000224_CR_SLSC | 529900I2PEF1FN6N6723 | | | | 2284161Z SW EQUITY | Nord Stream AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000225_CR_SLSC | | | | | NOVN VX EQUITY | Novartis AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000226_CR_SLSC | 549300HUJ5CJUX02RS52 | | | | | OMV SUPPLY & TRADING AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000227_CR_SLSC | 5299002JRTT699WFOV74 | | | | | OMYA (Schweiz) AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000228_CR_SLSC | 549300HMJAFUW4NSKI73 | | | | | Paul Reinhart AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000229_CR_SLSC | | | | | ROG VX EQUITY | Roche Holding Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000230_CR_SLSC | 529900PTQ0Z1J44SHZ08 | | CH-100.3.010.656-7 | | STLN SE Equity | SCHMOLZ + BICKENBACH AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000231_CR_SLSC | 549300R3N69ECGYPU434 | | | | SIK IX Equity | Sika AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000232_CR_SLSC | 213800Z8NOHIKRI42W10 | | | NL0000226223 | STM FP EQUITY | STMICROELECTRONICS NV | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000233_CR_SLSC | 5493000KUC3Z24U77V93 | | | | SLHN VX Equity | Swiss Life Holding AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000234_CR_SLSC | 5493005SL9HHOXS3B739 | | CHE-102.753.938 | | SCMN VX Equity | Swisscom AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000235_CR_SLSC | 549300HTOMQG20JYV568 | | | | SYNN VX Equity | Syngenta AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000236_CR_SLSC | KSVC38RP5WL6C6LJGG03 | | | | TYC US Equity | Tyco International Ltd. | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000237_CR_SLSC | 549300VBJS7MG74G2H60 | | | | | Weatherford International Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000238_CR_SLSC | | | | | WOS LN EQUITY | Wolseley Plc | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000239_CR_SLSC | | | | | XTA LN EQUITY | Xstrata Plc | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000240_CR_SLSC | 50ZCTKCMUDIABGHX3R52 | | | | | Zurich Insurance Company | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000241_CR_SLSC | 549300IF4IFG0FS0RM26 | | | | AESGENER CC Equity | AES Gener S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000242_CR_SLSC | 549300NLTGCFV7482429 | | | | CENCOSUD CC Equity | Cencosud S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000243_CR_SLSC | 549300YP3P0JZBLIV197 | | | | | EMPRESA NACIONAL DEL PETROLEO | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000244_CR_SLSC | 549300G475ACIABB4385 | | | USG49215AA73 | CMPC CC Equity | Inversiones CMPC S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000245_CR_SLSC | 549300HX3UUDPEFTG707 | | | | LAN CC Equity | Latam Airlines Group S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000246_CR_SLSC | 549300RUPF4SKMJPUR70 | | | | BLT LN Equity | Minera Escondida Limitada | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000247_CR_SLSC | | | | | 600031 CH EQUITY | Sany Heavy Industry Co Ltd | CN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000248_CR_SLSC | A25574TZFLBNK7NWQT47 | | | | PRE CT Equity | Pacific Rubiales Energy Corp. | CO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000249_CR_SLSC | 724500JV0VHPRVANL538 | | 5778 | ANN4327C1220 | | HUNTER DOUGLAS NV | CW | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000250_CR_SLSC | 213800MRTA64ULUE9919 | | | | | CARBO ONE LIMITED | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000251_CR_SLSC | 549300OEZB4GETCGFX34 | | | | | GUNVOR GROUP LTD | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000252_CR_SLSC | 549300IVA1PZNX2MN285 | | | | 0163947D CY EQUITY | Mercuria Energy Group Ltd | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000253_CR_SLSC | 2138001LK2Z2HSER4U15 | | | | PRS NO EQUITY | PROSAFE | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000254_CR_SLSC | 31570010000000137835 | 1131604 | 29287391 | | | ALTA, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000255_CR_SLSC | 31570010000000116592 | 657856 | 25572881 | | | ARMATURY Group a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000256_CR_SLSC | 31570010000000075367 | 765380 | 28402758 | | | BAK stavební společnost, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000257_CR_SLSC | 31570010000000115525 | 834699 | 46504940 | | | Cerea, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000258_CR_SLSC | 31570010000000034336 | 1023328 | 70994226 | | | České dráhy, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000259_CR_SLSC | 315700CTFRL3U2DNMO58 | 633919 | 25085689 | | | CETELEM ČR, a.s. | CZ | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000260_CR_SLSC | 529900S5R9YHJHYKKG94 | | | CZ0005112300 | CEZ CP EQUITY | CEZ a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000261_CR_SLSC | 315700XJHXU2PD40RU82 | 865668 | 48589837 | | | DEKTRADE a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000262_CR_SLSC | 529900C5PL4JGDILRZ94 | 837043 | 46678468 | | | HOCHTIEF CZ a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000263_CR_SLSC | 31570010000000099520 | 644725 | 25322257 | | | IMOS Brno, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000264_CR_SLSC | 31570010000000032687 | 1086806 | 931 | | | METALIMEX a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000265_CR_SLSC | 315700JDC49X4VSP6Z49 | 601013 | 14915 | | | Metrostav a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000266_CR_SLSC | 31570066GBSS7JYFEL35 | 817880 | 45193592 | | | MJM Litovel a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000267_CR_SLSC | 31570010000000120084 | 832322 | 46342796 | | | OHL ŽS, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000268_CR_SLSC | 31570010000000009116 | 699640 | 26463318 | | | OTE, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000269_CR_SLSC | 31570010000000026285 | 671247 | 25860038 | | | Pars nova a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000270_CR_SLSC | 315700LTSCT2O45NWM28 | 805950 | 43873189 | | | PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000271_CR_SLSC | 31570010000000115622 | 817271 | 45148155 | | | Primagra, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000272_CR_SLSC | 549300KL08IFWLTWLQ52 | 691287 | 26271303 | | | Skanska a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000273_CR_SLSC | 529900I8XOZDM4ZQSQ21 | | | | 1025Z CP EQUITY | Skoda Auto A.S. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000274_CR_SLSC | 31570010000000031135 | 923751 | 62623753 | | | ŠKODA TRANSPORTATION a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000275_CR_SLSC | 213800Z39ZW4XHAAUA27 | 725860 | 27195147 | | | SMP CZ, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000276_CR_SLSC | 3157004ICDH3MRKW7534 | 889798 | 60193336 | | | Telefónica Czech Republic, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000277_CR_SLSC | 31570010000000055191 | 617997 | 18050646 | | | TŘINECKÉ ŽELEZÁRNY, a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000278_CR_SLSC | 3157007C98ILJK5ST356 | 609769 | 15886492 | | | UniCredit Leasing CZ, a.s. | CZ | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000279_CR_SLSC | 315700EFFOU65ETZ0V16 | 886003 | 531766 | | | UNISTAV a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000280_CR_SLSC | 31570010000000001356 | 672337 | 25877950 | | | VÍTKOVICE HEAVY MACHINERY a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000281_CR_SLSC | 31570010000000003490 | 710607 | 26823357 | | | VÍTKOVICE POWER ENGINEERING a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000282_CR_SLSC | 31570010000000015033 | 697350 | 26415623 | | | W.A.G. payment solutions, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000283_CR_SLSC | 5493005KH7FO1T5TMX47 | 1236614-2 | | | ASG GY Equity | AachenMuenchener Lebensversicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000284_CR_SLSC | 549300JSX0Z4CW0V5023 | 1319784-3 | | | | ADIDAS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000285_CR_SLSC | 549300X1WWPGMS47QQ72 | 1215807-7 | | | ASG GY Equity | Advocard Rechtsschutzversicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000286_CR_SLSC | 529900SO83U6ISM6DL85 | 2832395-4 | HRA36525B | | | ALBA Group plc & Co.

KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000287_CR_SLSC | 529900K9B0N5BT694847 | 1100627-7 | | | ALV GY Equity | Allianz SE | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000288_CR_SLSC | 529900C058B9OTVFTU36 | 2033673-1 | HRB98981 | | | ASKLEPIOS KLINIKEN GMBH HAMBURG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000289_CR_SLSC | 549300FJWANEIJ25D318 | 1545974-6 | | | | Atlas Copco Energas GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000290_CR_SLSC | 529900YNBT62HCUPRG10 | 1106210-6 | | | | AUGUST STORCK KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000291_CR_SLSC | 5299005SHIN9ZK7GW242 | 1124841-6 | HRB1775 | DE0006766504 | NDA GY EQUITY | Aurubis AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000292_CR_SLSC | 529900PXZU3YHO6HMD80 | 1130123-1 | | | | Axel Springer SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000293_CR_SLSC | 529900AJX4TCFW0QT666 | 1104883-2 | | | | B. Braun Melsungen Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000294_CR_SLSC | 529900PM64WH8AF1E917 | 1102017-9 | HRB6000 | DE000BASF111 | BAS GR EQUITY | BASF SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000295_CR_SLSC | 529900XMQYET3NBF2363 | 2192515-1 | HRB101375 | DE0005168108 | B5A GY EQUITY | Bauer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000296_CR_SLSC | 549300J4U55H3WP1XT59 | 1109561-9 | | | BAYN GY EQUITY | Bayer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000297_CR_SLSC | YEH5ZCD6E441RHVHD759 | 1103190-3 | | | BMW GY EQUITY | Bayerische Motoren Werke AG [BMW AG] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000298_CR_SLSC | 529900SM0FDLLYATXU36 | 1103233-1 | | | | BAYWA AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000299_CR_SLSC | 5299001BUUGXAREGE533 | 1103821-3 | | | BTG GR EQUITY | Bertelsmann SE & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000300_CR_SLSC | 529900H0HULEN2BZ4604 | 1114115-7 | BWMAHRB710296 | | GBF GY Equity | Bilfinger SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000301_CR_SLSC | 529900XBEZ2EYI9ZOV89 | 3010079-6 | | | | BMG Rights Management GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000302_CR_SLSC | 529900FOTM78R9Q9NY89 | 1163617-2 | HRB75534 | | 2340173Z GR EQUITY | BOSCH UND SIEMENS HAUSGERATE GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000303_CR_SLSC | NNROIXVWJ7CPSR27SV97 | 2926464-5 | | | BNR GY EQUITY | Brenntag AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000304_CR_SLSC | 529900OQDCYXCLQOAY53 | 1105482-2 | | | | Burda Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000305_CR_SLSC | 5299000XH7YX33EJZP65 | 2730972-3 | | | | CARL ZEISS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000306_CR_SLSC | 52990076MX7KD2XYCH67 | 1111099-6 | HRB9517 | DE000CLS1001 | CLS1 GY EQUITY | Celesio AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000307_CR_SLSC | 529900O4ND7T8ABIXF67 | 1235957-6 | | | | Claas Kommanditgesellschaft auf Aktien mbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000308_CR_SLSC | 529900A7YD9C0LLXM621 | 1106273-4 | HRB3527 | DE0005439004 | CON GY EQUITY | CONTINENTAL AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000309_CR_SLSC | | | | | 2294277Z GR EQUITY | Coutinho & Ferrostaal GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000310_CR_SLSC | 5299007VZZKH65OCN774 | 2781995-2 | | | | Cronimet Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000311_CR_SLSC | 5299008ODF4EFHRI0G60 | 2402196-6 | HRB8957 | | 7097181Z GR EQUITY | CWS-boco International GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000312_CR_SLSC | 5299005LEM60UYKU5235 | 1106512-5 | | | | DACHSER Group SE & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000313_CR_SLSC | 529900R27DL06UVNT076 | 2344103-3 | HRB19360 | | DAI GR EQUITY | Daimler AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000314_CR_SLSC | 5299006S0UKN6D9ZP412 | 2451917-5 | | | | DB NETZ AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000315_CR_SLSC | 529900I2DLZPTFPENJ05 | 1106744-4 | | | | DEHNER GMBH & CO KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000316_CR_SLSC | 5299005A2ZEP6AP7KM81 | 2537834-0 | | | ANN GF Equity | Vonovia SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000317_CR_SLSC | 52990063S23N13HU4E98 | 1818189-1 | HRB50000B | | DBHN GR EQUITY | DEUTSCHE BAHN AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000318_CR_SLSC | 529900PH63HYJ86ASW55 | 1107110-7 | HRB2168 | | LHA GY EQUITY | DEUTSCHE LUFTHANSA AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000319_CR_SLSC | 52990063W8KQHQMF4M43 | 2623414-6 | | | DPW GF Equity | Deutsche Post Finance B.V. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000320_CR_SLSC | 529900ITHU5Y51F1S257 | 1107106-5 | | | | DEUTSCHE SPARKASSEN LEASING AG & CO KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000321_CR_SLSC | 549300V9QSIG4WX4GJ96 | 2185287-6 | HRB6794 | | DTE GY EQUITY | DEUTSCHE TELEKOM AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000322_CR_SLSC | 529900KSWLV9JYE7NC83 | 2095980-5 | HRB34977 | | | DFS Deutsche Flugsicherung GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000323_CR_SLSC | 529900QTO8D2QK2TJG32 | 1107340-0 | | | | Diehl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000324_CR_SLSC | 529900Y1AT9MQF6UYT42 | 2836050-1 | HRB203044 | | | DMK DEUTSCHES MILCHKONTOR GMBH BREMEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000325_CR_SLSC | 529900YZNQ3MUUZ02M47 | 1117002-4 | HRB242 | | | Douglas Holding AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000326_CR_SLSC | 5299004W7VTLPROHR533 | 1125242-6 | HRA8242 | | | DR AUGUST OETKER KG BIELEFELD | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000327_CR_SLSC | 529900EWEX125AULXI58 | 3008027-9 | | | PAH3 GY EQUITY | Dr Ing HCF Porsche AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000328_CR_SLSC | 5493005UFVHY0PPNKD75 | 1107708-8 | HRB7903HL | DE0005550602 | DRW3 GY EQUITY | Drägerwerk AG & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000329_CR_SLSC | 52990076FKBR9THZ8C62 | 2779318-1 | | | | DYWIDAG-Systems International GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000330_CR_SLSC | 529900Z8W8S8J1P7U364 | 1105067-1 | HRA9905 | | | E BREUNINGER GMBH CO STUTTGART | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000331_CR_SLSC | Q9MAIUP40P25UFBFG033 | 1134262-3 | HRB22315 | | EOAN GY EQUITY | E.ON SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000332_CR_SLSC | 5299000MT7P9STUCL908 | 1137158-0 | | | | Ed. Züblin Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000333_CR_SLSC | 529900JSFZ4TS59HKD79 | 2331844-7 | | | EBK GR EQUITY | Energie Baden-Wurttemberg AG [EnBW] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000334_CR_SLSC | 549300OQ94C7KRGGC351 | 2177540-8 | | | ASG GY Equity | Envivas Krankenversicherung AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000335_CR_SLSC | 529900G1B8AXELNRG982 | | | | ALV GY Equity | Euler Hermes Deutschland AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000336_CR_SLSC | 41GUOJQTALQHLF39XJ34 | 1518676-0 | | | 154407Z GR EQUITY | Evonik Industries AG (Evonic) | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000337_CR_SLSC | 529900L64X6KZZW19R71 | 1108854-9 | | | 4501Z GR EQUITY | EWE AG [Energieversorgung Weser-Ems] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000338_CR_SLSC | 529900D7N2PTTZWFWN57 | 2579145-0 | | | | F.S. Fehrer Automotive GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000339_CR_SLSC | 529900EI7R9SCEJP4T76 | 1109776-3 | 00311027000005 | | | FERROSTAAL GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000340_CR_SLSC | 529900WBP9HFX10RKB30 | 1110203-5 | | | | FLUGHAFEN MUNCHEN GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000341_CR_SLSC | 529900VHM89GUAJ1RK35 | 1114926-7 | HRB25 | | 1048Z GR EQUITY | FRANZ HANIEL & CIE GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000342_CR_SLSC | 5299001ERX0K10IZUL40 | 1110198-7 | | | | FRAPORT AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000343_CR_SLSC | XDFJ0CYCOO1FXRFTQS51 | 1110492-4 | HRB11852 | DE0005785604 | FRE GY EQUITY | FRESENIUS SE & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000344_CR_SLSC | 5299006NS9FCLFHZVL76 | 1578686-6 | HRB714579 | | | Freudenberg SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000345_CR_SLSC | 529900KXMB40SPYJD743 | 2052428-6 | HRB36569B | | 7013717Z GR EQUITY | GAZPROM Germania GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000346_CR_SLSC | 549300PHUU0ZZWO8EO07 | 1122951-5 | | | GEA GR EQUITY | GEA Group AG [Global Engineering Alliance] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000347_CR_SLSC | 529900JGEOQMCDYOK785 | 1135188-9 | | | | Gelsenwasser AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000348_CR_SLSC | 529900F916IVP0TJZK88 | 1051383-6 | HRA11722 | | | GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000349_CR_SLSC | 5299006GD4UWSYZOKC28 | 2877346-3 | HRB56040 | | GXI GY Equity | Gerresheimer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000350_CR_SLSC | 529900OJM5EX75OD8032 | 1113335-2 | | | | Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000351_CR_SLSC | 529900K6BWO03KP4GU58 | 1113443-4 | | | | Giesecke & Devrient Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000352_CR_SLSC | 529900J0V7C8Z8MLN980 | 2943243-2 | | | | Gigaset Communications GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000353_CR_SLSC | 529900LPAX2H9S4NKU05 | 1215951-3 | | | | Gothaer Finanzholding AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000354_CR_SLSC | 529900F4P4RV4Z50PI82 | 1114066-2 | HRB527 | | | GROSSKRAFTWERK MANNHEIM AG MANNHEIM | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000355_CR_SLSC | HD52L5PJVBXJUUX8I539 | 2294348-4 | | | HPL GR EQUITY | Hapag-Lloyd AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000356_CR_SLSC | 5299007CE1VJWKM99H49 | 1130882-2 | HRB2680KI | | 4729Z GR EQUITY | Hauptgenossenschaft Nord AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000357_CR_SLSC | 529900MKHOFQI4A0XC48 | 2873755-9 | | | | HAWE Hydraulik SE | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000358_CR_SLSC | 52990022107L9199GO56 | 2588017-0 | | | | HDI Versicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000359_CR_SLSC | 529900755OZXM37H4975 | 1115355-8 | | | | Heckler & Koch GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000360_CR_SLSC | LZ2C6E0W5W7LQMX5ZI37 | 1126630-1 | HRB330082 | DE0006047004 | HEI GY EQUITY | HEIDELBERGCEMENT AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000361_CR_SLSC | 529900ZM98OISTG16932 | 1115394-7 | | | HDD GY Equity | Heidelberger Druckmaschinen AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000362_CR_SLSC | 529900PLX4ADJFWIY024 | 1135805-8 | | | 2550Z GR EQUITY | Hella KGaA Hueck & Co | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000363_CR_SLSC | 52990027B9ARY5AC8476 | 1115622-1 | | | | HELM AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000364_CR_SLSC | 549300VZCL1HTH4O4Y49 | 1115688-2 | HRB4724 | DE0006048408 | HEN3 GY EQUITY | HENKEL AG & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000365_CR_SLSC | 5493007EO7JOPWXHBJ27 | 1740986-3 | HRB3364 | | | Heraeus Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000366_CR_SLSC | 529900BVZYMVDRRSXY68 | 1306869-7 | HRB390485 | | 3540636Z GR EQUITY | HERRENKNECHT AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000367_CR_SLSC | 529900O7US4NP0J6XD12 | 1179777-6 | | | | HETTICH HOLDING GMBH & CO OHG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000368_CR_SLSC | 529900Y25S8NZIYTT924 | 1116241-9 | | | HOT GY EQUITY | Hochtief AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000369_CR_SLSC | 5299008WW53GLXRORN29 | 1350826-2 | HRB2311 | | HBM GY Equity | Hornbach-Baumarkt-AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000370_CR_SLSC | 529900LFVU534EBRXD13 | 1104693-5 | | | | HUGO BOSS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000371_CR_SLSC | TSI2PJM6EPETEQ4X1U25 | 2443536-4 | | | IFX GY Equity | Infineon Technologies AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000372_CR_SLSC | 529900FFRTWZQXTTUB07 | 1193155-7 | | | 7573220Z GR EQUITY | Intersnack Knabber-Gebäck GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000373_CR_SLSC | 529900DJMOF0DTSWHO38 | 2850239-1 | HRB40163 | | | JUWI AG WÖRRSTADT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000374_CR_SLSC | 529900YURAYD4IJX2J91 | 1128982-4 | HRB2669 | | SDF GY Equity | K+S Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000375_CR_SLSC | 1AW6P2GG0FOINEBZUQ05 | | | | VOD LN Equity | Kabel Deutschland Vertrieb und Service GmbH. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000376_CR_SLSC | 529900WFRVF4SQ2EV734 | 1121308-9 | HRA102851 | | 509821Z GR EQUITY | Kaufland Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000377_CR_SLSC | 529900CQ31CN6GV5LL52 | 2821686-9 | NRWDUHRB20486 | | KCO GY Equity | Kloeckner & Co. S.E. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000378_CR_SLSC | 5299001GRRO0Z25YZT52 | 1130169-4 | | | | Knorr-Bremse AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000379_CR_SLSC | 529900IQ90WSXBWSTD78 | 1131272-5 | | | | KOENIG & BAUER AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000380_CR_SLSC | 529900LUYJ0V8SOOT260 | 1173404-3 | HRA4415 | | 3612759z gr equity | KRAFTVERKEHR NAGEL GMBH & CO. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000381_CR_SLSC | 529900MAU9591GT2S236 | 2849255-1 | | | | KraussMaffei Technologies GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000382_CR_SLSC | 529900NY2GSZWWUBW049 | 1120219-9 | | | | KRONES Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000383_CR_SLSC | 529900BVAET534PD7C28 | 1119133-5 | HRB21016 | DE0006292006 | KSB3 GY EQUITY | KSB Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000384_CR_SLSC | 529900VPRFDDIN7BE119 | 1117324-2 | HRB22709 | | IWKG IX Equity | KUKA AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000385_CR_SLSC | 529900FR2K4P9L9XLV21 | 1119187-1 | | | | KWS SAAT SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000386_CR_SLSC | 529900PTLRE72EMYIJ77 | 2451186-7 | HRB53652 | | LXS GF Equity | Lanxess AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000387_CR_SLSC | 5299002HNCMIUBHOMK35 | 1121223-0 | HRB202 | DE0005408884 | LEO GY EQUITY | Leoni AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000388_CR_SLSC | 529900EW0ZH7KAZ11H71 | 1797294-4 | | | | Lidl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000389_CR_SLSC | WTV8QGD5UD7MMD4HS345 | 1121375-8 | | | LIN GY Equity | Linde AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000390_CR_SLSC | 529900SL1W4KHVE18T81 | 1121582-9 | | | | LOHMANN + Co. AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000391_CR_SLSC | 52990098TR1QJBWIYG58 | 1147145-5 | | | | MAHLE GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000392_CR_SLSC | 52990018UPG26YRFSM46 | 1122332-8 | HRB179426 | DE0005937007 | MAN GR EQUITY | MAN SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000393_CR_SLSC | 5299009Z8B0YE4ECMJ92 | 1044964-3 | | | | Media-Saturn Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000394_CR_SLSC | 5299009WLGROB3HKM878 | 1522457-9 | | | | MEGGLE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000395_CR_SLSC | 529900OAREIS0MOPTW25 | 2198479-4 | HRB6164 | | MRK GF Equity | Merck KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000396_CR_SLSC | 5299001X9L42HXEBCZ51 | 1188960-7 | | | MEO GY EQUITY | Metro AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000397_CR_SLSC | 529900JAY79MT50JBH87 | | | | | MEYER WERFT GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000398_CR_SLSC | 213800E45LWMBVNF3R85 | 3052190-0 | NRWGRHRB8959 | | MNDI LN Equity | Mondi Consumer Packaging International AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000399_CR_SLSC | 529900807L67JY81RD65 | 2755947-5 | | | MTX GY Equity | MTU Aero Engines AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000400_CR_SLSC | 529900ISR2VNZV1C0T93 | 1182822-5 | | | | MVV Energie AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000401_CR_SLSC | 529900UXIUW801PQDI37 | 2597701-8 | | | | N-ERGIE AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000402_CR_SLSC | 529900HVDYCUWVD0OE76 | 2551585-9 | | | | NORDEX SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000403_CR_SLSC | 549300UH52ZS8O00MO03 | 1125476-0 | | | | Osram GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000404_CR_SLSC | 529900LMI5FN0KFOE272 | 1125552-8 | HRA62024 | | OTVR GR EQUITY | OTTO (GMBH & CO.KG) | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000405_CR_SLSC | 529900ELIX8Z8PQ6CU28 | 2593300-3 | | | | PAPIERFABRIK PALM GMBH & CO.KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000406_CR_SLSC | 529900HT3KJHBHNHDT64 | 1397102-3 | HRB6100 | | 259743Z GR EQUITY | PERI GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000407_CR_SLSC | 52990037VWJGYKGP9877 | 1131747-6 | HRA3551 | | 2590Z GR EQUITY | PHOENIX Pharmahandel GmbH & Co KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000408_CR_SLSC | 5299008XQJHPTOF8R354 | 2696731-5 | 241336g | | 661074Z GR EQUITY | Porsche Corporate Finance GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000409_CR_SLSC | 529900NY0WWQUKOMWQ37 | 2399699-4 | | | PSM GY EQUITY | ProSiebenSat 1 Media SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000410_CR_SLSC | 529900Z5KBA9KJP6EK09 | 1196360-0 | | | | R+V Versicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000411_CR_SLSC | 5299001OU9CSE29O6S05 | 1127893-4 | | | RHM GY EQUITY | Rheinmetall AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000412_CR_SLSC | 529900F0LT5OP4SV6122 | 1104684-4 | | | | Robert Bosch GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000413_CR_SLSC | 529900BZ1C5S5WQENF25 | 2820967-4 | HRB721056 | | | ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000414_CR_SLSC | 529900GB7KCA94ACC940 | 2531238-0 | HRB14525 | DE0007037129 | RWE GY EQUITY | RWE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000415_CR_SLSC | 529900Q5SR06C5T8NO26 | 1128992-3 | HRB8372 | | 7015557Z GR EQUITY | Salzgitter Mannesmann Handel GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000416_CR_SLSC | 529900D6BF99LW9R2E68 | 1308819-0 | | | SAP GY EQUITY | SAP SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000417_CR_SLSC | 529900JL0HDVGZMUJF32 | 3043578-8 | | | | Schaeffler Verwaltung Zwei GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000418_CR_SLSC | 529900D8QMD1LL0E2393 | 2800313-5 | | | | Schletter GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000419_CR_SLSC | 529900DG0F6AGQAP6N55 | 1131407-7 | 55234831 | | | SCHOLZ Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000420_CR_SLSC | 5299009QTM3SJL9BNR19 | 2209676-2 | | | | Schott AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000421_CR_SLSC | 529900ZCRUJ3J5PYWX81 | 2577577-6 | | | RPW GR EQUITY | SENVION GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000422_CR_SLSC | 52990038IB31TYK07X63 | 1129569-8 | | | SGL GY Equity | SGL Carbon SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000423_CR_SLSC | W38RGI023J3WT1HWRP32 | 1129508-6 | HRB12300B | | SIE GY EQUITY | Siemens Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000424_CR_SLSC | 529900M1LIO0SLOBAS50 | 1532176-3 | HRB1562 | DE0003304002 | SOW GY EQUITY | Software AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000425_CR_SLSC | 549300WM0X4AUT710770 | 3278292-2 | | | | Springer Science+Business Media Deutschland GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000426_CR_SLSC | 529900FMTTLMH0P0DL10 | 1473528-6 | | | | STADA Arzneimittel Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000427_CR_SLSC | 549300YTRYZPM57T3319 | 1132051-2 | | | | STADTWERKE HANNOVER AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000428_CR_SLSC | 529900QOJGJ2975GD560 | 2971375-7 | | | | Stahlgruber Otto Gruber AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000429_CR_SLSC | 5299003M4PGUGL48LS74 | 3094881-4 | | | | Styrolution Group GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000430_CR_SLSC | 529900Y2V1QWBDCBT818 | 2653119-4 | | | | Südwestdeutsche Medien Holding GmbH | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000431_CR_SLSC | 529900S8QNB101D40S72 | 1130211-4 | | | SZU GY EQUITY | Sudzucker AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000432_CR_SLSC | 529900D82I6R9601CF26 | 2819960-2 | HRB200436 | | | SYMRISE AG HOLZMINDEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000433_CR_SLSC | 529900P710MOUBKZDL27 | 2269857-5 | HEESHRB85143 | | | Techem GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000434_CR_SLSC | 529900COI81IT9N2Y682 | 3009289-4 | HRB180660 | | | THÜGA HOLDING GMBH + CO KGAA MÜNCHEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000435_CR_SLSC | 549300UDG16DOYUPR330 | 2411649-3 | HRB9092 | DE0007500001 | TKA GR EQUITY | THYSSENKRUPP AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000436_CR_SLSC | 529900JBK6KNC4HSW032 | 1672825-5 | | | | Tönnies Holding GmbH & Co. KG | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000437_CR_SLSC | 52990021AYVJLL2XMK94 | 2182800-9 | HRB16654 | | 7010965Z GR EQUITY | TRIMET ALUMINIUM SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000438_CR_SLSC | 529900SL2WSPV293B552 | 1126744-0 | | | TUI1 GY EQUITY | TUI AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000439_CR_SLSC | 3VEKWPJHTD4NKMBVG947 | 2353095-9 | | | | United Internet AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000440_CR_SLSC | XQMNIROSQAS7Y9TT7I97 | | NRWKOHRA24116 | | LBTYA UW Equity | Unitymedia Hessen GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000441_CR_SLSC | 529900I1IDJLEXFUYN67 | 3340688-5 | | | | WELTBILD GMBH & CO. KG, AUGSBURG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000442_CR_SLSC | 529900AGED6PJE9AVL37 | 3185940-8 | | | | Vier Gas Transport GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000443_CR_SLSC | 52990023338VFV5AIN59 | 1134669-9 | HRA3389 | | | VIESSMANN WERKE GMBH CO KG ALLENDORF | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000444_CR_SLSC | W24EDTPHEV8NJOD4FA29 | 1627667-7 | | | | VNG-Verbundnetz Gas Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000445_CR_SLSC | 5299004TYSI0Z73QUE46 | 1227804-0 | HRB725621 | | | Voith GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000446_CR_SLSC | 529900NNUPAGGOMPXZ31 | 1134796-0 | | | VOW3 GY EQUITY | Volkswagen AG [VW] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000447_CR_SLSC | 0NURKC5Q3CJYZPPK5046 | 1134904-0 | | | | WACKER CHEMIE AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000448_CR_SLSC | 529900KKY5IMBX35M241 | 2679160-8 | HRB7736 | | | Wasser und Gas Westfalen GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000449_CR_SLSC | 529900KQ44OJDIDU6J81 | 1135571-6 | | | | WEPA Hygieneprodukte GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000450_CR_SLSC | 5299006E92R0717GXP27 | 3189637-6 | HRA16706 | | 0892272D GR EQUITY | WINGAS GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000451_CR_SLSC | 529900A8LX4KL0YUTH71 | 2543621-3 | | | WDI GY Equity | Wirecard AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000452_CR_SLSC | 529900CAYOWB8YIG7X25 | 1136858-6 | | | | ZF FRIEDRICHSHAFEN AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000453_CR_SLSC | 549300D2K6PKKKXVNN73 | | 22756214 | DK0010244425 | MAERSKB DC EQUITY | A.P.Møller-Mærsk A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000454_CR_SLSC | | | 63965812 | | | A/S SCHOUW & CO | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000455_CR_SLSC | 549300ADWYS7RRJ8BG19 | | 14244441 | | | Aalborg Portland A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000456_CR_SLSC | 549300Y047DQV30CKT47 | | 49723911 | | | ABENA HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000457_CR_SLSC | 549300PLP6WVTICKLD32 | | 10526949 | | | ALM. BRAND FORSIKRING A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000458_CR_SLSC | 529900IJ6T4P1O10R377 | | 25313763 | | | ARLA FOODS A.M.B.A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000459_CR_SLSC | | | 25511484 | | | Atea A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000460_CR_SLSC | 213800KB128IK92MCD10 | | 44782510 | | | AVK Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000461_CR_SLSC | 2138009LJ6FGTV868W59 | | 22069519 | | | BYGMA GRUPPEN A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000462_CR_SLSC | 5493008YL42784DMWN61 | | 25508343 | DK0010181676 | CARLB DC EQUITY | Carlsberg Breweries A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000463_CR_SLSC | | | 27626904 | | | Catering Engros A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000464_CR_SLSC | 213800JF2XSR5NXGL660 | | 12760043 | | | Cheminova A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000465_CR_SLSC | 549300MKPW8ZF3E8MW37 | | 28318677 | | | Chr.

Hansen Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000466_CR_SLSC | 213800AWZ8U3FVALIO26 | | 26259495 | | | Coop Danmark A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000467_CR_SLSC | 213800UW822WLK2HZF47 | | | | | Copenhagen Airports Denmark ApS | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000468_CR_SLSC | 529900BWY373HVUNIC90 | | 28527411 | | | Dagrofa ApS | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000469_CR_SLSC | | | 13878595 | | | Dagrofa S-Engros A/S (Foodservice) | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000470_CR_SLSC | 213800FJJH5XFNFIAK90 | | 23256118 | | | Damstahl A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000471_CR_SLSC | 5493007I2KABJNYPD639 | | 20165715 | | | DANFOSS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000472_CR_SLSC | | | 59789317 | | | Danish Agro A.M.B.A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000473_CR_SLSC | 21380063C9WS18D6WJ21 | | 26121264 | | | Danish Crown A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000474_CR_SLSC | 2138007QUZXQLFGCSV45 | | 24246930 | | | DANSK LANDBRUGS GROVVARESELSKAB A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000475_CR_SLSC | 549300FQY6MX8USM0112 | | 35954716 | | 4166777Z DC EQUITY | Dansk Supermarked A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000476_CR_SLSC | 549300JUFTJMOTC28B39 | | 28113951 | | | Danske Commodities A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000477_CR_SLSC | 213800ZCQ8X5QYJWVQ60 | | 42344613 | | | Det Danske Hedeselskab | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000478_CR_SLSC | 549300JZVW1Y1UZ5UK38 | | 14194711 | | | DFDS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000479_CR_SLSC | W9NG6WMZIYEU8VEDOG48 | | 36213728 | | | DONG Energy A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000480_CR_SLSC | 529900X41C0BSLK67H70 | | 58233528 | DK0060079531 | DSV DC EQUITY | DSV A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000481_CR_SLSC | 213800K83X1E9HF1MD69 | | 55828415 | | | DT Group A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000482_CR_SLSC | 529900C0U279ORGJC950 | | 45349918 | | | Ecco Sko A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000483_CR_SLSC | 213800Z47P2HZJKJSK23 | | 75272014 | | | EGM. INT. HOLD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000484_CR_SLSC | 549300JN1F17UXJMM315 | | 17225898 | | | ENERGI DANMARK A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000485_CR_SLSC | 5299003X050CWGDW1Z87 | | | | | Energinet.dk SOV | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000486_CR_SLSC | 213800MXXDGQ3ITPXI41 | | 58180912 | DK0010234467 | | FLSMIDTH & CO. A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000487_CR_SLSC | 549300036WZGCBDPDZ92 | | | | | GF-Forsikring A/S (Unsolicited Ratings) | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000488_CR_SLSC | 5493006R4KC2OI5D3470 | | 56759913 | | | H. Lundbeck A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000489_CR_SLSC | 213800HTGI1CTA7CKP20 | | 34728712 | | | Hedegaard A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000490_CR_SLSC | 213800NLXK98F6PC2R37 | | | | | ISS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000491_CR_SLSC | 549300RIPHN847476O42 | | | | | J. LAURITZEN A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000492_CR_SLSC | 54930032G32N1F8JBV10 | | | | | KIRKBI INVEST A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000493_CR_SLSC | UGKYQUOFW6QSIS3P4P93 | | 47458714 | | LEGO DC EQUITY | LEGO System A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000494_CR_SLSC | 52990077KVK7QCK2NG31 | | 56759514 | | | LEO PHARMA A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000495_CR_SLSC | 529900B5B2U7TIJN7757 | | | | | MONJASA A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000496_CR_SLSC | 213800WNLA5AH3U4WI67 | | 12562233 | | | MT HØJGAARD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000497_CR_SLSC | 549300UQ0QRC1KXGRE08 | | 20293195 | | | NEAS Energy A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000498_CR_SLSC | | | 10845858 | | | Nellemann Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000499_CR_SLSC | 529900197LKWCEQ0NL18 | | 62725214 | | | NKT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000500_CR_SLSC | 2138007XB7AUOGS4N159 | | 11142141 | | | NORDIC SEAFOOD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000501_CR_SLSC | 2138005ON7KF6M74P542 | | 81203113 | | | Nordisk Dæk Import A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000502_CR_SLSC | 549300DAQ1CVT6CXN342 | | | | NOVOB DC Equity | Novo Nordisk A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000503_CR_SLSC | 529900T6WNZXD2R3JW38 | | 10007127 | | | NOVOZYMES A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000504_CR_SLSC | 213800LALFCP5FJXW153 | | 62497718 | | | Nowaco A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000505_CR_SLSC | 213800PRY3GUP6B5GG04 | | 39170418 | | | OK A.m.b.A. | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000506_CR_SLSC | 213800RE7TE67AUCJS21 | | 11369677 | | | Polar Seafood Denmark | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000507_CR_SLSC | 213800QRC7LNX935OZ09 | | 54879415 | | | Rockwool International A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000508_CR_SLSC | | | 42997811 | | | SANISTÅL A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000509_CR_SLSC | 549300M5XVDYG4I7CC28 | | 14049673 | | | Scan Global Logistics | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000510_CR_SLSC | 5299003KG4JS99TRML67 | | 31080185 | | | SCANDINAVIAN TOBACCO GROUP A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000511_CR_SLSC | 529900N96EOVRB114D28 | | 14773908 | DK0060228559 | TDC DC EQUITY | TDC A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000512_CR_SLSC | 549300ZSIJREG4GDWJ45 | | | | | Topdanmark A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000513_CR_SLSC | 213800A5UXABGUQ3PX11 | | 22460218 | | | TORM A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000514_CR_SLSC | 213800BIA5L8OPBER229 | | | | | Tryg Forsikring A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000515_CR_SLSC | 213800O8J7U9F8Q8VQ80 | | | | | Tryg Garantiforsikring A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000516_CR_SLSC | | | 14003606 | | | Tulip Food Company A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000517_CR_SLSC | 54930026SJ2OBLO6M470 | | 25481968 | | | Verdo A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000518_CR_SLSC | 549300DYMC8BGZZC8844 | | 00311171460005 | | | VESTAS WIND SYSTEMS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000519_CR_SLSC | 213800RM6L9LN78BVA56 | | 71186911 | | | WILLIAM DEMANT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000520_CR_SLSC | 5493005044RTLQ5RZU70 | | | | | Eesti Energia AS | EE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000521_CR_SLSC | 549300YENFNR57ZJ3X76 | | | | | ABENER ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000522_CR_SLSC | 8ZQH7RR6DBQZIX8PEQ84 | ESA41002288 | A41002288 | | ABG/P SM EQUITY | ABENGOA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000523_CR_SLSC | 549300GKFVWI02JQ5332 | ESA08209769 | A08209769 | | ABE SM EQUITY | ABERTIS INFRAESTRUCTURAS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000524_CR_SLSC | 54930002KP75TLLLNO21 | ESA31768138 | A31768138 | | ANA SM EQUITY | ACCIONA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000525_CR_SLSC | 95980020140005558665 | ESA28004885 | A28004885 | | ACS SM EQUITY | Actividades de Construccion y Servicios SA [ACS Group] | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000526_CR_SLSC | 213800NKU21ZN7P7RT54 | ESA84409408 | A84409408 | | AMS SM EQUITY | Amadeus IT Group SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000527_CR_SLSC | | ESA26019992 | A26019992 | | 0468005D SM EQUITY | AQUALIA GESTION INTEGRAL DEL AGUA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000528_CR_SLSC | 95980020140005491929 | | A78839271 | | A3M | ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000529_CR_SLSC | 549300MXEGOT8MV1B924 | ESA62186556 | A62186556 | | ONO SM EQUITY | CABLEUROPA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000530_CR_SLSC | 549300CGERG48M7P5E96 | | | | | CENTROS COMERCIALES CARREFOUR S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000531_CR_SLSC | | ESA46146387 | A46146387 | | 0612929D SM EQUITY | COBRA INSTALACIONES Y SERVICIOS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000532_CR_SLSC | | ESA20001020 | A20001020 | | CAF SM EQUITY | CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000533_CR_SLSC | 95980020140005319366 | ESA48012009 | A48012009 | | OLE SM EQUITY | DEOLEO SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000534_CR_SLSC | 54930063C6K2TNFL6H10 | | | | | DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000535_CR_SLSC | | ESA15139314 | A15139314 | | DRC SM EQUITY | DRAGADOS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000536_CR_SLSC | 529900U1P1JEV71EBO44 | ESA28006104 | A28006104 | | 4367465Z SM EQUITY | EADS CONSTRUCCIONES AERONAUTICAS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000537_CR_SLSC | 95980020140005374753 | ESA28017895 | A28017895 | | 1082z sm equity | EL CORTE INGLES S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000538_CR_SLSC | 95980020140005491250 | | A48027056 | | ENO | ELECNOR S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000539_CR_SLSC | 213800VIN4XHLVFIOE10 | | A86484334 | | ENG SQ Equity | Enagas Transportes, S.A.U. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000540_CR_SLSC | 549300LHK07F2CHV4X31 | ESA28023430 | A28023430 | | ELE SM EQUITY | ENDESA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000541_CR_SLSC | 95980020140005732198 | | | | | ESCAL UGS S L | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000542_CR_SLSC | 95980020140005757903 | ESA81939209 | A81939209 | | FER SM EQUITY | Ferrovial SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000543_CR_SLSC | 95980020140005178328 | ESA28037224 | A28037224 | | FCC SM EQUITY | FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000544_CR_SLSC | 549300CKUXDA0CKRQJ56 | ESA80477144 | A80477144 | | GAM SM EQUITY | GAMESA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000545_CR_SLSC | TL2N6M87CW970S5SV098 | ESA08015497 | A08015497 | | GAS SM EQUITY | GAS NATURAL S.D.G. S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000546_CR_SLSC | 95980020140005484363 | ESB48943864 | B48943864 | | 495294Z SM EQUITY | GESTAMP AUTOMOCION S L | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000547_CR_SLSC | | ESA58389123 | A58389123 | | GRF SM EQUITY | GRIFOLS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000548_CR_SLSC | 213800OILC5Q9AR63B63 | | A09092305 | | | Grupo Antolin-Irausa, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000549_CR_SLSC | | ESA84173947 | A84173947 | | 1234Z SM EQUITY | GRUPO ISOLUX CORSAN SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000550_CR_SLSC | 5QK37QC7NWOJ8D7WVQ45 | ESA48010615 | A48010615 | | IBE SM EQUITY | Iberdrola SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000551_CR_SLSC | 549300GEL7LRGKK0DG70 | | | | | Iberia Lineas Aereas de Espana S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000552_CR_SLSC | GGYEFW27TI7Q3C3XB343 | | | | | INDUSTRIA DE DISEÑO TEXTIL S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000553_CR_SLSC | 95980020140005007414 | | | | | INMOBILIARIA COLONIAL SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000554_CR_SLSC | 549300D4HOJHH0LSET81 | ESA41694266 | A41694266 | | 4516287Z SM EQUITY | INSTALACIONES INABENSA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000555_CR_SLSC | 95980020140005317620 | | | | | ISOLUX INGENIERIA, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000556_CR_SLSC | 95980020140005606874 | | | | | IZASA DISTRIBUCIONES TECNICAS S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000557_CR_SLSC | 529900S4UWJNVO9LEH81 | | A60195278 | | 4374129Z | LIDL SUPERMERCADOS S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000558_CR_SLSC | UIUPNLHSQI58ZL7O2J82 | | A78346558 | | MAP SQ Equity | Mapfre Re, Compania de Reaseguros, S.A. | ES | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000559_CR_SLSC | 95980020140005021479 | ESA79075438 | A79075438 | | | MEDIASET ESPAÑA COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000560_CR_SLSC | | ESA78304516 | A78304516 | | MEL SM EQUITY | Melia Hotels International SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000561_CR_SLSC | 95980020140005311703 | | | | | NAVANTIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000562_CR_SLSC | 95980020140005395317 | ESA48010573 | A48010573 | | OHL SM EQUITY | OBRASCON HUARTE LAIN S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000563_CR_SLSC | | ESA36603587 | A36603587 | | PVA SM EQUITY | PESCANOVA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000564_CR_SLSC | 549300N94L4D5NDBFG97 | ESA28430882 | A28430882 | | | PROSEGUR COMPAÑIA DE SEGURIDAD S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000565_CR_SLSC | 54930070W8XSY31XK130 | ESA78003662 | A78003662 | | REE SM EQUITY | Red Electrica de Espana SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000566_CR_SLSC | BSYCX13Y0NOTV14V9N85 | | A78374725 | ES0273516007 | REP GY Equity | Repsol, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000567_CR_SLSC | | ESA08000820 | A08000820 | | DMM XT EQUITY | S A DAMM | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000568_CR_SLSC | 549300QHD5DP0GOPGX63 | | | | | SOVENA ESPANA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000569_CR_SLSC | 213800JEZBUPZKWJGF49 | ESA28092583 | A28092583 | | TRE SM EQUITY | TECNICAS REUNIDAS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000570_CR_SLSC | 549300EEJH4FEPDBBR25 | | KvK 24269798 0000 | | TEF SM EQUITY | TELEFONICA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000571_CR_SLSC | | ESA08356727 | A08356727 | | TST SM EQUITY | TESTA INMUEBLES EN RENTA S.A. | ES | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000572_CR_SLSC | 549300FM9ZIJB5FCS825 | | | | | TWINS ALIMENTACION SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000573_CR_SLSC | 95980020140005462150 | ESA79524054 | A79524054 | | 571979Z | URBASER S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000574_CR_SLSC | 5299008CBH6EAEH1VZ37 | ESA28293348 | A28293348 | | | WORLD DUTY FREE GROUP S.A.U., | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000575_CR_SLSC | 743700FHGZEV5UGCB005 | | | FI0009010391 | AHL1V FH EQUITY | Ahlstrom Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000576_CR_SLSC | 529900Q14KI1SCMIMO82 | | | | | Bayer Nordic SE | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000577_CR_SLSC | 5493002B0GOVF42KWX33 | | | | | Cargotec Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000578_CR_SLSC | 549300P8N0P6KDGTJ206 | | | XS0946179529 | TY2 GS Equity | Citycon OYJ | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000579_CR_SLSC | 743700TU2S3DXWGU7H32 | | 0116510-6 | XS0973806861 | EIA GM Equity | Elisa Corporation | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000580_CR_SLSC | 7437006ZZI1F7CUA5518 | | | | | Fingrid Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000581_CR_SLSC | 213800SB6EOB8SSK9W63 | | | FI0009003230 | FIA1S FH EQUITY | Finnair Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000582_CR_SLSC | 743700BKTW4EQIVKYY42 | | | FI0009000400 | FIS1V FH EQUITY | Fiskars Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000583_CR_SLSC | 635400IUIZZIUJSAMF76 | | | FI0009007132 | FUM1V FH EQUITY | Fortum Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000584_CR_SLSC | 74370031Y7RK5H88CQ48 | | | FI0009004824 | KRA1V FH EQUITY | Kemira Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000585_CR_SLSC | 743700OX6HSVMCAHPB95 | | | | | KESKO OYJ | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000586_CR_SLSC | 2138001CNF45JP5XZK38 | 1927400-1 | HRB57225 | | KC4 GR EQUITY | Kone GmbH | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000587_CR_SLSC | 2138007FRMWVPUDCMA45 | | | FI0009007835 | MEO1V FH EQUITY | Metso Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000588_CR_SLSC | 5493009GY1X8GQ66AM14 | | | FI0009013296 | NES1V FH EQUITY | Neste Oil Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000589_CR_SLSC | 549300A0JPRWG1KI7U06 | | | FI0009000681 | NOK1V FH EQUITY | Nokia Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000590_CR_SLSC | 743700YQIO8Y4L4WKR40 | | | | | Nokian Renkaat Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000591_CR_SLSC | 74370061PO7C10E3PA54 | | | | | Norilsk Nickel Harjavalta Oy | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000592_CR_SLSC | 5493009YRUJJDCFF0R80 | | | FI0009002422 | OUT1V FH EQUITY | Outokumpu Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000593_CR_SLSC | 549300R0VN9C371W0E07 | | | FI0009014575 | OTE1V FH EQUITY | Outotec Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000594_CR_SLSC | 743700X6KUJ0Z8GJIF03 | | | | | POHJOLAN VOIMA OY | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000595_CR_SLSC | 743700CIR72J2LJZO637 | | | | | Ramirent Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000596_CR_SLSC | 743700XJC24THUPK0S03 | | | FI0009007694 | SAA1V FH EQUITY | Sanoma Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000597_CR_SLSC | 743700IFQI6W89M1IY95 | | | | | STOCKMANN OYJ ABP | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000598_CR_SLSC | 7437000ZP669LKUTZ738 | | | | STERV FH EQUITY | Stora Enso Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000599_CR_SLSC | 743700LQ48IZBTZN4S52 | | 0196656-0 | XS1043513529 | | Teollisuuden Voima Oyj(TVO) | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000600_CR_SLSC | 743700PKLY067IZIF588 | | | | | Tikkurila Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000601_CR_SLSC | 213800EC6PW5VU4J9U64 | | | FI0009005987 | UPM1V FH EQUITY | UPM-Kymmene Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000602_CR_SLSC | 743700G7A9J1PHM3X223 | | | FI0009003727 | WRT1V FH EQUITY | Wärtsilä Oyj Abp | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000603_CR_SLSC | 549300TLDC3IQX97WU26 | | | | | Wihuri Packaging Oy | FI | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000604_CR_SLSC | 529900M13GM4VSTE6W80 | | | | | YIT Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000605_CR_SLSC | 969500QZC2Q0TK11NV07 | | | | AC FP EQUITY | Accor SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000606_CR_SLSC | 969500PJMBSFHYC37989 | | | | ADP FP Equity | Aeroports de Paris S.A. (ADP) | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000607_CR_SLSC | 969500AQW31GYO8JZD66 | | | FR0000031122 | | AIR FRANCE -KLM | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000608_CR_SLSC | 969500MMPQVHK671GT54 | | | | AI FP EQUITY | Air Liquide SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000609_CR_SLSC | 969500RAZNDFVFATTJ14 | | | | | ALCATEL LUCENT INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000610_CR_SLSC | 969500CCRD8GYWLG6R54 | | 542019096 | FR0000130007 | ALU FP EQUITY | Alcatel Lucent S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000611_CR_SLSC | 969500TZFFAS8XMVPQ44 | | | | ALALF UV Equity | ALCATEL-LUCENT SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000612_CR_SLSC | 549300W64S5Q0I46LK20 | | | | | ALSTOM HOLDINGS SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000613_CR_SLSC | 96950032TUYMW11FB530 | | | | ALO FP EQUITY | Alstom SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000614_CR_SLSC | 9695007B0RXQCHHTGR34 | | 305207169 | | AREVA FP EQUITY | AREVA NC | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000615_CR_SLSC | 96950026BLIV09FMSM49 | | | | AKE FP EQUITY | Arkema Group SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000616_CR_SLSC | | | | | ATO FP EQUITY | Atos Origin SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000617_CR_SLSC | 213800U12KWYZEECZ934 | | 572139996 | | ASF FP EQUITY | AUTOROUTES DU SUD DE LA FRANCE SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000618_CR_SLSC | 9695002SV2VP9CU42826 | | | | ARR FP EQUITY | Autoroutes Paris-Rhin-Rhone SA [APRR] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000619_CR_SLSC | F5WCUMTUM4RKZ1MAIE39 | | | | | AXA SA | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000620_CR_SLSC | 969500MOCLNQFNZN0D63 | | 572015246 | | EN LI Equity | BOUYGUES SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000621_CR_SLSC | 96950077L0TN7BAROX36 | | | | CAP FP EQUITY | Cap Gemini Sogeti SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000622_CR_SLSC | 549300B8P6MUJ1YWTS08 | | | | CA FP EQUITY | Carrefour SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000623_CR_SLSC | 969500VHL8F83GBL6L29 | | 554501171 | FR0000125585 | CO FP EQUITY | CASINO GUICHARD — PERRACHON | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000624_CR_SLSC | 9695001K81BDUET02H66 | | | | CGM FP EQUITY | Cegedim SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000625_CR_SLSC | 969500FCVQ5SLAAUJV59 | | | | GA S1 Equity | CGG | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000626_CR_SLSC | 969500WESYQMQ1F2C272 | | | | | CHRISTIAN DIOR | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000627_CR_SLSC | 969500BZJ49IICIBZZ08 | | | | | CMA CGM S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000628_CR_SLSC | 969500QKVPV2H8UXM738 | | | | CNP FP Equity | CNP Assurances | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000629_CR_SLSC | 213800CP8292W9E8LJ69 | | 552115891 | | DG FP Equity | Cofiroute | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000630_CR_SLSC | 969500DZBBMYHB8NAM93 | | 552025314 | FR0000121634 | RE FP EQUITY | COLAS SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000631_CR_SLSC | NFONVGN05Z0FMN5PEC35 | | | | SGO FP EQUITY | Compagnie de Saint-Gobain SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000632_CR_SLSC | 549300SOSI58J6VIW052 | | | | ML FP EQUITY | Compagnie Generale des Etablissements Michelin SCA [CGEM] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000633_CR_SLSC | 969500D8BWYH453FLN28 | | | | | CRISTAL UNION | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000634_CR_SLSC | 85OKW2SW05RZFQS1W718 | | | | JJ FP EQUITY | Crown European Holdings SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000635_CR_SLSC | 969500H6VMRN7AY1ZU14 | | 441133808 | | 85117Z FP EQUITY | DCNS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000636_CR_SLSC | 9695006LOD5B2D7Y0N70 | | | | EDEN FP Equity | Edenred S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000637_CR_SLSC | | | | FR0000130452 | FGR FP EQUITY | Eiffage SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000638_CR_SLSC | 549300X3UK4GG3FNMO06 | | | FR0010242511 | EDF FP EQUITY | Electricite de France SA [EDF] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000639_CR_SLSC | 9695001HM585I0NEI780 | | 380543678 | | | Elior | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000640_CR_SLSC | 549300LUH78PG2MP6N64 | | | | | Eramet SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000641_CR_SLSC | 549300M3VH1A3ER1TB49 | | 712049618 | FR0000121667 | EI FP EQUITY | ESSILOR INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000642_CR_SLSC | 529900HC20ELW4B6XI30 | | | | | Euler Hermes France | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000643_CR_SLSC | 52990087UKA0U2TO8412 | | 352383715 | | 117052Z FP EQUITY | EUROCOPTER SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000644_CR_SLSC | MINO79WLOO247M1IL051 | | | | EAD FP Equity | European Aeronautic Defence & Space Co NV [EADS] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000645_CR_SLSC | 549300MCOOY1V7P2PG30 | | | | ETL FP Equity | Eutelsat S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000646_CR_SLSC | 969500WASBF8AZP8TC02 | | 323288563 | FR0000053142 | LEY FP EQUITY | FAIVELEY TRANSPORT | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000647_CR_SLSC | 969500F0VMZLK2IULV85 | | | FR0000121147 | EO FP EQUITY | Faurecia S.A.

| FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000648_CR_SLSC | 969500UPKU9VF8XAEU18 | | 775625767 | | 1044Q FP EQUITY | FINANCIERE AGACHE SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000649_CR_SLSC | 969500P8M3W2XX376054 | | | | | Fonciere des Regions | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000650_CR_SLSC | 969500MCOONR8990S771 | | | | FTE FP EQUITY | France Telecom SA / Orange SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000651_CR_SLSC | 5493005GNGE7UFJCIL03 | | | | FBEL FP EQUITY | Fromageries Bel SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000652_CR_SLSC | 969500YWO65OHPVAHN71 | | | | | GALERIES LAFAYETTE | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000653_CR_SLSC | LAXUQCHT4FH58LRZDY46 | | | FR0010208488 | GSZ FP EQUITY | GDF Suez SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000654_CR_SLSC | 5299007I0OJCYZX6IL07 | | | | | GEA Batignolles Technologies Thermiques SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000655_CR_SLSC | 9695003E4MMA10IBTR26 | | 592014476 | | | Gecina | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000656_CR_SLSC | 9695004TMMZ3JBKJO332 | | 377791967 | | UG FP Equity | GIE PSA Tresorerie | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000657_CR_SLSC | 969500ASEC557H5A4F22 | | 476180625 | | | Groupe Auchan S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000658_CR_SLSC | 969500KMUQ2B6CBAF162 | | | | BN FP EQUITY | Groupe Danone SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000659_CR_SLSC | 969500O3KMCBQT8KGK58 | | | | | Groupe Soufflet SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000660_CR_SLSC | 969500FY5T5MLH4G9A95 | | | | RIA FP EQUITY | Groupe Steria SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000661_CR_SLSC | 969500LYSYS0E800SQ95 | | 408168003 | | | Holding Bercy Investissement SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000662_CR_SLSC | 969500I3QVK40XEORU25 | | 495137077 | | | HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000663_CR_SLSC | 969500UDH342QLTE1M42 | | 582074944 | FR0000035081 | ICAD FP EQUITY | ICADE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000664_CR_SLSC | 969500FZ9BTRZS3JNB97 | | 342376332 | FR0004035913 | ILD FP EQUITY | ILIAD | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000665_CR_SLSC | 54930075MZSSIB2TGC64 | | 449354224 | FR0000120859 | NK FP EQUITY | IMERYS S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000666_CR_SLSC | 9695002OY2X35E9X8W87 | | | | | Ipsos SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000667_CR_SLSC | 549300ORN5E1P46ATH26 | | 440413730 | | IT IM Equity | Italcementi Finance S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000668_CR_SLSC | 9695009KV7AFPDEI5S30 | | | | DEC FP EQUITY | JCDecaux SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000669_CR_SLSC | 549300VGEJKB7SVUZR78 | | 552075020 | | PP IM Equity | Kering S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000670_CR_SLSC | 969500PB4U31KEFHZ621 | | 780152914 | | | Klepierre S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000671_CR_SLSC | 969500L0T16HX3R78P61 | | | | | La Mondiale | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000672_CR_SLSC | 9695000YG7TR7PAP0L59 | | | | 222691Z FP EQUITY | La Poste [France] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000673_CR_SLSC | 969500O558W10MK2JF76 | | | | | Labco SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000674_CR_SLSC | 549300DNNL29KCEPRZ85 | | | FR0000120537 | LG FP EQUITY | Lafarge SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000675_CR_SLSC | 969500VX2NV2AQQ65G45 | | | | MMB FP EQUITY | Lagardere SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000676_CR_SLSC | 969500TJLHIZLFRWEQ48 | | | FR0010307819 | LR FP EQUITY | Legrand | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000677_CR_SLSC | 969500C0B8YR7HT3OM14 | | | | 221202Z FP EQUITY | Limagrain SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000678_CR_SLSC | 529900JI1GG6F7RKVI53 | | | FR0000120321 | OR FP EQUITY | L'Oréal | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000679_CR_SLSC | IOG4E947OATN0KJYSD45 | | | | MC FP EQUITY | LVMH Moet Hennessy Louis Vuitton SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000680_CR_SLSC | | | | | MDCA FP EQUITY | Medica France SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000681_CR_SLSC | 969500081CGAXB7YS433 | | 424064707 | | | Mercialys | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000682_CR_SLSC | 969500DZ56QVIKRIU954 | | | | | Monoprix SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000683_CR_SLSC | 96950015FU78G84UIV14 | | | | NEX FP EQUITY | Nexans SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000684_CR_SLSC | 549300DMQNOND6LEVJ13 | | | | | Novacap SA | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000685_CR_SLSC | 969500CDLQKYAR1PT761 | | | | | NutriXo SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000686_CR_SLSC | 969500SHDTSMKBXKKO85 | | | | | Oberthur Technologies S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000687_CR_SLSC | 52990097YFPX9J0H5D87 | | | FR0000120693 | RI FP EQUITY | PERNOD RICARD S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000688_CR_SLSC | 969500TZ5950IT5FPQ42 | | | | UG FP EQUITY | Peugeot SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000689_CR_SLSC | 969500C0PA29TV19CT55 | | | | 221410Z FP EQUITY | Picard Surgeles SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000690_CR_SLSC | | | | | PP FP EQUITY | Pinault Printemps Redoute SA [PPR] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000691_CR_SLSC | 2138004KW8BV57III342 | | | FR0000130577 | PUB FP EQUITY | Publicis Groupe SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000692_CR_SLSC | 969500AI7V5V0J9TOU58 | | | | RAL FP EQUITY | Rallye SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000693_CR_SLSC | 5493004V6A3Z027YT216 | | | | RCO FP Equity | Remy Cointreau S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000694_CR_SLSC | 969500F7JLTX36OUI695 | | | FR0000131906 | RNO FP EQUITY | RENAULT S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000695_CR_SLSC | 969500VZN4KDEZ14C105 | | 412280737 | | 224063Z FP EQUITY | RESEAU FERRE DE FRANCE | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000696_CR_SLSC | 969500N6AVPA51648T62 | | | | RXL FP Equity | Rexel SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000697_CR_SLSC | 969500FO141C5967KC72 | | | | | Roquette Freres | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000698_CR_SLSC | 969500JRJW0K2ET1UP76 | | 444619258 | | 226514Z FP EQUITY | RTE EDF TRANSPORT SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000699_CR_SLSC | 969500UIC89GT3UL7L24 | | | | SAF FP EQUITY | Safran SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000700_CR_SLSC | 549300E9PC51EN656011 | | 395030844 | | SAN FP Equity | SANOFI S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000701_CR_SLSC | 969500A1YF1XUYYXS284 | | | | SU FP EQUITY | Schneider Electric SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000702_CR_SLSC | 96950056ULJ4JI7V3752 | | | | SCR FP Equity | SCOR SE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000703_CR_SLSC | 969500WP61NBK098AC47 | | | | SK FP EQUITY | SEB SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000704_CR_SLSC | 969500KDAUM9TYWQTR36 | | 470801168 | | 286575Z FP EQUITY | SOC NATIONALE IMMOBILIERE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000705_CR_SLSC | 969500LCBOG12HXPYM84 | | | | SW FP EQUITY | Sodexho Alliance SA [Sodexo] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000706_CR_SLSC | 9695005U38X1SF184325 | | 552028425 | | QS3 GF Equity | Solocal Group | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000707_CR_SLSC | 969500VEVOWR22R2YR86 | | | | 9876578Z FP Equity | Sonepar SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000708_CR_SLSC | 969500A4MXJ3ESPHK698 | | 552049447 | | 224507Z FP EQUITY | STE NATIONALE DES CHEMINS DE FER FRANCAIS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000709_CR_SLSC | 9695001UJ7FMZ37G6N39 | | 572119550 | | 593377Z FP EQUITY | SUCRES ET DENREES | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000710_CR_SLSC | 9695002EVBYM5B2OIP31 | | | | 4699377Z FP Equity | Tarkett SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000711_CR_SLSC | 969500NQMNC0PVUY8V74 | | | | TEC FP EQUITY | Technip SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000712_CR_SLSC | 529900FNDVTQJOVVPZ19 | | | | HO FP EQUITY | Thales SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000713_CR_SLSC | | | 542051180 | FR0000120271 | FP FP EQUITY | TOTAL SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000714_CR_SLSC | 969500BWNQ1B0PI06I59 | | 492520333 | | | Tyrol Acquisition 2 SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000715_CR_SLSC | 969500SHQITWXSIS7N89 | | 682024096 | FR0000124711 | UL NA EQUITY | UNIBAIL RODAMCO SE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000716_CR_SLSC | 5493006IH2N2WMIBB742 | | | | FR FP Equity | Valeo S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000717_CR_SLSC | 969500P2Q1B47H4MCJ34 | | | | VK FP EQUITY | Vallourec SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000718_CR_SLSC | 969500LENY69X51OOT31 | | | | VIE FP EQUITY | Veolia Environnement SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000719_CR_SLSC | 9695009YI1863TOVDP79 | | | | | Vicat SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000720_CR_SLSC | 213800WFQ334R8UXUG83 | | | | DG FP EQUITY | Vinci SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000721_CR_SLSC | 969500FU4DRAEVJW7U54 | | | | VIV FP EQUITY | Vivendi SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000722_CR_SLSC | 969500M98ZMIZYJD5O34 | | 572174035 | | MF FP Equity | Wendel | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000723_CR_SLSC | 969500SFFMSIHH11UO32 | | | | ZC FP EQUITY | Zodiac Aerospace SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000724_CR_SLSC | 549300MJIRPTCHAYW359 | | 7847174 | | | ABP Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000725_CR_SLSC | 213800B4XZJ3ZDM7CL47 | | | | AFR LN Equity | Afren plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000726_CR_SLSC | 2138003R7TGCSVF27H47 | | SC177553 | GB00B4WQ2Z29 | AGK LN Equity | AGGREKO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000727_CR_SLSC | 213800HPMHRN3PT62M97 | | 06279732 | | 0807384D LN EQUITY | AIRTANKER FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000728_CR_SLSC | DTA07N5U5HK2KC1SCM04 | | 01675285 | GB0000282623 | | AMEC Foster Wheeler plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000729_CR_SLSC | 2Y33NQ5FPI8PR8L9QX13 | | 2854310 | | AML LN Equity | Amlin PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000730_CR_SLSC | 213800DL377MH46PDY63 | | 4330322 | | | Anglian Water Services Financing Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000731_CR_SLSC | 549300S9XF92D1X8ME43 | | 3564138 | GB00B1XZS820 | AAL LN EQUITY | Anglo American Plc. | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000732_CR_SLSC | VVT2B79I2Z4U3R6BY589 | | 7876075 | | AON UN Equity | Aon plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000733_CR_SLSC | | | | GB00B15Y0C52 | | AP ALTERNAT ASSETS | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000734_CR_SLSC | 549300F4RYR1DNTO2O39 | | 6137924 | | | Arqiva Financing No. 1 Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000735_CR_SLSC | GBQKSY6W7G0OHCQ8OQ72 | | 293262 | | ABF LN Equity | Associated British Foods PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000736_CR_SLSC | PY6ZZQWO2IZFZC3IOL08 | | 2723534 | | ZEG GY Equity | AstraZeneca PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000737_CR_SLSC | YF0Y5B0IB8SM0ZFG9G81 | | 2468686 | | AV/ LN EQUITY | Aviva Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000738_CR_SLSC | 213800TSKOLX4EU6L377 | | 02342138 | GB0009697037 | BAB LN Equity | Babcock International Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000739_CR_SLSC | 8SVCSVKSGDWMW2QHOH83 | | 1470151 | | BA/ LN EQUITY | BAE Systems Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000740_CR_SLSC | CT4UIJ3TUKGYYHMENQ17 | | 395826 | GB0000961622 | BBY LN EQUITY | Balfour Beatty plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000741_CR_SLSC | 2138006R85VEOF5YNK29 | | 604574 | | BDEV LN EQUITY | Barratt Developments Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000742_CR_SLSC | 2138001T2QEV5RXMFI32 | | 00053688 | GB00B1FP8915 | BBA LN Equity | BBA AVIATION PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000743_CR_SLSC | | | 1480047 | | BRSN LN Equity | Berendsen Plc [ex-Davis Service Group Plc] | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000744_CR_SLSC | | | | | 0134146D LN Equity | Best Buy Europe Distributions Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000745_CR_SLSC | V1LV067AJN766PCJIG11 | | 3763515 | | BG/ LN Equity | BG Energy Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000746_CR_SLSC | 549300C116EOWV835768 | | 3196209 | | BLT LN Equity | BHP Billiton Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000747_CR_SLSC | VK07P8T49UYFO085O712 | | 3114356 | | BMW HB Equity | BMW (UK) Capital plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000748_CR_SLSC | 213800V93QFW53NB7Y29 | | 1036959 | | | Bodycote International Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000749_CR_SLSC | 213800TGK6XXFA2TBO31 | | 3558065 | | | Boparan Holdings Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000750_CR_SLSC | 213800M11ELCLQ8VF938 | | 4011660 | | | Bourne Leisure Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000751_CR_SLSC | 549300ZPID4GQRDWI318 | 1104733-9 | HRB113611 | | BP/ LN EQUITY | BP Europa SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000752_CR_SLSC | G1KG0OQD10NOMCMLDZ35 | | 00542515 | | BP/ LN EQUITY | BP INTERNATIONAL LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000753_CR_SLSC | 213800MBRRUVQIONAN53 | | 4578621 | | BXB AT Equity | Brambles Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000754_CR_SLSC | 549300136VSBKI0Q8750 | | 5262170 | | | Brenntag UK Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000755_CR_SLSC | 375X9PSJLLOV7F21O626 | | 01777777 | | IAG LN EQUITY | BRITISH AIRWAYS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000756_CR_SLSC | 2138001S874P3WKNCV04 | | 3407696 | | BATS LN EQUITY | British American Tobacco Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000757_CR_SLSC | 5493000IBP32UQZ0KL24 | | RC000057 | | | British Broadcasting Corporation | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000758_CR_SLSC | RV5B68J2GV3QGMRPW209 | | 621920 | | | British Land Company PLC (The) | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000759_CR_SLSC | 2138003TS48MQKF4BZ29 | | 9256967 | | BSY LN EQUITY | British Sky Broadcasting Group Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000760_CR_SLSC | 549300OWFMSO9NYV4H90 | | 01800000 | | BT/A LN EQUITY | BRITISH TELECOMMUNICATIONS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000761_CR_SLSC | 635400L3NVMYD4BVCI53 | | 5604923 | | BVIC LN Equity | Britvic PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000762_CR_SLSC | | | 358948 | GB00B0744B38 | BNZL LN EQUITY | BUNZL PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000763_CR_SLSC | ZIMCVQHUFZ8GVHENP290 | | 2779134 | | | Bupa Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000764_CR_SLSC | 213800J3MPR8KO94D535 | | 3458224 | | BRBY LN Equity | Burberry Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000765_CR_SLSC | 213800UL7Z7B6GLBZ213 | | 3314066 | | | C&J Clark Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000766_CR_SLSC | CMIGEWPLHL4M7ZV0IZ88 | | 2081330 | | CPI LN EQUITY | Capita Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000767_CR_SLSC | 6SNZTEXLR1M5211YYB89 | | | | CLLN LN EQUITY | Carillion Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000768_CR_SLSC | 4DR1VPDQMHD3N3QW8W95 | | 4039524 | | CCL LN EQUITY | Carnival Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000769_CR_SLSC | 2138001E12GWLLDQQF16 | | 7105905 | | CPW LN Equity | DIXONS CARPHONE PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000770_CR_SLSC | E26EDV109X6EEPBKVH76 | | 3033654 | GB00B033F229 | CNA LN EQUITY | CENTRICA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000771_CR_SLSC | 549300IF6EUDVXYQI061 | | 5900853 | | | CEVA Group plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000772_CR_SLSC | 213800U9A54VQJ5P2J41 | | 86662 | | CHG LN Equity | Chemring Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000773_CR_SLSC | 213800J2J3TOOI176M73 | | 5212407 | | CINE LN Equity | CINEWORLD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000774_CR_SLSC | 213800A41R9NL49E5632 | | 00030470 | GB00B07KD360 | COB LN Equity | COBHAM PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000775_CR_SLSC | 2138008M6MH9OZ6U2T68 | | 4083914 | | CPG LN EQUITY | Compass Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000776_CR_SLSC | 6354003CVDDPNXREIR29 | | FC031117 | | | CPUK Finance Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000777_CR_SLSC | 4OFD47D73QFJ1T1MOF29 | | 184594 | | DMGT LN Equity | Daily Mail and General Trust Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000778_CR_SLSC | 213800NPR9YDSBO86U08 | | 03162897 | GB0002502812 | | DAIRY CREST GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000779_CR_SLSC | 5493007MMUEIF4NJG110 | | 5448421 | | DEB LN EQUITY | Debenhams Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000780_CR_SLSC | 213800J4UVB5OWG8VX82 | | 3369634 | | DPH LN Equity | Dechra Pharmaceuticals PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000781_CR_SLSC | 213800BXKQ9KZNUR1M61 | | 1819699 | | | Derwent London PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000782_CR_SLSC | 213800ZVIELEA55JMJ32 | | 23307 | | DGE FP Equity | Diageo plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000783_CR_SLSC | 2138005HMFMTYXNEEX13 | | SC000750 | | | DIAGEO SCOTLAND LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000784_CR_SLSC | 5299004HGJWHJ71M5T77 | | 5671205 | | | DNL UK LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000785_CR_SLSC | 2138001GRMZ39JRSE316 | | 01363137 | GB0002748050 | DNO LN Equity | DOMINO PRINTING SCIENCES PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000786_CR_SLSC | 39RSBE4RCI4M15BLWH36 | | 1377658 | | SMDS LN EQUITY | DS Smith Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000787_CR_SLSC | 2138001LSWETH5TDQG53 | | 2366777 | | | DWR Cymru Cyfyngedig | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000788_CR_SLSC | 213800U5R8Q5KGM2KU56 | | 2366906 | | | Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000789_CR_SLSC | 549300XUUK1H52EDCK10 | | | | | EDC Finance Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000790_CR_SLSC | 549300ZM2QCFG22BOJ03 | | 2366949 | | | Electricity North West Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000791_CR_SLSC | 549300KVXDURRKVW7R37 | | 647788 | | ECM LN EQUITY | Electrocomponents Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000792_CR_SLSC | 2138008LJU6WFQWOXJ73 | | 7140891 | | ENQ LN Equity | EnQuest plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000793_CR_SLSC | 7N0UJMJLXD0MDT5D5086 | | 7023598 | | | Ensco plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000794_CR_SLSC | 549300V1O67HJV48FS61 | | 6845434 | | | ENW Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000795_CR_SLSC | 5493007MOZNA03BVNE96 | | 5444653 | | ESNT LN Equity | ESSENTRA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000796_CR_SLSC | 21380023G8LF55V46281 | | 02954623 | | | EUROPEAN METAL RECYCLING LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000797_CR_SLSC | 213800SVCZ6YZ8YJI569 | | 2462001 | | 4379945Z LN Equity | Eurostar International Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000798_CR_SLSC | 5493002X7O83FCJVYO69 | | 7329930 | | | Eversholt Funding Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000799_CR_SLSC | JPO68XMABX4DR21BNE65 | | 8263590 | | 0274811Z LN Equity | Everything Everywhere Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000800_CR_SLSC | 54930080DFVZ551GGT17 | | | | EVR LN EQUITY | Evraz Group S.A. | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000801_CR_SLSC | 635400RXXHHYT1JTSZ26 | | 653331 | | | EXPERIAN PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000802_CR_SLSC | 213800JLG5TPE3RBYG56 | | 4094619 | | | FIRST CHOICE HOLIDAYS FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000803_CR_SLSC | 549300DEJZCPWA4HKM93 | | SC157176 | | FGP LN EQUITY | First Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000804_CR_SLSC | 549300JXWH1UV5J0XV81 | | 6344120 | | FRES LN Equity | Fresnillo plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000805_CR_SLSC | 213800WTATMITUGXJQ69 | | FC031364 | | | Friends Life Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000806_CR_SLSC | 549300L3KWKK8X35QR12 | | 4992207 | | GFS LN EQUITY | G4S Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000807_CR_SLSC | 213800OOHUV3HHP46A02 | | 00836539 | GB00B3Y2J508 | GFRD LN Equity | GALLIFORD TRY PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000808_CR_SLSC | 213800E8KX2VV9YDY362 | | 1991018 | | | Gatwick Airport Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000809_CR_SLSC | 549300IK25CZHKVLAL89 | | 03768267 | | 1844538Z LN EQUITY | Gazprom Marketing and Trading Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000810_CR_SLSC | 5493007Q8VD7Q3ZYZS59 | | 2258699 | | GS7 GY Equity | GlaxoSmithKline Capital PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000811_CR_SLSC | | | 3888792 | GB0009252882 | GSK LN EQUITY | GlaxoSmithKline plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000812_CR_SLSC | 213800N9W2D8A4GJGR36 | | 04542769 | | 2006623Z LN EQUITY | GLENCORE ENERGY UK LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000813_CR_SLSC | 213800QIJMYMW6TSBG41 | | 5333192 | | GNK LN Equity | Greene King Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000814_CR_SLSC | 213800R9N5F2WRMGTR50 | | 24511 | | GNK LN EQUITY | Greene King Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000815_CR_SLSC | 213800U8JEPF65PSKU22 | | 6143540 | | | GUARDIAN DIGITAL COMMUNICATIONS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000816_CR_SLSC | 2138007FRGLUR9KGBT40 | | 00040932 | GB0004052071 | HLMA LN Equity | HALMA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000817_CR_SLSC | 213800G1C9KKVVDN1A60 | | 360632 | GB0004065016 | HMSO LN EQUITY | Hammerson PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000818_CR_SLSC | 529900N6RQR0PX7ZTR62 | | 4626078 | | HEI GY Equity | Hanson Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000819_CR_SLSC | 213800QC8AWD4BO8TH08 | | 2150950 | | HAS LN Equity | Hays PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000820_CR_SLSC | 549300J5R8AWMHPE7O05 | | 1991017 | | | Heathrow Airport Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000821_CR_SLSC | 7TI96JO3DYEIQWZ7Z726 | | 99529 | | | Heathrow Funding Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000822_CR_SLSC | 213800YRHAPNN54BKN78 | | 5863533 | GB00B19NKB76 | HOME LN EQUITY | HOME RETAIL GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000823_CR_SLSC | 213800UTXVFRH9XBL453 | | 7939278 | | | Iceland Acquico Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000824_CR_SLSC | 213800FGWQXPVI86SE26 | | 5879252 | | | Iglo Foods MidCo Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000825_CR_SLSC | | | 3236483 | GB0004544929 | IMT LN EQUITY | Imperial Tobacco Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000826_CR_SLSC | 2138002D68XDR4LZCG32 | | 7084307 | | | Ineos Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000827_CR_SLSC | | | 5134420 | | IHG LN EQUITY | Intercontinental Hotels Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000828_CR_SLSC | 549300OGASR5WRKJ8R68 | | 2234775 | | | INTERMEDIATE CAPITAL GROUP PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000829_CR_SLSC | | | | GB00B19DVX61 | ISYS LN EQUITY | Invensys plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000830_CR_SLSC | ZLECI7ED2QMWFGYCXZ59 | | 4967001 | | ITV LN Equity | ITV plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000831_CR_SLSC | 213800VGZAAJIKJ9Y484 | | 185647 | | SBRY LN EQUITY | J Sainsbury Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000832_CR_SLSC | 529900RRNKUM3INJGF98 | | KvK 34233247 0000 | | JBH LN EQUITY | JAB Holdings B.V.

| GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000833_CR_SLSC | 213800CHWARFAAN7UB85 | | 1709784 | | JDW LN EQUITY | JD Wetherspoon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000834_CR_SLSC | 5493008LNN1X4R79PJ89 | | SC034970 | GB0005790059 | | JOHN MENZIES PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000835_CR_SLSC | 549300PLYY6I10B6S323 | | SC036219 | GB00B5N0P849 | WG/ LN Equity | JOHN WOOD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000836_CR_SLSC | 2138001AVBSD1HSC6Z10 | | 33774 | GB0004764071 | JMAT LN EQUITY | JOHNSON MATTHEY PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000837_CR_SLSC | 213800JFIBCR4LGUA242 | | SC015382 | GB0004769682 | | JOHNSTON PRESS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000838_CR_SLSC | | | 06467400 | | KAZ LN EQUITY | KAZ MINERALS FINANCE PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000839_CR_SLSC | 2138002RKCU2OM4Y7O48 | | 02708030 | GB0004915632 | KIE LN Equity | KIER GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000840_CR_SLSC | 213800KBMEV7I92FY281 | | 1664812 | | KGF LN EQUITY | Kingfisher Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000841_CR_SLSC | 213800QOWHF5R9VLL274 | | 1429533 | | LAD LN Equity | Ladbrokes plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000842_CR_SLSC | 213800JH9QQWHLO99821 | | 1417162 | | LGEN LN Equity | Legal & General Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000843_CR_SLSC | 549300BSGXG3QLIQYT84 | | 8379990 | | | Liberty Global plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000844_CR_SLSC | 213800JDI3GTKPG4XI38 | | 3929195 | | | London Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000845_CR_SLSC | 213800QAUUUP6I445N30 | | 05369106 | GB00B0SWJX34 | LSE LN Equity | LONDON STOCK EXCHANGE GROUP PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000846_CR_SLSC | 213800JP7STUK5WKRE92 | | 1000608 | | MMC LN Equity | MANAGEMENT CONSULTING GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000847_CR_SLSC | 213800IU37OVVT5ZXP41 | | 8338561 | | | Manchester Airport Group Funding PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000848_CR_SLSC | 213800CN1RI3UCIZWB95 | | 214436 | | MKS LN EQUITY | Marks & Spencer Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000849_CR_SLSC | 213800HQB746UJ9UWM15 | | 5135049 | | MARS LN Equity | Marston's Issuer PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000850_CR_SLSC | 213800Q6RP3ZJ2CZR962 | | 31461 | | | Marston's PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000851_CR_SLSC | 549300QSUNKAEBMYIR16 | | 2798634 | | | McBride plc | GB | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000852_CR_SLSC | YMFO3TKB4UAWQTDZJJ31 | | 432989 | | MGGT LN Equity | Meggitt Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000853_CR_SLSC | 213800E7QA1U8BF34219 | | 4778667 | | MAB LN Equity | Mitchells & Butlers Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000854_CR_SLSC | 213800LOZA69QFDC9N34 | | 6209386 | GB00B1CRLC47 | MNDI LN EQUITY | Mondi Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000855_CR_SLSC | 4PQUHN3JPFGFNF3BB653 | | 2068222 | | | Morgan Stanley & Co. International plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000856_CR_SLSC | 213800A8IQEMY8PA5X34 | | 2590560 | | NEX LN Equity | National Express Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000857_CR_SLSC | 8R95QZMKZLJX5Q2XR704 | | 4031152 | | NGG LN EQUITY | National Grid Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000858_CR_SLSC | 213800H88F5EE4B1D697 | | 5090412 | | | Network Rail Infrastructure Finance PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000859_CR_SLSC | 213800UGAULQ1FVD4B35 | | 1618428 | | | NEW LOOK RETAILERS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000860_CR_SLSC | 213800WQD8ECPZP9PH98 | | 4412362 | | NXT LN EQUITY | Next Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000861_CR_SLSC | 549300JIM3ERGZFGGL27 | | 6428375 | | | North West Electricity Networks Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000862_CR_SLSC | 635400GPHRFKZQIBUK45 | | NI026892 | | | Northern Ireland Electricity Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000863_CR_SLSC | 213800B3ZUTDOZYVJB41 | | 53171 | | NTG LN EQUITY | Northgate Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000864_CR_SLSC | 213800PWPM9HZIEEO670 | | 2366703 | | | Northumbrian Water Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000865_CR_SLSC | 213800WWVCAPAMOZ1M98 | | 5584873 | | | NSG UK Enterprises Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000866_CR_SLSC | | | | | 2158036Z LN EQUITY | Omnicom Financial Services Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000867_CR_SLSC | 213800G8P2ULTOP62Q95 | | 5915896 | | | Osprey Acquisitions Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000868_CR_SLSC | 213800J364EZD6UCE231 | | 00775598 | GB0006650450 | OXIG LN Equity | OXFORD INSTRUMENTS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000869_CR_SLSC | 213800NL5NLBY6YIBI88 | | 2019023 | | 6752 JT Equity | Panasonic Finance (Europe) plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000870_CR_SLSC | 2138004JBXWWJKIURC57 | | 53723 | | PSON LN EQUITY | Pearson Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000871_CR_SLSC | | | 2304195 | | PDG LN EQUITY | Pendragon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000872_CR_SLSC | 213800V1CCTS41GWH423 | | 02366640 | GB00B18V8630 | | PENNON GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000873_CR_SLSC | | | 1818486 | | PSN LN EQUITY | Persimmon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000874_CR_SLSC | 549300OPFWKTD6BUFP71 | | 4267536 | | PPL UN Equity | PPL UK DISTRIBUTION HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000875_CR_SLSC | 213800U93SZC44VXN635 | | 00668987 | GB00B1Z4ST84 | PFG LN Equity | PROVIDENT FINANCIAL PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000876_CR_SLSC | XB3CXKKKED7OMV80FY35 | | 00019457 | GB00B19Z1432 | PZC LN Equity | PZ CUSSONS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000877_CR_SLSC | 213800791EF5XP7WW494 | | 2641728 | | QBE AT Equity | QBE European Operations PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000878_CR_SLSC | 213800NRSZ1N2Y6LEX44 | | 5777981 | | | R&R Ice Cream plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000879_CR_SLSC | 5493003JFSMOJG48V108 | | 6270876 | | RB/ LN Equity | Reckitt Benckiser Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000880_CR_SLSC | 549300WSX3VBUFFJOO66 | | 2746616 | | | Relx Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000881_CR_SLSC | 549300VN4WV7Z6T14K68 | | 5393279 | | RTO LN EQUITY | Rentokil Initial Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000882_CR_SLSC | 549300JJKH86IWQ78005 | | 191285 | | REX LN EQUITY | Rexam Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000883_CR_SLSC | 2138009113L7IDGEM175 | | 358901 | | RIO LN Equity | Rio Tinto Finance plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000884_CR_SLSC | X57JK1U580XATGR67572 | | 1003142 | | RR/ LN EQUITY | Rolls-Royce Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000885_CR_SLSC | 213800ANK59AYB612F23 | | 93792 | | RSA LN Equity | Royal & Sun Alliance Insurance PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000886_CR_SLSC | 213800JQB9FWF5SD6F42 | | 4138203 | | | ROYAL MAIL GROUP LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000887_CR_SLSC | | | 2578443 | | RPC LN EQUITY | RPC Group | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000888_CR_SLSC | 549300HOGQ7E0TY86138 | | 2339826 | | RSA LN Equity | RSA Insurance Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000889_CR_SLSC | Y4DQT2X5DDRE70QFR206 | | 3528416 | | SAB LN EQUITY | SABMiller Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000890_CR_SLSC | 549300Y7M5CC1U5DBX07 | | SC264065 | | | Scotland Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000891_CR_SLSC | 549300KI75VYLLMSK856 | | SC117119 | | SSE LN EQUITY | SSE Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000892_CR_SLSC | 213800X1T29YFAYMPC26 | | SC144517 | | AGN NA Equity | Scottish Equitable PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000893_CR_SLSC | 21380085VKJ5NICZBA52 | | SC193794 | | IBE SQ Equity | Scottish Power Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000894_CR_SLSC | 549300WPVG0TZSPBYR76 | | SC199549 | | LLOY LN Equity | Scottish Widows PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000895_CR_SLSC | 213800XC35KGM9NFC641 | | 167591 | | | SEGRO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000896_CR_SLSC | 549300PT2CIHYN5GWJ21 | | 02048608 | GB0007973794 | | SERCO GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000897_CR_SLSC | 213800RPBXRETY4A4C59 | | 2366619 | | SVT LN EQUITY | Severn Trent Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000898_CR_SLSC | 213800CNEIDZBL17KU22 | | SC077438 | | SKS LN EQUITY | Shanks Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000899_CR_SLSC | 213800VDC1BKJEZ8PV53 | | 00998314 | GB0008025412 | SHI LN Equity | SIG PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000900_CR_SLSC | 213800ZTMDN8S67S1H61 | | 00324357 | GB0009223206 | SN/ LN Equity | SMITH & NEPHEW PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000901_CR_SLSC | 213800MJL6IPZS3ASA11 | | 137013 | | SMIN LN EQUITY | Smiths Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000902_CR_SLSC | AJOW550HA7E8YNKF5D89 | | 4120046 | | 6758 JT Equity | Sony Global Treasury Services PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000903_CR_SLSC | 213800H7NWVLCWAVKA15 | | 3043097 | | | South Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000904_CR_SLSC | 213800YQRUOQE9HPX193 | | 4295398 | | | South Staffordshire PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000905_CR_SLSC | 213800FR2VAOKRYRHX45 | | 2366665 | | | South West Water Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000906_CR_SLSC | 549300SR1GYYNBZQGX56 | | 4094290 | | SSE LN Equity | Southern Electric Power Distribution PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000907_CR_SLSC | 549300SPX8573VZ2SK79 | | 5167021 | | | Southern Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000908_CR_SLSC | 213800NCZLJFDE8Y8D88 | | 7581353 | | | Southern Water (Greensands) Financing plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000909_CR_SLSC | 213800Z4CO2CZO3M3T10 | | 02025003 | GB0003308607 | SXS LN Equity | SPECTRIS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000910_CR_SLSC | 4L663LRNTBQ008OK2N07 | | SC100764 | | SGC LN Equity | Stagecoach Group plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000911_CR_SLSC | 0TMBS544NMO7GLCE7H90 | | SC286832 | | SL/ LN Equity | Standard Life PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000912_CR_SLSC | 549300GUNF6FFGH4LN53 | | 9743802 | | 532183Z LN Equity | Stemcor Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000913_CR_SLSC | 213800QHYTM5QRFSEM66 | | 3355631 | | SYR LN EQUITY | Synergy Health Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000914_CR_SLSC | 213800WF53FVDRRHRF44 | | 7105891 | | TALK LN Equity | TalkTalk Telecom Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000915_CR_SLSC | 213800TR86P337IE8605 | | 2280000 | | 0469505D LN Equity | Tata Steel UK Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000916_CR_SLSC | 2138008K14474WPKZ244 | | 76535 | | TATE LN EQUITY | Tate & Lyle Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000917_CR_SLSC | 21380089BTRXTD8S3R66 | | 296805 | | TW/ LN EQUITY | Taylor Wimpey Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000918_CR_SLSC | 2138002P5RNKC5W2JZ46 | | 445790 | GB0008847096 | TSCO LN EQUITY | TESCO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000919_CR_SLSC | 213800JKM5UQHFJOTZ25 | | 2366661 | | | Thames Water Utilities Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000920_CR_SLSC | 2138009TF1SYOMQLBJ60 | | 02100855 | GB0003753778 | | THE GO-AHEAD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000921_CR_SLSC | 213800VZ4671W3DVB860 | | 6575598 | | TCG LN Equity | Thomas Cook Group Treasury limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000922_CR_SLSC | 2138003BOFNAAO14YV58 | | 2553288 | | 8766 JT Equity | Tokio Millennium Re (UK) Limited | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000923_CR_SLSC | 2138001I27OUBAF22K83 | | 824821 | | TPK LN Equity | Travis Perkins Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000924_CR_SLSC | 213800B6YQZAE8LHAW84 | | 6072876 | GB00B1Z7RQ77 | TT/ LN EQUITY | TUI TRAVEL Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000925_CR_SLSC | 2138003EYHWO75RKS857 | | 3919249 | GB0001500809 | TLW LN EQUITY | TULLOW OIL PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000926_CR_SLSC | 549300MKFYEKVRWML317 | | 41424 | | ULVR LN Equity | Unilever PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000927_CR_SLSC | 213800Y1TEVS8REY1M35 | | 5957557 | | | United Biscuits Holdco Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000928_CR_SLSC | 2138008EZCXK4ANQHF89 | | 3207231 | | | United Business Media holdings Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000929_CR_SLSC | 213800KYT12UFB2VE455 | | 2366616 | | UU/ LN Equity | United Utilities PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000930_CR_SLSC | XCJQ23OWIJNLHN7RQC93 | | 1022786 | | 271652Z LN Equity | Urenco Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000931_CR_SLSC | 213800F3BD6N3G6XHU16 | | 251977 | | CKSN LN Equity | VESUVIUS HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000932_CR_SLSC | 213800TB53ELEUKM7Q61 | | 1833679 | | VOD LN EQUITY | Vodafone Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000933_CR_SLSC | 549300UPYDURLSSFVL38 | | 9223384 | | | Western Power Distribution Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000934_CR_SLSC | 2138006LIAYQKUCYBB20 | | 29423 | | WTB LN Equity | Whitbread Group PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000935_CR_SLSC | | | 4212563 | | WMH LN EQUITY | William Hill Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000936_CR_SLSC | 213800Z5WTW8QKOHWQ82 | | 04178808 | GB0030329360 | | WINCANTON PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000937_CR_SLSC | 213800IN6LSRGTZSOS29 | | 358949 | | MRW LN Equity | Wm Morrison Supermarkets Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000938_CR_SLSC | 549300HTNGX0DU8W1F65 | | 5537577 | | WPP LN Equity | WPP 2008 Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000939_CR_SLSC | 635400LNUHA2LDXXV850 | | | | GCC ID Equity | C&C Group PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000940_CR_SLSC | 8NUHUXWN9LG4XBGJ7O17 | | 241565 | | CAT SE Equity | Caterpillar International Finance Limited | IE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000941_CR_SLSC | 635400CHHI1XZLVQH675 | | | | | Coillte Teoranta | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000942_CR_SLSC | 549300MIDJNNTH068E74 | | | IE0001827041 | CRH ID EQUITY | CRH Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000943_CR_SLSC | 213800UPS1QEE4TD3T45 | | | | DCC LN Equity | DCC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000944_CR_SLSC | 635400HRFGVKXFHZ8O77 | | 9401 | | | Dublin Airport Authority PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000945_CR_SLSC | 635400UFHDIQCDZ6JK11 | | | IE0003094731 | 1014Z ID EQUITY | Electricity Supply Board Ltd [ESB] | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000946_CR_SLSC | 635400VCPRSU89DLMZ57 | | 480184 | XS0856023493 | | ESB Finance Limited | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000947_CR_SLSC | 635400RKRK5EGXSPC782 | | | | EXPN LN EQUITY | Experian Finance Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000948_CR_SLSC | 635400YN51CDCGBYFZ31 | | | | | Fyffes plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000949_CR_SLSC | 5493008VFFOIPWCZJK45 | | | IE0000669501 | GLB ID EQUITY | Glanbia Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000950_CR_SLSC | 635400BE9SBAG61DJ963 | | | | GFTU LN Equity | Grafton Group PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000951_CR_SLSC | 6354007LIXWZ5WPPT308 | | 519799 | | GRF SQ Equity | Grifols World Wide Operations Ltd. | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000952_CR_SLSC | 9XTI53MZJ013RO12SX05 | | 2936 | IE00B59HWB19 | | INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000953_CR_SLSC | | | | IE0004906560 | KYG ID EQUITY | Kerry Group Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000954_CR_SLSC | 635400HM7V74SUB9OG75 | | | | | Kingspan Group plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000955_CR_SLSC | 635400JJOWHIYAJER733 | | | | | MUSGRAVE GROUP PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000956_CR_SLSC | 635400EG4YIJLJMZJ782 | | | IE0002588105 | PWL ID Equity | PADDY POWER PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000957_CR_SLSC | 635400WKFIPCHCKVW376 | | 104547 | | RYA ID Equity | Ryanair Holdings PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000958_CR_SLSC | 396PBGKP6TE3O062MS44 | | | | STX UW Equity | Seagate Technology plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000959_CR_SLSC | 635400CPLP8H5ITDVT56 | | | IE00B1RR8406 | SKG ID EQUITY | SMURFIT KAPPA GROUP PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000960_CR_SLSC | 549300INUT2G0ST5K268 | | 327184 | | TEX UN Equity | Terex International Financial Services Co. | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000961_CR_SLSC | 635400K7UEIKHMNKLJ02 | | | | | Total Produce plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000962_CR_SLSC | | | 482042 | | | XL Group PLC | IE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000963_CR_SLSC | VZVOSGGS8JITR4J7J704 | | | | | Amtek Auto Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000964_CR_SLSC | 8GRDBX1TJ0PU5NCSHT72 | | MH008931 | | BPCL IS Equity | Bharat Petroleum Corporation Limited | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000965_CR_SLSC | | | | | BHARTI IN Equity | Bharti Airtel Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000966_CR_SLSC | | | | | IOCL IN Equity | INDIAN OIL CORPN LIMITED | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000967_CR_SLSC | FMVY1IZCSYXSAFRDIT05 | | | | LT IN Equity | Larsen & Toubro Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000968_CR_SLSC | | | | | RCOM IN Equity | Reliance Communications Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000969_CR_SLSC | 5493003UOETFYRONLG31 | | | | RIL IN EQUITY | Reliance Industries Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000970_CR_SLSC | 1GZWF073IJTD6XPRUU65 | | | | | Wipro GE Healthcare Private Limited | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000971_CR_SLSC | 213800Z3CFZOLXPJWN61 | | | | | Landsvirkjun | IS | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000972_CR_SLSC | 81560076E3944316DB24 | 3812211 | 493995 | | A2A IM EQUITY | A2A S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000973_CR_SLSC | 8156000962B2EB41FE28 | 5988397 | 1497770 | | 4525791Z IM EQUITY | ACCIAIERIA ARVEDI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000974_CR_SLSC | 8156004FCECE0879E118 | 15161747 | 191346 | | 7570364Z IM EQUITY | ACCIAIERIE VALBRUNA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000975_CR_SLSC | 549300Q3448N041CTH56 | 11341891 | 882486 | XS0495012428 | ACE IM Equity | Acea SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000976_CR_SLSC | 8156008183686996C911 | 25090618 | 3567090232 | | | ACQUE VERONESI S.C.A R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000977_CR_SLSC | 8156007259ABDEA3F444 | 15214381 | 971268 | | | Aeroporti di Roma S.p.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000978_CR_SLSC | 549300H2RFDYI3YP5R63 | 13960200 | 263011 | | 337973Z NA EQUITY | AGUSTAWESTLAND S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000979_CR_SLSC | 529900EKXEGSRCGAAC89 | 14856155 | 2791070044 | | 4519735Z | ALSTOM FERROVIARIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000980_CR_SLSC | ZYXJDNVM2JI3VBM8G556 | | | | AMP IM EQUITY | Amplifon SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000981_CR_SLSC | 815600B611746717CC98 | | | | 50098Z IM Equity | Ansaldo Energia SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000982_CR_SLSC | 549300FZRH46R7DWAX12 | 1248024 | 557390 | | 4472623Z IM EQUITY | ANSALDOBREDA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000983_CR_SLSC | 815600049A1F9AFE6666 | 4140157 | 1192794 | | MN IM EQUITY | ARNOLDO MONDADORI EDITORE SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000984_CR_SLSC | 8156000BEB8FC062F442 | 1020333 | 120591 | | 2168Z IM EQUITY | ARTSANA — SOCIETA' PER AZIONI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000985_CR_SLSC | 549300X5UKJVE386ZB61 | 6914312 | 6204 | XS1014759648 | ASG GY Equity | Assicurazioni Generali SpA | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000986_CR_SLSC | 81560001F41A81948348 | | | | AST IM EQUITY | Astaldi SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000987_CR_SLSC | 8156008DEC771409C487 | 18631331 | 1023691 | | AU9 GF Equity | Atlantia S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000988_CR_SLSC | 5299003D9N2698I3C257 | 1367700 | 188902 | | AGL IM EQUITY | AUTOGRILL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000989_CR_SLSC | 815600149448CEB9B230 | 19402720 | 1037417 | | 3653719Z IM EQUITY | AUTOSTRADE PER L' ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000990_CR_SLSC | | 26926563 | 1057205 | | 3889748Z IM EQUITY | AVIO S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000991_CR_SLSC | 529900RRESEDV68K0S54 | 28770346 | 235460 | | BLLA IM EQUITY | BARILLA INIZIATIVE S.R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000992_CR_SLSC | 815600BFEB936DC6ED24 | | | | BEN IM EQUITY | Benetton Group SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000993_CR_SLSC | 8156004C04255952AB77 | 1076562 | 821225 | | BNS IM EQUITY | BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000994_CR_SLSC | 5299003DX5YLKSVJ6K59 | 2930031 | 134288 | | BZU IM Equity | Buzzi Unicem SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000995_CR_SLSC | 8156006BEAA911EC0A47 | 1019726 | 587878 | | | CANDY SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000996_CR_SLSC | 8156008B101B97A43B02 | 1053555 | 160498 | | CEM IM EQUITY | CEMENTIR HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000997_CR_SLSC | 815600F3213951394367 | 40014779 | 2001719 | | | Cerved Group S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000998_CR_SLSC | | 4544552 | 8114020152 | | | CLASS EDITORI SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000999_CR_SLSC | 8156009034C1A5108284 | 15716081 | 61357 | | | Compagnia Valdostana delle Acque Spa (CVA Spa) | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001000_CR_SLSC | 815600DBF6DC4BC94832 | 1061039 | 260769 | | 0310548D IM EQUITY | CONSERVE ITALIA — CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE — SOCIETA' COOPERA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001001_CR_SLSC | | 8327877 | 819280157 | | | COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001002_CR_SLSC | 815600A5C1DD6C3A8455 | 1093853 | 154950364 | | | CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001003_CR_SLSC | 81560039BF5C1D8E5A15 | 2836130 | 60793 | | 3898658Z IM EQUITY | DALMARE SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001004_CR_SLSC | 5493005TWX96RDJ9I655 | | | | | De Agostini Invest SA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001005_CR_SLSC | 529900WS2E20BA5J4L49 | 16183303 | 1698754 | | EDNR IM EQUITY | EDISON S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001006_CR_SLSC | WOCMU6HCI0OJWNPRZS33 | | | | ENEL IM EQUITY | Enel SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001007_CR_SLSC | BUCRF72VH5RBN7X3VL35 | | | IT0003132476 | ENI IM EQUITY | ENI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001008_CR_SLSC | 81560081EE079FBED395 | 19377159 | 3544950961 | | | ENOVA S.R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001009_CR_SLSC | 549300JJBVOOKOBCTX09 | 2153515 | 354265 | | ERG IM EQUITY | ERG S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001010_CR_SLSC | 549300AZQ4Z5UGY0Q555 | 1002458 | 91712 | | EXO IM EQUITY | EXOR S.P.A. | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001011_CR_SLSC | 8156004CE82074779D19 | 13870596 | 1664630223 | | | FEDRIGONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001012_CR_SLSC | 549300J4SXC5ALCJM731 | | | | 1448Z IM Equity | Ferrovie dello Stato SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001013_CR_SLSC | 5493004C1SL445NFDR90 | | | | F IM EQUITY | Fiat SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001014_CR_SLSC | 8156001B8AD051794959 | | | | | FINAVAL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001015_CR_SLSC | 529900X4EEX1U9LN3U39 | 1053767 | 7031 | | FNC IM EQUITY | FINMECCANICA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001016_CR_SLSC | 815600C3CCA800EF5D96 | 1134215 | | | | FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A.

| IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001017_CR_SLSC | 815600E12249DD563C29 | 26650695 | 1143814 | | | Gamenet S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001018_CR_SLSC | 81560098DBDD66154985 | | | | | GRANDI NAVI VELOCI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001019_CR_SLSC | 8156001250E819E30127 | | | | GCN IM EQUITY | Gruppo Coin SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001020_CR_SLSC | 8156001294017C870346 | 11027526 | 10022100159 | | | GRUPPO FINELCO SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001021_CR_SLSC | 8156005113BD16699393 | 24907200 | RM1117269 | | LTO IX Equity | GTECH S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001022_CR_SLSC | | 15541251 | 1638878 | | 4004268Z IM EQUITY | H3G S.P.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001023_CR_SLSC | 8156009414FD99443B48 | 3201267 | 363550 | | HER IM EQUITY | HERA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001024_CR_SLSC | 815600D86992FDA7B908 | 1035363 | 149288 | | IMA IM EQUITY | I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001025_CR_SLSC | 815600A7D7C7A85F8B51 | 2733792 | 1168660262 | | | I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001026_CR_SLSC | 81560033824BE53C7D28 | 3585262 | 1303501215 | | | IMAP EXPORT S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001027_CR_SLSC | 549300KTGKED5E25JR59 | | | | IND IM EQUITY | Indesit Co SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001028_CR_SLSC | 213800M4YYCP6E8YUX94 | 2714789 | 2589327 | | | IPLOM S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001029_CR_SLSC | 8156001EBD33FD474E60 | 10431674 | 281364 | | IRE IM EQUITY | IREN S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001030_CR_SLSC | 8156009D23D0FDC70C93 | 1007005 | 50 | | ITM IM Equity | Italcementi S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001031_CR_SLSC | 815600236A6B5AE5B406 | 26754254 | 167186 | | | Linea Group Holding S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001032_CR_SLSC | 549300I1NMOBS4B1LT88 | | | IT0001479374 | LUX IM EQUITY | LUXOTTICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001033_CR_SLSC | | 7003703 | 481230266 | | | MANGIAROTTI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001034_CR_SLSC | 815600292DA01BE68971 | 3755075 | 152396 | | 3184788Z IM EQUITY | MARCEGAGLIA — S.P.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001035_CR_SLSC | 815600C8D55034EB5379 | 3779273 | 64334 | | | Marcolin SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001036_CR_SLSC | 213800DIFN7NR7B97A50 | 552637 | 1264109 | | MS IM EQUITY | Mediaset S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001037_CR_SLSC | PSNL19R2RXX5U3QWHI44 | 1012492 | 343508 | | MB IM Equity | MEDIOBANCA SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001038_CR_SLSC | 815600325D15DD92A023 | 4376875 | 4846130633 | | | MOBY S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001039_CR_SLSC | | 1653085 | 110858 | | 3893422Z IM EQUITY | MONIER S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001040_CR_SLSC | 8156003A100E8AB89697 | 6794759 | 1865640369 | | | PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001041_CR_SLSC | 8156001B96890989C002 | 23641842 | 5411110827 | | | PB TANKERS S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001042_CR_SLSC | 5493006293RJBDQWJL92 | 5944540 | 169833 | | PMS IM EQUITY | PERMASTEELISA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001043_CR_SLSC | 8156000256C2431C2E92 | 4495509 | 134077 | | PIA IM Equity | Piaggio & C. S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001044_CR_SLSC | 815600A0C9AFC1F2A709 | | | | PC IM Equity | Pirelli & Co SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001045_CR_SLSC | 815600EDDBB07C9BDB90 | 15591777 | 2246400218 | | | PODINI HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001046_CR_SLSC | 815600354DEDBD0BA991 | 3465665 | 842633 | | POST IM EQUITY | POSTE ITALIANE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001047_CR_SLSC | 8156000FE0A2DC5B7852 | 16232311 | 1343952 | | PRP GR EQUITY | PRADA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001048_CR_SLSC | 213800VHJ22UE2BRRZ48 | 3830970 | 706270410 | | | PROFILGLASS S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001049_CR_SLSC | | 23687310 | 1777895 | | PRY IM EQUITY | PRYSMIAN S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001050_CR_SLSC | 815600B9FC8D18A5D034 | 1058024 | 291350635 | | | RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001051_CR_SLSC | 81560086FA79BEDD6B94 | 13270817 | | | | RHIAG — INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001052_CR_SLSC | | 5012487 | 8850400154 | | | SACAL — SOCIETA' ALLUMINIO CARISIO — S.P | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001053_CR_SLSC | 815600AF08EE2EC2DE92 | 1035262 | 8924 | | 226907Z IM EQUITY | SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001054_CR_SLSC | 815600FC906D230A1420 | 16077541 | 86111 | | SFL IM Equity | Safilo SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001055_CR_SLSC | 549300PHV8MBDHWB8X12 | 1086637 | 788744 | | SPM IM EQUITY | SAIPEM S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001056_CR_SLSC | 549300UKR289DF4UXQ47 | 1013056 | 525502 | | SAL | SALINI IMPREGILO S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001057_CR_SLSC | | 6524595 | 3957900487 | | | SAMMONTANA — S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001058_CR_SLSC | 8156006755200B82EB33 | 1246827 | 836320150 | | | SAN CARLO GRUPPO ALIMENTARE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001059_CR_SLSC | 5299005KJSU2AQUJUH84 | 1066932 | 49540 | | SRS IM EQUITY | SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. — RAFFINERIE SARDE | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001060_CR_SLSC | 815600D2FC31AF713B07 | 1012950 | 166476 | | | SNAI SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001061_CR_SLSC | 8156002278562044AF79 | 16067629 | 1633443 | | SRG IM Equity | SNAM SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001062_CR_SLSC | EOJCGSUI4NX234BL7V57 | 14234253 | 1594238 | | 2091Z IM EQUITY | SORGENIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001063_CR_SLSC | 815600141CFE5F4C4325 | 19113128 | 1016401 | | 4473035Z IM EQUITY | STRADA DEI PARCHI SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001064_CR_SLSC | 815600C3438977CBBE37 | 1038951 | 68670397 | | | TAMPIERI FINANCIAL GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001065_CR_SLSC | 81560029415DF1381583 | 1030384 | 195810262 | | | TECNICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001066_CR_SLSC | 815600AC5599D16D9A40 | 3335773 | 574643 | | MT IM EQUITY | TECNIMONT S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001067_CR_SLSC | 549300W384M3RI3VXU42 | | | IT0003497168 | TIT IM EQUITY | TELECOM ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001068_CR_SLSC | 815600CD7323A82E5092 | 28935694 | 1763778 | | 2847328Z IM EQUITY | TENOVA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001069_CR_SLSC | | 1037712 | 182850362 | | | TERMOSANITARI CORRADINI — S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001070_CR_SLSC | 8156009E94ED54DE7C31 | | | | TRN IM Equity | Terna Rete Elettrica Nazionale SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001071_CR_SLSC | 549300IN56S27SDGEI85 | 18659000 | 1019536 | | 80698Z IM EQUITY | TIRRENO POWER S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001072_CR_SLSC | 8156003E86EBA167A868 | | | | 0946688D IM EQUITY | TotalErg SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001073_CR_SLSC | 815600FE9E92D9D6C309 | 3554534 | 201271 | | TFI IM EQUITY | TREVI — FINANZIARIA INDUSTRIALE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001074_CR_SLSC | | | | | 4212473Z IM EQUITY | UNIECO SOCIETA' COOPERATIVA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001075_CR_SLSC | 815600B8027C92F0DA07 | 4257672 | 1189360066 | | | VIBAC S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001076_CR_SLSC | 549300YSFQKM1C0X4E45 | 11321265 | 884361 | | WIND IM EQUITY | WIND TELECOMUNICAZIONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001077_CR_SLSC | 549300DHPOF90OYYD780 | | | | 5108 JT Equity | Bridgestone Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001078_CR_SLSC | 549300IZYK3206QECG76 | | | | CAT SE Equity | Caterpillar Finance Corporation | JP | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001079_CR_SLSC | 549300MIFE1VEW02GY83 | | | JP3298600002 | | COSMO OIL COMPANY LTD | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001080_CR_SLSC | 549300T6IPOCDWLKC615 | | | | 6501 JT Equity | Hitachi, Ltd. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001081_CR_SLSC | J48DJYXDTLHM30UMYI18 | | | | 8001 JT Equity | Itochu Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001082_CR_SLSC | 5493004LQ0B4T7QPQV17 | | | | 6301 JT Equity | Komatsu Ltd. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001083_CR_SLSC | 4P4N3ORD02UGQT1T1W12 | | 0100-01-008776 | | 8002 JT Equity | Marubeni Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001084_CR_SLSC | KVIPTY4PULAPGC1VVD26 | | | | 8058 JP EQUITY | Mitsubishi Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001085_CR_SLSC | 5493008VBQD43X8QCS14 | | | | | Mitsui Life Insurance Company Limited | JP | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001086_CR_SLSC | 5493000QYMPFRTEY4K28 | | | | 6701 JT Equity | NEC Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001087_CR_SLSC | | | | | 7201 JP EQUITY | Nissan Motor Co Ltd | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001088_CR_SLSC | 5493003BZYYYCDIO0R13 | | | | 9984 JT Equity | SOFTBANK CORP. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001089_CR_SLSC | 5493004SE33MRLPB1W98 | | | | 2768 JP EQUITY | Sojitz Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001090_CR_SLSC | | | | | 6758 JP EQUITY | Sony Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001091_CR_SLSC | V82KK8NH1P0JS71FJC05 | | | | 8053 JP EQUITY | Sumitomo Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001092_CR_SLSC | 54930074QUY8RD0UZM08 | | | | | Suntory Holdings Limited | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001093_CR_SLSC | 549300ZLMVP4X0OGR454 | | | | 4502 JT Equity | Takeda Pharmaceutical Company Limited | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001094_CR_SLSC | 549300LBHTST91VKHO68 | | | | 6502 JT Equity | Toshiba Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001095_CR_SLSC | 5493006W3QUS5LMH6R84 | | | | TOM GY Equity | Toyota Motor Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001096_CR_SLSC | | | | | 004020 KS Equity | Hyundai Steel Co | KR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001097_CR_SLSC | | | | | 000270 KS Equity | Kia Motors Corp | KR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001098_CR_SLSC | 549300MGHLPT1EFHGF84 | | | | 2007 HK Equity | Country Garden Holdings Company Limited | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001099_CR_SLSC | 549300IHVJRWVT07S523 | | | | 3333 HK Equity | Evergrande Real Estate Group Limited | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001100_CR_SLSC | 5493003DTPH8AMMK4P51 | | | | NE UN Equity | Noble Corporation | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001101_CR_SLSC | 549300FNENFFSMO3GT38 | | | XS0835890350 | XPBR SQ Equity | Petrobras Global Finance B.V. | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001102_CR_SLSC | 213800S7DNJQX6LHTQ21 | | 133818917 | | | AB “Kauno grūdai” | LT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001103_CR_SLSC | | | | LU1014539529 | | ALTICE | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001104_CR_SLSC | 5493003BU7PAH5RRM092 | | | | APAM NA EQUITY | Aperam SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001105_CR_SLSC | 2EULGUTUI56JI9SAL165 | | | | MT LX EQUITY | ArcelorMittal SA [AM] | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001106_CR_SLSC | 549300GJ79DYFBBF5T83 | | | | 0307096D LX EQUITY | Brandbrew S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001107_CR_SLSC | 5493007GVB1I2FDSS786 | | B0155849 | | CNHI UN Equity | CNH Industrial Finance Europe S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001108_CR_SLSC | 549300938QUWMPITJ642 | | | | COV US EQUITY | Covidien International Finance SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001109_CR_SLSC | 5299001R2HL1TAFZ8Z20 | | | | | ENOVOS INTERNATIONAL SA (FORMER SOTEG) | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001110_CR_SLSC | | | 350807947 | FR0000038259 | ERF FP EQUITY | EUROFINS SCIENTIFIC SE | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001111_CR_SLSC | 213800568PRHV2JR9650 | | | XS0357281558 | GSPBEX RR Equity | Gaz Capital S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001112_CR_SLSC | 213800WHKNIC1JQQG433 | | | | 8GC GS Equity | Glencore Finance (Europe) S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001113_CR_SLSC | 8XJ8KF85PBKK1TLMFN29 | | | | | Intelsat Jackson Holdings S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001114_CR_SLSC | 549300MBM5B61VCW5A23 | | | | | International Automotive Components Group, S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001115_CR_SLSC | RUOKPID0PZ0UWJYU9J61 | | | | DE UN Equity | John Deere Bank S.A. | LU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001116_CR_SLSC | 529900XUC6PXMN6ABU42 | | | | TGH GY Equity | Logwin AG | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001117_CR_SLSC | 549300CTHC1CP86P2G96 | | | | MIICF PQ Equity | Millicom International Cellular S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001118_CR_SLSC | | | | | 0755015D LX EQUITY | NH FINANCE SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001119_CR_SLSC | 213800IUIRBFRNCYVR24 | | | | 3900394Z LX Equity | Nizi International SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001120_CR_SLSC | 549300VEJMMZCY6OBU06 | | | | PDSA NS Equity | Pacific Drilling S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001121_CR_SLSC | 529900UUYBCBB7HMVI56 | | | | | Phoenix PIB Dutch Finance B.V. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001122_CR_SLSC | 549300OZSHE4H5BFQA66 | | | | | QUILVEST SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001123_CR_SLSC | 5493000C8J3C3SZYS040 | | | | RTL BB Equity | RTL Group S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001124_CR_SLSC | 5493008JPA4HYMH1HX51 | | | | SESG FP EQUITY | SES SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001125_CR_SLSC | 549300CJ7LW6QSGIL444 | | | | | Swiss Re Europe S.A. | LU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001126_CR_SLSC | 529900BSBZ853DKUP675 | | | | | TRAXYS SARL | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001127_CR_SLSC | 549300RIG2CXWN6IV731 | | | | | CEMEX S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001128_CR_SLSC | 5493008KEVFYPMGTXO33 | | | | KOFL MM Equity | Coca-Cola FEMSA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001129_CR_SLSC | 5493000XJLJ6C4T0PG82 | | | | GRUMAB MM Equity | GRUMA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001130_CR_SLSC | 5493000RIXURZEBFEV60 | | | | BIMBOA MM Equity | Grupo Bimbo, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001131_CR_SLSC | 549300QOAB2GJSFM0381 | | | | 1234Z MM Equity | Grupo Petrotemex SA de CV | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001132_CR_SLSC | 549300CAZKPF4HKMPX17 | | | | | PETROLEOS MEXICANOS | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001133_CR_SLSC | 549300FW3RGHPHT21D10 | | | | ALFAA MM Equity | Sigma Alimentos, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001134_CR_SLSC | 5493000MY3DAIB0BP706 | | TNE940608HS5 | USP9084BAD03 | ALFAA MM Equity | Tenedora Nemak, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001135_CR_SLSC | 549300EMP9DT6Q35HZ31 | | | NL0000852564 | | AALBERTS INDUSTR | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001136_CR_SLSC | 549300J93WR5DPG0P466 | | KVK 33232124 | | ABB SS Equity | ABB Capital B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001137_CR_SLSC | 5493007WHKI5H75YJ358 | | KVK 34215458 | | ABE SQ Equity | Abertis Infraestructuras Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001138_CR_SLSC | 7245007QUMI1FHIQV531 | | KVK 33235189 | | | Achmea B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001139_CR_SLSC | 724500HIKX3QVUQF9G08 | | KVK 28080300 | | | Achmea Zorgverzekeringen N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001140_CR_SLSC | O4QK7KMMK83ITNTHUG69 | | KVK 27076669 | NL0000303709 | AGN NA Equity | AEGON N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001141_CR_SLSC | | | | NL0010672325 | | AHOLD KON | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001142_CR_SLSC | 724500XYIJUGXAA5QD70 | | KVK 09007809 | NL0000009132 | AKZA NA EQUITY | Akzo Nobel NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001143_CR_SLSC | 724500XBZ9QOPTI11U82 | | KVK 34108286 | | | Alliander N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001144_CR_SLSC | 549300KYQ7B0H0K66406 | | KVK 33055009 | | AML LN Equity | Amlin Europe N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001145_CR_SLSC | 724500MCUU6QOFRFEA53 | | KVK 33256360 0000 | | 792658Z PL EQUITY | AMORIM ENERGIA, BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001146_CR_SLSC | 7245000UZH70GO047N03 | | | NL0006237562 | | ARCADIS | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001147_CR_SLSC | 7245001I22ND6ZFHX623 | | KVK 30037466 | NL0000334118 | ASM NA Equity | ASM International N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001148_CR_SLSC | 724500Y6DUVHQD6OXN27 | | KVK 17085815 | NL0006034001 | ASML NA EQUITY | ASML HOLDING N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001149_CR_SLSC | 7245004JOPUJ0OOWTU73 | | KVK 30031823 | | | ASR Schadeverzekering N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001150_CR_SLSC | 724500XFMNHF1GFPYJ05 | | KVK 08125298 | | 3324558Z NA Equity | BDR Thermea Group BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001151_CR_SLSC | 5299006ZHG3IXU0PNJ56 | | KvK 27106340 0000 | | 1136Z NA EQUITY | BMW Finance N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001152_CR_SLSC | | | | NL0000852580 | | BOSKALIS WESTMIN | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001153_CR_SLSC | | | | NL0010776944 | | BRUNEL INTERNAT | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001154_CR_SLSC | 529900AOH3NBA8PZFG65 | | KvK 32097651 0000 | | 0533866D NA EQUITY | Celesio Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001155_CR_SLSC | 549300WGC2HZ5J67V817 | | | | CNHI IM Equity | CNH Industrial NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001156_CR_SLSC | 549300BXVNOCYQ83FU09 | | KVK 34154633 | | KO UN Equity | Coca-Cola HBC Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001157_CR_SLSC | | | | NL0000200384 | | CORE LABORATORIES | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001158_CR_SLSC | 549300UNTCLR21YKLL62 | | KVK 30073501 | NL0000288967 | | Corio N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001159_CR_SLSC | | | | NL0009294552 | | DELTA LLOYD | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001160_CR_SLSC | 724500S75737K2SFDA03 | | KVK 22031457 | | | Delta N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001161_CR_SLSC | 213800N8X49KJRTNDM49 | | KVK 3419663 | | DGE FP Equity | Diageo Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001162_CR_SLSC | 529900M7QSB704RUUT95 | | KVK 34182495 | | AIR FP Equity | Eads Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001163_CR_SLSC | 724500KRQECMCRGM1971 | | KVK 14026250 | | | EBN B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001164_CR_SLSC | 5299007L43AQDFOW5739 | | KvK 34121496 0000 | | 1403Z NA EQUITY | EDP FINANCE BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001165_CR_SLSC | 724500R5IP6TFKTNRU48 | | KvK 24306393 | | 2091Z NA Equity | Eneco Holding NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001166_CR_SLSC | 549300XW2F91G4T4WC42 | | KVK 34149162 | | ENL GY Equity | ENEL Investment Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001167_CR_SLSC | 529900011V8VJ3BUKR64 | | KVK 17115973 | | RWE GF Equity | Essent N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001168_CR_SLSC | | | | NL0000288876 | | EUROCOMMERCIAL | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001169_CR_SLSC | | | | NL0000352565 | | FUGRO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001170_CR_SLSC | 2138005FTXOJUBQ5J563 | | KVK 24243533 | | GAS SQ Equity | Gas Natural Fenosa Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001171_CR_SLSC | 724500EJ2TDPAITRSJ55 | | KVK 02089290 | | | GasTerra B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001172_CR_SLSC | | | | NL0000400653 | | GEMALTO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001173_CR_SLSC | 549300L10EVYURBFIH66 | | KVK 55293980 | | | Global Blue Acquisition B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001174_CR_SLSC | 529900SNLFF5M6HJ1T36 | | KvK 33286563 0000 | | 1004Z NA EQUITY | Haniel Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001175_CR_SLSC | 724500K5PTPSST86UQ23 | | KVK 33011433 | NL0000009165 | HEIA NA Equity | Heineken NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001176_CR_SLSC | 7245008C9KMJL9P2UI77 | | KVK 34323653 | | | Hyva Global B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001177_CR_SLSC | 724500CR19MQGFWFBZ64 | | KvK 34217578 0000 | | 0308206D NA EQUITY | ICL Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001178_CR_SLSC | TLLG0UTU6ZHOG003X735 | | | | | Imperial Mobility Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001179_CR_SLSC | 54930050LBZUR4138I72 | | KVK 27120438 | | | ING Re (Netherlands) N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001180_CR_SLSC | | | KVK 24311905 | | 2872423Z NA Equity | InterGen NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001181_CR_SLSC | 724500C9GNBV20UYRX36 | | KVK 35000363 | NL0010672325 | AH NA Equity | Koninklijke Ahold NV [Royal Ahold NV] | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001182_CR_SLSC | 724500V38C5KTDY5BS93 | | KVK 30058019 | NL0000337319 | BAMNB NA Equity | Koninklijke BAM NBM NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001183_CR_SLSC | 724500SNT1MK246AHP04 | | KVK 14022069 | NL0000009827 | DSM NA EQUITY | Koninklijke DSM N.V | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001184_CR_SLSC | 549300YO0JZHAL7FVP81 | | KVK 02045200 | NL0000009082 | KPN NA Equity | Koninklijke KPN NV [Royal KPN NV] | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001185_CR_SLSC | H1FJE8H61JGM1JSGM897 | | KVK 17001910 | NL0000009538 | PHIA NA Equity | Koninklijke Philips Electronics N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001186_CR_SLSC | 724500HZ4BN317I12G68 | | KVK 06016321 | | KTC NA Equity | Koninklijke Ten Cate NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001187_CR_SLSC | 724500UL634GFV1KYF10 | | KVK 24295332 | NL0009432491 | VPK NA Equity | Koninklijke Vopak NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001188_CR_SLSC | 529900WQGOTJDYG9NP76 | | KVK 09151956 | | LXS GF Equity | Lanxess Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001189_CR_SLSC | 5H8RMHHYTWIP1RKLCE38 | | KvK 34115238 0000 | | 2177Z NA EQUITY | Linde Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001190_CR_SLSC | 549300J6QSW38QNOJK61 | | KVK 57924562 | | | LYB International Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001191_CR_SLSC | BN6WCCZ8OVP3ITUUVN49 | | KVK 24473890 | | DLY GB Equity | LyondellBasell Industries N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001192_CR_SLSC | 635400TMCKVEU87EJ582 | | KVK 24321697 | | | METINVEST B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001193_CR_SLSC | 529900PF6F1OHRZVU341 | | KvK 33178683 0000 | | 1169Z NA EQUITY | Metro Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001194_CR_SLSC | 6354007MKEEGGVUMXO83 | | KVK 34239108 | | | New World Resources N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001195_CR_SLSC | 724500RKMOD48AIWKD94 | | KvK 24307569 0000 | | 3893886Z NA EQUITY | NIDERA B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001196_CR_SLSC | 54930062JS29A5N4GO82 | | KVK 34248449 | | | Nielsen Holdings N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001197_CR_SLSC | 724500GQV9YLNSWECU41 | | KVK 17179668 | | | Nord Gold N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001198_CR_SLSC | 724500TXS5HH3GY4UW42 | | KVK 30124358 | | | NS Groep N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001199_CR_SLSC | 5299000CMF80GY2U0U47 | | KVK 16074305 | NL0010395208 | NUO NA Equity | Nutreco Holding NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001200_CR_SLSC | 724500HT4YW45B1Y7859 | | KVK 57585083 | | | OAK Leaf B.V.

| NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001201_CR_SLSC | 549300NCMRGIBJYUOE57 | | | NL0010558797 | | OCI | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001202_CR_SLSC | 724500IM9A059TQLBX63 | | | | | OCI Nitrogen BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001203_CR_SLSC | 72450053F5WRDY8CDZ66 | | KVK 24291478 | | OI US Equity | OI European Group B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001204_CR_SLSC | Q47A62EK6GMSID3Y8C39 | | KVK 17133742 | XS0788529096 | PCAR US Equity | PACCAR Financial Europe B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001205_CR_SLSC | 549300N522D3SS8MKV65 | | KvK 24320769 0000 | | 3617372Z NA EQUITY | PETROBRAS NETHERLANDS BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001206_CR_SLSC | 549300VGHFJJ58HE2B54 | | KVK 17008551 | | PHIA NA Equity | Philips Electronics NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001207_CR_SLSC | 529900N9UJEHN9UPXN50 | | | | | PHOENIX PIB FINANCE BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001208_CR_SLSC | 724500Q41FHN0P1GPC53 | | KVK 27168968 | NL0009739416 | TNT LI Equity | PostNL N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001209_CR_SLSC | 54930036WK3GMCN17Z57 | | | | QIA GY Equity | Qiagen NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001210_CR_SLSC | 7245009EAAUUQJ0U4T57 | | KVK 33216172 | NL0000379121 | RAND NA EQUITY | RANDSTAD HOLDING NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001211_CR_SLSC | 549300XO8R7MPISUO753 | | KVK 33155037 | NL0006144495 | | Reed Elsevier NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001212_CR_SLSC | 5493002YCY6HTK0OUR29 | | KVK 24251372 | XS0202649934 | REP GY Equity | Repsol International Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001213_CR_SLSC | | | KVK 34179503 | GB00B03MM408 | RDSA NA EQUITY | ROYAL DUTCH SHELL PLC | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001214_CR_SLSC | 5493002N51KZCVBDMS27 | | 24114856 | NL0006055329 | | ROYAL IMTECH NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001215_CR_SLSC | 213800LBMMAIG1FQP389 | | KVK 14105351 | | SABIC AB Equity | SABIC Capital I B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001216_CR_SLSC | | | | NL0000360618 | | SBM OFFSHORE | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001217_CR_SLSC | 529900KEH8410ESH1483 | | KVK 53761790 | | | Schaeffler Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001218_CR_SLSC | 724500DX7Q1A19SPY530 | | KVK 34166584 | | | Schiphol Nederland B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001219_CR_SLSC | 7245001TBT3NI9SPNJ75 | | | | | SHV Netherlands NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001220_CR_SLSC | TAFO772JB70PDRN5VS48 | | KvK 27092998 0000 | | 1223Z NA EQUITY | Siemens Financieringsmaatschappij N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001221_CR_SLSC | 724500E9ZG6JMH6E2I14 | | | NL0000817179 | | SLIGRO FOOD GROUP | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001222_CR_SLSC | 724500ZTKJYJMWVLWJ82 | | KVK 34297413 | | | SRLEV N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001223_CR_SLSC | 5493002SSXOL85X3XC87 | | KVK 58623701 | | | Syncreon Group B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001224_CR_SLSC | 724500LTUWK3JQG63903 | | KVK 09083317 | | | TenneT Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001225_CR_SLSC | 7245008G22FOV7TYYJ34 | | KVK 06045666 | NL0000852523 | TWEKA NA EQUITY | TKH Group NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001226_CR_SLSC | 724500978QL7NKMLTQ37 | | KVK 34210949 | | | TMF Group Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001227_CR_SLSC | | | | NL0009739424 | | TNT EXPRESS | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001228_CR_SLSC | 724500L44K67W7UW1C59 | | KVK 34224566 | NL0000387058 | TOM2 NA EQUITY | TOMTOM N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001229_CR_SLSC | 724500OPA8GZSQUNSR96 | | KVK 33194984 | | TOM GY Equity | Toyota Motor Finance (Netherlands) B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001230_CR_SLSC | PX7SUPU7HUNJBQ8BPI65 | | KVK 33236939 | | 585233Z NA Equity | Trafigura Beheer BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001231_CR_SLSC | 549300TK7G7NZTVM1Z30 | | KVK 24051830 | NL0000009355 | UNIA NA Equity | Unilever NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001232_CR_SLSC | 549300IW6C3SRHUUK147 | | | | | Vitol Holding BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001233_CR_SLSC | | | | NL0009432491 | | VOPAK | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001234_CR_SLSC | 549300FRXSUUW3M2Q281 | | | | | WABCO Europe Holdings BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001235_CR_SLSC | 724500522D3ORUTUGW47 | | KVK 05078970 | | WAVIN NA Equity | Wavin NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001236_CR_SLSC | 724500YRQCY3BD9RJZ92 | | | NL0000289213 | | WERELDHAVE | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001237_CR_SLSC | 724500TEM53I0U077B74 | | KVK 33202517 | NL0000395903 | WKL NA EQUITY | Wolters Kluwer N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001238_CR_SLSC | 5JB3IE65ZU13TA0DGN10 | | | | | Würth Finance International B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001239_CR_SLSC | | | | NL0006294290 | | ZIGGO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001240_CR_SLSC | | | | | BWO NO Equity | BW Offshore Shipholding Ltd | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001241_CR_SLSC | 5493004ZHCILEMZLBS85 | | 00304772770005 | | | FERD AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001242_CR_SLSC | 5493009F6KP3UMLPOY27 | | 931186744 | | | ICA Norge AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001243_CR_SLSC | 549300ZLJDXBXUNCY824 | | 936738540 | | | National Oilwell Varco Norway AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001244_CR_SLSC | 549300N1SDN71ZZ8BO45 | | | | NHY NO Equity | Norsk Hydro ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001245_CR_SLSC | 529900J8VSH14TP5VD23 | | | | | ODFJELL SE | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001246_CR_SLSC | 213800T66DRTE6O6BV87 | | 916235291 | | PGS NO Equity | Petroleum Geo-Services ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001247_CR_SLSC | 529900TH4OAW7WYG1777 | | 987059699 | | | Statkraft AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001248_CR_SLSC | OW6OFBNCKXC4US5C7523 | | 923609016 | | STL NO Equity | Statoil ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001249_CR_SLSC | R7NJHU48LTCIOB9BVU57 | | | | CNU NZ Equity | Chorus Limited | NZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001250_CR_SLSC | 259400GYHYZPQ0HTMT82 | | | | CIE PW Equity | Ciech S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001251_CR_SLSC | 259400A9BI23M3K1NK82 | | | | LTS PW EQUITY | GRUPA LOTOS S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001252_CR_SLSC | 259400WT6MCX3V59XI09 | | | | | Netia S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001253_CR_SLSC | 259400TOMPUOLS65II22 | | 10681 | | TPA1 GB Equity | ORANGE POLSKA SA | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001254_CR_SLSC | 259400TGY6IYEP2EFW87 | | 467426 | | | POLKOMTEL SP. Z O.O. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001255_CR_SLSC | 259400VVMM70CQREJT74 | | 28860 | | PKN PW Equity | Polski Koncern Naftowy ORLEN S.A. (PKN) | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001256_CR_SLSC | 259400NAPDFBOTNCRL54 | | | | TPE PW Equity | TAURON Polska Energia S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001257_CR_SLSC | Q1ECZWEVT6ZTFERCPG94 | | | PLTLKPL00017 | OPL PW EQUITY | TELEKOMUNIKACJA POLSKA SA | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001258_CR_SLSC | 213800RQXBBZ6KSP1I72 | | 500311390 | | | AMORIM & IRMAOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001259_CR_SLSC | 2138002PLGLYW8EP7248 | | | | | AMORIM HOLDING II SGPS SA | PT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001260_CR_SLSC | 213800V5Z38TLIRQW516 | | 500700834 | | | ANA AEROPORTOS PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001261_CR_SLSC | | | 502607920 | | | AUCHAN PORTUGAL HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001262_CR_SLSC | 54930011KNBNPPKW7528 | | 500038015 | | | AUTO SUECO LDA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001263_CR_SLSC | 549300RU6UYW1UMYOP92 | | 500194670 | | | BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001264_CR_SLSC | | | | PTBRI0AM0000 | BRI PL EQUITY | BRISA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001265_CR_SLSC | 549300FREK460JU7RG08 | | 500060266 | | | CELULOSE BEIRA INDUSTRIAL-CELBI SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001266_CR_SLSC | 549300TF1SUYCFUO3840 | | 503309362 | | | COLEP PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001267_CR_SLSC | | | 507195515 | | | CONTROLINVESTE SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001268_CR_SLSC | 213800X28CMB8LAIT849 | | 502557400 | | | CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001269_CR_SLSC | 549300RGQV4M16FESU23 | | 500832234 | | | CUF QUIMICOS INDUSTRIAS, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001270_CR_SLSC | 529900CLC3WDMGI9VH80 | | | PTEDP0AM0009 | EDP PL EQUITY | EDP — Energias de Portugal S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001271_CR_SLSC | 529900LOXJVWGOH84656 | | 503293695 | | | EDP — GESTÃO DA PRODUÇÃO DE ENERGIA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001272_CR_SLSC | | | 504885367 | | | ESPIRITO SANTO SAUDE SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001273_CR_SLSC | 2138003319Y7NM75FG53 | | 504499777 | PTGALIOE0009 | GALP PL Equity | GALP ENERGIA SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001274_CR_SLSC | 213800Y3V72PI6W8KG10 | | 511220448 | | | GRUPO PESTANA — SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001275_CR_SLSC | 259400A8SZP10GB5IB19 | | | PTJMT0AE0001 | JMT PL EQUITY | J.MARTINS | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001276_CR_SLSC | | | 500073880 | | | LENA ENGENHARIA CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001277_CR_SLSC | 549300SNYKYW15R3UE62 | | 502011475 | | | MODELO CONTINENTE HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001278_CR_SLSC | 549300TLPT6W9R3CLQ86 | | 500197814 | | | MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001279_CR_SLSC | 5493003NN4LXUF8JA244 | | | | | Ocidental Companhia Portuguesa de Seguros de Vida, S.A. | PT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001280_CR_SLSC | 54930071D35BVUPC5942 | | 502604751 | | | OPTIMUS-COMUNICACOES S.A | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001281_CR_SLSC | | | 507979265 | | | OPWAY — SGPS, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001282_CR_SLSC | 213800ZWKG61JG7ZCF61 | | 500697370 | | | PETROLEOS PORTUGAL PETROGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001283_CR_SLSC | 259400DRC6WOXNVW8B57 | 500829993 | 500829993 | | 90413Z PL EQUITY | PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001284_CR_SLSC | 549300UNIB7M2AXUXS35 | | | PTPTI0AM0006 | PTCL TQ EQUITY | Portucel S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001285_CR_SLSC | 549300FR1FN48IGHR915 | | | PTREL0AM0008 | RENE PL Equity | REN-Redes Energeticas Nacionais, SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001286_CR_SLSC | | | 500246963 | | | REPSOL PORTUGUESA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001287_CR_SLSC | 5493002X2CCY60HWCU94 | | 500243590 | | | SECIL COMP GERAL CAL CIMENTO SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001288_CR_SLSC | 549300PXZF74GVQM6867 | | 500058580 | | | SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001289_CR_SLSC | 549300EZYIURQ5RGSE56 | | 500278571 | | | SOVENA OILSEEDS PORTUGAL, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001290_CR_SLSC | 549300KFJPELBPMQH079 | | 500833532 | | | SOVENA PORTUGAL CONSUMER GOODS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001291_CR_SLSC | 95980020140005813290 | | 505042037 | | | SUMOL+COMPAL MARCAS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001292_CR_SLSC | | | 500097488 | | | TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001293_CR_SLSC | 549300CNE5R74B3XKF57 | | 505266202 | | | UNICER BEBIDAS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001294_CR_SLSC | | 503933139 | 503933139 | | 3646175Z PL EQUITY | UNILEVER JERÓNIMO MARTINS, LDA. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001295_CR_SLSC | 213800IDK8UTYDSFOG74 | | 502544180 | | | VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001296_CR_SLSC | | 500302200 | 500302200 | | 0265472D PL EQUITY | ZAGOPE — CONSTRUÇÕES E ENGENHARIA S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001297_CR_SLSC | 549300VOFQC1SPGTZM19 | | 503039063 | | | ZON TV CABO PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001298_CR_SLSC | 549300D3EIDZJB62TR20 | | 21183 | | ORDS QD Equity | Ooredoo Q.S.C. | QA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001299_CR_SLSC | 549300UKYDM6L8HEPU79 | | | | SNP RO EQUITY | OMV PETROM S.A. | RO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001300_CR_SLSC | 549300F8ZIGJVUPIU797 | | 24297754 | | | Rompetrol Group N.V. (The) | RO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001301_CR_SLSC | | | | | GAZP RU Equity | Gazprom OAO | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001302_CR_SLSC | | | | | ROSN RU Equity | OJSC Oil Co Rosneft | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001303_CR_SLSC | | | | | TATN RU Equity | Tatneft OAO | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001304_CR_SLSC | 5493007RN7O98MYBX124 | | | | | AKTIEBOLAG LINDEX | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001305_CR_SLSC | 549300UCKT2UK88AG251 | | | SE0000695876 | ALFA SS EQUITY | Alfa Laval AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001306_CR_SLSC | 549300YECS8HKCIMMB67 | | | SE0000255648 | ASSAB SS EQUITY | Assa Abloy AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001307_CR_SLSC | 213800T8PC8Q4FYJZR07 | | 5560142720 | SE0000122467 | ATCOA SS EQUITY | Atlas Copco Aktiebolag | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001308_CR_SLSC | 2138002GW5WN1UYZAO32 | | 55611256900004 | | | BILIA AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001309_CR_SLSC | 549300YJUYJ9A24RXL71 | | | SE0005906922 | SE0005906922 Corp | BILLERUDKORSNÄS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001310_CR_SLSC | 549300ZACGIQHBBMOD20 | | 5560269549 | | BONN SS EQUITY | Bonnier Finans AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001311_CR_SLSC | 213800SE6FV3UDEIEY92 | | 72317831 | | | CAPIO AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001312_CR_SLSC | 549300GU5OHTR1T5IY68 | | | SE0005932225 | SE0005932225 Corp | Castellum AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001313_CR_SLSC | 549300HCT1WLHEXNLZ18 | | | | | Dometic Holding AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001314_CR_SLSC | 549300Y3HHZB1ZGFPJ93 | | | | ELUXA SS Equity | Electrolux AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001315_CR_SLSC | 549300JNPI46XNH0PM97 | | | | | Fabege AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001316_CR_SLSC | 5493003PZ4F570G3W735 | | | | | GETINGE AB, | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001317_CR_SLSC | 529900XKWB408ZZYBF68 | | | | | GREEN CARGO AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001318_CR_SLSC | 213800YUV362W4E1LP46 | | | | | H & M Hennes & Mauritz GBC AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001319_CR_SLSC | 54930033BTSY61VHUR49 | | 55601011550004 | | | HALDEX AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001320_CR_SLSC | 549300VOTS5OZ82UTG69 | | | SE0005934320 | SE0005934320 Corp | HEMSÖ FASTIGHETS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001321_CR_SLSC | 549300WJFW6ILNI4TA80 | | 5561904771 | SE0000103699 | HEXAB SS EQUITY | Hexagon AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001322_CR_SLSC | 52990080SH3454F0QE68 | | 5560013301 | SE0000109290 | HOLMB SS EQUITY | Holmen AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001323_CR_SLSC | 549300GYQIIJ3UXB7655 | | | SE0001662222 | HUSQB SS EQUITY | HUSQVARNA AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001324_CR_SLSC | 549300VEBQPHRZBKUX38 | | 556013-8298 | XS0795505402 | INVEA SS Equity | Investor AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001325_CR_SLSC | 529900X0UEM9DOM6FK12 | | 5560452103 | SE0000806994 | JM SS EQUITY | JM AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001326_CR_SLSC | 549300VD6SNNS5N5V183 | | | | | KORAB INTERNATIONAL AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001327_CR_SLSC | 5493005OXRTBK0WSJN46 | | 5565451217 | SE0000549412 | KLED SS EQUITY | Kungsleden AB | SE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001328_CR_SLSC | 529900AB08F05L4HWU11 | | | | | LANTMÄNNEN EK FÖR | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001329_CR_SLSC | 213800NS2XXVRYS7WP40 | | | SE0002683557 | LOOMB SS EQUITY | Loomis AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001330_CR_SLSC | 549300SNQNTHQLZQON04 | | 5564272812 | SE0000221723 | MEDAA SS EQUITY | Meda AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001331_CR_SLSC | 549300E8NDODRSX29339 | | 5563099158 | SE0000412371 | MTGB SS EQUITY | MODERN TIMES GROUP MTG AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001332_CR_SLSC | 213800WRGLW3CY4MHW53 | | 55603451740004 | | | NCC | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001333_CR_SLSC | 549300KUJMRC9NW93S96 | | | | | Nobina sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001334_CR_SLSC | 5493007VGEKBZGZ6PC69 | | | | | NYNAS AB (PUBL) | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001335_CR_SLSC | 549300ES84TRW7EWGU35 | | | | | Perstorp Holding AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001336_CR_SLSC | 549300S2D8BDH1CKLI47 | | | | | PostNord AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001337_CR_SLSC | 549300MIHCMD8DCSBY41 | | 55607269770034 | | | Preem | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001338_CR_SLSC | 549300ZHO4JCQQI13M69 | | 556036-0793 | SE0000112385 | SE0005567088 Corp | SAAB AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001339_CR_SLSC | 5299008ZUAXN43LVZF54 | | | | SAND SS Equity | Sandvik AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001340_CR_SLSC | 5299001G94UPTI8C7N54 | | 5566577416 | | 0301536D SS EQUITY | Sandvik Treasury AB | SE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001341_CR_SLSC | 529900AE1FZNUH6EVS39 | | | SE0003366871 | SAS SS EQUITY | SAS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001342_CR_SLSC | 529900BZYSUQLQSPNR07 | | 5560840976 | SE0000308280 | SCVB SS EQUITY | Scania CV AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001343_CR_SLSC | 635400TTYKE8EIWDS617 | | | | SECUB SS Equity | Securitas AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001344_CR_SLSC | 5493004WOSC31U83UG49 | | 5561063834 | | SKAB SS EQUITY | Skanska Financial Services | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001345_CR_SLSC | 549300MA1BZYJU87BW55 | | 5560339086 | SE0000113250 | SKAB SS EQUITY | Skanska Sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001346_CR_SLSC | 549300X6MQ0GG8BRY481 | | | | | SKF sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001347_CR_SLSC | 5493002FIVSWBLEV7P15 | | | | | SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001348_CR_SLSC | 529900329VS14ZIML164 | | 5560163429 | SE0000171100 | SSABA SS EQUITY | SSAB AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001349_CR_SLSC | 529900J0C48FH28HNQ19 | | 5563137933 | SE0000120669 | SSABA SS EQUITY | SSAB Emea AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001350_CR_SLSC | 213800CWLTI7WZCC2R35 | | 5560010802 | | 1081Z SS EQUITY | Stena AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001351_CR_SLSC | 5299005HSK597UX55629 | | | | | SVEASKOG FÖRVALTNINGS AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001352_CR_SLSC | 549300FW5JDRV1IJ0M67 | | | | SCAB SS Equity | Svenska Cellulosa AB [SCA] | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001353_CR_SLSC | 529900ZERGNJBEQEX179 | | 55679708180004 | | | SWEDAVIA AB SWEDAVIA EKONOMI | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001354_CR_SLSC | 5493005DU3003SGUC166 | | | | | SWEDISH HOSPITAL PARTNERS AB, | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001355_CR_SLSC | 529900YVXCGNWAUYZG78 | | | SE0000310336 | SWMA SS EQUITY | Swedish Match AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001356_CR_SLSC | 213800EKD193RVI9HL76 | | 5564108917 | SE0000314304 | TEL2B SS EQUITY | Tele2 AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001357_CR_SLSC | 549300W9JLPW15XIFM52 | | 556016-0680 | XS0435008726 | ERICB SS Equity | Telefonaktiebolaget LM Ericsson | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001358_CR_SLSC | 213800FSR9RNDUOTXO25 | | | | TLSN SS Equity | TeliaSonera AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001359_CR_SLSC | 5493006LU5JO4P7HQ305 | | | | | THULE HOLDING AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001360_CR_SLSC | 213800XY16PAWG2PAD14 | | | | TRELB SS Equity | Trelleborg AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001361_CR_SLSC | 5493007LNZSEWN5KTV42 | | | SE0005769270 | SE0005769270 Corp | Vasakronan | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001362_CR_SLSC | 549300T5RZ1HA5HZ3109 | | | | VATT SS Equity | Vattenfall AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001363_CR_SLSC | 549300HGV012CNC8JD22 | | | SE0000115420 | VOLVB SS EQUITY | Volvo AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001364_CR_SLSC | 54930083GODGBHODQ153 | | 189744 | | | Global A&T Electronics Ltd. | SG | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001365_CR_SLSC | 33D7DTWH8BNIUWE0IF81 | | | | OLAM SP Equity | Olam International Ltd | SG | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001366_CR_SLSC | | | | | 7536988Z SK EQUITY | Volkswagen Slovakia A.S. | SK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001367_CR_SLSC | 549300QOGMPTKB6W7G56 | | 1,07544E+11 | USY71548BY95 | PTT TB Equity | PTT Public Company Limited | TH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001368_CR_SLSC | 8RS0AKOLN987042F2V04 | | | | NXWA GF Equity | 21st Century Fox America, Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001369_CR_SLSC | LUZQVYP4VS22CLWDAR65 | | | US88579YAF88 | MMM SE Equity | 3M Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001370_CR_SLSC | HQD377W2YR662HK5JX27 | | IL08142220 | | ABT US Equity | Abbott Laboratories | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001371_CR_SLSC | FR5LCKFTG8054YNNRU85 | | DE5126809 | | 4AB GF Equity | AbbVie Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001372_CR_SLSC | 549300T0GJTEK811VI53 | | | | WPI US EQUITY | Actavis, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001373_CR_SLSC | 549300QKBENKLBXQ8968 | | PA724325 | | AET US Equity | Aetna Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001374_CR_SLSC | LYOM0B2GCF1JWXK5ZG04 | | | | AGCO UN Equity | AGCO Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001375_CR_SLSC | QUIX8Y7A2WP0XRMW7G29 | | | | A UN Equity | Agilent Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001376_CR_SLSC | 9PO87UV78U1JHLR68X04 | | | | 8685 JT Equity | AIG Financial Products Corp. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001377_CR_SLSC | 7QEON6Y1RL5XR3R1W237 | | | | APD US Equity | Air Products & Chemicals Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001378_CR_SLSC | ABPN11VOHLHX6QR7XQ48 | | | | AA US Equity | Alcoa Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001379_CR_SLSC | XSGZFLO9YTNO9VCQV219 | | | | MO US Equity | Altria Group Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001380_CR_SLSC | ZXTILKJKG63JELOEG630 | | DE2620453 | | AMZN US Equity | Amazon.com, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001381_CR_SLSC | IWUQB36BXD6OWD6X4T14 | | DE0332421 | | AAL UW Equity | American Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001382_CR_SLSC | B6Q2VFHD1797Q7NZ3E43 | | CAC0951492 | | 7267 JT Equity | American Honda Finance Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001383_CR_SLSC | 5493006ORUSIL88JOE18 | | | | AMT US Equity | American Tower Corp [ex- American Tower System] | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001384_CR_SLSC | 549300D3L3G0R4U4VT04 | | | | APH US Equity | Amphenol Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001385_CR_SLSC | B78FQ7XBQFLP4AYJ6F79 | | | | APC US Equity | Anadarko Petroleum Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001386_CR_SLSC | 72ZZ1XRHOOU9P9X16K08 | | | | APA US Equity | Apache Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001387_CR_SLSC | HWUPKR0MPOU8FGXBT394 | | CAC0806592 | | AAPL US Equity | Apple Inc.

| US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001388_CR_SLSC | 42YMHYH0XMHJEXDUB065 | | | | | ARAMARK Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001389_CR_SLSC | W47HVZ7Q6FXL86RELH91 | | DE0717711 | | ACI US Equity | Arch Coal, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001390_CR_SLSC | 549300LO13MQ9HYSTR83 | | DE0152524 | | ADM US Equity | Archer-Daniels-Midland Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001391_CR_SLSC | 0C0SZC7H22UWI2NA3R46 | | | | ARRS UW Equity | Arris Group, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001392_CR_SLSC | 549300YNNLBXT8N8R512 | | NYCARREUS | | ARW US Equity | Arrow Electronics, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001393_CR_SLSC | 6O4MRU8C1MS0K34UQF79 | | KY0580261 | | ASH US Equity | Ashland Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001394_CR_SLSC | 549300Z40J86GGSTL398 | | DE2018584 | | T* MM Equity | AT&T Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001395_CR_SLSC | QVLWEGTD2S8GJMO8D383 | | | | ATO US Equity | Atmos Energy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001396_CR_SLSC | HGBOLILQXWER4SAL2I23 | | | | ADP US Equity | Automatic Data Processing | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001397_CR_SLSC | GA3JGKJ41LJKXDN23E90 | | | | | Autozone Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001398_CR_SLSC | XN8R4HH1TVC1XOCL5P21 | | | | CAR US EQUITY | Avis Budget Car Rental LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001399_CR_SLSC | XJI53DCPL7QABOWK4Z75 | | NYCAVNTUS | | AVT US Equity | Avnet, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001400_CR_SLSC | 5493007RY69UEB1F1B45 | | | | AVP US Equity | Avon Products, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001401_CR_SLSC | MF62XBVMNYTYMC18DL76 | | DE2416636 | | BA/ LN Equity | BAE Systems Holdings Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001402_CR_SLSC | | | | | BHI US EQUITY | Baker Hughes Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001403_CR_SLSC | EWRDABCN7XBHM37LIA98 | | DE2072335 | | | Beam Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001404_CR_SLSC | HL5XPTVRV0O8TUN5LL90 | | MN1K-1056 | | BBY US Equity | Best Buy Co., Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001405_CR_SLSC | KK5MZM9DIXLXZL9DZL15 | | DE2322568 | | BMW HB Equity | BMW US Capital, LLC | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001406_CR_SLSC | 549300DSFX2IE88NSX47 | | | | BWA US Equity | BorgWarner Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001407_CR_SLSC | Y6ZDD9FP4P8JSSJMW954 | | DE0874815 | | BSX UN Equity | Boston Scientific Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001408_CR_SLSC | 549300GMUCJ08527GQ81 | | IN182869-107 | | BP/ LN Equity | BP Corporation North America Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001409_CR_SLSC | 549300YYMNSW7KWZH127 | | | | BP/ LN Equity | BP Products North America Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001410_CR_SLSC | HLYYNH7UQUORYSJQCN42 | | | | BMY US EQUITY | Bristol Myers Squibb Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001411_CR_SLSC | 5493007M0RIN8HY3MM77 | | | | BG US Equity | Bunge Limited | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001412_CR_SLSC | Y7ET3D9SDOFUZ515FE28 | | DE0799956 | | CA US Equity | CA, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001413_CR_SLSC | 43R4VPJBXTU2O15HEF41 | | | | | Calpine Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001414_CR_SLSC | 5493007JDSMX8Z5Z1902 | | | | CPB US Equity | Campbell Soup Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001415_CR_SLSC | CCU46N3GJMF4OK4N7U60 | | OH535613 | | CAH US Equity | Cardinal Health, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001416_CR_SLSC | QXZYQNMR4JZ5RIRN4T31 | | | | 3091Z US Equity | Cargill Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001417_CR_SLSC | EDBQKYOPJUCJKLOJDE72 | | DE0921323 | | CAT SE Equity | Caterpillar Financial Services Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001418_CR_SLSC | WRJR7GS4GTRECRRTVX92 | | | | CAT US EQUITY | Caterpillar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001419_CR_SLSC | 5KYC8KF17ROCY24M3H09 | | DE2106821 | | C5S GM Equity | CBS Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001420_CR_SLSC | CD30XVRLT4QO00B1C706 | | DE3780476 | | CE UN Equity | Celanese US Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001421_CR_SLSC | 4SIHMF0MOSTTL8CD0X64 | | | | CELG US Equity | Celgene Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001422_CR_SLSC | 21TPXMRRHFKOBHDC8J74 | | | | | CenterPoint Energy Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001423_CR_SLSC | 8E6NF1YAL0WT6CWXXV93 | | | | CSCO US EQUITY | Cisco Systems Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001424_CR_SLSC | 549300IA9XFBAGNIBW29 | | | | | CMS Energy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001425_CR_SLSC | B0QU0GIVGFFMCOP5RJ72 | | DE4789658 | | CKK GB Equity | Coca-Cola Enterprises, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001426_CR_SLSC | 2V9V7M0RUQG9M2J4IC47 | | | | | Colfax Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001427_CR_SLSC | YMEGZFW4SBUSS5BQXF88 | | DE0156313 | | CL US Equity | Colgate-Palmolive Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001428_CR_SLSC | 51M0QTTNCGUN7KFCFZ59 | | PA3039985 | | CTP GB Equity | Comcast Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001429_CR_SLSC | 549300OQS2LO07ZJ7N73 | | DE0406521 | | CMC US Equity | Commercial Metals Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001430_CR_SLSC | 6113F6JQLWIUGTBN1L36 | | | | CSC US equity | Computer Sciences Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001431_CR_SLSC | 54930035UDEIH090K650 | | DE0818944 | | CAG US Equity | ConAgra Foods, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001432_CR_SLSC | SYHS7HRDXLL4I0IQ8776 | | | | CXO US EQUITY | Concho Resources Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001433_CR_SLSC | 6VJJ5GQWIRDQ06DUXG89 | | DE0064324 | | COP US Equity | ConocoPhillips Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001434_CR_SLSC | 549300JK3KH8PWM3B226 | | DE2277631 | | CNX UN Equity | CONSOL Energy Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001435_CR_SLSC | 29DX7H14B9S6O3FD6V18 | | | | CTO GM Equity | Costco Wholesale Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001436_CR_SLSC | 549300BO9IWPF3S48F93 | | | | COTY US EQUITY | Coty Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001437_CR_SLSC | TVRMNZKRGA8LPW6XPG60 | | | | | Cox Enterprises Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001438_CR_SLSC | RPPGGRL1J75WGF2DFO04 | | PA3337938 | | CCK US Equity | Crown Americas LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001439_CR_SLSC | ZUNI8PYC725B6H8JU438 | | IN194062-043 | | CMI UN Equity | Cummins Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001440_CR_SLSC | S4BKK9OTCEWQ3YHPFM11 | | | | DHR US EQUITY | Danaher Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001441_CR_SLSC | PWFTNG3EI0Y73OXWDH08 | | | | DE US EQUITY | Deere & Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001442_CR_SLSC | 3E70L4WYANTIWWIPHC81 | | | | DELL US EQUITY | Dell Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001443_CR_SLSC | Q2CCMS6R0AS67HJMBN42 | | | | DAL US EQUITY | Delta Air Lines Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001444_CR_SLSC | 54930042348RKR3ZPN35 | | DE2155705 | | DVN US Equity | Devon Energy Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001445_CR_SLSC | F14FQJ2EEHW5VPYUHL14 | | | | DO US Equity | Diamond Offshore Drilling, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001446_CR_SLSC | 549300Z1UGYT5725XB67 | | DE3535468 | | DTV TQ Equity | DIRECTV Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001447_CR_SLSC | ILUL7B6Z54MRYCF6H308 | | | | D US EQUITY | Dominion Resources Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001448_CR_SLSC | 549300FMC2ALGA7N9E80 | | DE0412823 | | DOV UN Equity | Dover Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001449_CR_SLSC | ZQUIP1CSZO8LXRBSOU78 | | | | DOW US EQUITY | Dow Chemical Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001450_CR_SLSC | 549300IX8SD6XXD71I78 | | | | DTE US EQUITY | DTE Energy Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001451_CR_SLSC | FDPVHDGJ1IQZFK9KH630 | | DE2345566 | | EMN UN Equity | Eastman Chemical Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001452_CR_SLSC | 0NZWDMRCE180888QQE14 | | | | ETN US EQUITY | Eaton Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001453_CR_SLSC | OML71K8X303XQONU6T67 | | DE2871352 | | EBAY US Equity | eBay Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001454_CR_SLSC | FRDRIPF3EKNDJ2CQJL29 | | | | LLY US EQUITY | Eli Lilly & Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001455_CR_SLSC | FGLT0EWZSUIRRITFOA30 | | | | EMR UN Equity | Emerson Electric Co. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001456_CR_SLSC | GHFPUH0OZ5JLGJXWCO16 | | | | ESV UN Equity | ENSCO International Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001457_CR_SLSC | 4XM3TW50JULSLG8BNC79 | | | | ETR US EQUITY | Entergy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001458_CR_SLSC | 549300EVUN2BTLJ3GT74 | | DE2911438 | | EQIX US Equity | Equinix, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001459_CR_SLSC | 549300RO2XES74KQGG63 | | | | XLS US EQUITY | Exelis Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001460_CR_SLSC | 3SOUA6IRML7435B56G12 | | | | EXC US EQUITY | Exelon Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001461_CR_SLSC | CI7MUJI4USF3V0NJ1H64 | | WA601975803 | | EXPE UW Equity | Expedia, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001462_CR_SLSC | J3WHBG0MTS7O8ZVMDC91 | | NJ3793794100 | | XOM US Equity | Exxon Mobil Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001463_CR_SLSC | 549300E707U7WNPZN687 | | | | FDX US EQUITY | FedEx Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001464_CR_SLSC | 6WQI0GK1PRFVBA061U48 | | GA0110597 | | FIS UN Equity | Fidelity National Information Services, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001465_CR_SLSC | 549300NPYMLM4NHTOF27 | | | | | First Solar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001466_CR_SLSC | 549300SVYJS666PQJH88 | | OH953140 | | FE US Equity | FirstEnergy Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001467_CR_SLSC | 6Y0GK87T6V7NJKZJVM41 | | NYCDRRCUS | | FLS US Equity | Flowserve Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001468_CR_SLSC | CQ7WZ4NOFWT7FAE6Q943 | | | | FLR US EQUITY | Fluor Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001469_CR_SLSC | CKDHZ2X64EEBQCSP7013 | | | | FMC US Equity | FMC Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001470_CR_SLSC | EMQFUEY7DV1MVNKAUT87 | | DE3315658 | | FTI US Equity | FMC Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001471_CR_SLSC | 20S05OYHG0MQM4VUIC57 | | | | F US EQUITY | Ford Motor Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001472_CR_SLSC | 2MNR4Q42DBL85U7RD221 | | | | | Forest Oil Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001473_CR_SLSC | A0WMBJD47C49E2JJOM88 | | DE4594648 | | FRE GY Equity | Fresenius US Finance I, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001474_CR_SLSC | 549300FNRIXILI56M704 | | | | 0196414D US EQUITY | Gavilon LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001475_CR_SLSC | 9C1X8XOOTYY2FNYTVH06 | | | | GD US EQUITY | General Dynamics Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001476_CR_SLSC | 3C7474T6CDKPR9K6YT90 | | NYCGECYUS | | GNE FP Equity | General Electric Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001477_CR_SLSC | 2TGYMUGI08PO8X8L6150 | | | | GIS US Equity | General Mills, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001478_CR_SLSC | 549300PDWRZX0BR28B12 | | DE4717789 | | GM UN Equity | General Motors Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001479_CR_SLSC | L2EVHWFHVAQK72TMH265 | | DE4275413 | | | Georgia-Pacific LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001480_CR_SLSC | 5493002BI0S2ZQUY3437 | | | | GT US EQUITY | Goodyear Tire & Rubber Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001481_CR_SLSC | 7ZW8QJWVPR4P1J1KQY45 | | | | GOOG US EQUITY | Google Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001482_CR_SLSC | ENYF8GB5SMQZ25S06U51 | | DE2681775 | | HAL UN Equity | Halliburton Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001483_CR_SLSC | KAO98FK89NPNNPQGUZ43 | | DE0497602 | | HSC US Equity | Harsco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001484_CR_SLSC | 549300NUB6D2R1ITYR45 | | | | HAS US Equity | Hasbro, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001485_CR_SLSC | 549300PD0C69OJ0NLB27 | | | | 766481Z US EQUITY | Hertz Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001486_CR_SLSC | UASVRYNXNK17ULIGK870 | | DE0097017 | | AHC GB Equity | Hess Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001487_CR_SLSC | WHKXQACZ14C5XRO8LW03 | | | | HPQ US EQUITY | Hewlett-Packard Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001488_CR_SLSC | 5493003STKEZ2S0RNU91 | | | | HNZ US EQUITY | HJ Heinz Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001489_CR_SLSC | ISRPG12PN4EIEOEMW547 | | DE2061772 | | HON UN Equity | Honeywell International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001490_CR_SLSC | KNX4USFCNGPY45LOCE31 | | | | 4335 HK Equity | Intel Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001491_CR_SLSC | VGRQXHF3J8VDLUA7XE92 | | | | IBM US EQUITY | International Business Machines (IBM Corp) | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001492_CR_SLSC | F9HV8ZL85LRIQ6D60098 | | NVC7491-1980 | | IGT UN Equity | International Game Technology | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001493_CR_SLSC | 824LMFJDH41EY779Q875 | | | | IP US EQUITY | International Paper Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001494_CR_SLSC | 5493008IUOJ5VWTRC333 | | | | | Interpublic Group of Cos | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001495_CR_SLSC | 24F6LSZD18II6ICG6S41 | | | | | Itron Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001496_CR_SLSC | YB2O5TUONPB3W1X7WJ88 | | | | ITT US EQUITY | ITT Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001497_CR_SLSC | KD833U13JEIGETBW2749 | | | | JAH US EQUITY | Jarden Corp (fka Alltrista Corp) | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001498_CR_SLSC | 549300XR6O4ACB0KLV08 | | | | | JFB Firth Rixson, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001499_CR_SLSC | E0KSF7PFQ210NWI8Z391 | | | | DE UN Equity | John Deere Capital Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001500_CR_SLSC | 549300G0CFPGEF6X2043 | | NJ5106301000 | | JNJ GQ Equity | Johnson & Johnson | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001501_CR_SLSC | 3LB2NG8VUULSCV2NO430 | | | | JCI US EQUITY | Johnson Controls Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001502_CR_SLSC | LONOZNOJYIBXOHXWDB86 | | | | K US EQUITY | Kellogg Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001503_CR_SLSC | AGX0G2MXE54NFNNICD28 | | | | KU1 US EQUITY | Kentucky Utilities Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001504_CR_SLSC | MP3J6QPYPGN75NVW2S34 | | | | KMB UN Equity | Kimberly-Clark Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001505_CR_SLSC | 549300PDHUGWPWGOT525 | | DE2301470 | | | Kinder Morgan Energy Partners, L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001506_CR_SLSC | 5493005158BXZWGOX572 | | | | 3097Z US EQUITY | Koch Industries Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001507_CR_SLSC | 549300JF6LPRTRJ0FH50 | | | | KSS UN Equity | Kohl's Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001508_CR_SLSC | V1BYR0MM295ZFWYYS367 | | | | KRFT US EQUITY | Kraft Foods Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001509_CR_SLSC | GR3KVMWVCR54YWQNXU90 | | DE0933796 | | LTD GF Equity | L Brands, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001510_CR_SLSC | | | | | LINE US EQUITY | Linn Energy LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001511_CR_SLSC | 5493007B9BM9ZXJINO78 | | DE4009151 | | LYV UN Equity | Live Nation Entertainment, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001512_CR_SLSC | DPRBOZP0K5RM2YE8UU08 | | | | LMT US EQUITY | Lockheed Martin Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001513_CR_SLSC | WAFCR4OKGSC504WU3E95 | | NC0087443 | | LOW UN Equity | Lowe's Companies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001514_CR_SLSC | 2RTSLGQ89VMY18RHX631 | | | | | Manitowoc Co Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001515_CR_SLSC | 1FRVQX2CRLGC1XLP5727 | | DE3395371 | | MRO US Equity | Marathon Oil Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001516_CR_SLSC | 3BNYRYQHD39K4LCKQF12 | | DE4750998 | | MPC UN Equity | Marathon Petroleum Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001517_CR_SLSC | 225YDZ14ZO8E1TXUSU86 | | DE2798413 | | MAR US Equity | Marriott International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001518_CR_SLSC | 54930073HKEO6GZBSS03 | | | | 4614Z US EQUITY | Mars Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001519_CR_SLSC | 549300XMP3KDCKJXIU47 | | DE0706226 | | MMC UN Equity | Marsh & McLennan Companies, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001520_CR_SLSC | 5GCSNMQXHEYA1JO8QN11 | | DE0585027 | | MAS US Equity | Masco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001521_CR_SLSC | AR5L2ODV9HN37376R084 | | DE3390142 | | MA US Equity | MasterCard Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001522_CR_SLSC | 549300VELLG24KHTJ564 | | DE0673809 | | MAT US Equity | Mattel, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001523_CR_SLSC | UE2136O97NLB5BYP9H04 | | | | MCD US EQUITY | McDonald's Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001524_CR_SLSC | 549300WZWOM80UCFSF54 | | DE2417015 | | MCK US Equity | McKesson Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001525_CR_SLSC | 4DL8C98Z5G5IXZLH3578 | | | | MWV US Equity | MeadWestvaco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001526_CR_SLSC | D56MRZY2INAN94ZONZ37 | | | | MDT US EQUITY | Medtronic Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001527_CR_SLSC | 4YV9Y5M8S0BRK1RP0397 | | | | MRK US EQUITY | Merck & Co Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001528_CR_SLSC | INR2EJN1ERAN0W5ZP974 | | WA600413485 | | MSF NA Equity | Microsoft Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001529_CR_SLSC | 54930073LBBH6ZCBE225 | | | | TAP US EQUITY | Molson Coors Brewing Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001530_CR_SLSC | 549300DV9GIB88LZ5P30 | | VA05501796 | | KTF GF Equity | Mondelez International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001531_CR_SLSC | NONUZEX43GHIPSVDD938 | | DE3174788 | | MON US Equity | Monsanto Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001532_CR_SLSC | 6S552MUG6KGJVEBSEC55 | | DE0789650 | | MTLA GF Equity | Motorola Solutions, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001533_CR_SLSC | MOM4570XTJ5YYX7JKH83 | | DE2977161 | | NG/ LN Equity | National Grid USA | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001534_CR_SLSC | 549300VSP3RIX7FGDZ51 | | | | NEM US EQUITY | Newmont Mining Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001535_CR_SLSC | UMI46YPGBLUE4VGNNT48 | | | | NEE UN Equity | NextEra Energy Capital Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001536_CR_SLSC | 549300Z2ZSKKGUE3J147 | | | | NKE US EQUITY | Nike Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001537_CR_SLSC | ZHUWIE4VK4MIYES0UG62 | | IN2000033100151 | | NI UN Equity | NiSource Finance Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001538_CR_SLSC | 7D6DIU2QXTUJRFNNJA49 | | CAC1059173 | | 7201 JT Equity | Nissan Motor Acceptance Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001539_CR_SLSC | 02VFQXG2D1LR5ZH3K186 | | | | NBL UN Equity | Noble Energy, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001540_CR_SLSC | 549300S3IZB5P35KNV16 | | WA178071138 | | JWN US Equity | Nordstrom, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001541_CR_SLSC | RIMU48P07456QXSO0R61 | | | | NOC US EQUITY | Northrop Grumman Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001542_CR_SLSC | 6B6FQLPMMKB14LX6NY57 | | | | | Novelis Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001543_CR_SLSC | 549300GGJCRSI2TIEJ46 | | | | NUE UN Equity | Nucor Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001544_CR_SLSC | IM7X0T3ECJW4C1T7ON55 | | | | OXY US EQUITY | Occidental Petroleum | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001545_CR_SLSC | 52990006VBKYFQMQJX90 | | KvK 34311273 0000 | | OILT UD EQUITY | Oiltanking Finance B.V. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001546_CR_SLSC | HKUPACFHSSASQK8HLS17 | | | | OMC US EQUITY | Omnicom Group | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001547_CR_SLSC | 1Z4GXXU7ZHVWFCD8TV52 | | DE2457805 | | ORCL* MM Equity | Oracle Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001548_CR_SLSC | 549300TOPQ8NG4HGVK16 | | | | | Owens Corning | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001549_CR_SLSC | PH3S12DWZBHHQKVYZ297 | | WA177005077 | | PCAR US Equity | PACCAR Financial Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001550_CR_SLSC | KDTEY8BWE486IKZ3CC07 | | | | PCAR US EQUITY | Paccar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001551_CR_SLSC | SGY07Y7FNYBNLM6Z1M11 | | OR085297-86 | | BRK/A US Equity | PacifiCorp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001552_CR_SLSC | 5493002CONDB4N2HKI23 | | | | PH US EQUITY | Parker Hannifin Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001553_CR_SLSC | EJCO258LNNVSKAR2JX59 | | DE2864939 | | BTU US Equity | Peabody Energy Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001554_CR_SLSC | FJSUNZKFNQ5YPJ5OT455 | | NC0198463 | | PEP SE Equity | PepsiCo, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001555_CR_SLSC | 765LHXWGK1KXCLTFYQ30 | | | | PFE US EQUITY | Pfizer Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001556_CR_SLSC | 8YQ2GSDWYZXO2EDN3511 | | | | | PG&E Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001557_CR_SLSC | HL3H1H2BGXWVG3BSWR90 | | VA0670281-5 | | PMI SE Equity | Philip Morris International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001558_CR_SLSC | TWSEY0NEDUDCKS27AH81 | | | | | Pinnacle West Capital Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001559_CR_SLSC | 549300N2O26NW4ST6W55 | | DE0101728 | | PBI US Equity | Pitney Bowes Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001560_CR_SLSC | 5MRSWZYSSE4064ED3F25 | | | | | Plains Exploration & Production Co LP | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001561_CR_SLSC | 549300BKPEP01R3V6C59 | | PA284424 | | PPG UN Equity | PPG Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001562_CR_SLSC | ZU69GUVJQGZ6Z1UOOO79 | | | | PX US EQUITY | Praxair Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001563_CR_SLSC | 6S3X7J22E861RNTJSA74 | | | | 3252Z US EQUITY | President & Fellows of Harvard College | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001564_CR_SLSC | 2572IBTT8CCZW6AU4141 | | | | PG US EQUITY | Procter & Gamble Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001565_CR_SLSC | 5PRBRS5FEH7NREC8OR45 | | NJ0100802453 | | PRU US Equity | Prudential Financial, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001566_CR_SLSC | PUSS41EMO3E6XXNV3U28 | | | | PEG US EQUITY | Public Service Enterprise Group Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001567_CR_SLSC | 123WALMHY1GZXG2YDL90 | | | | PVH UN Equity | PVH Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001568_CR_SLSC | 8MCWUBXQ0WE04KMXBX50 | | DE2249088 | | DGX UN Equity | Quest Diagnostics Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001569_CR_SLSC | HO1QNWM0IXBZ0QSMMO20 | | | | RL UN Equity | Ralph Lauren Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001570_CR_SLSC | YR6K3WJN0KKLUPZSNL57 | | DE0472015 | | RTN US Equity | Raytheon Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001571_CR_SLSC | NKNQHM6BLECKVOQP7O46 | | | | RSG US EQUITY | Republic Services Group | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001572_CR_SLSC | PQQ60KVT5SJX0ETQT497 | | | | RKT US Equity | Rock-Tenn Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001573_CR_SLSC | VH3R4HHBHH12O0EXZJ88 | | | | ROK US Equity | Rockwell Automation, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001574_CR_SLSC | 549300LJXD867XMVE759 | | | | ROP UN Equity | Roper Industries, Inc.

| US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001575_CR_SLSC | K2NEH8QNVW44JIWK7Z55 | | C-38863 | | RCL NO Equity | Royal Caribbean Cruises Ltd. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001576_CR_SLSC | 549300TJCKW4BRXPJ474 | | | | RPM US Equity | RPM International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001577_CR_SLSC | 549300VXRTBPBK07QT94 | | | | 0398293Z US EQUITY | Ruby Pipeline LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001578_CR_SLSC | ZXJ6Y2OSPZXIVGRILD15 | | FL590739250 | | R US Equity | Ryder System, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001579_CR_SLSC | 549300NKZ6VCN5P3K723 | | DE2096948 | | SWY US Equity | Safeway Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001580_CR_SLSC | RLTHESQ0RNFQJWPBJN60 | | DE2258732 | | SGMS UW Equity | Scientific Games International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001581_CR_SLSC | Q0M0CZB4YN6JZ65WXI09 | | | | SEE US EQUITY | Sealed Air Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001582_CR_SLSC | PBBKGKLRK5S5C0Y4T545 | | CAC1991515 | | SRE US Equity | Sempra Energy | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001583_CR_SLSC | KAF673KJXD92C8KSLU49 | | | | SLGN US EQUITY | Silgan Holdings Inc [fka Silgan Corp] | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001584_CR_SLSC | MR92GTD0MJTTTTQDVG45 | | DE2360269 | | | Simon Property Group, L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001585_CR_SLSC | HHWAT5TDOYZMM26KKQ73 | | | | SNA US Equity | Snap-on Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001586_CR_SLSC | 549300FC3G3YU2FBZD92 | | | | | Southern Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001587_CR_SLSC | EFWMP121W54QV9MGOP87 | | DE4116263 | | SWN US Equity | Southwestern Energy Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001588_CR_SLSC | P761FCI0CPOG24I8JE10 | | | | SPW US Equity | SPX Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001589_CR_SLSC | 549300DJ09SMTO561131 | | | | SWK US Equity | Stanley Black & Decker, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001590_CR_SLSC | XQM2JINI1UL7642TU573 | | | | SPLS US Equity | Staples, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001591_CR_SLSC | 5493002F0SC4JTBU5137 | | MI148492 | | SYK US Equity | Stryker Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001592_CR_SLSC | 549300TXO070764WUH65 | | | | SPWR US EQUITY | Sunpower Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001593_CR_SLSC | YF6ZV0M6AU4FY94MK914 | | | | SYMC US Equity | Symantec Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001594_CR_SLSC | 5RGWIFLMGH3YS7KWI652 | | | | SYY US Equity | Sysco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001595_CR_SLSC | 8WDDFXB5T1Z6J0XC1L66 | | | | TGT US Equity | Target Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001596_CR_SLSC | 6HL0C5LCIE4TN8UZHL06 | | DE2980513 | | TRP UN Equity | TC PipeLines, LP | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001597_CR_SLSC | UUL85LWXB4NGSWWXIQ25 | | | | TFX US Equity | Teleflex Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001598_CR_SLSC | YAWJZJYEQ7M1SYMOS462 | | DE2106001 | | TEX UN Equity | Terex Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001599_CR_SLSC | CMTK1YBYNLPLIS3QLI53 | | | | TSO US EQUITY | Tesoro Petroleum | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001600_CR_SLSC | 549300VFZ8XJ9NUPU221 | | | | | The Estee Lauder Companies | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001601_CR_SLSC | HCHV7422L5HDJZCRFL38 | | DE0558016 | | TMO US Equity | Thermo Fisher Scientific Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001602_CR_SLSC | KNG3XRAA0RHN9H62OK76 | | | | TWX US EQUITY | Time Warner Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001603_CR_SLSC | B0I35MLPFXZSE70ASS73 | | | | TKR US EQUITY | Timken Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001604_CR_SLSC | 549300V2JRLO5DIFGE82 | | DE3058821 | | DTE GF Equity | T-Mobile USA, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001605_CR_SLSC | R1JB4KXN77XFCXOQKV49 | | DE7324254 | | TRN US Equity | Trinity Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001606_CR_SLSC | 3NWOXIHJSQCX0SM5Z749 | | DE3589359 | | TRW US Equity | TRW Automotive Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001607_CR_SLSC | G8NWFN4YP7CR6FOP4886 | | | | | Tupperware Brands Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001608_CR_SLSC | WD6L6041MNRW1JE49D58 | | | | TSN US Equity | Tyson Foods, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001609_CR_SLSC | MYF1DAS6G5WY7PRWCU78 | | DE0945814 | | ULVR LN Equity | Unilever Capital Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001610_CR_SLSC | K1OQBWM7XEOO08LDNP29 | | DE0890080 | | UAL UN Equity | United Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001611_CR_SLSC | D01LMJZU09ULLNCY6Z23 | | | | UPS US EQUITY | United Parcel Service Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001612_CR_SLSC | JNLUVFYJT1OZSIQ24U47 | | | | X UN Equity | United States Steel Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001613_CR_SLSC | I07WOS4YJ0N7YRFE7309 | | | | UTX US EQUITY | United Technologies Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001614_CR_SLSC | 549300VSXHFQVR770L55 | | DE4426189 | | | Univar Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001615_CR_SLSC | 549300BZXZ66F6DTIF20 | | VA0016487-1 | | UVV US Equity | Universal Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001616_CR_SLSC | 5493004XNBKB5SFUJI60 | | DE0932960 | | AAL UW Equity | US Airways, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001617_CR_SLSC | KOO0397YRO83WY5MGD97 | | | | VRX CT Equity | Valeant Pharmaceuticals International | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001618_CR_SLSC | 549300XTO5VR8SKV1V74 | | | | VLO US EQUITY | Valero Energy Corp | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001619_CR_SLSC | 2S72QS2UO2OESLG6Y829 | | | | VZ US EQUITY | Verizon Communications Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001620_CR_SLSC | CWAJJ9DJ5Z7P057HV541 | | | | VFC US EQUITY | VF Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001621_CR_SLSC | X0ST5BPF0CZG9FE5OV61 | | | | VIA US EQUITY | Viacom Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001622_CR_SLSC | 549300OBVCU4IRZFZ230 | | | | | Virgin Media Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001623_CR_SLSC | CQKUMNNZVDJLRYV2PT43 | | | | | Virginia Electric & Power Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001624_CR_SLSC | 549300JZ4OKEHW3DPJ59 | | | | V US Equity | Visa Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001625_CR_SLSC | 549300BMOJ05INE4YK86 | | DE2669712 | | | Vornado Realty L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001626_CR_SLSC | 549300UUPJ2NXDB68M19 | | DE0911551 | | | VW Credit, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001627_CR_SLSC | Y87794H0US1R65VBXU25 | | | | WMT US EQUITY | Wal-Mart Stores Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001628_CR_SLSC | 7260JQNI6SCF9FIV2392 | | | | DIS US EQUITY | Walt Disney Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001629_CR_SLSC | IQN3XTJNANI73KWRED03 | | | | | Walter Energy Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001630_CR_SLSC | 549300YX8JIID70NFS41 | | | | WM US EQUITY | Waste Management | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001631_CR_SLSC | 3CYEJKBUJZO3UW777J80 | | DE3797582 | | | WEA Finance LLC | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001632_CR_SLSC | WHENKOULSSK7WUM60H03 | | | | WHR US EQUITY | Whirlpool Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001633_CR_SLSC | D3W7PCXCBRQLL17DZ313 | | | | | World Fuel Services Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001634_CR_SLSC | T4VNTWMFQ7JQB65L7T35 | | DE3664441 | | WYN UN Equity | Wyndham Worldwide Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001635_CR_SLSC | LGJNMI9GH8XIDG5RCM61 | | MN37-AA | | XEL US Equity | Xcel Energy Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001636_CR_SLSC | 4KF48RN45X1OO8UBLY20 | | | | XRX UN Equity | Xerox Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001637_CR_SLSC | 6EY4K7ZMF9UX1CU6KC79 | | | | XIX GF Equity | Xilinx, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001638_CR_SLSC | 549300DF5MV96DRYLQ48 | | | | XYL US EQUITY | Xylem Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001639_CR_SLSC | 2P2YLDVPES3BXQ1FRB91 | | DE3343799 | | ZMH US Equity | Zimmer Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001640_CR_SLSC | 549300HD9Q1LOC9KLJ48 | | | | ZTS UN Equity | Zoetis Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001641_CR_SLSC | 5493007CO5W5OBFG7L21 | | | | | RETAIL ESTATES NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001642_CR_SLSC | 549300QSUNKAEBMYIR16 | | | | | RAVAGO S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001643_CR_SLSC | 549300O3SGMD4K45DN61 | | | BE 0404621642 | | ALCATEL-LUCENT BELL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001644_CR_SLSC | 54930031IF9XW7PCY637 | | | BE 0403992231 | | Atlas Copco Airpower | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001645_CR_SLSC | 549300PR82EONF1NKE18 | | | BE 0473566965 | | BELFIMA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001646_CR_SLSC | 549300UOBXCS79E82606 | | | BE 0404535431 | | Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001647_CR_SLSC | 549300VSM2RG55U2QU15 | | | BE 0400853488 | | BRUSSELS AIRLINES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001648_CR_SLSC | 5493007ZLRNTTT9B6384 | | | | | Carrefour Finance SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001649_CR_SLSC | 529900P0HVIO92I8AU52 | | | BE 0422362447 | | COCKERILL MAINTENANCE & INGENIERIE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001650_CR_SLSC | 549300VWVXR1GOHG0E16 | | | BE 0425702910 | | COFELY FABRICOM sa | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001651_CR_SLSC | 5493003N7PPOYDZI1G90 | | | BE 0400464795 | | COMPAGNIE D'ENTREPRISES CFE — AANNEMINGSMAATSCHAPPIJ CFE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001652_CR_SLSC | 5299009GDDJ20VCTA286 | | | BE 0404411707 | | CONTINENTAL BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001653_CR_SLSC | 549300NF0J86QSGBSV95 | | | BE 0413572663 | | DELDO AUTOBANDEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001654_CR_SLSC | 549300KT827RUL680A73 | | | BE0428741087 | | D'IETEREN Treasury | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001655_CR_SLSC | 5493000G720YN71E2S86 | | | BE 0435305514 | | DREDGING INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001656_CR_SLSC | 529900YOYR5FW12UBJ80 | | | BE 0471811661 | | EDF Luminus | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001657_CR_SLSC | 549300F203XBWYK45D98 | | | BE 0411515075 | | Emmaüs vzw | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001658_CR_SLSC | 529900T3V512W5JEJF78 | | | BE 0406183144 | | Evonik Degussa Antwerpen | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001659_CR_SLSC | 5493006GOR72R0ZYBN98 | | | BE 0860409202 | | EXMAR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001660_CR_SLSC | 52990071WX2UW1WNHC16 | | | BE 0402954628 | | FLUXYS BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001661_CR_SLSC | 529900RL1B6NSLKU7P45 | | | BE 0821382439 | | FLUXYS FINANCE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001662_CR_SLSC | 549300EL1OTYCHBFUV17 | | | BE 0442100363 | | GDF SUEZ CC SCRL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001663_CR_SLSC | 549300AS6JDY8GAUB274 | | | BE 0831958211 | | GDF SUEZ ENERGY MANAGEMENT TRADING | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001664_CR_SLSC | 6IM6CQKADLNCQGUEU352 | | | BE0439255986 | | GEMS Services SA/NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001665_CR_SLSC | 549300UFHGFY5IOON989 | | | BE 0220324117 | | Gimv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001666_CR_SLSC | 5493004EAZQ20FYJKT70 | | | BE 0438202052 | | greif services belgium | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001667_CR_SLSC | 5299004FBX5DGG463D98 | | | BE 0430060188 | | HERAEUS ELECTRO — NITE INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001668_CR_SLSC | 5493002TTO3072KC6L60 | | | BE 0402220594 | | Hewlett — Packard Belgium | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001669_CR_SLSC | 549300VI27GGJFIOCP26 | | | BE 0440113348 | | INTERNATIONAL FINANCE CENTER CFE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001670_CR_SLSC | 5493002RVRZ1S3CPUI26 | | | BE 0428750985 | | ION BEAM APPLICATIONS S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001671_CR_SLSC | 54930073JZQL85NE3817 | | | BE 0222343301 | | IVERLEK | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001672_CR_SLSC | 549300YEC7519H8CBF72 | | | BE 0473587751 | | J.C. General Services CVBA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001673_CR_SLSC | 549300U0BLKP6Y8LPX16 | | | BE 0404778426 | | Katoen Natie | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001674_CR_SLSC | 529900X1VAF3IXDZJ071 | | | | | LE PEIGNE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001675_CR_SLSC | 549300ROPVHSEKEMW107 | | | BE 0807049797 | | LOCORAIL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001676_CR_SLSC | 549300L6DOLPEQSOI005 | | | BE 0405580655 | | MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001677_CR_SLSC | 5493007JS0ZHJVBUWP18 | | | BE 0456810810 | | MOBISTAR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001678_CR_SLSC | 549300V3ES7BVGYNRZ58 | | | BE 0413630071 | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001679_CR_SLSC | 529900P78BT1RIIYWY69 | | | BE 0458885719 | | NUTRECO CAPITAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001680_CR_SLSC | 549300XHGK09MEWMOL68 | | | BE 0419457296 | | Ontex bvba | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001681_CR_SLSC | 5299009CBE6VJXABZS81 | | | BE 0436410522 | | RAFFINERIE TIRLEMONTOISE — TIENSE SUIKERRAFFINADERERIJ | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001682_CR_SLSC | 529900P4SONA6KVTRT86 | | | BE 0428343981 | | RECTICEL INTERNATIONAL SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001683_CR_SLSC | 529900LK4T42CNH2U882 | | | BE 0434475767 | | S.B. MANAGEMENT AND SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001684_CR_SLSC | 529900FTYUE9QOXMU884 | | | BE 0434284638 | | SAINT-GOBAIN BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001685_CR_SLSC | 549300CCKFF44A550J72 | | | BE 0400747580 | | SARENS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001686_CR_SLSC | 549300JTFH1WHCEMIN40 | | | BE 0407139583 | | SD WORX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001687_CR_SLSC | HB7FFAZI0OMZ8PP8OE26 | | | BE 0413330856 | | Society for Worldwide Interbank Financial Telecommunication | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001688_CR_SLSC | 213800IS5GA1OZ8RBM85 | | | BE 0473416418 | | TELENET nv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001689_CR_SLSC | 529900R7MYQQO8CHR962 | | | BE 0403063902 | | TOTAL BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001690_CR_SLSC | 5299003N2SCVNU16O909 | | | BE 0403079441 | | Total Petrochemicals & Refining SA/NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001691_CR_SLSC | 549300ZSTW3D1UXOXY91 | | | BE 0412639681 | | TRACTEBEL ENGINEERING sa | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001692_CR_SLSC | 529900F3AIQECS8ZSV61 | | | | | UMICORE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001693_CR_SLSC | 549300J5X4E65PJHE355 | | | BE 0464538245 | | VPK SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001694_CR_SLSC | 5493002MUOV04NSPT571 | 2796756-1 | | | | RBC INVESTOR SERVICES TRUST | CA | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001695_CR_SLSC | 549300G6ZUFBJVLAJQ46 | | | | | MERCURIA ENERGY TRADING SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001696_CR_SLSC | 5299009K1FINARYDEC72 | | | | | RENAULT FINANCE SA | CH | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001697_CR_SLSC | 549300WZRVQERM819Z90 | 1141987-6 | CH02039235685 | | | Schweizerische RÃ ckversicherungs-Gesellschaft AG | CH | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001698_CR_SLSC | 52990031Q7PCTSUSRW11 | 2820823-9 | HRB40498 | | | LBBW Dublin Management GmbH | DE | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001699_CR_SLSC | 529900GHE5268QPEOH13 | 2537992-6 | HRB106727 | | | LIDL IRELAND GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001700_CR_SLSC | 529900USFSZYPS075O24 | 1144838-8 | HRB3790 | | | VOLKSWAGEN FINANCIAL SERVICES AG | DE | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001701_CR_SLSC | 549300Y5BJOTCMUYT658 | | | | | ARCELORMITTAL TREASURY SNC | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001702_CR_SLSC | 969500KY4MRVCLM9HE48 | | | | | EDF ENERGIES NOUVELLES | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001703_CR_SLSC | 529900QI55ZLJVCMPA71 | | | | | TOTAL CAPITAL | FR | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001704_CR_SLSC | 2138006E2VG89XLORJ06 | | 02366682 | | | YORKSHIRE WATER SERVICES LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001705_CR_SLSC | 549300BPQYQ838KE1X51 | | | | | UNIPEC ASIA COMPANY LIMITED | HK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001706_CR_SLSC | 213800SKZTSE2L1BII69 | | | | | THAMES WATER UTILITIES CAYMAN FINANCE LIMITED | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001707_CR_SLSC | 0YQH6LCEF474UTUV4B96 | | KvK 34313428 0000 | | | ENEL FINANCE INTERNATIONAL N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0001708_CR_SLSC | 4ME66GO1Q4T87C52WS37 | | KvK 33134831 0000 | | | GENERAL ELECTRIC INTERNATIONAL INC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Credit risk and free deliveries | Specialized lending slotting criteria LC_0000001_CC_FIRB | | 1040 | 58237v | | 0296104D AV EQUITY | ALPINE Bau GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000002_CC_FIRB | 5299005VO3GJ18GL5F14 | 8670870 | 310593f | | | AMAG Austria Metall AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000003_CC_FIRB | 549300VZKC61IR5U8G96 | 26972 | 50935f | AT0000730007 | ANDR AV EQUITY | ANDRITZ AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000004_CC_FIRB | 529900LMTI8YSE62EI88 | | | | LHA GF Equity | AUSTRIAN AIRLINES AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000005_CC_FIRB | 5299004QD601B8U1HD44 | 131830 | 109445z | | | Austrian Gaming Industries GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000006_CC_FIRB | 529900J7EWWGQ375DL84 | 2410 | 53507m | | | AVL List GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000007_CC_FIRB | | 226424 | 58036y | | | Bauunternehmung Granit Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000008_CC_FIRB | | 160431 | 89102h | | | BENE AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000009_CC_FIRB | 529900ZAFSOBVFCKF263 | | 319670d | | 0456855D AV EQUITY | Benteler International Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000010_CC_FIRB | 5299000SY4448XU04857 | 847216 | 86959g | | | CAG Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000011_CC_FIRB | 5299003V84MVB5A3C324 | 5762600 | 231192p | | | CARBONES HOLDING GMBH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000012_CC_FIRB | 529900G8XM6H1XVZBJ73 | 67504 | 99639d | | | Casinos Austria Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000013_CC_FIRB | 529900VN62L73X2OJX85 | 5200326 | 212163f | | | conwert Immobilien Invest SE | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000014_CC_FIRB | | 7161956 | 270027z | | | DCM DECOmetal GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000015_CC_FIRB | | 76350 | 67493f | | | dm drogerie markt GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000016_CC_FIRB | 5299002NFQKOBT1E8569 | 3570614 | 156765m | | | DO & CO Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000017_CC_FIRB | 5299004ARAOQMGTWCI13 | 125709 | 70342w | | | Doppelmayr Seilbahnen GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000018_CC_FIRB | 54930060U4XOVED1T359 | 5536812 | 223028h | | | EconGas GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000019_CC_FIRB | 529900WJZJAEI0VBLP60 | | | | | Egger Holzwerkstoffe GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000020_CC_FIRB | 52990048A4N0S24VG982 | 159026 | 42973x | | | Eglo Leuchten GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000021_CC_FIRB | 529900N8OA1GVSR5R946 | 30988 | 76532y | | | Energie AG Oberösterreich | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000022_CC_FIRB | 529900BMPGUGAFYYAV45 | 6106 | 126805d | | | Energie Burgenland AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000023_CC_FIRB | 529900WID59A60HHYX13 | 2795493 | 145825z | | | Erber Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000024_CC_FIRB | 529900P4JZBFEVNEAE60 | | | | EVN AV Equity | EVN AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000025_CC_FIRB | | 9907106 | 347483f | | | Felbermayr Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000026_CC_FIRB | 549300FQ2ILBH7DJ6I45 | 1754530 | 42984m | | | Flughafen Wien Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000027_CC_FIRB | 529900RJAN0LNMW7Q775 | 1312138 | 89381v | | | HABAU Hoch- und Tiefbaugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000028_CC_FIRB | 5299000X53SAWQMDFF06 | 58114 | 26451z | | | Hofer Kommanditgesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000029_CC_FIRB | | 1640348 | 47654f | | | Hyundai Import Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000030_CC_FIRB | 529900RQJADHH91ABP14 | 2777363 | 144991y | | | Infineon Technologies Austria AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000031_CC_FIRB | 529900DSSMPIR6R3GO43 | 130311 | 64543t | | | J. u. A. Frischeis Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000032_CC_FIRB | 5299008ARRNJFPBNTM78 | 4155033 | 178368g | | | Kapsch BusinessCom AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000033_CC_FIRB | 529900A9NX1TM65N4176 | 21369 | 99133i | | | KELAG-Kärntner Elektrizitäts-Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000034_CC_FIRB | | 1376136 | 94579m | | | Leiner Immobilien GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000035_CC_FIRB | | 25798 | 32725a | | | Leyrer + Graf Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000036_CC_FIRB | | 1216520 | 106825x | | | Management Trust Holding Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000037_CC_FIRB | 529900JYVV57QBKV9G11 | 1991078 | 35673k | | | MFC Commodities GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000038_CC_FIRB | 529900WFARKZGRCQ8652 | | | | | MONTANA TECH COMPONENTS GMBH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000039_CC_FIRB | 213800CUWJ54846X6779 | 1760513 | 40450k | | | Montanwerke Brixlegg Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000040_CC_FIRB | 529900UUANUJ60MNMX97 | | 71396w | | 7716424Z AV EQUITY | ÖBB — Infrastruktur Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000041_CC_FIRB | 529900UOHXZ1BIORCV04 | 6467385 | 248742y | | | ÖBB-Personenverkehr Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000042_CC_FIRB | 529900B76VL5KG71J029 | 6515541 | 250198p | | | ÖBB-Postbus GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000043_CC_FIRB | 529900UZY47TEIFNF978 | 6496644 | 249666g | | | ÖBB-Produktion Gesellschaft mbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000044_CC_FIRB | 549300V62YJ9HTLRI486 | | 93363z | AT0000743059 | OMV AV EQUITY | OMV Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000045_CC_FIRB | | 3512231 | 154148p | | | Österreichische Bundesforste AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000046_CC_FIRB | 529900IFAV83BX8O1O91 | 526819 | 33393h | AT0000758305 | PAL AV EQUITY | PALFINGER AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000047_CC_FIRB | | 957313 | 115289v | | | QuadraCir AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000048_CC_FIRB | 5299000HTNHA5ACH9N32 | 1074393 | 56247t | | 495680Z AV EQUITY | Red Bull GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000049_CC_FIRB | 529900ENFTO28GS3KF76 | 1813722 | 78563i | | | Rohöl-Aufsuchungs Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000050_CC_FIRB | 5299005U4ZMMSYUJ5G02 | 7113951 | 267218v | | | ROXCEL Handelsgesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000051_CC_FIRB | 5493000C4S664YT7T556 | 38229 | 51350s | | | Salzburg AG für Energie, Verkehr und Telekommunikation | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000052_CC_FIRB | 549300XBCUMUR5CI0181 | | | | | Sappi Papier Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000053_CC_FIRB | 5299002XAOMQWAIZMA51 | 271020 | 128056v | | | Schmid Industrieholding G.m.b.H.

| AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000054_CC_FIRB | 52990021T5LVTQOGSU18 | 39594 | 60562m | | | Siemens Aktiengesellschaft Österreich | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000055_CC_FIRB | 52990020WIPPT0HC0V31 | | | | | Steinhoff Europe AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000056_CC_FIRB | 529900TYYSRJH2VJSP60 | 421065 | 88983h | AT000000STR1 | STR AV EQUITY | Strabag SE | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000057_CC_FIRB | 529900BTWJ6SISLJ5854 | 5880980 | 235264b | | | SWARCO AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000058_CC_FIRB | 529900SCL1LJL8PZNI48 | 501247 | 83175t | | | Swietelsky Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000059_CC_FIRB | 529900V54UV5XQUK5S85 | | FN155563W | | TKA AV Equity | Telekom Finanzmanagement GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000060_CC_FIRB | 529900OOW8ELHOXWZP82 | | | | UN9 GS Equity | UNIQA Insurance Group AG | AT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000061_CC_FIRB | 549300IFXHQIB5POT565 | 3734340 | 162844b | | | VAMED ENGINEERING GmbH & CO KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000062_CC_FIRB | 5299006UDSEJCTTEJS30 | 45926 | 76023z | AT0000746409 | VER AV EQUITY | VERBUND AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000063_CC_FIRB | 529900ZAXBMQDIWPNB72 | 2147807 | 66209t | AT0000937503 | VOE AV EQUITY | voestalpine AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000064_CC_FIRB | 5299008VQJD65XCUPR16 | 1134770-5 | HRA661038 | | 6830553Z AV EQUITY | Voith Turbo GmbH & Co. KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000065_CC_FIRB | 529900VXIFBHO0SW2I31 | 46434 | 77676f | AT0000831706 | WIE AV EQUITY | Wienerberger AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000066_CC_FIRB | 529900OS67T49AW45S74 | 194255 | 121150m | | 665707Z AV EQUITY | WIENERBERGER FINANZ SERVICE GMBH | AT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000067_CC_FIRB | 529900OJFTLS1RYWIF55 | 9565779 | 336561v | | | XXXLutz KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000068_CC_FIRB | 529900IIODYNYAZ2ID26 | | | | | ZUMTOBEL AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000069_CC_FIRB | 54930002QM8QVWM56E14 | | | | | Amcor Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000070_CC_FIRB | WZE1WSENV6JSZFK0JC28 | | | | BHP AU EQUITY | BHP Billiton Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000071_CC_FIRB | | | | | 6026550Z AU EQUITY | Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000072_CC_FIRB | JOR7RJTXUXBRJ4UA5G70 | | | | CCL AT Equity | Coca-Cola Amatil Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000073_CC_FIRB | 549300HPMK7UWN02N804 | | PA3337938 | | CWN AT Equity | Crown Group Finance Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000074_CC_FIRB | | | | | LEI AU EQUITY | Leighton Holdings Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000075_CC_FIRB | ACMHD8HWFMFUIQQ8Y590 | | | | MQG AU EQUITY | Macquarie Group Ltd | AU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000076_CC_FIRB | ZSN2LWNPYW6ISMRUC664 | | | | ORG AU EQUITY | Origin Energy Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000077_CC_FIRB | 5493008XVFHYYV0YHN70 | | | | HUWA GF Equity | Powercor Australia, LLC | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000078_CC_FIRB | YLXNW6TI6QSK1H8H0N82 | | | | QAN AU EQUITY | Qantas Airways Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000079_CC_FIRB | | | 520433129 | | SPT AU EQUITY | Spotless Holding SAS | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000080_CC_FIRB | PCTXNQGRJVR3OG33JG65 | | | | TLS AT Equity | Telstra Corporation Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000081_CC_FIRB | 5493003L32ZX9557ST85 | | | | WES AU EQUITY | Wesfarmers Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000082_CC_FIRB | QNWEWQBS7HP85QHXQL92 | | | | | Woolworths Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000083_CC_FIRB | G05OZ4J4E05KDATL0J93 | | | | | AG Insurance | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000084_CC_FIRB | 549300IHBDUTUNQJJB79 | 16342 | | | AGFB BB EQUITY | Agfa-Gevaert NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000085_CC_FIRB | 549300N22C0GCT5BUD97 | 26198 | | | | AJINOMOTO OMNICHEM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000086_CC_FIRB | | 116163 | | | | ALBELEC | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000087_CC_FIRB | | 225626 | | | | ALCATAN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000088_CC_FIRB | 5493008H3828EMEXB082 | | | | ABI BB EQUITY | Anheuser-Busch InBev NV/SA [ABInBev] | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000089_CC_FIRB | 549300BKDDQ56JWCBT72 | 1098030 | | | | AQUAFIN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000090_CC_FIRB | 549300B4HNIJSAWU1C95 | 1138391 | | | | ARPAL MANAGEMENT | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000091_CC_FIRB | 213800R1F1EJYM4ICO85 | | 444734706 | BE 0444734706 | | Barry Callebaut Services | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000092_CC_FIRB | 549300CWRXC5EP004533 | | | | BELG BB Equity | Belgacom S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000093_CC_FIRB | 549300R9I8GUZLNIV408 | | 890082292 | | | Brussels Airport Company S.A./N.V. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000094_CC_FIRB | | 433287 | | | | CENTRE HOSPITALIER CHRETIEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000095_CC_FIRB | | 81095 | | | | CHAUSSURES CECIL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000096_CC_FIRB | 549300IP2F5TKUC0GF38 | 82988 | | | | CHEMITEX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000097_CC_FIRB | 549300TM914CSF6KI389 | 149177 | | | COFB BB EQUITY | COFINIMMO | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000098_CC_FIRB | | 184723 | | | | COLLIGNON ENG. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000099_CC_FIRB | | 201775 | | | | COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000100_CC_FIRB | 213800DMG7PUQHINO388 | | | BE 0401641663 | | Louis Delhaize — Compagnie franco-belge d'Alimentation | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000101_CC_FIRB | | 255648 | | | | DOD | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000102_CC_FIRB | | 1145532 | | | | EDIFICIO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000103_CC_FIRB | T0YOOBZO4L6YAD6SAV65 | 14206 | 403170701 | | ELEB BB EQUITY | ELECTRABEL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000104_CC_FIRB | 549300JC3HI3K7ZSYU66 | 1329681 | | | | ELEM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000105_CC_FIRB | 549300S1MP1NFDIKT460 | | | BE 0476388378 | ELI BB Equity | ELIA SYSTEM OPERATOR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000106_CC_FIRB | 5493001XW6MSHRMFLU28 | | | | ENI GY Equity | eni finance international SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000107_CC_FIRB | 549300VO7PUETX031S03 | 10309 | | BE 0860004176 | | ETEXCO SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000108_CC_FIRB | | 13771 | | | | ETS DE SIMONE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000109_CC_FIRB | 52990053AH5LF0YZWD07 | | | | | Euler Hermes Europe | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000110_CC_FIRB | 549300D80RYON74MEJ03 | 18181 | | | EURN BB EQUITY | Euronav NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000111_CC_FIRB | 8RDWFWPP4PLMZ5PPQH32 | | | | | Fluxys G SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000112_CC_FIRB | | 25281 | | | | G EN J VASTGOED | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000113_CC_FIRB | | 65807 | | | | HOET TRUCKING & RENTING | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000114_CC_FIRB | 549300M48VNC2Z0MDG47 | 71844 | | | | HOTTLET FROZEN FOODS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000115_CC_FIRB | 549300GR6U0KHJD7DG07 | | | | | IKEA SERVICE CENTRE N.V. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000116_CC_FIRB | | 84089 | | | | INTERNATIONAL ORE ET FERTILIZER BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000117_CC_FIRB | | 85640 | | | | JEAN WAUTERS-ACIERS SPECIAUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000118_CC_FIRB | | 111717 | | | | M.G.S. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000119_CC_FIRB | 5493004FKZI586397240 | | | | | Magotteaux International SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000120_CC_FIRB | 549300Q80KFPKZC6BQ79 | 144096 | | | | MENOUQUIN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000121_CC_FIRB | | 166601 | | | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000122_CC_FIRB | 5493002HHHFTG6G3BG36 | | | BE 0431676229 | OME BB EQUITY | OMEGA PHARMA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000123_CC_FIRB | | 168945 | | | | OPIO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000124_CC_FIRB | | 192350 | | | | PHARMACIES SERVAIS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000125_CC_FIRB | 54930064JCEXFA8M0W31 | 202291 | | BE 0405747040 | | PRAYON | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000126_CC_FIRB | | 204834 | | | | PRO CONCEPT M P J | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000127_CC_FIRB | 549300NMIBTX17HWF142 | 233001 | | | | RARE GEMS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000128_CC_FIRB | 549300X72GEQB1X8K911 | 247664 | | | | ROULARTA MEDIA GROUP | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000129_CC_FIRB | 529900PY79CWSUGVK810 | 249233 | | | | S.A. CORMAN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000130_CC_FIRB | 549300O3VKWJUM16UI64 | 257312 | | | | SAMIR GEMS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000131_CC_FIRB | 213800WWE8U6DC99NP03 | | | | | SCR Sibelco NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000132_CC_FIRB | | 257564 | | | | SEADCO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000133_CC_FIRB | 213800WDGKCVWZAN1N02 | 1051701 | 465409265 | | 0790057D BB EQUITY | SILFIN NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000134_CC_FIRB | | 294964 | | | | SOBEMO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000135_CC_FIRB | | 302642 | | | | SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000136_CC_FIRB | 549300BB5CXGL9YV0D53 | 303429 | | | | SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000137_CC_FIRB | | 303783 | | | | SOCIETE D'APPLICATIONS ET DE TRAVAUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000138_CC_FIRB | 549300MMVL80RTBP3O28 | 556814 | | | SOLB BB EQUITY | Solvay SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000139_CC_FIRB | | 923107 | | | | TEAM KALORIK GROUP | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000140_CC_FIRB | 549300ZKLIF7RP6EH823 | | | BE 0412101728 | TESB BB EQUITY | Tessenderlo Chemie | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000141_CC_FIRB | | 953398 | | | | TEX ALLIANCE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000142_CC_FIRB | | 1044409 | | | | TOP-TEX BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000143_CC_FIRB | 2138008J191VLSGY5A09 | | | | UCB BB EQUITY | UCB SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000144_CC_FIRB | 529900F3AIQECS8ZSV61 | | | | UMI BB EQUITY | Umicore SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000145_CC_FIRB | 5493008MCDJ4Y6D5SI04 | 1113512 | | | | UNISTEEL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000146_CC_FIRB | | 1140588 | | | | UNIVERSITE LIBRE DE BRUXELLES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000147_CC_FIRB | 549300TRHV6F6IE14H93 | 1159858 | | BE 0404060032 | | Van Hool nv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000148_CC_FIRB | | 1231271 | | | | VASTGOED MANAGEMENT ASSOCIATIE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000149_CC_FIRB | 529900RAZGQHX0VFTK05 | | | | | Volkswagen Group Services S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000150_CC_FIRB | 549300NWW2UDYHH65J03 | 1911623 | | | | WILDO PROPERTIES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000151_CC_FIRB | 5299007TSQVOLXOABA65 | 1364744 | | | | ZF WIND POWER ANTWERPEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000152_CC_FIRB | 4P8GJCF52NVFW7UL4C95 | | 18630 | | ACE US Equity | ACE Tempest Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000153_CC_FIRB | 549300J3KKX1PEJGDW36 | | | | ACGL US Equity | Arch Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000154_CC_FIRB | UNZWILHE4KMRP9K2L524 | | 34678 | | NCLH UW Equity | NCL Corporation Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000155_CC_FIRB | V5EGRCZCH7FN6WX41891 | | | | OEH UN Equity | Orient-Express Hotels Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000156_CC_FIRB | 549300F7ZDOIMR4PZW67 | | | | IPG US Equity | Pacnet Limited | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000157_CC_FIRB | V7TL7UQFHNWUEMDZ3X02 | | | | RNR US Equity | Renaissance Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000158_CC_FIRB | 5493008CA3NMHYEVT131 | | | | | VimpelCom Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000159_CC_FIRB | | | | BMG455841020 | | HAL TRUST | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000160_CC_FIRB | 5493001QYTIDILBVYO18 | | | | | Companhia Brasileira de Aluminio | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000161_CC_FIRB | 549300TH5Q6VRP8OT012 | | | | ABI LI Equity | Companhia de Bebidas das Americas (AmBev) | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000162_CC_FIRB | 549300EM51WYXFHUY333 | | | | | Embraer S.A. | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000163_CC_FIRB | | | | | FIBR3 BZ EQUITY | Fibria Celulose SA | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000164_CC_FIRB | 5493000J801JZRCMFE49 | | | | XPBR SQ Equity | Petroleo Brasileiro S.A. — PETROBRAS | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000165_CC_FIRB | | | | | VALE5 BZ EQUITY | Vale SA | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000166_CC_FIRB | LXVM6T3LO7QIZ8LUZ688 | | | | | Votorantim Cimentos S.A. | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000167_CC_FIRB | 55S3547PRDP469JRO238 | | 2880814 | | AGU CT Equity | Agrium Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000168_CC_FIRB | 4B4HI3CGXMBDC0G6BM51 | | | | AC/A CT Equity | Air Canada | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000169_CC_FIRB | 549300OSW32RVX8CCZ87 | | | | ANCUF PQ Equity | Alimentation Couche-Tard Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000170_CC_FIRB | DR5LKEURSR8SXLM64266 | | 7501889 | | ALA CT Equity | AltaGas Ltd. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000171_CC_FIRB | 0O4KBQCJZX82UKGCBV73 | | | | ABX CN EQUITY | Barrick Gold Corp | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000172_CC_FIRB | 5493001I9203PRB5KR45 | | | | BCE CT Equity | BCE Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000173_CC_FIRB | 549300VPM8ERH1Q42198 | | | | | Bell Canada | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000174_CC_FIRB | W7L3VLU8EHQY34Z36697 | | | | BBD/B CN EQUITY | Bombardier Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000175_CC_FIRB | 36ZUFRRMJERSM4Q0S289 | | 746053 | | BPO CT Equity | Brookfield Office Properties Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000176_CC_FIRB | 3SU7BEP7TH9YEQOZCS77 | | | | CNI UN Equity | Canadian National Railway Company | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000177_CC_FIRB | 5493008IGIA1HJMDJS40 | | 1722453 | | CNQ CT Equity | Canadian Natural Resources Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000178_CC_FIRB | NXIVWPYOIVYXFF6WCZ47 | | | | CVE CN EQUITY | Cenovus Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000179_CC_FIRB | 549300WSRCZY73ZG3090 | | 00326711660005 | | | CGI GROUP INC. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000180_CC_FIRB | XYSIJOU3HNVROZWNA008 | | | | UFS CT Equity | Domtar Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000181_CC_FIRB | 98TPTUM4IVMFCZBCUR27 | | | | ENB CN EQUITY | Enbridge Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000182_CC_FIRB | CZ72ZHBVKZXQRV3XFE26 | | | | ECA CN EQUITY | Encana | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000183_CC_FIRB | 549300679TRDUXPT7415 | | 206654303 | | | EPCOR Utilities Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000184_CC_FIRB | I2YOHH65IBBT53JFYQ52 | | | | G CT Equity | Goldcorp Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000185_CC_FIRB | B1EEF6ML54YDWRC6ZK53 | | 2015335496 | | | Harvest Operations Corp. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000186_CC_FIRB | 549300UEBMAQDN0K0R06 | | | | K CN EQUITY | Kinross Gold Corp | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000187_CC_FIRB | 95RWVLFZX6VGDZNNTN43 | | | | MG CN EQUITY | Magna International Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000188_CC_FIRB | 6Q7WW7FQZR6X22IL2I79 | | | | | Nexen Energy ULC | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000189_CC_FIRB | 549300O4ZJZZOHH4H804 | | 3572862 | | NBD CT Equity | Norbord Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000190_CC_FIRB | 5493007M1XGU5E55ZJ25 | | | | | NOVA Chemicals Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000191_CC_FIRB | 549300HDLRTPBQU69P29 | | | | BIN CT Equity | Progressive Waste Solutions Ltd. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000192_CC_FIRB | 549300A0QNNPY14D9106 | | | | SCC CT Equity | Sears Canada Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000193_CC_FIRB | 3XCBVWUPHGBZ5GF7TY15 | | | | SU CN EQUITY | Suncor Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000194_CC_FIRB | NQWTWUIL1PK7V7N5Y468 | | | | TLM CN EQUITY | Talisman Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000195_CC_FIRB | T8KI5SQ2JRWHL7XY0E11 | | | | TCK/B CN EQUITY | Teck Resources Ltd [Ex-Teck Cominco Ltd] | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000196_CC_FIRB | YHKQM2RIPKZYOZ6RVZ46 | | | | TK US Equity | Teekay Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000197_CC_FIRB | L2TEUTQ8OSHMJWVLCE40 | | | | T CT Equity | TELUS Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000198_CC_FIRB | 549300561UZND4C7B569 | | 884903 | | TOC GF Equity | Thomson Reuters Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000199_CC_FIRB | HJZQGXYTVV2NWJZLPW74 | | | | TOM GY Equity | Toyota Credit Canada Inc. | CA | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000200_CC_FIRB | 5BV01I6231JPDAPMGH09 | | | | TRP UN Equity | TransCanada PipeLines Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000201_CC_FIRB | PRAQ4VOSFIK7OQ8Z2512 | | 4406354 | | VALE3 BS Equity | Vale Canada Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000202_CC_FIRB | WT03B8BB1IX8WI9ZGV02 | | | | | Vermilion Energy Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000203_CC_FIRB | 549300WHE4O6UJ2KU013 | | | | | Yamana Gold Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000204_CC_FIRB | 5493003DNMEAO1DT3F51 | | | | ABBN VX EQUITY | ABB Ltd [Asea Brown Boveri] | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000205_CC_FIRB | NI14Y5UMU60O7JE9P611 | | | | ADEN VX EQUITY | Adecco SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000206_CC_FIRB | 549300Q3WREIMQYFBC20 | | | | 0170576D SW EQUITY | Ameropa AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000207_CC_FIRB | 5493007KVRV2OKRXFA55 | | CH-020.3.035.716-8 | | AML LN Equity | Amlin AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000208_CC_FIRB | 529900H7ZPIGI2U3CJ14 | | | | | AXPO TRADING AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000209_CC_FIRB | 213800Y5RWKLDPUTT265 | | | | BARN SW EQUITY | Barry Callebaut AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000210_CC_FIRB | 529900UPDCU6WEL7W167 | | | | BALN VX Equity | Basler Versicherung AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000211_CC_FIRB | | 2816554-6 | HRB54517 | DE000DCAG010 | 7705815Z SW EQUITY | DEMAG CRANES AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000212_CC_FIRB | 5493002MXX2JLKWLE880 | | | | 567151Z SW EQUITY | Duferco SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000213_CC_FIRB | 549300I08UA8SMJON743 | | CH-270.3.002.354-9/ | | DUFN EB Equity | Dufry international AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000214_CC_FIRB | 549300ADLU67CYBFIW70 | | CH-645.1.008.684-9 | | | Elsevier Finance SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000215_CC_FIRB | 529900Y8BGAFVVVYVN24 | | | | GATE SE Equity | gategroup Holding AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000216_CC_FIRB | 213800SVRMQA1TD91D41 | | | | GIVN VX Equity | Givaudan SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000217_CC_FIRB | 213800PSSU2QXF1WLR89 | | | | GLEN LN EQUITY | Glencore International AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000218_CC_FIRB | 549300DHSS9U1QKJZG57 | | KvK 34275373 0000 | | 1002136Z SW EQUITY | GUNVOR INTERNATIONAL BV | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000219_CC_FIRB | 529900EHPFPYHV6IQO98 | | | | HOLN VX EQUITY | Holcim Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000220_CC_FIRB | 529900Q0YED3805QXQ66 | | | | | KUEHNE AND NAGEL INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000221_CC_FIRB | 52990074N8ID7UPV7A95 | | | | | LIEBHERR-INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000222_CC_FIRB | 549300EFW4H2TCZ71055 | | | | | Lonza Group AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000223_CC_FIRB | KY37LUS27QQX7BB93L28 | | CH-550.0.067.293-5 | CH0038863350 | NESN.VX | NESTLE SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000224_CC_FIRB | 529900I2PEF1FN6N6723 | | | | 2284161Z SW EQUITY | Nord Stream AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000225_CC_FIRB | | | | | NOVN VX EQUITY | Novartis AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000226_CC_FIRB | 549300HUJ5CJUX02RS52 | | | | | OMV SUPPLY & TRADING AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000227_CC_FIRB | 5299002JRTT699WFOV74 | | | | | OMYA (Schweiz) AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000228_CC_FIRB | 549300HMJAFUW4NSKI73 | | | | | Paul Reinhart AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000229_CC_FIRB | | | | | ROG VX EQUITY | Roche Holding Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000230_CC_FIRB | 529900PTQ0Z1J44SHZ08 | | CH-100.3.010.656-7 | | STLN SE Equity | SCHMOLZ + BICKENBACH AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000231_CC_FIRB | 549300R3N69ECGYPU434 | | | | SIK IX Equity | Sika AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000232_CC_FIRB | 213800Z8NOHIKRI42W10 | | | NL0000226223 | STM FP EQUITY | STMICROELECTRONICS NV | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000233_CC_FIRB | 5493000KUC3Z24U77V93 | | | | SLHN VX Equity | Swiss Life Holding AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000234_CC_FIRB | 5493005SL9HHOXS3B739 | | CHE-102.753.938 | | SCMN VX Equity | Swisscom AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000235_CC_FIRB | 549300HTOMQG20JYV568 | | | | SYNN VX Equity | Syngenta AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000236_CC_FIRB | KSVC38RP5WL6C6LJGG03 | | | | TYC US Equity | Tyco International Ltd. | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000237_CC_FIRB | 549300VBJS7MG74G2H60 | | | | | Weatherford International Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000238_CC_FIRB | | | | | WOS LN EQUITY | Wolseley Plc | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000239_CC_FIRB | | | | | XTA LN EQUITY | Xstrata Plc | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000240_CC_FIRB | 50ZCTKCMUDIABGHX3R52 | | | | | Zurich Insurance Company | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000241_CC_FIRB | 549300IF4IFG0FS0RM26 | | | | AESGENER CC Equity | AES Gener S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000242_CC_FIRB | 549300NLTGCFV7482429 | | | | CENCOSUD CC Equity | Cencosud S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000243_CC_FIRB | 549300YP3P0JZBLIV197 | | | | | EMPRESA NACIONAL DEL PETROLEO | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000244_CC_FIRB | 549300G475ACIABB4385 | | | USG49215AA73 | CMPC CC Equity | Inversiones CMPC S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000245_CC_FIRB | 549300HX3UUDPEFTG707 | | | | LAN CC Equity | Latam Airlines Group S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000246_CC_FIRB | 549300RUPF4SKMJPUR70 | | | | BLT LN Equity | Minera Escondida Limitada | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000247_CC_FIRB | | | | | 600031 CH EQUITY | Sany Heavy Industry Co Ltd | CN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000248_CC_FIRB | A25574TZFLBNK7NWQT47 | | | | PRE CT Equity | Pacific Rubiales Energy Corp. | CO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000249_CC_FIRB | 724500JV0VHPRVANL538 | | 5778 | ANN4327C1220 | | HUNTER DOUGLAS NV | CW | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000250_CC_FIRB | 213800MRTA64ULUE9919 | | | | | CARBO ONE LIMITED | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000251_CC_FIRB | 549300OEZB4GETCGFX34 | | | | | GUNVOR GROUP LTD | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000252_CC_FIRB | 549300IVA1PZNX2MN285 | | | | 0163947D CY EQUITY | Mercuria Energy Group Ltd | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000253_CC_FIRB | 2138001LK2Z2HSER4U15 | | | | PRS NO EQUITY | PROSAFE | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000254_CC_FIRB | 31570010000000137835 | 1131604 | 29287391 | | | ALTA, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000255_CC_FIRB | 31570010000000116592 | 657856 | 25572881 | | | ARMATURY Group a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000256_CC_FIRB | 31570010000000075367 | 765380 | 28402758 | | | BAK stavební společnost, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000257_CC_FIRB | 31570010000000115525 | 834699 | 46504940 | | | Cerea, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000258_CC_FIRB | 31570010000000034336 | 1023328 | 70994226 | | | České dráhy, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000259_CC_FIRB | 315700CTFRL3U2DNMO58 | 633919 | 25085689 | | | CETELEM ČR, a.s. | CZ | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000260_CC_FIRB | 529900S5R9YHJHYKKG94 | | | CZ0005112300 | CEZ CP EQUITY | CEZ a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000261_CC_FIRB | 315700XJHXU2PD40RU82 | 865668 | 48589837 | | | DEKTRADE a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000262_CC_FIRB | 529900C5PL4JGDILRZ94 | 837043 | 46678468 | | | HOCHTIEF CZ a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000263_CC_FIRB | 31570010000000099520 | 644725 | 25322257 | | | IMOS Brno, a.s.

| CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000264_CC_FIRB | 31570010000000032687 | 1086806 | 931 | | | METALIMEX a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000265_CC_FIRB | 315700JDC49X4VSP6Z49 | 601013 | 14915 | | | Metrostav a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000266_CC_FIRB | 31570066GBSS7JYFEL35 | 817880 | 45193592 | | | MJM Litovel a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000267_CC_FIRB | 31570010000000120084 | 832322 | 46342796 | | | OHL ŽS, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000268_CC_FIRB | 31570010000000009116 | 699640 | 26463318 | | | OTE, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000269_CC_FIRB | 31570010000000026285 | 671247 | 25860038 | | | Pars nova a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000270_CC_FIRB | 315700LTSCT2O45NWM28 | 805950 | 43873189 | | | PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000271_CC_FIRB | 31570010000000115622 | 817271 | 45148155 | | | Primagra, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000272_CC_FIRB | 549300KL08IFWLTWLQ52 | 691287 | 26271303 | | | Skanska a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000273_CC_FIRB | 529900I8XOZDM4ZQSQ21 | | | | 1025Z CP EQUITY | Skoda Auto A.S. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000274_CC_FIRB | 31570010000000031135 | 923751 | 62623753 | | | ŠKODA TRANSPORTATION a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000275_CC_FIRB | 213800Z39ZW4XHAAUA27 | 725860 | 27195147 | | | SMP CZ, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000276_CC_FIRB | 3157004ICDH3MRKW7534 | 889798 | 60193336 | | | Telefónica Czech Republic, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000277_CC_FIRB | 31570010000000055191 | 617997 | 18050646 | | | TŘINECKÉ ŽELEZÁRNY, a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000278_CC_FIRB | 3157007C98ILJK5ST356 | 609769 | 15886492 | | | UniCredit Leasing CZ, a.s. | CZ | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000279_CC_FIRB | 315700EFFOU65ETZ0V16 | 886003 | 531766 | | | UNISTAV a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000280_CC_FIRB | 31570010000000001356 | 672337 | 25877950 | | | VÍTKOVICE HEAVY MACHINERY a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000281_CC_FIRB | 31570010000000003490 | 710607 | 26823357 | | | VÍTKOVICE POWER ENGINEERING a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000282_CC_FIRB | 31570010000000015033 | 697350 | 26415623 | | | W.A.G. payment solutions, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000283_CC_FIRB | 5493005KH7FO1T5TMX47 | 1236614-2 | | | ASG GY Equity | AachenMuenchener Lebensversicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000284_CC_FIRB | 549300JSX0Z4CW0V5023 | 1319784-3 | | | | ADIDAS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000285_CC_FIRB | 549300X1WWPGMS47QQ72 | 1215807-7 | | | ASG GY Equity | Advocard Rechtsschutzversicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000286_CC_FIRB | 529900SO83U6ISM6DL85 | 2832395-4 | HRA36525B | | | ALBA Group plc & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000287_CC_FIRB | 529900K9B0N5BT694847 | 1100627-7 | | | ALV GY Equity | Allianz SE | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000288_CC_FIRB | 529900C058B9OTVFTU36 | 2033673-1 | HRB98981 | | | ASKLEPIOS KLINIKEN GMBH HAMBURG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000289_CC_FIRB | 549300FJWANEIJ25D318 | 1545974-6 | | | | Atlas Copco Energas GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000290_CC_FIRB | 529900YNBT62HCUPRG10 | 1106210-6 | | | | AUGUST STORCK KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000291_CC_FIRB | 5299005SHIN9ZK7GW242 | 1124841-6 | HRB1775 | DE0006766504 | NDA GY EQUITY | Aurubis AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000292_CC_FIRB | 529900PXZU3YHO6HMD80 | 1130123-1 | | | | Axel Springer SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000293_CC_FIRB | 529900AJX4TCFW0QT666 | 1104883-2 | | | | B. Braun Melsungen Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000294_CC_FIRB | 529900PM64WH8AF1E917 | 1102017-9 | HRB6000 | DE000BASF111 | BAS GR EQUITY | BASF SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000295_CC_FIRB | 529900XMQYET3NBF2363 | 2192515-1 | HRB101375 | DE0005168108 | B5A GY EQUITY | Bauer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000296_CC_FIRB | 549300J4U55H3WP1XT59 | 1109561-9 | | | BAYN GY EQUITY | Bayer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000297_CC_FIRB | YEH5ZCD6E441RHVHD759 | 1103190-3 | | | BMW GY EQUITY | Bayerische Motoren Werke AG [BMW AG] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000298_CC_FIRB | 529900SM0FDLLYATXU36 | 1103233-1 | | | | BAYWA AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000299_CC_FIRB | 5299001BUUGXAREGE533 | 1103821-3 | | | BTG GR EQUITY | Bertelsmann SE & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000300_CC_FIRB | 529900H0HULEN2BZ4604 | 1114115-7 | BWMAHRB710296 | | GBF GY Equity | Bilfinger SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000301_CC_FIRB | 529900XBEZ2EYI9ZOV89 | 3010079-6 | | | | BMG Rights Management GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000302_CC_FIRB | 529900FOTM78R9Q9NY89 | 1163617-2 | HRB75534 | | 2340173Z GR EQUITY | BOSCH UND SIEMENS HAUSGERATE GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000303_CC_FIRB | NNROIXVWJ7CPSR27SV97 | 2926464-5 | | | BNR GY EQUITY | Brenntag AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000304_CC_FIRB | 529900OQDCYXCLQOAY53 | 1105482-2 | | | | Burda Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000305_CC_FIRB | 5299000XH7YX33EJZP65 | 2730972-3 | | | | CARL ZEISS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000306_CC_FIRB | 52990076MX7KD2XYCH67 | 1111099-6 | HRB9517 | DE000CLS1001 | CLS1 GY EQUITY | Celesio AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000307_CC_FIRB | 529900O4ND7T8ABIXF67 | 1235957-6 | | | | Claas Kommanditgesellschaft auf Aktien mbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000308_CC_FIRB | 529900A7YD9C0LLXM621 | 1106273-4 | HRB3527 | DE0005439004 | CON GY EQUITY | CONTINENTAL AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000309_CC_FIRB | | | | | 2294277Z GR EQUITY | Coutinho & Ferrostaal GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000310_CC_FIRB | 5299007VZZKH65OCN774 | 2781995-2 | | | | Cronimet Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000311_CC_FIRB | 5299008ODF4EFHRI0G60 | 2402196-6 | HRB8957 | | 7097181Z GR EQUITY | CWS-boco International GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000312_CC_FIRB | 5299005LEM60UYKU5235 | 1106512-5 | | | | DACHSER Group SE & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000313_CC_FIRB | 529900R27DL06UVNT076 | 2344103-3 | HRB19360 | | DAI GR EQUITY | Daimler AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000314_CC_FIRB | 5299006S0UKN6D9ZP412 | 2451917-5 | | | | DB NETZ AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000315_CC_FIRB | 529900I2DLZPTFPENJ05 | 1106744-4 | | | | DEHNER GMBH & CO KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000316_CC_FIRB | 5299005A2ZEP6AP7KM81 | 2537834-0 | | | ANN GF Equity | Vonovia SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000317_CC_FIRB | 52990063S23N13HU4E98 | 1818189-1 | HRB50000B | | DBHN GR EQUITY | DEUTSCHE BAHN AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000318_CC_FIRB | 529900PH63HYJ86ASW55 | 1107110-7 | HRB2168 | | LHA GY EQUITY | DEUTSCHE LUFTHANSA AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000319_CC_FIRB | 52990063W8KQHQMF4M43 | 2623414-6 | | | DPW GF Equity | Deutsche Post Finance B.V. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000320_CC_FIRB | 529900ITHU5Y51F1S257 | 1107106-5 | | | | DEUTSCHE SPARKASSEN LEASING AG & CO KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000321_CC_FIRB | 549300V9QSIG4WX4GJ96 | 2185287-6 | HRB6794 | | DTE GY EQUITY | DEUTSCHE TELEKOM AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000322_CC_FIRB | 529900KSWLV9JYE7NC83 | 2095980-5 | HRB34977 | | | DFS Deutsche Flugsicherung GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000323_CC_FIRB | 529900QTO8D2QK2TJG32 | 1107340-0 | | | | Diehl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000324_CC_FIRB | 529900Y1AT9MQF6UYT42 | 2836050-1 | HRB203044 | | | DMK DEUTSCHES MILCHKONTOR GMBH BREMEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000325_CC_FIRB | 529900YZNQ3MUUZ02M47 | 1117002-4 | HRB242 | | | Douglas Holding AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000326_CC_FIRB | 5299004W7VTLPROHR533 | 1125242-6 | HRA8242 | | | DR AUGUST OETKER KG BIELEFELD | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000327_CC_FIRB | 529900EWEX125AULXI58 | 3008027-9 | | | PAH3 GY EQUITY | Dr Ing HCF Porsche AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000328_CC_FIRB | 5493005UFVHY0PPNKD75 | 1107708-8 | HRB7903HL | DE0005550602 | DRW3 GY EQUITY | Drägerwerk AG & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000329_CC_FIRB | 52990076FKBR9THZ8C62 | 2779318-1 | | | | DYWIDAG-Systems International GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000330_CC_FIRB | 529900Z8W8S8J1P7U364 | 1105067-1 | HRA9905 | | | E BREUNINGER GMBH CO STUTTGART | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000331_CC_FIRB | Q9MAIUP40P25UFBFG033 | 1134262-3 | HRB22315 | | EOAN GY EQUITY | E.ON SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000332_CC_FIRB | 5299000MT7P9STUCL908 | 1137158-0 | | | | Ed. Züblin Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000333_CC_FIRB | 529900JSFZ4TS59HKD79 | 2331844-7 | | | EBK GR EQUITY | Energie Baden-Wurttemberg AG [EnBW] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000334_CC_FIRB | 549300OQ94C7KRGGC351 | 2177540-8 | | | ASG GY Equity | Envivas Krankenversicherung AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000335_CC_FIRB | 529900G1B8AXELNRG982 | | | | ALV GY Equity | Euler Hermes Deutschland AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000336_CC_FIRB | 41GUOJQTALQHLF39XJ34 | 1518676-0 | | | 154407Z GR EQUITY | Evonik Industries AG (Evonic) | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000337_CC_FIRB | 529900L64X6KZZW19R71 | 1108854-9 | | | 4501Z GR EQUITY | EWE AG [Energieversorgung Weser-Ems] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000338_CC_FIRB | 529900D7N2PTTZWFWN57 | 2579145-0 | | | | F.S. Fehrer Automotive GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000339_CC_FIRB | 529900EI7R9SCEJP4T76 | 1109776-3 | 00311027000005 | | | FERROSTAAL GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000340_CC_FIRB | 529900WBP9HFX10RKB30 | 1110203-5 | | | | FLUGHAFEN MUNCHEN GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000341_CC_FIRB | 529900VHM89GUAJ1RK35 | 1114926-7 | HRB25 | | 1048Z GR EQUITY | FRANZ HANIEL & CIE GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000342_CC_FIRB | 5299001ERX0K10IZUL40 | 1110198-7 | | | | FRAPORT AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000343_CC_FIRB | XDFJ0CYCOO1FXRFTQS51 | 1110492-4 | HRB11852 | DE0005785604 | FRE GY EQUITY | FRESENIUS SE & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000344_CC_FIRB | 5299006NS9FCLFHZVL76 | 1578686-6 | HRB714579 | | | Freudenberg SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000345_CC_FIRB | 529900KXMB40SPYJD743 | 2052428-6 | HRB36569B | | 7013717Z GR EQUITY | GAZPROM Germania GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000346_CC_FIRB | 549300PHUU0ZZWO8EO07 | 1122951-5 | | | GEA GR EQUITY | GEA Group AG [Global Engineering Alliance] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000347_CC_FIRB | 529900JGEOQMCDYOK785 | 1135188-9 | | | | Gelsenwasser AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000348_CC_FIRB | 529900F916IVP0TJZK88 | 1051383-6 | HRA11722 | | | GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000349_CC_FIRB | 5299006GD4UWSYZOKC28 | 2877346-3 | HRB56040 | | GXI GY Equity | Gerresheimer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000350_CC_FIRB | 529900OJM5EX75OD8032 | 1113335-2 | | | | Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000351_CC_FIRB | 529900K6BWO03KP4GU58 | 1113443-4 | | | | Giesecke & Devrient Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000352_CC_FIRB | 529900J0V7C8Z8MLN980 | 2943243-2 | | | | Gigaset Communications GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000353_CC_FIRB | 529900LPAX2H9S4NKU05 | 1215951-3 | | | | Gothaer Finanzholding AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000354_CC_FIRB | 529900F4P4RV4Z50PI82 | 1114066-2 | HRB527 | | | GROSSKRAFTWERK MANNHEIM AG MANNHEIM | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000355_CC_FIRB | HD52L5PJVBXJUUX8I539 | 2294348-4 | | | HPL GR EQUITY | Hapag-Lloyd AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000356_CC_FIRB | 5299007CE1VJWKM99H49 | 1130882-2 | HRB2680KI | | 4729Z GR EQUITY | Hauptgenossenschaft Nord AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000357_CC_FIRB | 529900MKHOFQI4A0XC48 | 2873755-9 | | | | HAWE Hydraulik SE | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000358_CC_FIRB | 52990022107L9199GO56 | 2588017-0 | | | | HDI Versicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000359_CC_FIRB | 529900755OZXM37H4975 | 1115355-8 | | | | Heckler & Koch GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000360_CC_FIRB | LZ2C6E0W5W7LQMX5ZI37 | 1126630-1 | HRB330082 | DE0006047004 | HEI GY EQUITY | HEIDELBERGCEMENT AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000361_CC_FIRB | 529900ZM98OISTG16932 | 1115394-7 | | | HDD GY Equity | Heidelberger Druckmaschinen AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000362_CC_FIRB | 529900PLX4ADJFWIY024 | 1135805-8 | | | 2550Z GR EQUITY | Hella KGaA Hueck & Co | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000363_CC_FIRB | 52990027B9ARY5AC8476 | 1115622-1 | | | | HELM AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000364_CC_FIRB | 549300VZCL1HTH4O4Y49 | 1115688-2 | HRB4724 | DE0006048408 | HEN3 GY EQUITY | HENKEL AG & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000365_CC_FIRB | 5493007EO7JOPWXHBJ27 | 1740986-3 | HRB3364 | | | Heraeus Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000366_CC_FIRB | 529900BVZYMVDRRSXY68 | 1306869-7 | HRB390485 | | 3540636Z GR EQUITY | HERRENKNECHT AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000367_CC_FIRB | 529900O7US4NP0J6XD12 | 1179777-6 | | | | HETTICH HOLDING GMBH & CO OHG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000368_CC_FIRB | 529900Y25S8NZIYTT924 | 1116241-9 | | | HOT GY EQUITY | Hochtief AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000369_CC_FIRB | 5299008WW53GLXRORN29 | 1350826-2 | HRB2311 | | HBM GY Equity | Hornbach-Baumarkt-AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000370_CC_FIRB | 529900LFVU534EBRXD13 | 1104693-5 | | | | HUGO BOSS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000371_CC_FIRB | TSI2PJM6EPETEQ4X1U25 | 2443536-4 | | | IFX GY Equity | Infineon Technologies AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000372_CC_FIRB | 529900FFRTWZQXTTUB07 | 1193155-7 | | | 7573220Z GR EQUITY | Intersnack Knabber-Gebäck GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000373_CC_FIRB | 529900DJMOF0DTSWHO38 | 2850239-1 | HRB40163 | | | JUWI AG WÖRRSTADT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000374_CC_FIRB | 529900YURAYD4IJX2J91 | 1128982-4 | HRB2669 | | SDF GY Equity | K+S Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000375_CC_FIRB | 1AW6P2GG0FOINEBZUQ05 | | | | VOD LN Equity | Kabel Deutschland Vertrieb und Service GmbH. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000376_CC_FIRB | 529900WFRVF4SQ2EV734 | 1121308-9 | HRA102851 | | 509821Z GR EQUITY | Kaufland Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000377_CC_FIRB | 529900CQ31CN6GV5LL52 | 2821686-9 | NRWDUHRB20486 | | KCO GY Equity | Kloeckner & Co. S.E. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000378_CC_FIRB | 5299001GRRO0Z25YZT52 | 1130169-4 | | | | Knorr-Bremse AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000379_CC_FIRB | 529900IQ90WSXBWSTD78 | 1131272-5 | | | | KOENIG & BAUER AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000380_CC_FIRB | 529900LUYJ0V8SOOT260 | 1173404-3 | HRA4415 | | 3612759z gr equity | KRAFTVERKEHR NAGEL GMBH & CO. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000381_CC_FIRB | 529900MAU9591GT2S236 | 2849255-1 | | | | KraussMaffei Technologies GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000382_CC_FIRB | 529900NY2GSZWWUBW049 | 1120219-9 | | | | KRONES Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000383_CC_FIRB | 529900BVAET534PD7C28 | 1119133-5 | HRB21016 | DE0006292006 | KSB3 GY EQUITY | KSB Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000384_CC_FIRB | 529900VPRFDDIN7BE119 | 1117324-2 | HRB22709 | | IWKG IX Equity | KUKA AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000385_CC_FIRB | 529900FR2K4P9L9XLV21 | 1119187-1 | | | | KWS SAAT SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000386_CC_FIRB | 529900PTLRE72EMYIJ77 | 2451186-7 | HRB53652 | | LXS GF Equity | Lanxess AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000387_CC_FIRB | 5299002HNCMIUBHOMK35 | 1121223-0 | HRB202 | DE0005408884 | LEO GY EQUITY | Leoni AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000388_CC_FIRB | 529900EW0ZH7KAZ11H71 | 1797294-4 | | | | Lidl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000389_CC_FIRB | WTV8QGD5UD7MMD4HS345 | 1121375-8 | | | LIN GY Equity | Linde AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000390_CC_FIRB | 529900SL1W4KHVE18T81 | 1121582-9 | | | | LOHMANN + Co. AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000391_CC_FIRB | 52990098TR1QJBWIYG58 | 1147145-5 | | | | MAHLE GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000392_CC_FIRB | 52990018UPG26YRFSM46 | 1122332-8 | HRB179426 | DE0005937007 | MAN GR EQUITY | MAN SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000393_CC_FIRB | 5299009Z8B0YE4ECMJ92 | 1044964-3 | | | | Media-Saturn Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000394_CC_FIRB | 5299009WLGROB3HKM878 | 1522457-9 | | | | MEGGLE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000395_CC_FIRB | 529900OAREIS0MOPTW25 | 2198479-4 | HRB6164 | | MRK GF Equity | Merck KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000396_CC_FIRB | 5299001X9L42HXEBCZ51 | 1188960-7 | | | MEO GY EQUITY | Metro AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000397_CC_FIRB | 529900JAY79MT50JBH87 | | | | | MEYER WERFT GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000398_CC_FIRB | 213800E45LWMBVNF3R85 | 3052190-0 | NRWGRHRB8959 | | MNDI LN Equity | Mondi Consumer Packaging International AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000399_CC_FIRB | 529900807L67JY81RD65 | 2755947-5 | | | MTX GY Equity | MTU Aero Engines AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000400_CC_FIRB | 529900ISR2VNZV1C0T93 | 1182822-5 | | | | MVV Energie AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000401_CC_FIRB | 529900UXIUW801PQDI37 | 2597701-8 | | | | N-ERGIE AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000402_CC_FIRB | 529900HVDYCUWVD0OE76 | 2551585-9 | | | | NORDEX SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000403_CC_FIRB | 549300UH52ZS8O00MO03 | 1125476-0 | | | | Osram GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000404_CC_FIRB | 529900LMI5FN0KFOE272 | 1125552-8 | HRA62024 | | OTVR GR EQUITY | OTTO (GMBH & CO.KG) | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000405_CC_FIRB | 529900ELIX8Z8PQ6CU28 | 2593300-3 | | | | PAPIERFABRIK PALM GMBH & CO.KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000406_CC_FIRB | 529900HT3KJHBHNHDT64 | 1397102-3 | HRB6100 | | 259743Z GR EQUITY | PERI GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000407_CC_FIRB | 52990037VWJGYKGP9877 | 1131747-6 | HRA3551 | | 2590Z GR EQUITY | PHOENIX Pharmahandel GmbH & Co KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000408_CC_FIRB | 5299008XQJHPTOF8R354 | 2696731-5 | 241336g | | 661074Z GR EQUITY | Porsche Corporate Finance GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000409_CC_FIRB | 529900NY0WWQUKOMWQ37 | 2399699-4 | | | PSM GY EQUITY | ProSiebenSat 1 Media SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000410_CC_FIRB | 529900Z5KBA9KJP6EK09 | 1196360-0 | | | | R+V Versicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000411_CC_FIRB | 5299001OU9CSE29O6S05 | 1127893-4 | | | RHM GY EQUITY | Rheinmetall AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000412_CC_FIRB | 529900F0LT5OP4SV6122 | 1104684-4 | | | | Robert Bosch GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000413_CC_FIRB | 529900BZ1C5S5WQENF25 | 2820967-4 | HRB721056 | | | ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000414_CC_FIRB | 529900GB7KCA94ACC940 | 2531238-0 | HRB14525 | DE0007037129 | RWE GY EQUITY | RWE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000415_CC_FIRB | 529900Q5SR06C5T8NO26 | 1128992-3 | HRB8372 | | 7015557Z GR EQUITY | Salzgitter Mannesmann Handel GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000416_CC_FIRB | 529900D6BF99LW9R2E68 | 1308819-0 | | | SAP GY EQUITY | SAP SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000417_CC_FIRB | 529900JL0HDVGZMUJF32 | 3043578-8 | | | | Schaeffler Verwaltung Zwei GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000418_CC_FIRB | 529900D8QMD1LL0E2393 | 2800313-5 | | | | Schletter GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000419_CC_FIRB | 529900DG0F6AGQAP6N55 | 1131407-7 | 55234831 | | | SCHOLZ Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000420_CC_FIRB | 5299009QTM3SJL9BNR19 | 2209676-2 | | | | Schott AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000421_CC_FIRB | 529900ZCRUJ3J5PYWX81 | 2577577-6 | | | RPW GR EQUITY | SENVION GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000422_CC_FIRB | 52990038IB31TYK07X63 | 1129569-8 | | | SGL GY Equity | SGL Carbon SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000423_CC_FIRB | W38RGI023J3WT1HWRP32 | 1129508-6 | HRB12300B | | SIE GY EQUITY | Siemens Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000424_CC_FIRB | 529900M1LIO0SLOBAS50 | 1532176-3 | HRB1562 | DE0003304002 | SOW GY EQUITY | Software AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000425_CC_FIRB | 549300WM0X4AUT710770 | 3278292-2 | | | | Springer Science+Business Media Deutschland GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000426_CC_FIRB | 529900FMTTLMH0P0DL10 | 1473528-6 | | | | STADA Arzneimittel Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000427_CC_FIRB | 549300YTRYZPM57T3319 | 1132051-2 | | | | STADTWERKE HANNOVER AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000428_CC_FIRB | 529900QOJGJ2975GD560 | 2971375-7 | | | | Stahlgruber Otto Gruber AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000429_CC_FIRB | 5299003M4PGUGL48LS74 | 3094881-4 | | | | Styrolution Group GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000430_CC_FIRB | 529900Y2V1QWBDCBT818 | 2653119-4 | | | | Südwestdeutsche Medien Holding GmbH | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000431_CC_FIRB | 529900S8QNB101D40S72 | 1130211-4 | | | SZU GY EQUITY | Sudzucker AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000432_CC_FIRB | 529900D82I6R9601CF26 | 2819960-2 | HRB200436 | | | SYMRISE AG HOLZMINDEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000433_CC_FIRB | 529900P710MOUBKZDL27 | 2269857-5 | HEESHRB85143 | | | Techem GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000434_CC_FIRB | 529900COI81IT9N2Y682 | 3009289-4 | HRB180660 | | | THÜGA HOLDING GMBH + CO KGAA MÜNCHEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000435_CC_FIRB | 549300UDG16DOYUPR330 | 2411649-3 | HRB9092 | DE0007500001 | TKA GR EQUITY | THYSSENKRUPP AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000436_CC_FIRB | 529900JBK6KNC4HSW032 | 1672825-5 | | | | Tönnies Holding GmbH & Co. KG | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000437_CC_FIRB | 52990021AYVJLL2XMK94 | 2182800-9 | HRB16654 | | 7010965Z GR EQUITY | TRIMET ALUMINIUM SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000438_CC_FIRB | 529900SL2WSPV293B552 | 1126744-0 | | | TUI1 GY EQUITY | TUI AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000439_CC_FIRB | 3VEKWPJHTD4NKMBVG947 | 2353095-9 | | | | United Internet AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000440_CC_FIRB | XQMNIROSQAS7Y9TT7I97 | | NRWKOHRA24116 | | LBTYA UW Equity | Unitymedia Hessen GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000441_CC_FIRB | 529900I1IDJLEXFUYN67 | 3340688-5 | | | | WELTBILD GMBH & CO. KG, AUGSBURG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000442_CC_FIRB | 529900AGED6PJE9AVL37 | 3185940-8 | | | | Vier Gas Transport GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000443_CC_FIRB | 52990023338VFV5AIN59 | 1134669-9 | HRA3389 | | | VIESSMANN WERKE GMBH CO KG ALLENDORF | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000444_CC_FIRB | W24EDTPHEV8NJOD4FA29 | 1627667-7 | | | | VNG-Verbundnetz Gas Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000445_CC_FIRB | 5299004TYSI0Z73QUE46 | 1227804-0 | HRB725621 | | | Voith GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000446_CC_FIRB | 529900NNUPAGGOMPXZ31 | 1134796-0 | | | VOW3 GY EQUITY | Volkswagen AG [VW] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000447_CC_FIRB | 0NURKC5Q3CJYZPPK5046 | 1134904-0 | | | | WACKER CHEMIE AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000448_CC_FIRB | 529900KKY5IMBX35M241 | 2679160-8 | HRB7736 | | | Wasser und Gas Westfalen GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000449_CC_FIRB | 529900KQ44OJDIDU6J81 | 1135571-6 | | | | WEPA Hygieneprodukte GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000450_CC_FIRB | 5299006E92R0717GXP27 | 3189637-6 | HRA16706 | | 0892272D GR EQUITY | WINGAS GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000451_CC_FIRB | 529900A8LX4KL0YUTH71 | 2543621-3 | | | WDI GY Equity | Wirecard AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000452_CC_FIRB | 529900CAYOWB8YIG7X25 | 1136858-6 | | | | ZF FRIEDRICHSHAFEN AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000453_CC_FIRB | 549300D2K6PKKKXVNN73 | | 22756214 | DK0010244425 | MAERSKB DC EQUITY | A.P.Møller-Mærsk A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000454_CC_FIRB | | | 63965812 | | | A/S SCHOUW & CO | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000455_CC_FIRB | 549300ADWYS7RRJ8BG19 | | 14244441 | | | Aalborg Portland A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000456_CC_FIRB | 549300Y047DQV30CKT47 | | 49723911 | | | ABENA HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000457_CC_FIRB | 549300PLP6WVTICKLD32 | | 10526949 | | | ALM.

BRAND FORSIKRING A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000458_CC_FIRB | 529900IJ6T4P1O10R377 | | 25313763 | | | ARLA FOODS A.M.B.A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000459_CC_FIRB | | | 25511484 | | | Atea A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000460_CC_FIRB | 213800KB128IK92MCD10 | | 44782510 | | | AVK Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000461_CC_FIRB | 2138009LJ6FGTV868W59 | | 22069519 | | | BYGMA GRUPPEN A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000462_CC_FIRB | 5493008YL42784DMWN61 | | 25508343 | DK0010181676 | CARLB DC EQUITY | Carlsberg Breweries A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000463_CC_FIRB | | | 27626904 | | | Catering Engros A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000464_CC_FIRB | 213800JF2XSR5NXGL660 | | 12760043 | | | Cheminova A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000465_CC_FIRB | 549300MKPW8ZF3E8MW37 | | 28318677 | | | Chr. Hansen Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000466_CC_FIRB | 213800AWZ8U3FVALIO26 | | 26259495 | | | Coop Danmark A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000467_CC_FIRB | 213800UW822WLK2HZF47 | | | | | Copenhagen Airports Denmark ApS | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000468_CC_FIRB | 529900BWY373HVUNIC90 | | 28527411 | | | Dagrofa ApS | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000469_CC_FIRB | | | 13878595 | | | Dagrofa S-Engros A/S (Foodservice) | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000470_CC_FIRB | 213800FJJH5XFNFIAK90 | | 23256118 | | | Damstahl A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000471_CC_FIRB | 5493007I2KABJNYPD639 | | 20165715 | | | DANFOSS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000472_CC_FIRB | | | 59789317 | | | Danish Agro A.M.B.A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000473_CC_FIRB | 21380063C9WS18D6WJ21 | | 26121264 | | | Danish Crown A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000474_CC_FIRB | 2138007QUZXQLFGCSV45 | | 24246930 | | | DANSK LANDBRUGS GROVVARESELSKAB A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000475_CC_FIRB | 549300FQY6MX8USM0112 | | 35954716 | | 4166777Z DC EQUITY | Dansk Supermarked A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000476_CC_FIRB | 549300JUFTJMOTC28B39 | | 28113951 | | | Danske Commodities A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000477_CC_FIRB | 213800ZCQ8X5QYJWVQ60 | | 42344613 | | | Det Danske Hedeselskab | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000478_CC_FIRB | 549300JZVW1Y1UZ5UK38 | | 14194711 | | | DFDS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000479_CC_FIRB | W9NG6WMZIYEU8VEDOG48 | | 36213728 | | | DONG Energy A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000480_CC_FIRB | 529900X41C0BSLK67H70 | | 58233528 | DK0060079531 | DSV DC EQUITY | DSV A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000481_CC_FIRB | 213800K83X1E9HF1MD69 | | 55828415 | | | DT Group A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000482_CC_FIRB | 529900C0U279ORGJC950 | | 45349918 | | | Ecco Sko A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000483_CC_FIRB | 213800Z47P2HZJKJSK23 | | 75272014 | | | EGM. INT. HOLD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000484_CC_FIRB | 549300JN1F17UXJMM315 | | 17225898 | | | ENERGI DANMARK A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000485_CC_FIRB | 5299003X050CWGDW1Z87 | | | | | Energinet.dk SOV | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000486_CC_FIRB | 213800MXXDGQ3ITPXI41 | | 58180912 | DK0010234467 | | FLSMIDTH & CO. A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000487_CC_FIRB | 549300036WZGCBDPDZ92 | | | | | GF-Forsikring A/S (Unsolicited Ratings) | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000488_CC_FIRB | 5493006R4KC2OI5D3470 | | 56759913 | | | H. Lundbeck A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000489_CC_FIRB | 213800HTGI1CTA7CKP20 | | 34728712 | | | Hedegaard A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000490_CC_FIRB | 213800NLXK98F6PC2R37 | | | | | ISS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000491_CC_FIRB | 549300RIPHN847476O42 | | | | | J. LAURITZEN A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000492_CC_FIRB | 54930032G32N1F8JBV10 | | | | | KIRKBI INVEST A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000493_CC_FIRB | UGKYQUOFW6QSIS3P4P93 | | 47458714 | | LEGO DC EQUITY | LEGO System A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000494_CC_FIRB | 52990077KVK7QCK2NG31 | | 56759514 | | | LEO PHARMA A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000495_CC_FIRB | 529900B5B2U7TIJN7757 | | | | | MONJASA A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000496_CC_FIRB | 213800WNLA5AH3U4WI67 | | 12562233 | | | MT HØJGAARD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000497_CC_FIRB | 549300UQ0QRC1KXGRE08 | | 20293195 | | | NEAS Energy A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000498_CC_FIRB | | | 10845858 | | | Nellemann Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000499_CC_FIRB | 529900197LKWCEQ0NL18 | | 62725214 | | | NKT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000500_CC_FIRB | 2138007XB7AUOGS4N159 | | 11142141 | | | NORDIC SEAFOOD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000501_CC_FIRB | 2138005ON7KF6M74P542 | | 81203113 | | | Nordisk Dæk Import A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000502_CC_FIRB | 549300DAQ1CVT6CXN342 | | | | NOVOB DC Equity | Novo Nordisk A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000503_CC_FIRB | 529900T6WNZXD2R3JW38 | | 10007127 | | | NOVOZYMES A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000504_CC_FIRB | 213800LALFCP5FJXW153 | | 62497718 | | | Nowaco A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000505_CC_FIRB | 213800PRY3GUP6B5GG04 | | 39170418 | | | OK A.m.b.A. | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000506_CC_FIRB | 213800RE7TE67AUCJS21 | | 11369677 | | | Polar Seafood Denmark | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000507_CC_FIRB | 213800QRC7LNX935OZ09 | | 54879415 | | | Rockwool International A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000508_CC_FIRB | | | 42997811 | | | SANISTÅL A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000509_CC_FIRB | 549300M5XVDYG4I7CC28 | | 14049673 | | | Scan Global Logistics | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000510_CC_FIRB | 5299003KG4JS99TRML67 | | 31080185 | | | SCANDINAVIAN TOBACCO GROUP A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000511_CC_FIRB | 529900N96EOVRB114D28 | | 14773908 | DK0060228559 | TDC DC EQUITY | TDC A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000512_CC_FIRB | 549300ZSIJREG4GDWJ45 | | | | | Topdanmark A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000513_CC_FIRB | 213800A5UXABGUQ3PX11 | | 22460218 | | | TORM A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000514_CC_FIRB | 213800BIA5L8OPBER229 | | | | | Tryg Forsikring A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000515_CC_FIRB | 213800O8J7U9F8Q8VQ80 | | | | | Tryg Garantiforsikring A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000516_CC_FIRB | | | 14003606 | | | Tulip Food Company A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000517_CC_FIRB | 54930026SJ2OBLO6M470 | | 25481968 | | | Verdo A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000518_CC_FIRB | 549300DYMC8BGZZC8844 | | 00311171460005 | | | VESTAS WIND SYSTEMS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000519_CC_FIRB | 213800RM6L9LN78BVA56 | | 71186911 | | | WILLIAM DEMANT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000520_CC_FIRB | 5493005044RTLQ5RZU70 | | | | | Eesti Energia AS | EE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000521_CC_FIRB | 549300YENFNR57ZJ3X76 | | | | | ABENER ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000522_CC_FIRB | 8ZQH7RR6DBQZIX8PEQ84 | ESA41002288 | A41002288 | | ABG/P SM EQUITY | ABENGOA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000523_CC_FIRB | 549300GKFVWI02JQ5332 | ESA08209769 | A08209769 | | ABE SM EQUITY | ABERTIS INFRAESTRUCTURAS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000524_CC_FIRB | 54930002KP75TLLLNO21 | ESA31768138 | A31768138 | | ANA SM EQUITY | ACCIONA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000525_CC_FIRB | 95980020140005558665 | ESA28004885 | A28004885 | | ACS SM EQUITY | Actividades de Construccion y Servicios SA [ACS Group] | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000526_CC_FIRB | 213800NKU21ZN7P7RT54 | ESA84409408 | A84409408 | | AMS SM EQUITY | Amadeus IT Group SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000527_CC_FIRB | | ESA26019992 | A26019992 | | 0468005D SM EQUITY | AQUALIA GESTION INTEGRAL DEL AGUA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000528_CC_FIRB | 95980020140005491929 | | A78839271 | | A3M | ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000529_CC_FIRB | 549300MXEGOT8MV1B924 | ESA62186556 | A62186556 | | ONO SM EQUITY | CABLEUROPA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000530_CC_FIRB | 549300CGERG48M7P5E96 | | | | | CENTROS COMERCIALES CARREFOUR S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000531_CC_FIRB | | ESA46146387 | A46146387 | | 0612929D SM EQUITY | COBRA INSTALACIONES Y SERVICIOS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000532_CC_FIRB | | ESA20001020 | A20001020 | | CAF SM EQUITY | CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000533_CC_FIRB | 95980020140005319366 | ESA48012009 | A48012009 | | OLE SM EQUITY | DEOLEO SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000534_CC_FIRB | 54930063C6K2TNFL6H10 | | | | | DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000535_CC_FIRB | | ESA15139314 | A15139314 | | DRC SM EQUITY | DRAGADOS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000536_CC_FIRB | 529900U1P1JEV71EBO44 | ESA28006104 | A28006104 | | 4367465Z SM EQUITY | EADS CONSTRUCCIONES AERONAUTICAS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000537_CC_FIRB | 95980020140005374753 | ESA28017895 | A28017895 | | 1082z sm equity | EL CORTE INGLES S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000538_CC_FIRB | 95980020140005491250 | | A48027056 | | ENO | ELECNOR S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000539_CC_FIRB | 213800VIN4XHLVFIOE10 | | A86484334 | | ENG SQ Equity | Enagas Transportes, S.A.U. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000540_CC_FIRB | 549300LHK07F2CHV4X31 | ESA28023430 | A28023430 | | ELE SM EQUITY | ENDESA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000541_CC_FIRB | 95980020140005732198 | | | | | ESCAL UGS S L | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000542_CC_FIRB | 95980020140005757903 | ESA81939209 | A81939209 | | FER SM EQUITY | Ferrovial SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000543_CC_FIRB | 95980020140005178328 | ESA28037224 | A28037224 | | FCC SM EQUITY | FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000544_CC_FIRB | 549300CKUXDA0CKRQJ56 | ESA80477144 | A80477144 | | GAM SM EQUITY | GAMESA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000545_CC_FIRB | TL2N6M87CW970S5SV098 | ESA08015497 | A08015497 | | GAS SM EQUITY | GAS NATURAL S.D.G. S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000546_CC_FIRB | 95980020140005484363 | ESB48943864 | B48943864 | | 495294Z SM EQUITY | GESTAMP AUTOMOCION S L | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000547_CC_FIRB | | ESA58389123 | A58389123 | | GRF SM EQUITY | GRIFOLS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000548_CC_FIRB | 213800OILC5Q9AR63B63 | | A09092305 | | | Grupo Antolin-Irausa, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000549_CC_FIRB | | ESA84173947 | A84173947 | | 1234Z SM EQUITY | GRUPO ISOLUX CORSAN SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000550_CC_FIRB | 5QK37QC7NWOJ8D7WVQ45 | ESA48010615 | A48010615 | | IBE SM EQUITY | Iberdrola SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000551_CC_FIRB | 549300GEL7LRGKK0DG70 | | | | | Iberia Lineas Aereas de Espana S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000552_CC_FIRB | GGYEFW27TI7Q3C3XB343 | | | | | INDUSTRIA DE DISEÑO TEXTIL S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000553_CC_FIRB | 95980020140005007414 | | | | | INMOBILIARIA COLONIAL SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000554_CC_FIRB | 549300D4HOJHH0LSET81 | ESA41694266 | A41694266 | | 4516287Z SM EQUITY | INSTALACIONES INABENSA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000555_CC_FIRB | 95980020140005317620 | | | | | ISOLUX INGENIERIA, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000556_CC_FIRB | 95980020140005606874 | | | | | IZASA DISTRIBUCIONES TECNICAS S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000557_CC_FIRB | 529900S4UWJNVO9LEH81 | | A60195278 | | 4374129Z | LIDL SUPERMERCADOS S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000558_CC_FIRB | UIUPNLHSQI58ZL7O2J82 | | A78346558 | | MAP SQ Equity | Mapfre Re, Compania de Reaseguros, S.A. | ES | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000559_CC_FIRB | 95980020140005021479 | ESA79075438 | A79075438 | | | MEDIASET ESPAÑA COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000560_CC_FIRB | | ESA78304516 | A78304516 | | MEL SM EQUITY | Melia Hotels International SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000561_CC_FIRB | 95980020140005311703 | | | | | NAVANTIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000562_CC_FIRB | 95980020140005395317 | ESA48010573 | A48010573 | | OHL SM EQUITY | OBRASCON HUARTE LAIN S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000563_CC_FIRB | | ESA36603587 | A36603587 | | PVA SM EQUITY | PESCANOVA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000564_CC_FIRB | 549300N94L4D5NDBFG97 | ESA28430882 | A28430882 | | | PROSEGUR COMPAÑIA DE SEGURIDAD S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000565_CC_FIRB | 54930070W8XSY31XK130 | ESA78003662 | A78003662 | | REE SM EQUITY | Red Electrica de Espana SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000566_CC_FIRB | BSYCX13Y0NOTV14V9N85 | | A78374725 | ES0273516007 | REP GY Equity | Repsol, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000567_CC_FIRB | | ESA08000820 | A08000820 | | DMM XT EQUITY | S A DAMM | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000568_CC_FIRB | 549300QHD5DP0GOPGX63 | | | | | SOVENA ESPANA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000569_CC_FIRB | 213800JEZBUPZKWJGF49 | ESA28092583 | A28092583 | | TRE SM EQUITY | TECNICAS REUNIDAS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000570_CC_FIRB | 549300EEJH4FEPDBBR25 | | KvK 24269798 0000 | | TEF SM EQUITY | TELEFONICA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000571_CC_FIRB | | ESA08356727 | A08356727 | | TST SM EQUITY | TESTA INMUEBLES EN RENTA S.A. | ES | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000572_CC_FIRB | 549300FM9ZIJB5FCS825 | | | | | TWINS ALIMENTACION SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000573_CC_FIRB | 95980020140005462150 | ESA79524054 | A79524054 | | 571979Z | URBASER S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000574_CC_FIRB | 5299008CBH6EAEH1VZ37 | ESA28293348 | A28293348 | | | WORLD DUTY FREE GROUP S.A.U., | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000575_CC_FIRB | 743700FHGZEV5UGCB005 | | | FI0009010391 | AHL1V FH EQUITY | Ahlstrom Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000576_CC_FIRB | 529900Q14KI1SCMIMO82 | | | | | Bayer Nordic SE | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000577_CC_FIRB | 5493002B0GOVF42KWX33 | | | | | Cargotec Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000578_CC_FIRB | 549300P8N0P6KDGTJ206 | | | XS0946179529 | TY2 GS Equity | Citycon OYJ | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000579_CC_FIRB | 743700TU2S3DXWGU7H32 | | 0116510-6 | XS0973806861 | EIA GM Equity | Elisa Corporation | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000580_CC_FIRB | 7437006ZZI1F7CUA5518 | | | | | Fingrid Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000581_CC_FIRB | 213800SB6EOB8SSK9W63 | | | FI0009003230 | FIA1S FH EQUITY | Finnair Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000582_CC_FIRB | 743700BKTW4EQIVKYY42 | | | FI0009000400 | FIS1V FH EQUITY | Fiskars Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000583_CC_FIRB | 635400IUIZZIUJSAMF76 | | | FI0009007132 | FUM1V FH EQUITY | Fortum Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000584_CC_FIRB | 74370031Y7RK5H88CQ48 | | | FI0009004824 | KRA1V FH EQUITY | Kemira Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000585_CC_FIRB | 743700OX6HSVMCAHPB95 | | | | | KESKO OYJ | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000586_CC_FIRB | 2138001CNF45JP5XZK38 | 1927400-1 | HRB57225 | | KC4 GR EQUITY | Kone GmbH | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000587_CC_FIRB | 2138007FRMWVPUDCMA45 | | | FI0009007835 | MEO1V FH EQUITY | Metso Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000588_CC_FIRB | 5493009GY1X8GQ66AM14 | | | FI0009013296 | NES1V FH EQUITY | Neste Oil Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000589_CC_FIRB | 549300A0JPRWG1KI7U06 | | | FI0009000681 | NOK1V FH EQUITY | Nokia Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000590_CC_FIRB | 743700YQIO8Y4L4WKR40 | | | | | Nokian Renkaat Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000591_CC_FIRB | 74370061PO7C10E3PA54 | | | | | Norilsk Nickel Harjavalta Oy | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000592_CC_FIRB | 5493009YRUJJDCFF0R80 | | | FI0009002422 | OUT1V FH EQUITY | Outokumpu Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000593_CC_FIRB | 549300R0VN9C371W0E07 | | | FI0009014575 | OTE1V FH EQUITY | Outotec Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000594_CC_FIRB | 743700X6KUJ0Z8GJIF03 | | | | | POHJOLAN VOIMA OY | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000595_CC_FIRB | 743700CIR72J2LJZO637 | | | | | Ramirent Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000596_CC_FIRB | 743700XJC24THUPK0S03 | | | FI0009007694 | SAA1V FH EQUITY | Sanoma Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000597_CC_FIRB | 743700IFQI6W89M1IY95 | | | | | STOCKMANN OYJ ABP | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000598_CC_FIRB | 7437000ZP669LKUTZ738 | | | | STERV FH EQUITY | Stora Enso Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000599_CC_FIRB | 743700LQ48IZBTZN4S52 | | 0196656-0 | XS1043513529 | | Teollisuuden Voima Oyj(TVO) | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000600_CC_FIRB | 743700PKLY067IZIF588 | | | | | Tikkurila Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000601_CC_FIRB | 213800EC6PW5VU4J9U64 | | | FI0009005987 | UPM1V FH EQUITY | UPM-Kymmene Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000602_CC_FIRB | 743700G7A9J1PHM3X223 | | | FI0009003727 | WRT1V FH EQUITY | Wärtsilä Oyj Abp | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000603_CC_FIRB | 549300TLDC3IQX97WU26 | | | | | Wihuri Packaging Oy | FI | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000604_CC_FIRB | 529900M13GM4VSTE6W80 | | | | | YIT Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000605_CC_FIRB | 969500QZC2Q0TK11NV07 | | | | AC FP EQUITY | Accor SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000606_CC_FIRB | 969500PJMBSFHYC37989 | | | | ADP FP Equity | Aeroports de Paris S.A. (ADP) | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000607_CC_FIRB | 969500AQW31GYO8JZD66 | | | FR0000031122 | | AIR FRANCE -KLM | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000608_CC_FIRB | 969500MMPQVHK671GT54 | | | | AI FP EQUITY | Air Liquide SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000609_CC_FIRB | 969500RAZNDFVFATTJ14 | | | | | ALCATEL LUCENT INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000610_CC_FIRB | 969500CCRD8GYWLG6R54 | | 542019096 | FR0000130007 | ALU FP EQUITY | Alcatel Lucent S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000611_CC_FIRB | 969500TZFFAS8XMVPQ44 | | | | ALALF UV Equity | ALCATEL-LUCENT SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000612_CC_FIRB | 549300W64S5Q0I46LK20 | | | | | ALSTOM HOLDINGS SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000613_CC_FIRB | 96950032TUYMW11FB530 | | | | ALO FP EQUITY | Alstom SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000614_CC_FIRB | 9695007B0RXQCHHTGR34 | | 305207169 | | AREVA FP EQUITY | AREVA NC | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000615_CC_FIRB | 96950026BLIV09FMSM49 | | | | AKE FP EQUITY | Arkema Group SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000616_CC_FIRB | | | | | ATO FP EQUITY | Atos Origin SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000617_CC_FIRB | 213800U12KWYZEECZ934 | | 572139996 | | ASF FP EQUITY | AUTOROUTES DU SUD DE LA FRANCE SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000618_CC_FIRB | 9695002SV2VP9CU42826 | | | | ARR FP EQUITY | Autoroutes Paris-Rhin-Rhone SA [APRR] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000619_CC_FIRB | F5WCUMTUM4RKZ1MAIE39 | | | | | AXA SA | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000620_CC_FIRB | 969500MOCLNQFNZN0D63 | | 572015246 | | EN LI Equity | BOUYGUES SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000621_CC_FIRB | 96950077L0TN7BAROX36 | | | | CAP FP EQUITY | Cap Gemini Sogeti SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000622_CC_FIRB | 549300B8P6MUJ1YWTS08 | | | | CA FP EQUITY | Carrefour SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000623_CC_FIRB | 969500VHL8F83GBL6L29 | | 554501171 | FR0000125585 | CO FP EQUITY | CASINO GUICHARD — PERRACHON | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000624_CC_FIRB | 9695001K81BDUET02H66 | | | | CGM FP EQUITY | Cegedim SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000625_CC_FIRB | 969500FCVQ5SLAAUJV59 | | | | GA S1 Equity | CGG | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000626_CC_FIRB | 969500WESYQMQ1F2C272 | | | | | CHRISTIAN DIOR | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000627_CC_FIRB | 969500BZJ49IICIBZZ08 | | | | | CMA CGM S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000628_CC_FIRB | 969500QKVPV2H8UXM738 | | | | CNP FP Equity | CNP Assurances | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000629_CC_FIRB | 213800CP8292W9E8LJ69 | | 552115891 | | DG FP Equity | Cofiroute | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000630_CC_FIRB | 969500DZBBMYHB8NAM93 | | 552025314 | FR0000121634 | RE FP EQUITY | COLAS SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000631_CC_FIRB | NFONVGN05Z0FMN5PEC35 | | | | SGO FP EQUITY | Compagnie de Saint-Gobain SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000632_CC_FIRB | 549300SOSI58J6VIW052 | | | | ML FP EQUITY | Compagnie Generale des Etablissements Michelin SCA [CGEM] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000633_CC_FIRB | 969500D8BWYH453FLN28 | | | | | CRISTAL UNION | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000634_CC_FIRB | 85OKW2SW05RZFQS1W718 | | | | JJ FP EQUITY | Crown European Holdings SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000635_CC_FIRB | 969500H6VMRN7AY1ZU14 | | 441133808 | | 85117Z FP EQUITY | DCNS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000636_CC_FIRB | 9695006LOD5B2D7Y0N70 | | | | EDEN FP Equity | Edenred S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000637_CC_FIRB | | | | FR0000130452 | FGR FP EQUITY | Eiffage SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000638_CC_FIRB | 549300X3UK4GG3FNMO06 | | | FR0010242511 | EDF FP EQUITY | Electricite de France SA [EDF] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000639_CC_FIRB | 9695001HM585I0NEI780 | | 380543678 | | | Elior | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000640_CC_FIRB | 549300LUH78PG2MP6N64 | | | | | Eramet SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000641_CC_FIRB | 549300M3VH1A3ER1TB49 | | 712049618 | FR0000121667 | EI FP EQUITY | ESSILOR INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000642_CC_FIRB | 529900HC20ELW4B6XI30 | | | | | Euler Hermes France | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000643_CC_FIRB | 52990087UKA0U2TO8412 | | 352383715 | | 117052Z FP EQUITY | EUROCOPTER SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000644_CC_FIRB | MINO79WLOO247M1IL051 | | | | EAD FP Equity | European Aeronautic Defence & Space Co NV [EADS] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000645_CC_FIRB | 549300MCOOY1V7P2PG30 | | | | ETL FP Equity | Eutelsat S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000646_CC_FIRB | 969500WASBF8AZP8TC02 | | 323288563 | FR0000053142 | LEY FP EQUITY | FAIVELEY TRANSPORT | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000647_CC_FIRB | 969500F0VMZLK2IULV85 | | | FR0000121147 | EO FP EQUITY | Faurecia S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000648_CC_FIRB | 969500UPKU9VF8XAEU18 | | 775625767 | | 1044Q FP EQUITY | FINANCIERE AGACHE SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000649_CC_FIRB | 969500P8M3W2XX376054 | | | | | Fonciere des Regions | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000650_CC_FIRB | 969500MCOONR8990S771 | | | | FTE FP EQUITY | France Telecom SA / Orange SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000651_CC_FIRB | 5493005GNGE7UFJCIL03 | | | | FBEL FP EQUITY | Fromageries Bel SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000652_CC_FIRB | 969500YWO65OHPVAHN71 | | | | | GALERIES LAFAYETTE | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000653_CC_FIRB | LAXUQCHT4FH58LRZDY46 | | | FR0010208488 | GSZ FP EQUITY | GDF Suez SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000654_CC_FIRB | 5299007I0OJCYZX6IL07 | | | | | GEA Batignolles Technologies Thermiques SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000655_CC_FIRB | 9695003E4MMA10IBTR26 | | 592014476 | | | Gecina | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000656_CC_FIRB | 9695004TMMZ3JBKJO332 | | 377791967 | | UG FP Equity | GIE PSA Tresorerie | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000657_CC_FIRB | 969500ASEC557H5A4F22 | | 476180625 | | | Groupe Auchan S.A.

| FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000658_CC_FIRB | 969500KMUQ2B6CBAF162 | | | | BN FP EQUITY | Groupe Danone SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000659_CC_FIRB | 969500O3KMCBQT8KGK58 | | | | | Groupe Soufflet SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000660_CC_FIRB | 969500FY5T5MLH4G9A95 | | | | RIA FP EQUITY | Groupe Steria SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000661_CC_FIRB | 969500LYSYS0E800SQ95 | | 408168003 | | | Holding Bercy Investissement SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000662_CC_FIRB | 969500I3QVK40XEORU25 | | 495137077 | | | HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000663_CC_FIRB | 969500UDH342QLTE1M42 | | 582074944 | FR0000035081 | ICAD FP EQUITY | ICADE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000664_CC_FIRB | 969500FZ9BTRZS3JNB97 | | 342376332 | FR0004035913 | ILD FP EQUITY | ILIAD | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000665_CC_FIRB | 54930075MZSSIB2TGC64 | | 449354224 | FR0000120859 | NK FP EQUITY | IMERYS S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000666_CC_FIRB | 9695002OY2X35E9X8W87 | | | | | Ipsos SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000667_CC_FIRB | 549300ORN5E1P46ATH26 | | 440413730 | | IT IM Equity | Italcementi Finance S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000668_CC_FIRB | 9695009KV7AFPDEI5S30 | | | | DEC FP EQUITY | JCDecaux SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000669_CC_FIRB | 549300VGEJKB7SVUZR78 | | 552075020 | | PP IM Equity | Kering S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000670_CC_FIRB | 969500PB4U31KEFHZ621 | | 780152914 | | | Klepierre S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000671_CC_FIRB | 969500L0T16HX3R78P61 | | | | | La Mondiale | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000672_CC_FIRB | 9695000YG7TR7PAP0L59 | | | | 222691Z FP EQUITY | La Poste [France] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000673_CC_FIRB | 969500O558W10MK2JF76 | | | | | Labco SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000674_CC_FIRB | 549300DNNL29KCEPRZ85 | | | FR0000120537 | LG FP EQUITY | Lafarge SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000675_CC_FIRB | 969500VX2NV2AQQ65G45 | | | | MMB FP EQUITY | Lagardere SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000676_CC_FIRB | 969500TJLHIZLFRWEQ48 | | | FR0010307819 | LR FP EQUITY | Legrand | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000677_CC_FIRB | 969500C0B8YR7HT3OM14 | | | | 221202Z FP EQUITY | Limagrain SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000678_CC_FIRB | 529900JI1GG6F7RKVI53 | | | FR0000120321 | OR FP EQUITY | L'Oréal | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000679_CC_FIRB | IOG4E947OATN0KJYSD45 | | | | MC FP EQUITY | LVMH Moet Hennessy Louis Vuitton SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000680_CC_FIRB | | | | | MDCA FP EQUITY | Medica France SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000681_CC_FIRB | 969500081CGAXB7YS433 | | 424064707 | | | Mercialys | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000682_CC_FIRB | 969500DZ56QVIKRIU954 | | | | | Monoprix SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000683_CC_FIRB | 96950015FU78G84UIV14 | | | | NEX FP EQUITY | Nexans SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000684_CC_FIRB | 549300DMQNOND6LEVJ13 | | | | | Novacap SA | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000685_CC_FIRB | 969500CDLQKYAR1PT761 | | | | | NutriXo SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000686_CC_FIRB | 969500SHDTSMKBXKKO85 | | | | | Oberthur Technologies S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000687_CC_FIRB | 52990097YFPX9J0H5D87 | | | FR0000120693 | RI FP EQUITY | PERNOD RICARD S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000688_CC_FIRB | 969500TZ5950IT5FPQ42 | | | | UG FP EQUITY | Peugeot SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000689_CC_FIRB | 969500C0PA29TV19CT55 | | | | 221410Z FP EQUITY | Picard Surgeles SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000690_CC_FIRB | | | | | PP FP EQUITY | Pinault Printemps Redoute SA [PPR] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000691_CC_FIRB | 2138004KW8BV57III342 | | | FR0000130577 | PUB FP EQUITY | Publicis Groupe SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000692_CC_FIRB | 969500AI7V5V0J9TOU58 | | | | RAL FP EQUITY | Rallye SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000693_CC_FIRB | 5493004V6A3Z027YT216 | | | | RCO FP Equity | Remy Cointreau S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000694_CC_FIRB | 969500F7JLTX36OUI695 | | | FR0000131906 | RNO FP EQUITY | RENAULT S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000695_CC_FIRB | 969500VZN4KDEZ14C105 | | 412280737 | | 224063Z FP EQUITY | RESEAU FERRE DE FRANCE | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000696_CC_FIRB | 969500N6AVPA51648T62 | | | | RXL FP Equity | Rexel SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000697_CC_FIRB | 969500FO141C5967KC72 | | | | | Roquette Freres | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000698_CC_FIRB | 969500JRJW0K2ET1UP76 | | 444619258 | | 226514Z FP EQUITY | RTE EDF TRANSPORT SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000699_CC_FIRB | 969500UIC89GT3UL7L24 | | | | SAF FP EQUITY | Safran SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000700_CC_FIRB | 549300E9PC51EN656011 | | 395030844 | | SAN FP Equity | SANOFI S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000701_CC_FIRB | 969500A1YF1XUYYXS284 | | | | SU FP EQUITY | Schneider Electric SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000702_CC_FIRB | 96950056ULJ4JI7V3752 | | | | SCR FP Equity | SCOR SE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000703_CC_FIRB | 969500WP61NBK098AC47 | | | | SK FP EQUITY | SEB SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000704_CC_FIRB | 969500KDAUM9TYWQTR36 | | 470801168 | | 286575Z FP EQUITY | SOC NATIONALE IMMOBILIERE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000705_CC_FIRB | 969500LCBOG12HXPYM84 | | | | SW FP EQUITY | Sodexho Alliance SA [Sodexo] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000706_CC_FIRB | 9695005U38X1SF184325 | | 552028425 | | QS3 GF Equity | Solocal Group | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000707_CC_FIRB | 969500VEVOWR22R2YR86 | | | | 9876578Z FP Equity | Sonepar SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000708_CC_FIRB | 969500A4MXJ3ESPHK698 | | 552049447 | | 224507Z FP EQUITY | STE NATIONALE DES CHEMINS DE FER FRANCAIS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000709_CC_FIRB | 9695001UJ7FMZ37G6N39 | | 572119550 | | 593377Z FP EQUITY | SUCRES ET DENREES | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000710_CC_FIRB | 9695002EVBYM5B2OIP31 | | | | 4699377Z FP Equity | Tarkett SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000711_CC_FIRB | 969500NQMNC0PVUY8V74 | | | | TEC FP EQUITY | Technip SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000712_CC_FIRB | 529900FNDVTQJOVVPZ19 | | | | HO FP EQUITY | Thales SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000713_CC_FIRB | | | 542051180 | FR0000120271 | FP FP EQUITY | TOTAL SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000714_CC_FIRB | 969500BWNQ1B0PI06I59 | | 492520333 | | | Tyrol Acquisition 2 SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000715_CC_FIRB | 969500SHQITWXSIS7N89 | | 682024096 | FR0000124711 | UL NA EQUITY | UNIBAIL RODAMCO SE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000716_CC_FIRB | 5493006IH2N2WMIBB742 | | | | FR FP Equity | Valeo S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000717_CC_FIRB | 969500P2Q1B47H4MCJ34 | | | | VK FP EQUITY | Vallourec SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000718_CC_FIRB | 969500LENY69X51OOT31 | | | | VIE FP EQUITY | Veolia Environnement SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000719_CC_FIRB | 9695009YI1863TOVDP79 | | | | | Vicat SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000720_CC_FIRB | 213800WFQ334R8UXUG83 | | | | DG FP EQUITY | Vinci SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000721_CC_FIRB | 969500FU4DRAEVJW7U54 | | | | VIV FP EQUITY | Vivendi SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000722_CC_FIRB | 969500M98ZMIZYJD5O34 | | 572174035 | | MF FP Equity | Wendel | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000723_CC_FIRB | 969500SFFMSIHH11UO32 | | | | ZC FP EQUITY | Zodiac Aerospace SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000724_CC_FIRB | 549300MJIRPTCHAYW359 | | 7847174 | | | ABP Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000725_CC_FIRB | 213800B4XZJ3ZDM7CL47 | | | | AFR LN Equity | Afren plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000726_CC_FIRB | 2138003R7TGCSVF27H47 | | SC177553 | GB00B4WQ2Z29 | AGK LN Equity | AGGREKO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000727_CC_FIRB | 213800HPMHRN3PT62M97 | | 06279732 | | 0807384D LN EQUITY | AIRTANKER FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000728_CC_FIRB | DTA07N5U5HK2KC1SCM04 | | 01675285 | GB0000282623 | | AMEC Foster Wheeler plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000729_CC_FIRB | 2Y33NQ5FPI8PR8L9QX13 | | 2854310 | | AML LN Equity | Amlin PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000730_CC_FIRB | 213800DL377MH46PDY63 | | 4330322 | | | Anglian Water Services Financing Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000731_CC_FIRB | 549300S9XF92D1X8ME43 | | 3564138 | GB00B1XZS820 | AAL LN EQUITY | Anglo American Plc. | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000732_CC_FIRB | VVT2B79I2Z4U3R6BY589 | | 7876075 | | AON UN Equity | Aon plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000733_CC_FIRB | | | | GB00B15Y0C52 | | AP ALTERNAT ASSETS | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000734_CC_FIRB | 549300F4RYR1DNTO2O39 | | 6137924 | | | Arqiva Financing No. 1 Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000735_CC_FIRB | GBQKSY6W7G0OHCQ8OQ72 | | 293262 | | ABF LN Equity | Associated British Foods PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000736_CC_FIRB | PY6ZZQWO2IZFZC3IOL08 | | 2723534 | | ZEG GY Equity | AstraZeneca PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000737_CC_FIRB | YF0Y5B0IB8SM0ZFG9G81 | | 2468686 | | AV/ LN EQUITY | Aviva Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000738_CC_FIRB | 213800TSKOLX4EU6L377 | | 02342138 | GB0009697037 | BAB LN Equity | Babcock International Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000739_CC_FIRB | 8SVCSVKSGDWMW2QHOH83 | | 1470151 | | BA/ LN EQUITY | BAE Systems Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000740_CC_FIRB | CT4UIJ3TUKGYYHMENQ17 | | 395826 | GB0000961622 | BBY LN EQUITY | Balfour Beatty plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000741_CC_FIRB | 2138006R85VEOF5YNK29 | | 604574 | | BDEV LN EQUITY | Barratt Developments Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000742_CC_FIRB | 2138001T2QEV5RXMFI32 | | 00053688 | GB00B1FP8915 | BBA LN Equity | BBA AVIATION PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000743_CC_FIRB | | | 1480047 | | BRSN LN Equity | Berendsen Plc [ex-Davis Service Group Plc] | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000744_CC_FIRB | | | | | 0134146D LN Equity | Best Buy Europe Distributions Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000745_CC_FIRB | V1LV067AJN766PCJIG11 | | 3763515 | | BG/ LN Equity | BG Energy Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000746_CC_FIRB | 549300C116EOWV835768 | | 3196209 | | BLT LN Equity | BHP Billiton Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000747_CC_FIRB | VK07P8T49UYFO085O712 | | 3114356 | | BMW HB Equity | BMW (UK) Capital plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000748_CC_FIRB | 213800V93QFW53NB7Y29 | | 1036959 | | | Bodycote International Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000749_CC_FIRB | 213800TGK6XXFA2TBO31 | | 3558065 | | | Boparan Holdings Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000750_CC_FIRB | 213800M11ELCLQ8VF938 | | 4011660 | | | Bourne Leisure Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000751_CC_FIRB | 549300ZPID4GQRDWI318 | 1104733-9 | HRB113611 | | BP/ LN EQUITY | BP Europa SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000752_CC_FIRB | G1KG0OQD10NOMCMLDZ35 | | 00542515 | | BP/ LN EQUITY | BP INTERNATIONAL LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000753_CC_FIRB | 213800MBRRUVQIONAN53 | | 4578621 | | BXB AT Equity | Brambles Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000754_CC_FIRB | 549300136VSBKI0Q8750 | | 5262170 | | | Brenntag UK Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000755_CC_FIRB | 375X9PSJLLOV7F21O626 | | 01777777 | | IAG LN EQUITY | BRITISH AIRWAYS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000756_CC_FIRB | 2138001S874P3WKNCV04 | | 3407696 | | BATS LN EQUITY | British American Tobacco Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000757_CC_FIRB | 5493000IBP32UQZ0KL24 | | RC000057 | | | British Broadcasting Corporation | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000758_CC_FIRB | RV5B68J2GV3QGMRPW209 | | 621920 | | | British Land Company PLC (The) | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000759_CC_FIRB | 2138003TS48MQKF4BZ29 | | 9256967 | | BSY LN EQUITY | British Sky Broadcasting Group Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000760_CC_FIRB | 549300OWFMSO9NYV4H90 | | 01800000 | | BT/A LN EQUITY | BRITISH TELECOMMUNICATIONS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000761_CC_FIRB | 635400L3NVMYD4BVCI53 | | 5604923 | | BVIC LN Equity | Britvic PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000762_CC_FIRB | | | 358948 | GB00B0744B38 | BNZL LN EQUITY | BUNZL PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000763_CC_FIRB | ZIMCVQHUFZ8GVHENP290 | | 2779134 | | | Bupa Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000764_CC_FIRB | 213800J3MPR8KO94D535 | | 3458224 | | BRBY LN Equity | Burberry Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000765_CC_FIRB | 213800UL7Z7B6GLBZ213 | | 3314066 | | | C&J Clark Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000766_CC_FIRB | CMIGEWPLHL4M7ZV0IZ88 | | 2081330 | | CPI LN EQUITY | Capita Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000767_CC_FIRB | 6SNZTEXLR1M5211YYB89 | | | | CLLN LN EQUITY | Carillion Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000768_CC_FIRB | 4DR1VPDQMHD3N3QW8W95 | | 4039524 | | CCL LN EQUITY | Carnival Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000769_CC_FIRB | 2138001E12GWLLDQQF16 | | 7105905 | | CPW LN Equity | DIXONS CARPHONE PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000770_CC_FIRB | E26EDV109X6EEPBKVH76 | | 3033654 | GB00B033F229 | CNA LN EQUITY | CENTRICA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000771_CC_FIRB | 549300IF6EUDVXYQI061 | | 5900853 | | | CEVA Group plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000772_CC_FIRB | 213800U9A54VQJ5P2J41 | | 86662 | | CHG LN Equity | Chemring Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000773_CC_FIRB | 213800J2J3TOOI176M73 | | 5212407 | | CINE LN Equity | CINEWORLD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000774_CC_FIRB | 213800A41R9NL49E5632 | | 00030470 | GB00B07KD360 | COB LN Equity | COBHAM PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000775_CC_FIRB | 2138008M6MH9OZ6U2T68 | | 4083914 | | CPG LN EQUITY | Compass Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000776_CC_FIRB | 6354003CVDDPNXREIR29 | | FC031117 | | | CPUK Finance Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000777_CC_FIRB | 4OFD47D73QFJ1T1MOF29 | | 184594 | | DMGT LN Equity | Daily Mail and General Trust Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000778_CC_FIRB | 213800NPR9YDSBO86U08 | | 03162897 | GB0002502812 | | DAIRY CREST GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000779_CC_FIRB | 5493007MMUEIF4NJG110 | | 5448421 | | DEB LN EQUITY | Debenhams Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000780_CC_FIRB | 213800J4UVB5OWG8VX82 | | 3369634 | | DPH LN Equity | Dechra Pharmaceuticals PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000781_CC_FIRB | 213800BXKQ9KZNUR1M61 | | 1819699 | | | Derwent London PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000782_CC_FIRB | 213800ZVIELEA55JMJ32 | | 23307 | | DGE FP Equity | Diageo plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000783_CC_FIRB | 2138005HMFMTYXNEEX13 | | SC000750 | | | DIAGEO SCOTLAND LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000784_CC_FIRB | 5299004HGJWHJ71M5T77 | | 5671205 | | | DNL UK LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000785_CC_FIRB | 2138001GRMZ39JRSE316 | | 01363137 | GB0002748050 | DNO LN Equity | DOMINO PRINTING SCIENCES PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000786_CC_FIRB | 39RSBE4RCI4M15BLWH36 | | 1377658 | | SMDS LN EQUITY | DS Smith Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000787_CC_FIRB | 2138001LSWETH5TDQG53 | | 2366777 | | | DWR Cymru Cyfyngedig | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000788_CC_FIRB | 213800U5R8Q5KGM2KU56 | | 2366906 | | | Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000789_CC_FIRB | 549300XUUK1H52EDCK10 | | | | | EDC Finance Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000790_CC_FIRB | 549300ZM2QCFG22BOJ03 | | 2366949 | | | Electricity North West Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000791_CC_FIRB | 549300KVXDURRKVW7R37 | | 647788 | | ECM LN EQUITY | Electrocomponents Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000792_CC_FIRB | 2138008LJU6WFQWOXJ73 | | 7140891 | | ENQ LN Equity | EnQuest plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000793_CC_FIRB | 7N0UJMJLXD0MDT5D5086 | | 7023598 | | | Ensco plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000794_CC_FIRB | 549300V1O67HJV48FS61 | | 6845434 | | | ENW Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000795_CC_FIRB | 5493007MOZNA03BVNE96 | | 5444653 | | ESNT LN Equity | ESSENTRA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000796_CC_FIRB | 21380023G8LF55V46281 | | 02954623 | | | EUROPEAN METAL RECYCLING LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000797_CC_FIRB | 213800SVCZ6YZ8YJI569 | | 2462001 | | 4379945Z LN Equity | Eurostar International Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000798_CC_FIRB | 5493002X7O83FCJVYO69 | | 7329930 | | | Eversholt Funding Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000799_CC_FIRB | JPO68XMABX4DR21BNE65 | | 8263590 | | 0274811Z LN Equity | Everything Everywhere Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000800_CC_FIRB | 54930080DFVZ551GGT17 | | | | EVR LN EQUITY | Evraz Group S.A. | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000801_CC_FIRB | 635400RXXHHYT1JTSZ26 | | 653331 | | | EXPERIAN PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000802_CC_FIRB | 213800JLG5TPE3RBYG56 | | 4094619 | | | FIRST CHOICE HOLIDAYS FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000803_CC_FIRB | 549300DEJZCPWA4HKM93 | | SC157176 | | FGP LN EQUITY | First Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000804_CC_FIRB | 549300JXWH1UV5J0XV81 | | 6344120 | | FRES LN Equity | Fresnillo plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000805_CC_FIRB | 213800WTATMITUGXJQ69 | | FC031364 | | | Friends Life Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000806_CC_FIRB | 549300L3KWKK8X35QR12 | | 4992207 | | GFS LN EQUITY | G4S Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000807_CC_FIRB | 213800OOHUV3HHP46A02 | | 00836539 | GB00B3Y2J508 | GFRD LN Equity | GALLIFORD TRY PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000808_CC_FIRB | 213800E8KX2VV9YDY362 | | 1991018 | | | Gatwick Airport Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000809_CC_FIRB | 549300IK25CZHKVLAL89 | | 03768267 | | 1844538Z LN EQUITY | Gazprom Marketing and Trading Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000810_CC_FIRB | 5493007Q8VD7Q3ZYZS59 | | 2258699 | | GS7 GY Equity | GlaxoSmithKline Capital PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000811_CC_FIRB | | | 3888792 | GB0009252882 | GSK LN EQUITY | GlaxoSmithKline plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000812_CC_FIRB | 213800N9W2D8A4GJGR36 | | 04542769 | | 2006623Z LN EQUITY | GLENCORE ENERGY UK LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000813_CC_FIRB | 213800QIJMYMW6TSBG41 | | 5333192 | | GNK LN Equity | Greene King Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000814_CC_FIRB | 213800R9N5F2WRMGTR50 | | 24511 | | GNK LN EQUITY | Greene King Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000815_CC_FIRB | 213800U8JEPF65PSKU22 | | 6143540 | | | GUARDIAN DIGITAL COMMUNICATIONS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000816_CC_FIRB | 2138007FRGLUR9KGBT40 | | 00040932 | GB0004052071 | HLMA LN Equity | HALMA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000817_CC_FIRB | 213800G1C9KKVVDN1A60 | | 360632 | GB0004065016 | HMSO LN EQUITY | Hammerson PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000818_CC_FIRB | 529900N6RQR0PX7ZTR62 | | 4626078 | | HEI GY Equity | Hanson Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000819_CC_FIRB | 213800QC8AWD4BO8TH08 | | 2150950 | | HAS LN Equity | Hays PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000820_CC_FIRB | 549300J5R8AWMHPE7O05 | | 1991017 | | | Heathrow Airport Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000821_CC_FIRB | 7TI96JO3DYEIQWZ7Z726 | | 99529 | | | Heathrow Funding Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000822_CC_FIRB | 213800YRHAPNN54BKN78 | | 5863533 | GB00B19NKB76 | HOME LN EQUITY | HOME RETAIL GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000823_CC_FIRB | 213800UTXVFRH9XBL453 | | 7939278 | | | Iceland Acquico Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000824_CC_FIRB | 213800FGWQXPVI86SE26 | | 5879252 | | | Iglo Foods MidCo Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000825_CC_FIRB | | | 3236483 | GB0004544929 | IMT LN EQUITY | Imperial Tobacco Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000826_CC_FIRB | 2138002D68XDR4LZCG32 | | 7084307 | | | Ineos Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000827_CC_FIRB | | | 5134420 | | IHG LN EQUITY | Intercontinental Hotels Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000828_CC_FIRB | 549300OGASR5WRKJ8R68 | | 2234775 | | | INTERMEDIATE CAPITAL GROUP PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000829_CC_FIRB | | | | GB00B19DVX61 | ISYS LN EQUITY | Invensys plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000830_CC_FIRB | ZLECI7ED2QMWFGYCXZ59 | | 4967001 | | ITV LN Equity | ITV plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000831_CC_FIRB | 213800VGZAAJIKJ9Y484 | | 185647 | | SBRY LN EQUITY | J Sainsbury Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000832_CC_FIRB | 529900RRNKUM3INJGF98 | | KvK 34233247 0000 | | JBH LN EQUITY | JAB Holdings B.V. | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000833_CC_FIRB | 213800CHWARFAAN7UB85 | | 1709784 | | JDW LN EQUITY | JD Wetherspoon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000834_CC_FIRB | 5493008LNN1X4R79PJ89 | | SC034970 | GB0005790059 | | JOHN MENZIES PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000835_CC_FIRB | 549300PLYY6I10B6S323 | | SC036219 | GB00B5N0P849 | WG/ LN Equity | JOHN WOOD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000836_CC_FIRB | 2138001AVBSD1HSC6Z10 | | 33774 | GB0004764071 | JMAT LN EQUITY | JOHNSON MATTHEY PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000837_CC_FIRB | 213800JFIBCR4LGUA242 | | SC015382 | GB0004769682 | | JOHNSTON PRESS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000838_CC_FIRB | | | 06467400 | | KAZ LN EQUITY | KAZ MINERALS FINANCE PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000839_CC_FIRB | 2138002RKCU2OM4Y7O48 | | 02708030 | GB0004915632 | KIE LN Equity | KIER GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000840_CC_FIRB | 213800KBMEV7I92FY281 | | 1664812 | | KGF LN EQUITY | Kingfisher Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000841_CC_FIRB | 213800QOWHF5R9VLL274 | | 1429533 | | LAD LN Equity | Ladbrokes plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000842_CC_FIRB | 213800JH9QQWHLO99821 | | 1417162 | | LGEN LN Equity | Legal & General Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000843_CC_FIRB | 549300BSGXG3QLIQYT84 | | 8379990 | | | Liberty Global plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000844_CC_FIRB | 213800JDI3GTKPG4XI38 | | 3929195 | | | London Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000845_CC_FIRB | 213800QAUUUP6I445N30 | | 05369106 | GB00B0SWJX34 | LSE LN Equity | LONDON STOCK EXCHANGE GROUP PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000846_CC_FIRB | 213800JP7STUK5WKRE92 | | 1000608 | | MMC LN Equity | MANAGEMENT CONSULTING GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000847_CC_FIRB | 213800IU37OVVT5ZXP41 | | 8338561 | | | Manchester Airport Group Funding PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000848_CC_FIRB | 213800CN1RI3UCIZWB95 | | 214436 | | MKS LN EQUITY | Marks & Spencer Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000849_CC_FIRB | 213800HQB746UJ9UWM15 | | 5135049 | | MARS LN Equity | Marston's Issuer PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000850_CC_FIRB | 213800Q6RP3ZJ2CZR962 | | 31461 | | | Marston's PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000851_CC_FIRB | 549300QSUNKAEBMYIR16 | | 2798634 | | | McBride plc | GB | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000852_CC_FIRB | YMFO3TKB4UAWQTDZJJ31 | | 432989 | | MGGT LN Equity | Meggitt Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000853_CC_FIRB | 213800E7QA1U8BF34219 | | 4778667 | | MAB LN Equity | Mitchells & Butlers Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000854_CC_FIRB | 213800LOZA69QFDC9N34 | | 6209386 | GB00B1CRLC47 | MNDI LN EQUITY | Mondi Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000855_CC_FIRB | 4PQUHN3JPFGFNF3BB653 | | 2068222 | | | Morgan Stanley & Co.

International plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000856_CC_FIRB | 213800A8IQEMY8PA5X34 | | 2590560 | | NEX LN Equity | National Express Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000857_CC_FIRB | 8R95QZMKZLJX5Q2XR704 | | 4031152 | | NGG LN EQUITY | National Grid Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000858_CC_FIRB | 213800H88F5EE4B1D697 | | 5090412 | | | Network Rail Infrastructure Finance PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000859_CC_FIRB | 213800UGAULQ1FVD4B35 | | 1618428 | | | NEW LOOK RETAILERS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000860_CC_FIRB | 213800WQD8ECPZP9PH98 | | 4412362 | | NXT LN EQUITY | Next Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000861_CC_FIRB | 549300JIM3ERGZFGGL27 | | 6428375 | | | North West Electricity Networks Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000862_CC_FIRB | 635400GPHRFKZQIBUK45 | | NI026892 | | | Northern Ireland Electricity Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000863_CC_FIRB | 213800B3ZUTDOZYVJB41 | | 53171 | | NTG LN EQUITY | Northgate Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000864_CC_FIRB | 213800PWPM9HZIEEO670 | | 2366703 | | | Northumbrian Water Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000865_CC_FIRB | 213800WWVCAPAMOZ1M98 | | 5584873 | | | NSG UK Enterprises Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000866_CC_FIRB | | | | | 2158036Z LN EQUITY | Omnicom Financial Services Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000867_CC_FIRB | 213800G8P2ULTOP62Q95 | | 5915896 | | | Osprey Acquisitions Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000868_CC_FIRB | 213800J364EZD6UCE231 | | 00775598 | GB0006650450 | OXIG LN Equity | OXFORD INSTRUMENTS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000869_CC_FIRB | 213800NL5NLBY6YIBI88 | | 2019023 | | 6752 JT Equity | Panasonic Finance (Europe) plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000870_CC_FIRB | 2138004JBXWWJKIURC57 | | 53723 | | PSON LN EQUITY | Pearson Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000871_CC_FIRB | | | 2304195 | | PDG LN EQUITY | Pendragon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000872_CC_FIRB | 213800V1CCTS41GWH423 | | 02366640 | GB00B18V8630 | | PENNON GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000873_CC_FIRB | | | 1818486 | | PSN LN EQUITY | Persimmon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000874_CC_FIRB | 549300OPFWKTD6BUFP71 | | 4267536 | | PPL UN Equity | PPL UK DISTRIBUTION HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000875_CC_FIRB | 213800U93SZC44VXN635 | | 00668987 | GB00B1Z4ST84 | PFG LN Equity | PROVIDENT FINANCIAL PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000876_CC_FIRB | XB3CXKKKED7OMV80FY35 | | 00019457 | GB00B19Z1432 | PZC LN Equity | PZ CUSSONS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000877_CC_FIRB | 213800791EF5XP7WW494 | | 2641728 | | QBE AT Equity | QBE European Operations PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000878_CC_FIRB | 213800NRSZ1N2Y6LEX44 | | 5777981 | | | R&R Ice Cream plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000879_CC_FIRB | 5493003JFSMOJG48V108 | | 6270876 | | RB/ LN Equity | Reckitt Benckiser Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000880_CC_FIRB | 549300WSX3VBUFFJOO66 | | 2746616 | | | Relx Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000881_CC_FIRB | 549300VN4WV7Z6T14K68 | | 5393279 | | RTO LN EQUITY | Rentokil Initial Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000882_CC_FIRB | 549300JJKH86IWQ78005 | | 191285 | | REX LN EQUITY | Rexam Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000883_CC_FIRB | 2138009113L7IDGEM175 | | 358901 | | RIO LN Equity | Rio Tinto Finance plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000884_CC_FIRB | X57JK1U580XATGR67572 | | 1003142 | | RR/ LN EQUITY | Rolls-Royce Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000885_CC_FIRB | 213800ANK59AYB612F23 | | 93792 | | RSA LN Equity | Royal & Sun Alliance Insurance PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000886_CC_FIRB | 213800JQB9FWF5SD6F42 | | 4138203 | | | ROYAL MAIL GROUP LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000887_CC_FIRB | | | 2578443 | | RPC LN EQUITY | RPC Group | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000888_CC_FIRB | 549300HOGQ7E0TY86138 | | 2339826 | | RSA LN Equity | RSA Insurance Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000889_CC_FIRB | Y4DQT2X5DDRE70QFR206 | | 3528416 | | SAB LN EQUITY | SABMiller Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000890_CC_FIRB | 549300Y7M5CC1U5DBX07 | | SC264065 | | | Scotland Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000891_CC_FIRB | 549300KI75VYLLMSK856 | | SC117119 | | SSE LN EQUITY | SSE Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000892_CC_FIRB | 213800X1T29YFAYMPC26 | | SC144517 | | AGN NA Equity | Scottish Equitable PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000893_CC_FIRB | 21380085VKJ5NICZBA52 | | SC193794 | | IBE SQ Equity | Scottish Power Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000894_CC_FIRB | 549300WPVG0TZSPBYR76 | | SC199549 | | LLOY LN Equity | Scottish Widows PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000895_CC_FIRB | 213800XC35KGM9NFC641 | | 167591 | | | SEGRO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000896_CC_FIRB | 549300PT2CIHYN5GWJ21 | | 02048608 | GB0007973794 | | SERCO GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000897_CC_FIRB | 213800RPBXRETY4A4C59 | | 2366619 | | SVT LN EQUITY | Severn Trent Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000898_CC_FIRB | 213800CNEIDZBL17KU22 | | SC077438 | | SKS LN EQUITY | Shanks Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000899_CC_FIRB | 213800VDC1BKJEZ8PV53 | | 00998314 | GB0008025412 | SHI LN Equity | SIG PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000900_CC_FIRB | 213800ZTMDN8S67S1H61 | | 00324357 | GB0009223206 | SN/ LN Equity | SMITH & NEPHEW PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000901_CC_FIRB | 213800MJL6IPZS3ASA11 | | 137013 | | SMIN LN EQUITY | Smiths Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000902_CC_FIRB | AJOW550HA7E8YNKF5D89 | | 4120046 | | 6758 JT Equity | Sony Global Treasury Services PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000903_CC_FIRB | 213800H7NWVLCWAVKA15 | | 3043097 | | | South Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000904_CC_FIRB | 213800YQRUOQE9HPX193 | | 4295398 | | | South Staffordshire PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000905_CC_FIRB | 213800FR2VAOKRYRHX45 | | 2366665 | | | South West Water Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000906_CC_FIRB | 549300SR1GYYNBZQGX56 | | 4094290 | | SSE LN Equity | Southern Electric Power Distribution PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000907_CC_FIRB | 549300SPX8573VZ2SK79 | | 5167021 | | | Southern Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000908_CC_FIRB | 213800NCZLJFDE8Y8D88 | | 7581353 | | | Southern Water (Greensands) Financing plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000909_CC_FIRB | 213800Z4CO2CZO3M3T10 | | 02025003 | GB0003308607 | SXS LN Equity | SPECTRIS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000910_CC_FIRB | 4L663LRNTBQ008OK2N07 | | SC100764 | | SGC LN Equity | Stagecoach Group plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000911_CC_FIRB | 0TMBS544NMO7GLCE7H90 | | SC286832 | | SL/ LN Equity | Standard Life PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000912_CC_FIRB | 549300GUNF6FFGH4LN53 | | 9743802 | | 532183Z LN Equity | Stemcor Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000913_CC_FIRB | 213800QHYTM5QRFSEM66 | | 3355631 | | SYR LN EQUITY | Synergy Health Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000914_CC_FIRB | 213800WF53FVDRRHRF44 | | 7105891 | | TALK LN Equity | TalkTalk Telecom Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000915_CC_FIRB | 213800TR86P337IE8605 | | 2280000 | | 0469505D LN Equity | Tata Steel UK Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000916_CC_FIRB | 2138008K14474WPKZ244 | | 76535 | | TATE LN EQUITY | Tate & Lyle Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000917_CC_FIRB | 21380089BTRXTD8S3R66 | | 296805 | | TW/ LN EQUITY | Taylor Wimpey Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000918_CC_FIRB | 2138002P5RNKC5W2JZ46 | | 445790 | GB0008847096 | TSCO LN EQUITY | TESCO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000919_CC_FIRB | 213800JKM5UQHFJOTZ25 | | 2366661 | | | Thames Water Utilities Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000920_CC_FIRB | 2138009TF1SYOMQLBJ60 | | 02100855 | GB0003753778 | | THE GO-AHEAD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000921_CC_FIRB | 213800VZ4671W3DVB860 | | 6575598 | | TCG LN Equity | Thomas Cook Group Treasury limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000922_CC_FIRB | 2138003BOFNAAO14YV58 | | 2553288 | | 8766 JT Equity | Tokio Millennium Re (UK) Limited | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000923_CC_FIRB | 2138001I27OUBAF22K83 | | 824821 | | TPK LN Equity | Travis Perkins Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000924_CC_FIRB | 213800B6YQZAE8LHAW84 | | 6072876 | GB00B1Z7RQ77 | TT/ LN EQUITY | TUI TRAVEL Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000925_CC_FIRB | 2138003EYHWO75RKS857 | | 3919249 | GB0001500809 | TLW LN EQUITY | TULLOW OIL PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000926_CC_FIRB | 549300MKFYEKVRWML317 | | 41424 | | ULVR LN Equity | Unilever PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000927_CC_FIRB | 213800Y1TEVS8REY1M35 | | 5957557 | | | United Biscuits Holdco Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000928_CC_FIRB | 2138008EZCXK4ANQHF89 | | 3207231 | | | United Business Media holdings Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000929_CC_FIRB | 213800KYT12UFB2VE455 | | 2366616 | | UU/ LN Equity | United Utilities PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000930_CC_FIRB | XCJQ23OWIJNLHN7RQC93 | | 1022786 | | 271652Z LN Equity | Urenco Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000931_CC_FIRB | 213800F3BD6N3G6XHU16 | | 251977 | | CKSN LN Equity | VESUVIUS HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000932_CC_FIRB | 213800TB53ELEUKM7Q61 | | 1833679 | | VOD LN EQUITY | Vodafone Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000933_CC_FIRB | 549300UPYDURLSSFVL38 | | 9223384 | | | Western Power Distribution Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000934_CC_FIRB | 2138006LIAYQKUCYBB20 | | 29423 | | WTB LN Equity | Whitbread Group PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000935_CC_FIRB | | | 4212563 | | WMH LN EQUITY | William Hill Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000936_CC_FIRB | 213800Z5WTW8QKOHWQ82 | | 04178808 | GB0030329360 | | WINCANTON PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000937_CC_FIRB | 213800IN6LSRGTZSOS29 | | 358949 | | MRW LN Equity | Wm Morrison Supermarkets Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000938_CC_FIRB | 549300HTNGX0DU8W1F65 | | 5537577 | | WPP LN Equity | WPP 2008 Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000939_CC_FIRB | 635400LNUHA2LDXXV850 | | | | GCC ID Equity | C&C Group PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000940_CC_FIRB | 8NUHUXWN9LG4XBGJ7O17 | | 241565 | | CAT SE Equity | Caterpillar International Finance Limited | IE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000941_CC_FIRB | 635400CHHI1XZLVQH675 | | | | | Coillte Teoranta | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000942_CC_FIRB | 549300MIDJNNTH068E74 | | | IE0001827041 | CRH ID EQUITY | CRH Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000943_CC_FIRB | 213800UPS1QEE4TD3T45 | | | | DCC LN Equity | DCC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000944_CC_FIRB | 635400HRFGVKXFHZ8O77 | | 9401 | | | Dublin Airport Authority PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000945_CC_FIRB | 635400UFHDIQCDZ6JK11 | | | IE0003094731 | 1014Z ID EQUITY | Electricity Supply Board Ltd [ESB] | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000946_CC_FIRB | 635400VCPRSU89DLMZ57 | | 480184 | XS0856023493 | | ESB Finance Limited | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000947_CC_FIRB | 635400RKRK5EGXSPC782 | | | | EXPN LN EQUITY | Experian Finance Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000948_CC_FIRB | 635400YN51CDCGBYFZ31 | | | | | Fyffes plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000949_CC_FIRB | 5493008VFFOIPWCZJK45 | | | IE0000669501 | GLB ID EQUITY | Glanbia Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000950_CC_FIRB | 635400BE9SBAG61DJ963 | | | | GFTU LN Equity | Grafton Group PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000951_CC_FIRB | 6354007LIXWZ5WPPT308 | | 519799 | | GRF SQ Equity | Grifols World Wide Operations Ltd. | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000952_CC_FIRB | 9XTI53MZJ013RO12SX05 | | 2936 | IE00B59HWB19 | | INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000953_CC_FIRB | | | | IE0004906560 | KYG ID EQUITY | Kerry Group Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000954_CC_FIRB | 635400HM7V74SUB9OG75 | | | | | Kingspan Group plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000955_CC_FIRB | 635400JJOWHIYAJER733 | | | | | MUSGRAVE GROUP PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000956_CC_FIRB | 635400EG4YIJLJMZJ782 | | | IE0002588105 | PWL ID Equity | PADDY POWER PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000957_CC_FIRB | 635400WKFIPCHCKVW376 | | 104547 | | RYA ID Equity | Ryanair Holdings PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000958_CC_FIRB | 396PBGKP6TE3O062MS44 | | | | STX UW Equity | Seagate Technology plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000959_CC_FIRB | 635400CPLP8H5ITDVT56 | | | IE00B1RR8406 | SKG ID EQUITY | SMURFIT KAPPA GROUP PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000960_CC_FIRB | 549300INUT2G0ST5K268 | | 327184 | | TEX UN Equity | Terex International Financial Services Co. | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000961_CC_FIRB | 635400K7UEIKHMNKLJ02 | | | | | Total Produce plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000962_CC_FIRB | | | 482042 | | | XL Group PLC | IE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000963_CC_FIRB | VZVOSGGS8JITR4J7J704 | | | | | Amtek Auto Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000964_CC_FIRB | 8GRDBX1TJ0PU5NCSHT72 | | MH008931 | | BPCL IS Equity | Bharat Petroleum Corporation Limited | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000965_CC_FIRB | | | | | BHARTI IN Equity | Bharti Airtel Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000966_CC_FIRB | | | | | IOCL IN Equity | INDIAN OIL CORPN LIMITED | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000967_CC_FIRB | FMVY1IZCSYXSAFRDIT05 | | | | LT IN Equity | Larsen & Toubro Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000968_CC_FIRB | | | | | RCOM IN Equity | Reliance Communications Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000969_CC_FIRB | 5493003UOETFYRONLG31 | | | | RIL IN EQUITY | Reliance Industries Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000970_CC_FIRB | 1GZWF073IJTD6XPRUU65 | | | | | Wipro GE Healthcare Private Limited | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000971_CC_FIRB | 213800Z3CFZOLXPJWN61 | | | | | Landsvirkjun | IS | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000972_CC_FIRB | 81560076E3944316DB24 | 3812211 | 493995 | | A2A IM EQUITY | A2A S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000973_CC_FIRB | 8156000962B2EB41FE28 | 5988397 | 1497770 | | 4525791Z IM EQUITY | ACCIAIERIA ARVEDI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000974_CC_FIRB | 8156004FCECE0879E118 | 15161747 | 191346 | | 7570364Z IM EQUITY | ACCIAIERIE VALBRUNA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000975_CC_FIRB | 549300Q3448N041CTH56 | 11341891 | 882486 | XS0495012428 | ACE IM Equity | Acea SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000976_CC_FIRB | 8156008183686996C911 | 25090618 | 3567090232 | | | ACQUE VERONESI S.C.A R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000977_CC_FIRB | 8156007259ABDEA3F444 | 15214381 | 971268 | | | Aeroporti di Roma S.p.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000978_CC_FIRB | 549300H2RFDYI3YP5R63 | 13960200 | 263011 | | 337973Z NA EQUITY | AGUSTAWESTLAND S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000979_CC_FIRB | 529900EKXEGSRCGAAC89 | 14856155 | 2791070044 | | 4519735Z | ALSTOM FERROVIARIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000980_CC_FIRB | ZYXJDNVM2JI3VBM8G556 | | | | AMP IM EQUITY | Amplifon SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000981_CC_FIRB | 815600B611746717CC98 | | | | 50098Z IM Equity | Ansaldo Energia SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000982_CC_FIRB | 549300FZRH46R7DWAX12 | 1248024 | 557390 | | 4472623Z IM EQUITY | ANSALDOBREDA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000983_CC_FIRB | 815600049A1F9AFE6666 | 4140157 | 1192794 | | MN IM EQUITY | ARNOLDO MONDADORI EDITORE SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000984_CC_FIRB | 8156000BEB8FC062F442 | 1020333 | 120591 | | 2168Z IM EQUITY | ARTSANA — SOCIETA' PER AZIONI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000985_CC_FIRB | 549300X5UKJVE386ZB61 | 6914312 | 6204 | XS1014759648 | ASG GY Equity | Assicurazioni Generali SpA | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000986_CC_FIRB | 81560001F41A81948348 | | | | AST IM EQUITY | Astaldi SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000987_CC_FIRB | 8156008DEC771409C487 | 18631331 | 1023691 | | AU9 GF Equity | Atlantia S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000988_CC_FIRB | 5299003D9N2698I3C257 | 1367700 | 188902 | | AGL IM EQUITY | AUTOGRILL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000989_CC_FIRB | 815600149448CEB9B230 | 19402720 | 1037417 | | 3653719Z IM EQUITY | AUTOSTRADE PER L' ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000990_CC_FIRB | | 26926563 | 1057205 | | 3889748Z IM EQUITY | AVIO S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000991_CC_FIRB | 529900RRESEDV68K0S54 | 28770346 | 235460 | | BLLA IM EQUITY | BARILLA INIZIATIVE S.R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000992_CC_FIRB | 815600BFEB936DC6ED24 | | | | BEN IM EQUITY | Benetton Group SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000993_CC_FIRB | 8156004C04255952AB77 | 1076562 | 821225 | | BNS IM EQUITY | BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000994_CC_FIRB | 5299003DX5YLKSVJ6K59 | 2930031 | 134288 | | BZU IM Equity | Buzzi Unicem SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000995_CC_FIRB | 8156006BEAA911EC0A47 | 1019726 | 587878 | | | CANDY SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000996_CC_FIRB | 8156008B101B97A43B02 | 1053555 | 160498 | | CEM IM EQUITY | CEMENTIR HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000997_CC_FIRB | 815600F3213951394367 | 40014779 | 2001719 | | | Cerved Group S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000998_CC_FIRB | | 4544552 | 8114020152 | | | CLASS EDITORI SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000999_CC_FIRB | 8156009034C1A5108284 | 15716081 | 61357 | | | Compagnia Valdostana delle Acque Spa (CVA Spa) | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001000_CC_FIRB | 815600DBF6DC4BC94832 | 1061039 | 260769 | | 0310548D IM EQUITY | CONSERVE ITALIA — CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE — SOCIETA' COOPERA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001001_CC_FIRB | | 8327877 | 819280157 | | | COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001002_CC_FIRB | 815600A5C1DD6C3A8455 | 1093853 | 154950364 | | | CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001003_CC_FIRB | 81560039BF5C1D8E5A15 | 2836130 | 60793 | | 3898658Z IM EQUITY | DALMARE SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001004_CC_FIRB | 5493005TWX96RDJ9I655 | | | | | De Agostini Invest SA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001005_CC_FIRB | 529900WS2E20BA5J4L49 | 16183303 | 1698754 | | EDNR IM EQUITY | EDISON S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001006_CC_FIRB | WOCMU6HCI0OJWNPRZS33 | | | | ENEL IM EQUITY | Enel SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001007_CC_FIRB | BUCRF72VH5RBN7X3VL35 | | | IT0003132476 | ENI IM EQUITY | ENI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001008_CC_FIRB | 81560081EE079FBED395 | 19377159 | 3544950961 | | | ENOVA S.R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001009_CC_FIRB | 549300JJBVOOKOBCTX09 | 2153515 | 354265 | | ERG IM EQUITY | ERG S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001010_CC_FIRB | 549300AZQ4Z5UGY0Q555 | 1002458 | 91712 | | EXO IM EQUITY | EXOR S.P.A. | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001011_CC_FIRB | 8156004CE82074779D19 | 13870596 | 1664630223 | | | FEDRIGONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001012_CC_FIRB | 549300J4SXC5ALCJM731 | | | | 1448Z IM Equity | Ferrovie dello Stato SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001013_CC_FIRB | 5493004C1SL445NFDR90 | | | | F IM EQUITY | Fiat SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001014_CC_FIRB | 8156001B8AD051794959 | | | | | FINAVAL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001015_CC_FIRB | 529900X4EEX1U9LN3U39 | 1053767 | 7031 | | FNC IM EQUITY | FINMECCANICA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001016_CC_FIRB | 815600C3CCA800EF5D96 | 1134215 | | | | FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001017_CC_FIRB | 815600E12249DD563C29 | 26650695 | 1143814 | | | Gamenet S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001018_CC_FIRB | 81560098DBDD66154985 | | | | | GRANDI NAVI VELOCI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001019_CC_FIRB | 8156001250E819E30127 | | | | GCN IM EQUITY | Gruppo Coin SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001020_CC_FIRB | 8156001294017C870346 | 11027526 | 10022100159 | | | GRUPPO FINELCO SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001021_CC_FIRB | 8156005113BD16699393 | 24907200 | RM1117269 | | LTO IX Equity | GTECH S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001022_CC_FIRB | | 15541251 | 1638878 | | 4004268Z IM EQUITY | H3G S.P.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001023_CC_FIRB | 8156009414FD99443B48 | 3201267 | 363550 | | HER IM EQUITY | HERA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001024_CC_FIRB | 815600D86992FDA7B908 | 1035363 | 149288 | | IMA IM EQUITY | I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001025_CC_FIRB | 815600A7D7C7A85F8B51 | 2733792 | 1168660262 | | | I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001026_CC_FIRB | 81560033824BE53C7D28 | 3585262 | 1303501215 | | | IMAP EXPORT S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001027_CC_FIRB | 549300KTGKED5E25JR59 | | | | IND IM EQUITY | Indesit Co SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001028_CC_FIRB | 213800M4YYCP6E8YUX94 | 2714789 | 2589327 | | | IPLOM S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001029_CC_FIRB | 8156001EBD33FD474E60 | 10431674 | 281364 | | IRE IM EQUITY | IREN S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001030_CC_FIRB | 8156009D23D0FDC70C93 | 1007005 | 50 | | ITM IM Equity | Italcementi S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001031_CC_FIRB | 815600236A6B5AE5B406 | 26754254 | 167186 | | | Linea Group Holding S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001032_CC_FIRB | 549300I1NMOBS4B1LT88 | | | IT0001479374 | LUX IM EQUITY | LUXOTTICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001033_CC_FIRB | | 7003703 | 481230266 | | | MANGIAROTTI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001034_CC_FIRB | 815600292DA01BE68971 | 3755075 | 152396 | | 3184788Z IM EQUITY | MARCEGAGLIA — S.P.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001035_CC_FIRB | 815600C8D55034EB5379 | 3779273 | 64334 | | | Marcolin SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001036_CC_FIRB | 213800DIFN7NR7B97A50 | 552637 | 1264109 | | MS IM EQUITY | Mediaset S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001037_CC_FIRB | PSNL19R2RXX5U3QWHI44 | 1012492 | 343508 | | MB IM Equity | MEDIOBANCA SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001038_CC_FIRB | 815600325D15DD92A023 | 4376875 | 4846130633 | | | MOBY S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001039_CC_FIRB | | 1653085 | 110858 | | 3893422Z IM EQUITY | MONIER S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001040_CC_FIRB | 8156003A100E8AB89697 | 6794759 | 1865640369 | | | PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001041_CC_FIRB | 8156001B96890989C002 | 23641842 | 5411110827 | | | PB TANKERS S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001042_CC_FIRB | 5493006293RJBDQWJL92 | 5944540 | 169833 | | PMS IM EQUITY | PERMASTEELISA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001043_CC_FIRB | 8156000256C2431C2E92 | 4495509 | 134077 | | PIA IM Equity | Piaggio & C. S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001044_CC_FIRB | 815600A0C9AFC1F2A709 | | | | PC IM Equity | Pirelli & Co SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001045_CC_FIRB | 815600EDDBB07C9BDB90 | 15591777 | 2246400218 | | | PODINI HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001046_CC_FIRB | 815600354DEDBD0BA991 | 3465665 | 842633 | | POST IM EQUITY | POSTE ITALIANE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001047_CC_FIRB | 8156000FE0A2DC5B7852 | 16232311 | 1343952 | | PRP GR EQUITY | PRADA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001048_CC_FIRB | 213800VHJ22UE2BRRZ48 | 3830970 | 706270410 | | | PROFILGLASS S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001049_CC_FIRB | | 23687310 | 1777895 | | PRY IM EQUITY | PRYSMIAN S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001050_CC_FIRB | 815600B9FC8D18A5D034 | 1058024 | 291350635 | | | RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001051_CC_FIRB | 81560086FA79BEDD6B94 | 13270817 | | | | RHIAG — INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001052_CC_FIRB | | 5012487 | 8850400154 | | | SACAL — SOCIETA' ALLUMINIO CARISIO — S.P | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001053_CC_FIRB | 815600AF08EE2EC2DE92 | 1035262 | 8924 | | 226907Z IM EQUITY | SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C.

| IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001054_CC_FIRB | 815600FC906D230A1420 | 16077541 | 86111 | | SFL IM Equity | Safilo SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001055_CC_FIRB | 549300PHV8MBDHWB8X12 | 1086637 | 788744 | | SPM IM EQUITY | SAIPEM S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001056_CC_FIRB | 549300UKR289DF4UXQ47 | 1013056 | 525502 | | SAL | SALINI IMPREGILO S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001057_CC_FIRB | | 6524595 | 3957900487 | | | SAMMONTANA — S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001058_CC_FIRB | 8156006755200B82EB33 | 1246827 | 836320150 | | | SAN CARLO GRUPPO ALIMENTARE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001059_CC_FIRB | 5299005KJSU2AQUJUH84 | 1066932 | 49540 | | SRS IM EQUITY | SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. — RAFFINERIE SARDE | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001060_CC_FIRB | 815600D2FC31AF713B07 | 1012950 | 166476 | | | SNAI SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001061_CC_FIRB | 8156002278562044AF79 | 16067629 | 1633443 | | SRG IM Equity | SNAM SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001062_CC_FIRB | EOJCGSUI4NX234BL7V57 | 14234253 | 1594238 | | 2091Z IM EQUITY | SORGENIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001063_CC_FIRB | 815600141CFE5F4C4325 | 19113128 | 1016401 | | 4473035Z IM EQUITY | STRADA DEI PARCHI SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001064_CC_FIRB | 815600C3438977CBBE37 | 1038951 | 68670397 | | | TAMPIERI FINANCIAL GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001065_CC_FIRB | 81560029415DF1381583 | 1030384 | 195810262 | | | TECNICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001066_CC_FIRB | 815600AC5599D16D9A40 | 3335773 | 574643 | | MT IM EQUITY | TECNIMONT S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001067_CC_FIRB | 549300W384M3RI3VXU42 | | | IT0003497168 | TIT IM EQUITY | TELECOM ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001068_CC_FIRB | 815600CD7323A82E5092 | 28935694 | 1763778 | | 2847328Z IM EQUITY | TENOVA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001069_CC_FIRB | | 1037712 | 182850362 | | | TERMOSANITARI CORRADINI — S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001070_CC_FIRB | 8156009E94ED54DE7C31 | | | | TRN IM Equity | Terna Rete Elettrica Nazionale SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001071_CC_FIRB | 549300IN56S27SDGEI85 | 18659000 | 1019536 | | 80698Z IM EQUITY | TIRRENO POWER S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001072_CC_FIRB | 8156003E86EBA167A868 | | | | 0946688D IM EQUITY | TotalErg SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001073_CC_FIRB | 815600FE9E92D9D6C309 | 3554534 | 201271 | | TFI IM EQUITY | TREVI — FINANZIARIA INDUSTRIALE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001074_CC_FIRB | | | | | 4212473Z IM EQUITY | UNIECO SOCIETA' COOPERATIVA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001075_CC_FIRB | 815600B8027C92F0DA07 | 4257672 | 1189360066 | | | VIBAC S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001076_CC_FIRB | 549300YSFQKM1C0X4E45 | 11321265 | 884361 | | WIND IM EQUITY | WIND TELECOMUNICAZIONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001077_CC_FIRB | 549300DHPOF90OYYD780 | | | | 5108 JT Equity | Bridgestone Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001078_CC_FIRB | 549300IZYK3206QECG76 | | | | CAT SE Equity | Caterpillar Finance Corporation | JP | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001079_CC_FIRB | 549300MIFE1VEW02GY83 | | | JP3298600002 | | COSMO OIL COMPANY LTD | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001080_CC_FIRB | 549300T6IPOCDWLKC615 | | | | 6501 JT Equity | Hitachi, Ltd. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001081_CC_FIRB | J48DJYXDTLHM30UMYI18 | | | | 8001 JT Equity | Itochu Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001082_CC_FIRB | 5493004LQ0B4T7QPQV17 | | | | 6301 JT Equity | Komatsu Ltd. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001083_CC_FIRB | 4P4N3ORD02UGQT1T1W12 | | 0100-01-008776 | | 8002 JT Equity | Marubeni Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001084_CC_FIRB | KVIPTY4PULAPGC1VVD26 | | | | 8058 JP EQUITY | Mitsubishi Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001085_CC_FIRB | 5493008VBQD43X8QCS14 | | | | | Mitsui Life Insurance Company Limited | JP | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001086_CC_FIRB | 5493000QYMPFRTEY4K28 | | | | 6701 JT Equity | NEC Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001087_CC_FIRB | | | | | 7201 JP EQUITY | Nissan Motor Co Ltd | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001088_CC_FIRB | 5493003BZYYYCDIO0R13 | | | | 9984 JT Equity | SOFTBANK CORP. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001089_CC_FIRB | 5493004SE33MRLPB1W98 | | | | 2768 JP EQUITY | Sojitz Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001090_CC_FIRB | | | | | 6758 JP EQUITY | Sony Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001091_CC_FIRB | V82KK8NH1P0JS71FJC05 | | | | 8053 JP EQUITY | Sumitomo Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001092_CC_FIRB | 54930074QUY8RD0UZM08 | | | | | Suntory Holdings Limited | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001093_CC_FIRB | 549300ZLMVP4X0OGR454 | | | | 4502 JT Equity | Takeda Pharmaceutical Company Limited | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001094_CC_FIRB | 549300LBHTST91VKHO68 | | | | 6502 JT Equity | Toshiba Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001095_CC_FIRB | 5493006W3QUS5LMH6R84 | | | | TOM GY Equity | Toyota Motor Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001096_CC_FIRB | | | | | 004020 KS Equity | Hyundai Steel Co | KR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001097_CC_FIRB | | | | | 000270 KS Equity | Kia Motors Corp | KR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001098_CC_FIRB | 549300MGHLPT1EFHGF84 | | | | 2007 HK Equity | Country Garden Holdings Company Limited | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001099_CC_FIRB | 549300IHVJRWVT07S523 | | | | 3333 HK Equity | Evergrande Real Estate Group Limited | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001100_CC_FIRB | 5493003DTPH8AMMK4P51 | | | | NE UN Equity | Noble Corporation | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001101_CC_FIRB | 549300FNENFFSMO3GT38 | | | XS0835890350 | XPBR SQ Equity | Petrobras Global Finance B.V. | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001102_CC_FIRB | 213800S7DNJQX6LHTQ21 | | 133818917 | | | AB “Kauno grūdai” | LT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001103_CC_FIRB | | | | LU1014539529 | | ALTICE | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001104_CC_FIRB | 5493003BU7PAH5RRM092 | | | | APAM NA EQUITY | Aperam SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001105_CC_FIRB | 2EULGUTUI56JI9SAL165 | | | | MT LX EQUITY | ArcelorMittal SA [AM] | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001106_CC_FIRB | 549300GJ79DYFBBF5T83 | | | | 0307096D LX EQUITY | Brandbrew S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001107_CC_FIRB | 5493007GVB1I2FDSS786 | | B0155849 | | CNHI UN Equity | CNH Industrial Finance Europe S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001108_CC_FIRB | 549300938QUWMPITJ642 | | | | COV US EQUITY | Covidien International Finance SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001109_CC_FIRB | 5299001R2HL1TAFZ8Z20 | | | | | ENOVOS INTERNATIONAL SA (FORMER SOTEG) | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001110_CC_FIRB | | | 350807947 | FR0000038259 | ERF FP EQUITY | EUROFINS SCIENTIFIC SE | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001111_CC_FIRB | 213800568PRHV2JR9650 | | | XS0357281558 | GSPBEX RR Equity | Gaz Capital S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001112_CC_FIRB | 213800WHKNIC1JQQG433 | | | | 8GC GS Equity | Glencore Finance (Europe) S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001113_CC_FIRB | 8XJ8KF85PBKK1TLMFN29 | | | | | Intelsat Jackson Holdings S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001114_CC_FIRB | 549300MBM5B61VCW5A23 | | | | | International Automotive Components Group, S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001115_CC_FIRB | RUOKPID0PZ0UWJYU9J61 | | | | DE UN Equity | John Deere Bank S.A. | LU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001116_CC_FIRB | 529900XUC6PXMN6ABU42 | | | | TGH GY Equity | Logwin AG | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001117_CC_FIRB | 549300CTHC1CP86P2G96 | | | | MIICF PQ Equity | Millicom International Cellular S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001118_CC_FIRB | | | | | 0755015D LX EQUITY | NH FINANCE SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001119_CC_FIRB | 213800IUIRBFRNCYVR24 | | | | 3900394Z LX Equity | Nizi International SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001120_CC_FIRB | 549300VEJMMZCY6OBU06 | | | | PDSA NS Equity | Pacific Drilling S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001121_CC_FIRB | 529900UUYBCBB7HMVI56 | | | | | Phoenix PIB Dutch Finance B.V. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001122_CC_FIRB | 549300OZSHE4H5BFQA66 | | | | | QUILVEST SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001123_CC_FIRB | 5493000C8J3C3SZYS040 | | | | RTL BB Equity | RTL Group S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001124_CC_FIRB | 5493008JPA4HYMH1HX51 | | | | SESG FP EQUITY | SES SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001125_CC_FIRB | 549300CJ7LW6QSGIL444 | | | | | Swiss Re Europe S.A. | LU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001126_CC_FIRB | 529900BSBZ853DKUP675 | | | | | TRAXYS SARL | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001127_CC_FIRB | 549300RIG2CXWN6IV731 | | | | | CEMEX S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001128_CC_FIRB | 5493008KEVFYPMGTXO33 | | | | KOFL MM Equity | Coca-Cola FEMSA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001129_CC_FIRB | 5493000XJLJ6C4T0PG82 | | | | GRUMAB MM Equity | GRUMA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001130_CC_FIRB | 5493000RIXURZEBFEV60 | | | | BIMBOA MM Equity | Grupo Bimbo, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001131_CC_FIRB | 549300QOAB2GJSFM0381 | | | | 1234Z MM Equity | Grupo Petrotemex SA de CV | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001132_CC_FIRB | 549300CAZKPF4HKMPX17 | | | | | PETROLEOS MEXICANOS | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001133_CC_FIRB | 549300FW3RGHPHT21D10 | | | | ALFAA MM Equity | Sigma Alimentos, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001134_CC_FIRB | 5493000MY3DAIB0BP706 | | TNE940608HS5 | USP9084BAD03 | ALFAA MM Equity | Tenedora Nemak, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001135_CC_FIRB | 549300EMP9DT6Q35HZ31 | | | NL0000852564 | | AALBERTS INDUSTR | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001136_CC_FIRB | 549300J93WR5DPG0P466 | | KVK 33232124 | | ABB SS Equity | ABB Capital B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001137_CC_FIRB | 5493007WHKI5H75YJ358 | | KVK 34215458 | | ABE SQ Equity | Abertis Infraestructuras Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001138_CC_FIRB | 7245007QUMI1FHIQV531 | | KVK 33235189 | | | Achmea B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001139_CC_FIRB | 724500HIKX3QVUQF9G08 | | KVK 28080300 | | | Achmea Zorgverzekeringen N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001140_CC_FIRB | O4QK7KMMK83ITNTHUG69 | | KVK 27076669 | NL0000303709 | AGN NA Equity | AEGON N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001141_CC_FIRB | | | | NL0010672325 | | AHOLD KON | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001142_CC_FIRB | 724500XYIJUGXAA5QD70 | | KVK 09007809 | NL0000009132 | AKZA NA EQUITY | Akzo Nobel NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001143_CC_FIRB | 724500XBZ9QOPTI11U82 | | KVK 34108286 | | | Alliander N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001144_CC_FIRB | 549300KYQ7B0H0K66406 | | KVK 33055009 | | AML LN Equity | Amlin Europe N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001145_CC_FIRB | 724500MCUU6QOFRFEA53 | | KVK 33256360 0000 | | 792658Z PL EQUITY | AMORIM ENERGIA, BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001146_CC_FIRB | 7245000UZH70GO047N03 | | | NL0006237562 | | ARCADIS | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001147_CC_FIRB | 7245001I22ND6ZFHX623 | | KVK 30037466 | NL0000334118 | ASM NA Equity | ASM International N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001148_CC_FIRB | 724500Y6DUVHQD6OXN27 | | KVK 17085815 | NL0006034001 | ASML NA EQUITY | ASML HOLDING N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001149_CC_FIRB | 7245004JOPUJ0OOWTU73 | | KVK 30031823 | | | ASR Schadeverzekering N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001150_CC_FIRB | 724500XFMNHF1GFPYJ05 | | KVK 08125298 | | 3324558Z NA Equity | BDR Thermea Group BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001151_CC_FIRB | 5299006ZHG3IXU0PNJ56 | | KvK 27106340 0000 | | 1136Z NA EQUITY | BMW Finance N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001152_CC_FIRB | | | | NL0000852580 | | BOSKALIS WESTMIN | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001153_CC_FIRB | | | | NL0010776944 | | BRUNEL INTERNAT | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001154_CC_FIRB | 529900AOH3NBA8PZFG65 | | KvK 32097651 0000 | | 0533866D NA EQUITY | Celesio Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001155_CC_FIRB | 549300WGC2HZ5J67V817 | | | | CNHI IM Equity | CNH Industrial NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001156_CC_FIRB | 549300BXVNOCYQ83FU09 | | KVK 34154633 | | KO UN Equity | Coca-Cola HBC Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001157_CC_FIRB | | | | NL0000200384 | | CORE LABORATORIES | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001158_CC_FIRB | 549300UNTCLR21YKLL62 | | KVK 30073501 | NL0000288967 | | Corio N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001159_CC_FIRB | | | | NL0009294552 | | DELTA LLOYD | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001160_CC_FIRB | 724500S75737K2SFDA03 | | KVK 22031457 | | | Delta N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001161_CC_FIRB | 213800N8X49KJRTNDM49 | | KVK 3419663 | | DGE FP Equity | Diageo Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001162_CC_FIRB | 529900M7QSB704RUUT95 | | KVK 34182495 | | AIR FP Equity | Eads Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001163_CC_FIRB | 724500KRQECMCRGM1971 | | KVK 14026250 | | | EBN B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001164_CC_FIRB | 5299007L43AQDFOW5739 | | KvK 34121496 0000 | | 1403Z NA EQUITY | EDP FINANCE BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001165_CC_FIRB | 724500R5IP6TFKTNRU48 | | KvK 24306393 | | 2091Z NA Equity | Eneco Holding NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001166_CC_FIRB | 549300XW2F91G4T4WC42 | | KVK 34149162 | | ENL GY Equity | ENEL Investment Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001167_CC_FIRB | 529900011V8VJ3BUKR64 | | KVK 17115973 | | RWE GF Equity | Essent N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001168_CC_FIRB | | | | NL0000288876 | | EUROCOMMERCIAL | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001169_CC_FIRB | | | | NL0000352565 | | FUGRO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001170_CC_FIRB | 2138005FTXOJUBQ5J563 | | KVK 24243533 | | GAS SQ Equity | Gas Natural Fenosa Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001171_CC_FIRB | 724500EJ2TDPAITRSJ55 | | KVK 02089290 | | | GasTerra B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001172_CC_FIRB | | | | NL0000400653 | | GEMALTO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001173_CC_FIRB | 549300L10EVYURBFIH66 | | KVK 55293980 | | | Global Blue Acquisition B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001174_CC_FIRB | 529900SNLFF5M6HJ1T36 | | KvK 33286563 0000 | | 1004Z NA EQUITY | Haniel Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001175_CC_FIRB | 724500K5PTPSST86UQ23 | | KVK 33011433 | NL0000009165 | HEIA NA Equity | Heineken NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001176_CC_FIRB | 7245008C9KMJL9P2UI77 | | KVK 34323653 | | | Hyva Global B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001177_CC_FIRB | 724500CR19MQGFWFBZ64 | | KvK 34217578 0000 | | 0308206D NA EQUITY | ICL Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001178_CC_FIRB | TLLG0UTU6ZHOG003X735 | | | | | Imperial Mobility Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001179_CC_FIRB | 54930050LBZUR4138I72 | | KVK 27120438 | | | ING Re (Netherlands) N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001180_CC_FIRB | | | KVK 24311905 | | 2872423Z NA Equity | InterGen NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001181_CC_FIRB | 724500C9GNBV20UYRX36 | | KVK 35000363 | NL0010672325 | AH NA Equity | Koninklijke Ahold NV [Royal Ahold NV] | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001182_CC_FIRB | 724500V38C5KTDY5BS93 | | KVK 30058019 | NL0000337319 | BAMNB NA Equity | Koninklijke BAM NBM NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001183_CC_FIRB | 724500SNT1MK246AHP04 | | KVK 14022069 | NL0000009827 | DSM NA EQUITY | Koninklijke DSM N.V | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001184_CC_FIRB | 549300YO0JZHAL7FVP81 | | KVK 02045200 | NL0000009082 | KPN NA Equity | Koninklijke KPN NV [Royal KPN NV] | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001185_CC_FIRB | H1FJE8H61JGM1JSGM897 | | KVK 17001910 | NL0000009538 | PHIA NA Equity | Koninklijke Philips Electronics N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001186_CC_FIRB | 724500HZ4BN317I12G68 | | KVK 06016321 | | KTC NA Equity | Koninklijke Ten Cate NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001187_CC_FIRB | 724500UL634GFV1KYF10 | | KVK 24295332 | NL0009432491 | VPK NA Equity | Koninklijke Vopak NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001188_CC_FIRB | 529900WQGOTJDYG9NP76 | | KVK 09151956 | | LXS GF Equity | Lanxess Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001189_CC_FIRB | 5H8RMHHYTWIP1RKLCE38 | | KvK 34115238 0000 | | 2177Z NA EQUITY | Linde Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001190_CC_FIRB | 549300J6QSW38QNOJK61 | | KVK 57924562 | | | LYB International Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001191_CC_FIRB | BN6WCCZ8OVP3ITUUVN49 | | KVK 24473890 | | DLY GB Equity | LyondellBasell Industries N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001192_CC_FIRB | 635400TMCKVEU87EJ582 | | KVK 24321697 | | | METINVEST B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001193_CC_FIRB | 529900PF6F1OHRZVU341 | | KvK 33178683 0000 | | 1169Z NA EQUITY | Metro Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001194_CC_FIRB | 6354007MKEEGGVUMXO83 | | KVK 34239108 | | | New World Resources N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001195_CC_FIRB | 724500RKMOD48AIWKD94 | | KvK 24307569 0000 | | 3893886Z NA EQUITY | NIDERA B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001196_CC_FIRB | 54930062JS29A5N4GO82 | | KVK 34248449 | | | Nielsen Holdings N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001197_CC_FIRB | 724500GQV9YLNSWECU41 | | KVK 17179668 | | | Nord Gold N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001198_CC_FIRB | 724500TXS5HH3GY4UW42 | | KVK 30124358 | | | NS Groep N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001199_CC_FIRB | 5299000CMF80GY2U0U47 | | KVK 16074305 | NL0010395208 | NUO NA Equity | Nutreco Holding NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001200_CC_FIRB | 724500HT4YW45B1Y7859 | | KVK 57585083 | | | OAK Leaf B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001201_CC_FIRB | 549300NCMRGIBJYUOE57 | | | NL0010558797 | | OCI | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001202_CC_FIRB | 724500IM9A059TQLBX63 | | | | | OCI Nitrogen BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001203_CC_FIRB | 72450053F5WRDY8CDZ66 | | KVK 24291478 | | OI US Equity | OI European Group B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001204_CC_FIRB | Q47A62EK6GMSID3Y8C39 | | KVK 17133742 | XS0788529096 | PCAR US Equity | PACCAR Financial Europe B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001205_CC_FIRB | 549300N522D3SS8MKV65 | | KvK 24320769 0000 | | 3617372Z NA EQUITY | PETROBRAS NETHERLANDS BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001206_CC_FIRB | 549300VGHFJJ58HE2B54 | | KVK 17008551 | | PHIA NA Equity | Philips Electronics NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001207_CC_FIRB | 529900N9UJEHN9UPXN50 | | | | | PHOENIX PIB FINANCE BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001208_CC_FIRB | 724500Q41FHN0P1GPC53 | | KVK 27168968 | NL0009739416 | TNT LI Equity | PostNL N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001209_CC_FIRB | 54930036WK3GMCN17Z57 | | | | QIA GY Equity | Qiagen NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001210_CC_FIRB | 7245009EAAUUQJ0U4T57 | | KVK 33216172 | NL0000379121 | RAND NA EQUITY | RANDSTAD HOLDING NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001211_CC_FIRB | 549300XO8R7MPISUO753 | | KVK 33155037 | NL0006144495 | | Reed Elsevier NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001212_CC_FIRB | 5493002YCY6HTK0OUR29 | | KVK 24251372 | XS0202649934 | REP GY Equity | Repsol International Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001213_CC_FIRB | | | KVK 34179503 | GB00B03MM408 | RDSA NA EQUITY | ROYAL DUTCH SHELL PLC | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001214_CC_FIRB | 5493002N51KZCVBDMS27 | | 24114856 | NL0006055329 | | ROYAL IMTECH NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001215_CC_FIRB | 213800LBMMAIG1FQP389 | | KVK 14105351 | | SABIC AB Equity | SABIC Capital I B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001216_CC_FIRB | | | | NL0000360618 | | SBM OFFSHORE | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001217_CC_FIRB | 529900KEH8410ESH1483 | | KVK 53761790 | | | Schaeffler Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001218_CC_FIRB | 724500DX7Q1A19SPY530 | | KVK 34166584 | | | Schiphol Nederland B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001219_CC_FIRB | 7245001TBT3NI9SPNJ75 | | | | | SHV Netherlands NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001220_CC_FIRB | TAFO772JB70PDRN5VS48 | | KvK 27092998 0000 | | 1223Z NA EQUITY | Siemens Financieringsmaatschappij N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001221_CC_FIRB | 724500E9ZG6JMH6E2I14 | | | NL0000817179 | | SLIGRO FOOD GROUP | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001222_CC_FIRB | 724500ZTKJYJMWVLWJ82 | | KVK 34297413 | | | SRLEV N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001223_CC_FIRB | 5493002SSXOL85X3XC87 | | KVK 58623701 | | | Syncreon Group B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001224_CC_FIRB | 724500LTUWK3JQG63903 | | KVK 09083317 | | | TenneT Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001225_CC_FIRB | 7245008G22FOV7TYYJ34 | | KVK 06045666 | NL0000852523 | TWEKA NA EQUITY | TKH Group NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001226_CC_FIRB | 724500978QL7NKMLTQ37 | | KVK 34210949 | | | TMF Group Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001227_CC_FIRB | | | | NL0009739424 | | TNT EXPRESS | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001228_CC_FIRB | 724500L44K67W7UW1C59 | | KVK 34224566 | NL0000387058 | TOM2 NA EQUITY | TOMTOM N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001229_CC_FIRB | 724500OPA8GZSQUNSR96 | | KVK 33194984 | | TOM GY Equity | Toyota Motor Finance (Netherlands) B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001230_CC_FIRB | PX7SUPU7HUNJBQ8BPI65 | | KVK 33236939 | | 585233Z NA Equity | Trafigura Beheer BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001231_CC_FIRB | 549300TK7G7NZTVM1Z30 | | KVK 24051830 | NL0000009355 | UNIA NA Equity | Unilever NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001232_CC_FIRB | 549300IW6C3SRHUUK147 | | | | | Vitol Holding BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001233_CC_FIRB | | | | NL0009432491 | | VOPAK | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001234_CC_FIRB | 549300FRXSUUW3M2Q281 | | | | | WABCO Europe Holdings BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001235_CC_FIRB | 724500522D3ORUTUGW47 | | KVK 05078970 | | WAVIN NA Equity | Wavin NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001236_CC_FIRB | 724500YRQCY3BD9RJZ92 | | | NL0000289213 | | WERELDHAVE | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001237_CC_FIRB | 724500TEM53I0U077B74 | | KVK 33202517 | NL0000395903 | WKL NA EQUITY | Wolters Kluwer N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001238_CC_FIRB | 5JB3IE65ZU13TA0DGN10 | | | | | Würth Finance International B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001239_CC_FIRB | | | | NL0006294290 | | ZIGGO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001240_CC_FIRB | | | | | BWO NO Equity | BW Offshore Shipholding Ltd | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001241_CC_FIRB | 5493004ZHCILEMZLBS85 | | 00304772770005 | | | FERD AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001242_CC_FIRB | 5493009F6KP3UMLPOY27 | | 931186744 | | | ICA Norge AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001243_CC_FIRB | 549300ZLJDXBXUNCY824 | | 936738540 | | | National Oilwell Varco Norway AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001244_CC_FIRB | 549300N1SDN71ZZ8BO45 | | | | NHY NO Equity | Norsk Hydro ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001245_CC_FIRB | 529900J8VSH14TP5VD23 | | | | | ODFJELL SE | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001246_CC_FIRB | 213800T66DRTE6O6BV87 | | 916235291 | | PGS NO Equity | Petroleum Geo-Services ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001247_CC_FIRB | 529900TH4OAW7WYG1777 | | 987059699 | | | Statkraft AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001248_CC_FIRB | OW6OFBNCKXC4US5C7523 | | 923609016 | | STL NO Equity | Statoil ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001249_CC_FIRB | R7NJHU48LTCIOB9BVU57 | | | | CNU NZ Equity | Chorus Limited | NZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001250_CC_FIRB | 259400GYHYZPQ0HTMT82 | | | | CIE PW Equity | Ciech S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001251_CC_FIRB | 259400A9BI23M3K1NK82 | | | | LTS PW EQUITY | GRUPA LOTOS S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001252_CC_FIRB | 259400WT6MCX3V59XI09 | | | | | Netia S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001253_CC_FIRB | 259400TOMPUOLS65II22 | | 10681 | | TPA1 GB Equity | ORANGE POLSKA SA | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001254_CC_FIRB | 259400TGY6IYEP2EFW87 | | 467426 | | | POLKOMTEL SP. Z O.O. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001255_CC_FIRB | 259400VVMM70CQREJT74 | | 28860 | | PKN PW Equity | Polski Koncern Naftowy ORLEN S.A. (PKN) | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001256_CC_FIRB | 259400NAPDFBOTNCRL54 | | | | TPE PW Equity | TAURON Polska Energia S.A.

| PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001257_CC_FIRB | Q1ECZWEVT6ZTFERCPG94 | | | PLTLKPL00017 | OPL PW EQUITY | TELEKOMUNIKACJA POLSKA SA | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001258_CC_FIRB | 213800RQXBBZ6KSP1I72 | | 500311390 | | | AMORIM & IRMAOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001259_CC_FIRB | 2138002PLGLYW8EP7248 | | | | | AMORIM HOLDING II SGPS SA | PT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001260_CC_FIRB | 213800V5Z38TLIRQW516 | | 500700834 | | | ANA AEROPORTOS PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001261_CC_FIRB | | | 502607920 | | | AUCHAN PORTUGAL HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001262_CC_FIRB | 54930011KNBNPPKW7528 | | 500038015 | | | AUTO SUECO LDA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001263_CC_FIRB | 549300RU6UYW1UMYOP92 | | 500194670 | | | BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001264_CC_FIRB | | | | PTBRI0AM0000 | BRI PL EQUITY | BRISA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001265_CC_FIRB | 549300FREK460JU7RG08 | | 500060266 | | | CELULOSE BEIRA INDUSTRIAL-CELBI SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001266_CC_FIRB | 549300TF1SUYCFUO3840 | | 503309362 | | | COLEP PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001267_CC_FIRB | | | 507195515 | | | CONTROLINVESTE SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001268_CC_FIRB | 213800X28CMB8LAIT849 | | 502557400 | | | CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001269_CC_FIRB | 549300RGQV4M16FESU23 | | 500832234 | | | CUF QUIMICOS INDUSTRIAS, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001270_CC_FIRB | 529900CLC3WDMGI9VH80 | | | PTEDP0AM0009 | EDP PL EQUITY | EDP — Energias de Portugal S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001271_CC_FIRB | 529900LOXJVWGOH84656 | | 503293695 | | | EDP — GESTÃO DA PRODUÇÃO DE ENERGIA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001272_CC_FIRB | | | 504885367 | | | ESPIRITO SANTO SAUDE SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001273_CC_FIRB | 2138003319Y7NM75FG53 | | 504499777 | PTGALIOE0009 | GALP PL Equity | GALP ENERGIA SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001274_CC_FIRB | 213800Y3V72PI6W8KG10 | | 511220448 | | | GRUPO PESTANA — SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001275_CC_FIRB | 259400A8SZP10GB5IB19 | | | PTJMT0AE0001 | JMT PL EQUITY | J.MARTINS | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001276_CC_FIRB | | | 500073880 | | | LENA ENGENHARIA CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001277_CC_FIRB | 549300SNYKYW15R3UE62 | | 502011475 | | | MODELO CONTINENTE HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001278_CC_FIRB | 549300TLPT6W9R3CLQ86 | | 500197814 | | | MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001279_CC_FIRB | 5493003NN4LXUF8JA244 | | | | | Ocidental Companhia Portuguesa de Seguros de Vida, S.A. | PT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001280_CC_FIRB | 54930071D35BVUPC5942 | | 502604751 | | | OPTIMUS-COMUNICACOES S.A | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001281_CC_FIRB | | | 507979265 | | | OPWAY — SGPS, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001282_CC_FIRB | 213800ZWKG61JG7ZCF61 | | 500697370 | | | PETROLEOS PORTUGAL PETROGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001283_CC_FIRB | 259400DRC6WOXNVW8B57 | 500829993 | 500829993 | | 90413Z PL EQUITY | PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001284_CC_FIRB | 549300UNIB7M2AXUXS35 | | | PTPTI0AM0006 | PTCL TQ EQUITY | Portucel S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001285_CC_FIRB | 549300FR1FN48IGHR915 | | | PTREL0AM0008 | RENE PL Equity | REN-Redes Energeticas Nacionais, SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001286_CC_FIRB | | | 500246963 | | | REPSOL PORTUGUESA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001287_CC_FIRB | 5493002X2CCY60HWCU94 | | 500243590 | | | SECIL COMP GERAL CAL CIMENTO SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001288_CC_FIRB | 549300PXZF74GVQM6867 | | 500058580 | | | SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001289_CC_FIRB | 549300EZYIURQ5RGSE56 | | 500278571 | | | SOVENA OILSEEDS PORTUGAL, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001290_CC_FIRB | 549300KFJPELBPMQH079 | | 500833532 | | | SOVENA PORTUGAL CONSUMER GOODS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001291_CC_FIRB | 95980020140005813290 | | 505042037 | | | SUMOL+COMPAL MARCAS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001292_CC_FIRB | | | 500097488 | | | TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001293_CC_FIRB | 549300CNE5R74B3XKF57 | | 505266202 | | | UNICER BEBIDAS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001294_CC_FIRB | | 503933139 | 503933139 | | 3646175Z PL EQUITY | UNILEVER JERÓNIMO MARTINS, LDA. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001295_CC_FIRB | 213800IDK8UTYDSFOG74 | | 502544180 | | | VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001296_CC_FIRB | | 500302200 | 500302200 | | 0265472D PL EQUITY | ZAGOPE — CONSTRUÇÕES E ENGENHARIA S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001297_CC_FIRB | 549300VOFQC1SPGTZM19 | | 503039063 | | | ZON TV CABO PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001298_CC_FIRB | 549300D3EIDZJB62TR20 | | 21183 | | ORDS QD Equity | Ooredoo Q.S.C. | QA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001299_CC_FIRB | 549300UKYDM6L8HEPU79 | | | | SNP RO EQUITY | OMV PETROM S.A. | RO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001300_CC_FIRB | 549300F8ZIGJVUPIU797 | | 24297754 | | | Rompetrol Group N.V. (The) | RO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001301_CC_FIRB | | | | | GAZP RU Equity | Gazprom OAO | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001302_CC_FIRB | | | | | ROSN RU Equity | OJSC Oil Co Rosneft | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001303_CC_FIRB | | | | | TATN RU Equity | Tatneft OAO | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001304_CC_FIRB | 5493007RN7O98MYBX124 | | | | | AKTIEBOLAG LINDEX | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001305_CC_FIRB | 549300UCKT2UK88AG251 | | | SE0000695876 | ALFA SS EQUITY | Alfa Laval AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001306_CC_FIRB | 549300YECS8HKCIMMB67 | | | SE0000255648 | ASSAB SS EQUITY | Assa Abloy AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001307_CC_FIRB | 213800T8PC8Q4FYJZR07 | | 5560142720 | SE0000122467 | ATCOA SS EQUITY | Atlas Copco Aktiebolag | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001308_CC_FIRB | 2138002GW5WN1UYZAO32 | | 55611256900004 | | | BILIA AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001309_CC_FIRB | 549300YJUYJ9A24RXL71 | | | SE0005906922 | SE0005906922 Corp | BILLERUDKORSNÄS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001310_CC_FIRB | 549300ZACGIQHBBMOD20 | | 5560269549 | | BONN SS EQUITY | Bonnier Finans AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001311_CC_FIRB | 213800SE6FV3UDEIEY92 | | 72317831 | | | CAPIO AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001312_CC_FIRB | 549300GU5OHTR1T5IY68 | | | SE0005932225 | SE0005932225 Corp | Castellum AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001313_CC_FIRB | 549300HCT1WLHEXNLZ18 | | | | | Dometic Holding AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001314_CC_FIRB | 549300Y3HHZB1ZGFPJ93 | | | | ELUXA SS Equity | Electrolux AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001315_CC_FIRB | 549300JNPI46XNH0PM97 | | | | | Fabege AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001316_CC_FIRB | 5493003PZ4F570G3W735 | | | | | GETINGE AB, | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001317_CC_FIRB | 529900XKWB408ZZYBF68 | | | | | GREEN CARGO AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001318_CC_FIRB | 213800YUV362W4E1LP46 | | | | | H & M Hennes & Mauritz GBC AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001319_CC_FIRB | 54930033BTSY61VHUR49 | | 55601011550004 | | | HALDEX AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001320_CC_FIRB | 549300VOTS5OZ82UTG69 | | | SE0005934320 | SE0005934320 Corp | HEMSÖ FASTIGHETS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001321_CC_FIRB | 549300WJFW6ILNI4TA80 | | 5561904771 | SE0000103699 | HEXAB SS EQUITY | Hexagon AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001322_CC_FIRB | 52990080SH3454F0QE68 | | 5560013301 | SE0000109290 | HOLMB SS EQUITY | Holmen AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001323_CC_FIRB | 549300GYQIIJ3UXB7655 | | | SE0001662222 | HUSQB SS EQUITY | HUSQVARNA AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001324_CC_FIRB | 549300VEBQPHRZBKUX38 | | 556013-8298 | XS0795505402 | INVEA SS Equity | Investor AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001325_CC_FIRB | 529900X0UEM9DOM6FK12 | | 5560452103 | SE0000806994 | JM SS EQUITY | JM AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001326_CC_FIRB | 549300VD6SNNS5N5V183 | | | | | KORAB INTERNATIONAL AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001327_CC_FIRB | 5493005OXRTBK0WSJN46 | | 5565451217 | SE0000549412 | KLED SS EQUITY | Kungsleden AB | SE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001328_CC_FIRB | 529900AB08F05L4HWU11 | | | | | LANTMÄNNEN EK FÖR | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001329_CC_FIRB | 213800NS2XXVRYS7WP40 | | | SE0002683557 | LOOMB SS EQUITY | Loomis AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001330_CC_FIRB | 549300SNQNTHQLZQON04 | | 5564272812 | SE0000221723 | MEDAA SS EQUITY | Meda AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001331_CC_FIRB | 549300E8NDODRSX29339 | | 5563099158 | SE0000412371 | MTGB SS EQUITY | MODERN TIMES GROUP MTG AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001332_CC_FIRB | 213800WRGLW3CY4MHW53 | | 55603451740004 | | | NCC | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001333_CC_FIRB | 549300KUJMRC9NW93S96 | | | | | Nobina sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001334_CC_FIRB | 5493007VGEKBZGZ6PC69 | | | | | NYNAS AB (PUBL) | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001335_CC_FIRB | 549300ES84TRW7EWGU35 | | | | | Perstorp Holding AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001336_CC_FIRB | 549300S2D8BDH1CKLI47 | | | | | PostNord AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001337_CC_FIRB | 549300MIHCMD8DCSBY41 | | 55607269770034 | | | Preem | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001338_CC_FIRB | 549300ZHO4JCQQI13M69 | | 556036-0793 | SE0000112385 | SE0005567088 Corp | SAAB AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001339_CC_FIRB | 5299008ZUAXN43LVZF54 | | | | SAND SS Equity | Sandvik AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001340_CC_FIRB | 5299001G94UPTI8C7N54 | | 5566577416 | | 0301536D SS EQUITY | Sandvik Treasury AB | SE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001341_CC_FIRB | 529900AE1FZNUH6EVS39 | | | SE0003366871 | SAS SS EQUITY | SAS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001342_CC_FIRB | 529900BZYSUQLQSPNR07 | | 5560840976 | SE0000308280 | SCVB SS EQUITY | Scania CV AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001343_CC_FIRB | 635400TTYKE8EIWDS617 | | | | SECUB SS Equity | Securitas AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001344_CC_FIRB | 5493004WOSC31U83UG49 | | 5561063834 | | SKAB SS EQUITY | Skanska Financial Services | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001345_CC_FIRB | 549300MA1BZYJU87BW55 | | 5560339086 | SE0000113250 | SKAB SS EQUITY | Skanska Sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001346_CC_FIRB | 549300X6MQ0GG8BRY481 | | | | | SKF sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001347_CC_FIRB | 5493002FIVSWBLEV7P15 | | | | | SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001348_CC_FIRB | 529900329VS14ZIML164 | | 5560163429 | SE0000171100 | SSABA SS EQUITY | SSAB AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001349_CC_FIRB | 529900J0C48FH28HNQ19 | | 5563137933 | SE0000120669 | SSABA SS EQUITY | SSAB Emea AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001350_CC_FIRB | 213800CWLTI7WZCC2R35 | | 5560010802 | | 1081Z SS EQUITY | Stena AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001351_CC_FIRB | 5299005HSK597UX55629 | | | | | SVEASKOG FÖRVALTNINGS AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001352_CC_FIRB | 549300FW5JDRV1IJ0M67 | | | | SCAB SS Equity | Svenska Cellulosa AB [SCA] | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001353_CC_FIRB | 529900ZERGNJBEQEX179 | | 55679708180004 | | | SWEDAVIA AB SWEDAVIA EKONOMI | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001354_CC_FIRB | 5493005DU3003SGUC166 | | | | | SWEDISH HOSPITAL PARTNERS AB, | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001355_CC_FIRB | 529900YVXCGNWAUYZG78 | | | SE0000310336 | SWMA SS EQUITY | Swedish Match AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001356_CC_FIRB | 213800EKD193RVI9HL76 | | 5564108917 | SE0000314304 | TEL2B SS EQUITY | Tele2 AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001357_CC_FIRB | 549300W9JLPW15XIFM52 | | 556016-0680 | XS0435008726 | ERICB SS Equity | Telefonaktiebolaget LM Ericsson | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001358_CC_FIRB | 213800FSR9RNDUOTXO25 | | | | TLSN SS Equity | TeliaSonera AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001359_CC_FIRB | 5493006LU5JO4P7HQ305 | | | | | THULE HOLDING AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001360_CC_FIRB | 213800XY16PAWG2PAD14 | | | | TRELB SS Equity | Trelleborg AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001361_CC_FIRB | 5493007LNZSEWN5KTV42 | | | SE0005769270 | SE0005769270 Corp | Vasakronan | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001362_CC_FIRB | 549300T5RZ1HA5HZ3109 | | | | VATT SS Equity | Vattenfall AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001363_CC_FIRB | 549300HGV012CNC8JD22 | | | SE0000115420 | VOLVB SS EQUITY | Volvo AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001364_CC_FIRB | 54930083GODGBHODQ153 | | 189744 | | | Global A&T Electronics Ltd. | SG | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001365_CC_FIRB | 33D7DTWH8BNIUWE0IF81 | | | | OLAM SP Equity | Olam International Ltd | SG | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001366_CC_FIRB | | | | | 7536988Z SK EQUITY | Volkswagen Slovakia A.S. | SK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001367_CC_FIRB | 549300QOGMPTKB6W7G56 | | 1,07544E+11 | USY71548BY95 | PTT TB Equity | PTT Public Company Limited | TH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001368_CC_FIRB | 8RS0AKOLN987042F2V04 | | | | NXWA GF Equity | 21st Century Fox America, Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001369_CC_FIRB | LUZQVYP4VS22CLWDAR65 | | | US88579YAF88 | MMM SE Equity | 3M Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001370_CC_FIRB | HQD377W2YR662HK5JX27 | | IL08142220 | | ABT US Equity | Abbott Laboratories | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001371_CC_FIRB | FR5LCKFTG8054YNNRU85 | | DE5126809 | | 4AB GF Equity | AbbVie Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001372_CC_FIRB | 549300T0GJTEK811VI53 | | | | WPI US EQUITY | Actavis, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001373_CC_FIRB | 549300QKBENKLBXQ8968 | | PA724325 | | AET US Equity | Aetna Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001374_CC_FIRB | LYOM0B2GCF1JWXK5ZG04 | | | | AGCO UN Equity | AGCO Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001375_CC_FIRB | QUIX8Y7A2WP0XRMW7G29 | | | | A UN Equity | Agilent Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001376_CC_FIRB | 9PO87UV78U1JHLR68X04 | | | | 8685 JT Equity | AIG Financial Products Corp. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001377_CC_FIRB | 7QEON6Y1RL5XR3R1W237 | | | | APD US Equity | Air Products & Chemicals Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001378_CC_FIRB | ABPN11VOHLHX6QR7XQ48 | | | | AA US Equity | Alcoa Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001379_CC_FIRB | XSGZFLO9YTNO9VCQV219 | | | | MO US Equity | Altria Group Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001380_CC_FIRB | ZXTILKJKG63JELOEG630 | | DE2620453 | | AMZN US Equity | Amazon.com, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001381_CC_FIRB | IWUQB36BXD6OWD6X4T14 | | DE0332421 | | AAL UW Equity | American Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001382_CC_FIRB | B6Q2VFHD1797Q7NZ3E43 | | CAC0951492 | | 7267 JT Equity | American Honda Finance Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001383_CC_FIRB | 5493006ORUSIL88JOE18 | | | | AMT US Equity | American Tower Corp [ex- American Tower System] | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001384_CC_FIRB | 549300D3L3G0R4U4VT04 | | | | APH US Equity | Amphenol Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001385_CC_FIRB | B78FQ7XBQFLP4AYJ6F79 | | | | APC US Equity | Anadarko Petroleum Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001386_CC_FIRB | 72ZZ1XRHOOU9P9X16K08 | | | | APA US Equity | Apache Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001387_CC_FIRB | HWUPKR0MPOU8FGXBT394 | | CAC0806592 | | AAPL US Equity | Apple Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001388_CC_FIRB | 42YMHYH0XMHJEXDUB065 | | | | | ARAMARK Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001389_CC_FIRB | W47HVZ7Q6FXL86RELH91 | | DE0717711 | | ACI US Equity | Arch Coal, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001390_CC_FIRB | 549300LO13MQ9HYSTR83 | | DE0152524 | | ADM US Equity | Archer-Daniels-Midland Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001391_CC_FIRB | 0C0SZC7H22UWI2NA3R46 | | | | ARRS UW Equity | Arris Group, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001392_CC_FIRB | 549300YNNLBXT8N8R512 | | NYCARREUS | | ARW US Equity | Arrow Electronics, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001393_CC_FIRB | 6O4MRU8C1MS0K34UQF79 | | KY0580261 | | ASH US Equity | Ashland Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001394_CC_FIRB | 549300Z40J86GGSTL398 | | DE2018584 | | T* MM Equity | AT&T Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001395_CC_FIRB | QVLWEGTD2S8GJMO8D383 | | | | ATO US Equity | Atmos Energy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001396_CC_FIRB | HGBOLILQXWER4SAL2I23 | | | | ADP US Equity | Automatic Data Processing | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001397_CC_FIRB | GA3JGKJ41LJKXDN23E90 | | | | | Autozone Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001398_CC_FIRB | XN8R4HH1TVC1XOCL5P21 | | | | CAR US EQUITY | Avis Budget Car Rental LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001399_CC_FIRB | XJI53DCPL7QABOWK4Z75 | | NYCAVNTUS | | AVT US Equity | Avnet, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001400_CC_FIRB | 5493007RY69UEB1F1B45 | | | | AVP US Equity | Avon Products, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001401_CC_FIRB | MF62XBVMNYTYMC18DL76 | | DE2416636 | | BA/ LN Equity | BAE Systems Holdings Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001402_CC_FIRB | | | | | BHI US EQUITY | Baker Hughes Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001403_CC_FIRB | EWRDABCN7XBHM37LIA98 | | DE2072335 | | | Beam Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001404_CC_FIRB | HL5XPTVRV0O8TUN5LL90 | | MN1K-1056 | | BBY US Equity | Best Buy Co., Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001405_CC_FIRB | KK5MZM9DIXLXZL9DZL15 | | DE2322568 | | BMW HB Equity | BMW US Capital, LLC | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001406_CC_FIRB | 549300DSFX2IE88NSX47 | | | | BWA US Equity | BorgWarner Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001407_CC_FIRB | Y6ZDD9FP4P8JSSJMW954 | | DE0874815 | | BSX UN Equity | Boston Scientific Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001408_CC_FIRB | 549300GMUCJ08527GQ81 | | IN182869-107 | | BP/ LN Equity | BP Corporation North America Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001409_CC_FIRB | 549300YYMNSW7KWZH127 | | | | BP/ LN Equity | BP Products North America Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001410_CC_FIRB | HLYYNH7UQUORYSJQCN42 | | | | BMY US EQUITY | Bristol Myers Squibb Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001411_CC_FIRB | 5493007M0RIN8HY3MM77 | | | | BG US Equity | Bunge Limited | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001412_CC_FIRB | Y7ET3D9SDOFUZ515FE28 | | DE0799956 | | CA US Equity | CA, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001413_CC_FIRB | 43R4VPJBXTU2O15HEF41 | | | | | Calpine Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001414_CC_FIRB | 5493007JDSMX8Z5Z1902 | | | | CPB US Equity | Campbell Soup Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001415_CC_FIRB | CCU46N3GJMF4OK4N7U60 | | OH535613 | | CAH US Equity | Cardinal Health, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001416_CC_FIRB | QXZYQNMR4JZ5RIRN4T31 | | | | 3091Z US Equity | Cargill Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001417_CC_FIRB | EDBQKYOPJUCJKLOJDE72 | | DE0921323 | | CAT SE Equity | Caterpillar Financial Services Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001418_CC_FIRB | WRJR7GS4GTRECRRTVX92 | | | | CAT US EQUITY | Caterpillar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001419_CC_FIRB | 5KYC8KF17ROCY24M3H09 | | DE2106821 | | C5S GM Equity | CBS Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001420_CC_FIRB | CD30XVRLT4QO00B1C706 | | DE3780476 | | CE UN Equity | Celanese US Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001421_CC_FIRB | 4SIHMF0MOSTTL8CD0X64 | | | | CELG US Equity | Celgene Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001422_CC_FIRB | 21TPXMRRHFKOBHDC8J74 | | | | | CenterPoint Energy Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001423_CC_FIRB | 8E6NF1YAL0WT6CWXXV93 | | | | CSCO US EQUITY | Cisco Systems Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001424_CC_FIRB | 549300IA9XFBAGNIBW29 | | | | | CMS Energy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001425_CC_FIRB | B0QU0GIVGFFMCOP5RJ72 | | DE4789658 | | CKK GB Equity | Coca-Cola Enterprises, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001426_CC_FIRB | 2V9V7M0RUQG9M2J4IC47 | | | | | Colfax Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001427_CC_FIRB | YMEGZFW4SBUSS5BQXF88 | | DE0156313 | | CL US Equity | Colgate-Palmolive Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001428_CC_FIRB | 51M0QTTNCGUN7KFCFZ59 | | PA3039985 | | CTP GB Equity | Comcast Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001429_CC_FIRB | 549300OQS2LO07ZJ7N73 | | DE0406521 | | CMC US Equity | Commercial Metals Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001430_CC_FIRB | 6113F6JQLWIUGTBN1L36 | | | | CSC US equity | Computer Sciences Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001431_CC_FIRB | 54930035UDEIH090K650 | | DE0818944 | | CAG US Equity | ConAgra Foods, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001432_CC_FIRB | SYHS7HRDXLL4I0IQ8776 | | | | CXO US EQUITY | Concho Resources Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001433_CC_FIRB | 6VJJ5GQWIRDQ06DUXG89 | | DE0064324 | | COP US Equity | ConocoPhillips Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001434_CC_FIRB | 549300JK3KH8PWM3B226 | | DE2277631 | | CNX UN Equity | CONSOL Energy Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001435_CC_FIRB | 29DX7H14B9S6O3FD6V18 | | | | CTO GM Equity | Costco Wholesale Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001436_CC_FIRB | 549300BO9IWPF3S48F93 | | | | COTY US EQUITY | Coty Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001437_CC_FIRB | TVRMNZKRGA8LPW6XPG60 | | | | | Cox Enterprises Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001438_CC_FIRB | RPPGGRL1J75WGF2DFO04 | | PA3337938 | | CCK US Equity | Crown Americas LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001439_CC_FIRB | ZUNI8PYC725B6H8JU438 | | IN194062-043 | | CMI UN Equity | Cummins Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001440_CC_FIRB | S4BKK9OTCEWQ3YHPFM11 | | | | DHR US EQUITY | Danaher Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001441_CC_FIRB | PWFTNG3EI0Y73OXWDH08 | | | | DE US EQUITY | Deere & Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001442_CC_FIRB | 3E70L4WYANTIWWIPHC81 | | | | DELL US EQUITY | Dell Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001443_CC_FIRB | Q2CCMS6R0AS67HJMBN42 | | | | DAL US EQUITY | Delta Air Lines Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001444_CC_FIRB | 54930042348RKR3ZPN35 | | DE2155705 | | DVN US Equity | Devon Energy Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001445_CC_FIRB | F14FQJ2EEHW5VPYUHL14 | | | | DO US Equity | Diamond Offshore Drilling, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001446_CC_FIRB | 549300Z1UGYT5725XB67 | | DE3535468 | | DTV TQ Equity | DIRECTV Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001447_CC_FIRB | ILUL7B6Z54MRYCF6H308 | | | | D US EQUITY | Dominion Resources Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001448_CC_FIRB | 549300FMC2ALGA7N9E80 | | DE0412823 | | DOV UN Equity | Dover Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001449_CC_FIRB | ZQUIP1CSZO8LXRBSOU78 | | | | DOW US EQUITY | Dow Chemical Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001450_CC_FIRB | 549300IX8SD6XXD71I78 | | | | DTE US EQUITY | DTE Energy Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001451_CC_FIRB | FDPVHDGJ1IQZFK9KH630 | | DE2345566 | | EMN UN Equity | Eastman Chemical Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001452_CC_FIRB | 0NZWDMRCE180888QQE14 | | | | ETN US EQUITY | Eaton Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001453_CC_FIRB | OML71K8X303XQONU6T67 | | DE2871352 | | EBAY US Equity | eBay Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001454_CC_FIRB | FRDRIPF3EKNDJ2CQJL29 | | | | LLY US EQUITY | Eli Lilly & Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001455_CC_FIRB | FGLT0EWZSUIRRITFOA30 | | | | EMR UN Equity | Emerson Electric Co. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001456_CC_FIRB | GHFPUH0OZ5JLGJXWCO16 | | | | ESV UN Equity | ENSCO International Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001457_CC_FIRB | 4XM3TW50JULSLG8BNC79 | | | | ETR US EQUITY | Entergy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001458_CC_FIRB | 549300EVUN2BTLJ3GT74 | | DE2911438 | | EQIX US Equity | Equinix, Inc.

| US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001459_CC_FIRB | 549300RO2XES74KQGG63 | | | | XLS US EQUITY | Exelis Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001460_CC_FIRB | 3SOUA6IRML7435B56G12 | | | | EXC US EQUITY | Exelon Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001461_CC_FIRB | CI7MUJI4USF3V0NJ1H64 | | WA601975803 | | EXPE UW Equity | Expedia, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001462_CC_FIRB | J3WHBG0MTS7O8ZVMDC91 | | NJ3793794100 | | XOM US Equity | Exxon Mobil Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001463_CC_FIRB | 549300E707U7WNPZN687 | | | | FDX US EQUITY | FedEx Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001464_CC_FIRB | 6WQI0GK1PRFVBA061U48 | | GA0110597 | | FIS UN Equity | Fidelity National Information Services, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001465_CC_FIRB | 549300NPYMLM4NHTOF27 | | | | | First Solar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001466_CC_FIRB | 549300SVYJS666PQJH88 | | OH953140 | | FE US Equity | FirstEnergy Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001467_CC_FIRB | 6Y0GK87T6V7NJKZJVM41 | | NYCDRRCUS | | FLS US Equity | Flowserve Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001468_CC_FIRB | CQ7WZ4NOFWT7FAE6Q943 | | | | FLR US EQUITY | Fluor Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001469_CC_FIRB | CKDHZ2X64EEBQCSP7013 | | | | FMC US Equity | FMC Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001470_CC_FIRB | EMQFUEY7DV1MVNKAUT87 | | DE3315658 | | FTI US Equity | FMC Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001471_CC_FIRB | 20S05OYHG0MQM4VUIC57 | | | | F US EQUITY | Ford Motor Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001472_CC_FIRB | 2MNR4Q42DBL85U7RD221 | | | | | Forest Oil Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001473_CC_FIRB | A0WMBJD47C49E2JJOM88 | | DE4594648 | | FRE GY Equity | Fresenius US Finance I, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001474_CC_FIRB | 549300FNRIXILI56M704 | | | | 0196414D US EQUITY | Gavilon LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001475_CC_FIRB | 9C1X8XOOTYY2FNYTVH06 | | | | GD US EQUITY | General Dynamics Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001476_CC_FIRB | 3C7474T6CDKPR9K6YT90 | | NYCGECYUS | | GNE FP Equity | General Electric Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001477_CC_FIRB | 2TGYMUGI08PO8X8L6150 | | | | GIS US Equity | General Mills, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001478_CC_FIRB | 549300PDWRZX0BR28B12 | | DE4717789 | | GM UN Equity | General Motors Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001479_CC_FIRB | L2EVHWFHVAQK72TMH265 | | DE4275413 | | | Georgia-Pacific LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001480_CC_FIRB | 5493002BI0S2ZQUY3437 | | | | GT US EQUITY | Goodyear Tire & Rubber Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001481_CC_FIRB | 7ZW8QJWVPR4P1J1KQY45 | | | | GOOG US EQUITY | Google Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001482_CC_FIRB | ENYF8GB5SMQZ25S06U51 | | DE2681775 | | HAL UN Equity | Halliburton Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001483_CC_FIRB | KAO98FK89NPNNPQGUZ43 | | DE0497602 | | HSC US Equity | Harsco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001484_CC_FIRB | 549300NUB6D2R1ITYR45 | | | | HAS US Equity | Hasbro, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001485_CC_FIRB | 549300PD0C69OJ0NLB27 | | | | 766481Z US EQUITY | Hertz Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001486_CC_FIRB | UASVRYNXNK17ULIGK870 | | DE0097017 | | AHC GB Equity | Hess Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001487_CC_FIRB | WHKXQACZ14C5XRO8LW03 | | | | HPQ US EQUITY | Hewlett-Packard Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001488_CC_FIRB | 5493003STKEZ2S0RNU91 | | | | HNZ US EQUITY | HJ Heinz Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001489_CC_FIRB | ISRPG12PN4EIEOEMW547 | | DE2061772 | | HON UN Equity | Honeywell International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001490_CC_FIRB | KNX4USFCNGPY45LOCE31 | | | | 4335 HK Equity | Intel Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001491_CC_FIRB | VGRQXHF3J8VDLUA7XE92 | | | | IBM US EQUITY | International Business Machines (IBM Corp) | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001492_CC_FIRB | F9HV8ZL85LRIQ6D60098 | | NVC7491-1980 | | IGT UN Equity | International Game Technology | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001493_CC_FIRB | 824LMFJDH41EY779Q875 | | | | IP US EQUITY | International Paper Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001494_CC_FIRB | 5493008IUOJ5VWTRC333 | | | | | Interpublic Group of Cos | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001495_CC_FIRB | 24F6LSZD18II6ICG6S41 | | | | | Itron Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001496_CC_FIRB | YB2O5TUONPB3W1X7WJ88 | | | | ITT US EQUITY | ITT Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001497_CC_FIRB | KD833U13JEIGETBW2749 | | | | JAH US EQUITY | Jarden Corp (fka Alltrista Corp) | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001498_CC_FIRB | 549300XR6O4ACB0KLV08 | | | | | JFB Firth Rixson, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001499_CC_FIRB | E0KSF7PFQ210NWI8Z391 | | | | DE UN Equity | John Deere Capital Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001500_CC_FIRB | 549300G0CFPGEF6X2043 | | NJ5106301000 | | JNJ GQ Equity | Johnson & Johnson | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001501_CC_FIRB | 3LB2NG8VUULSCV2NO430 | | | | JCI US EQUITY | Johnson Controls Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001502_CC_FIRB | LONOZNOJYIBXOHXWDB86 | | | | K US EQUITY | Kellogg Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001503_CC_FIRB | AGX0G2MXE54NFNNICD28 | | | | KU1 US EQUITY | Kentucky Utilities Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001504_CC_FIRB | MP3J6QPYPGN75NVW2S34 | | | | KMB UN Equity | Kimberly-Clark Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001505_CC_FIRB | 549300PDHUGWPWGOT525 | | DE2301470 | | | Kinder Morgan Energy Partners, L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001506_CC_FIRB | 5493005158BXZWGOX572 | | | | 3097Z US EQUITY | Koch Industries Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001507_CC_FIRB | 549300JF6LPRTRJ0FH50 | | | | KSS UN Equity | Kohl's Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001508_CC_FIRB | V1BYR0MM295ZFWYYS367 | | | | KRFT US EQUITY | Kraft Foods Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001509_CC_FIRB | GR3KVMWVCR54YWQNXU90 | | DE0933796 | | LTD GF Equity | L Brands, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001510_CC_FIRB | | | | | LINE US EQUITY | Linn Energy LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001511_CC_FIRB | 5493007B9BM9ZXJINO78 | | DE4009151 | | LYV UN Equity | Live Nation Entertainment, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001512_CC_FIRB | DPRBOZP0K5RM2YE8UU08 | | | | LMT US EQUITY | Lockheed Martin Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001513_CC_FIRB | WAFCR4OKGSC504WU3E95 | | NC0087443 | | LOW UN Equity | Lowe's Companies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001514_CC_FIRB | 2RTSLGQ89VMY18RHX631 | | | | | Manitowoc Co Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001515_CC_FIRB | 1FRVQX2CRLGC1XLP5727 | | DE3395371 | | MRO US Equity | Marathon Oil Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001516_CC_FIRB | 3BNYRYQHD39K4LCKQF12 | | DE4750998 | | MPC UN Equity | Marathon Petroleum Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001517_CC_FIRB | 225YDZ14ZO8E1TXUSU86 | | DE2798413 | | MAR US Equity | Marriott International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001518_CC_FIRB | 54930073HKEO6GZBSS03 | | | | 4614Z US EQUITY | Mars Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001519_CC_FIRB | 549300XMP3KDCKJXIU47 | | DE0706226 | | MMC UN Equity | Marsh & McLennan Companies, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001520_CC_FIRB | 5GCSNMQXHEYA1JO8QN11 | | DE0585027 | | MAS US Equity | Masco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001521_CC_FIRB | AR5L2ODV9HN37376R084 | | DE3390142 | | MA US Equity | MasterCard Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001522_CC_FIRB | 549300VELLG24KHTJ564 | | DE0673809 | | MAT US Equity | Mattel, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001523_CC_FIRB | UE2136O97NLB5BYP9H04 | | | | MCD US EQUITY | McDonald's Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001524_CC_FIRB | 549300WZWOM80UCFSF54 | | DE2417015 | | MCK US Equity | McKesson Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001525_CC_FIRB | 4DL8C98Z5G5IXZLH3578 | | | | MWV US Equity | MeadWestvaco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001526_CC_FIRB | D56MRZY2INAN94ZONZ37 | | | | MDT US EQUITY | Medtronic Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001527_CC_FIRB | 4YV9Y5M8S0BRK1RP0397 | | | | MRK US EQUITY | Merck & Co Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001528_CC_FIRB | INR2EJN1ERAN0W5ZP974 | | WA600413485 | | MSF NA Equity | Microsoft Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001529_CC_FIRB | 54930073LBBH6ZCBE225 | | | | TAP US EQUITY | Molson Coors Brewing Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001530_CC_FIRB | 549300DV9GIB88LZ5P30 | | VA05501796 | | KTF GF Equity | Mondelez International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001531_CC_FIRB | NONUZEX43GHIPSVDD938 | | DE3174788 | | MON US Equity | Monsanto Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001532_CC_FIRB | 6S552MUG6KGJVEBSEC55 | | DE0789650 | | MTLA GF Equity | Motorola Solutions, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001533_CC_FIRB | MOM4570XTJ5YYX7JKH83 | | DE2977161 | | NG/ LN Equity | National Grid USA | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001534_CC_FIRB | 549300VSP3RIX7FGDZ51 | | | | NEM US EQUITY | Newmont Mining Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001535_CC_FIRB | UMI46YPGBLUE4VGNNT48 | | | | NEE UN Equity | NextEra Energy Capital Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001536_CC_FIRB | 549300Z2ZSKKGUE3J147 | | | | NKE US EQUITY | Nike Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001537_CC_FIRB | ZHUWIE4VK4MIYES0UG62 | | IN2000033100151 | | NI UN Equity | NiSource Finance Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001538_CC_FIRB | 7D6DIU2QXTUJRFNNJA49 | | CAC1059173 | | 7201 JT Equity | Nissan Motor Acceptance Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001539_CC_FIRB | 02VFQXG2D1LR5ZH3K186 | | | | NBL UN Equity | Noble Energy, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001540_CC_FIRB | 549300S3IZB5P35KNV16 | | WA178071138 | | JWN US Equity | Nordstrom, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001541_CC_FIRB | RIMU48P07456QXSO0R61 | | | | NOC US EQUITY | Northrop Grumman Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001542_CC_FIRB | 6B6FQLPMMKB14LX6NY57 | | | | | Novelis Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001543_CC_FIRB | 549300GGJCRSI2TIEJ46 | | | | NUE UN Equity | Nucor Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001544_CC_FIRB | IM7X0T3ECJW4C1T7ON55 | | | | OXY US EQUITY | Occidental Petroleum | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001545_CC_FIRB | 52990006VBKYFQMQJX90 | | KvK 34311273 0000 | | OILT UD EQUITY | Oiltanking Finance B.V. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001546_CC_FIRB | HKUPACFHSSASQK8HLS17 | | | | OMC US EQUITY | Omnicom Group | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001547_CC_FIRB | 1Z4GXXU7ZHVWFCD8TV52 | | DE2457805 | | ORCL* MM Equity | Oracle Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001548_CC_FIRB | 549300TOPQ8NG4HGVK16 | | | | | Owens Corning | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001549_CC_FIRB | PH3S12DWZBHHQKVYZ297 | | WA177005077 | | PCAR US Equity | PACCAR Financial Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001550_CC_FIRB | KDTEY8BWE486IKZ3CC07 | | | | PCAR US EQUITY | Paccar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001551_CC_FIRB | SGY07Y7FNYBNLM6Z1M11 | | OR085297-86 | | BRK/A US Equity | PacifiCorp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001552_CC_FIRB | 5493002CONDB4N2HKI23 | | | | PH US EQUITY | Parker Hannifin Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001553_CC_FIRB | EJCO258LNNVSKAR2JX59 | | DE2864939 | | BTU US Equity | Peabody Energy Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001554_CC_FIRB | FJSUNZKFNQ5YPJ5OT455 | | NC0198463 | | PEP SE Equity | PepsiCo, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001555_CC_FIRB | 765LHXWGK1KXCLTFYQ30 | | | | PFE US EQUITY | Pfizer Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001556_CC_FIRB | 8YQ2GSDWYZXO2EDN3511 | | | | | PG&E Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001557_CC_FIRB | HL3H1H2BGXWVG3BSWR90 | | VA0670281-5 | | PMI SE Equity | Philip Morris International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001558_CC_FIRB | TWSEY0NEDUDCKS27AH81 | | | | | Pinnacle West Capital Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001559_CC_FIRB | 549300N2O26NW4ST6W55 | | DE0101728 | | PBI US Equity | Pitney Bowes Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001560_CC_FIRB | 5MRSWZYSSE4064ED3F25 | | | | | Plains Exploration & Production Co LP | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001561_CC_FIRB | 549300BKPEP01R3V6C59 | | PA284424 | | PPG UN Equity | PPG Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001562_CC_FIRB | ZU69GUVJQGZ6Z1UOOO79 | | | | PX US EQUITY | Praxair Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001563_CC_FIRB | 6S3X7J22E861RNTJSA74 | | | | 3252Z US EQUITY | President & Fellows of Harvard College | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001564_CC_FIRB | 2572IBTT8CCZW6AU4141 | | | | PG US EQUITY | Procter & Gamble Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001565_CC_FIRB | 5PRBRS5FEH7NREC8OR45 | | NJ0100802453 | | PRU US Equity | Prudential Financial, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001566_CC_FIRB | PUSS41EMO3E6XXNV3U28 | | | | PEG US EQUITY | Public Service Enterprise Group Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001567_CC_FIRB | 123WALMHY1GZXG2YDL90 | | | | PVH UN Equity | PVH Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001568_CC_FIRB | 8MCWUBXQ0WE04KMXBX50 | | DE2249088 | | DGX UN Equity | Quest Diagnostics Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001569_CC_FIRB | HO1QNWM0IXBZ0QSMMO20 | | | | RL UN Equity | Ralph Lauren Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001570_CC_FIRB | YR6K3WJN0KKLUPZSNL57 | | DE0472015 | | RTN US Equity | Raytheon Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001571_CC_FIRB | NKNQHM6BLECKVOQP7O46 | | | | RSG US EQUITY | Republic Services Group | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001572_CC_FIRB | PQQ60KVT5SJX0ETQT497 | | | | RKT US Equity | Rock-Tenn Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001573_CC_FIRB | VH3R4HHBHH12O0EXZJ88 | | | | ROK US Equity | Rockwell Automation, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001574_CC_FIRB | 549300LJXD867XMVE759 | | | | ROP UN Equity | Roper Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001575_CC_FIRB | K2NEH8QNVW44JIWK7Z55 | | C-38863 | | RCL NO Equity | Royal Caribbean Cruises Ltd. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001576_CC_FIRB | 549300TJCKW4BRXPJ474 | | | | RPM US Equity | RPM International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001577_CC_FIRB | 549300VXRTBPBK07QT94 | | | | 0398293Z US EQUITY | Ruby Pipeline LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001578_CC_FIRB | ZXJ6Y2OSPZXIVGRILD15 | | FL590739250 | | R US Equity | Ryder System, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001579_CC_FIRB | 549300NKZ6VCN5P3K723 | | DE2096948 | | SWY US Equity | Safeway Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001580_CC_FIRB | RLTHESQ0RNFQJWPBJN60 | | DE2258732 | | SGMS UW Equity | Scientific Games International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001581_CC_FIRB | Q0M0CZB4YN6JZ65WXI09 | | | | SEE US EQUITY | Sealed Air Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001582_CC_FIRB | PBBKGKLRK5S5C0Y4T545 | | CAC1991515 | | SRE US Equity | Sempra Energy | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001583_CC_FIRB | KAF673KJXD92C8KSLU49 | | | | SLGN US EQUITY | Silgan Holdings Inc [fka Silgan Corp] | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001584_CC_FIRB | MR92GTD0MJTTTTQDVG45 | | DE2360269 | | | Simon Property Group, L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001585_CC_FIRB | HHWAT5TDOYZMM26KKQ73 | | | | SNA US Equity | Snap-on Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001586_CC_FIRB | 549300FC3G3YU2FBZD92 | | | | | Southern Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001587_CC_FIRB | EFWMP121W54QV9MGOP87 | | DE4116263 | | SWN US Equity | Southwestern Energy Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001588_CC_FIRB | P761FCI0CPOG24I8JE10 | | | | SPW US Equity | SPX Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001589_CC_FIRB | 549300DJ09SMTO561131 | | | | SWK US Equity | Stanley Black & Decker, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001590_CC_FIRB | XQM2JINI1UL7642TU573 | | | | SPLS US Equity | Staples, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001591_CC_FIRB | 5493002F0SC4JTBU5137 | | MI148492 | | SYK US Equity | Stryker Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001592_CC_FIRB | 549300TXO070764WUH65 | | | | SPWR US EQUITY | Sunpower Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001593_CC_FIRB | YF6ZV0M6AU4FY94MK914 | | | | SYMC US Equity | Symantec Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001594_CC_FIRB | 5RGWIFLMGH3YS7KWI652 | | | | SYY US Equity | Sysco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001595_CC_FIRB | 8WDDFXB5T1Z6J0XC1L66 | | | | TGT US Equity | Target Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001596_CC_FIRB | 6HL0C5LCIE4TN8UZHL06 | | DE2980513 | | TRP UN Equity | TC PipeLines, LP | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001597_CC_FIRB | UUL85LWXB4NGSWWXIQ25 | | | | TFX US Equity | Teleflex Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001598_CC_FIRB | YAWJZJYEQ7M1SYMOS462 | | DE2106001 | | TEX UN Equity | Terex Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001599_CC_FIRB | CMTK1YBYNLPLIS3QLI53 | | | | TSO US EQUITY | Tesoro Petroleum | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001600_CC_FIRB | 549300VFZ8XJ9NUPU221 | | | | | The Estee Lauder Companies | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001601_CC_FIRB | HCHV7422L5HDJZCRFL38 | | DE0558016 | | TMO US Equity | Thermo Fisher Scientific Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001602_CC_FIRB | KNG3XRAA0RHN9H62OK76 | | | | TWX US EQUITY | Time Warner Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001603_CC_FIRB | B0I35MLPFXZSE70ASS73 | | | | TKR US EQUITY | Timken Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001604_CC_FIRB | 549300V2JRLO5DIFGE82 | | DE3058821 | | DTE GF Equity | T-Mobile USA, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001605_CC_FIRB | R1JB4KXN77XFCXOQKV49 | | DE7324254 | | TRN US Equity | Trinity Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001606_CC_FIRB | 3NWOXIHJSQCX0SM5Z749 | | DE3589359 | | TRW US Equity | TRW Automotive Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001607_CC_FIRB | G8NWFN4YP7CR6FOP4886 | | | | | Tupperware Brands Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001608_CC_FIRB | WD6L6041MNRW1JE49D58 | | | | TSN US Equity | Tyson Foods, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001609_CC_FIRB | MYF1DAS6G5WY7PRWCU78 | | DE0945814 | | ULVR LN Equity | Unilever Capital Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001610_CC_FIRB | K1OQBWM7XEOO08LDNP29 | | DE0890080 | | UAL UN Equity | United Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001611_CC_FIRB | D01LMJZU09ULLNCY6Z23 | | | | UPS US EQUITY | United Parcel Service Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001612_CC_FIRB | JNLUVFYJT1OZSIQ24U47 | | | | X UN Equity | United States Steel Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001613_CC_FIRB | I07WOS4YJ0N7YRFE7309 | | | | UTX US EQUITY | United Technologies Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001614_CC_FIRB | 549300VSXHFQVR770L55 | | DE4426189 | | | Univar Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001615_CC_FIRB | 549300BZXZ66F6DTIF20 | | VA0016487-1 | | UVV US Equity | Universal Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001616_CC_FIRB | 5493004XNBKB5SFUJI60 | | DE0932960 | | AAL UW Equity | US Airways, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001617_CC_FIRB | KOO0397YRO83WY5MGD97 | | | | VRX CT Equity | Valeant Pharmaceuticals International | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001618_CC_FIRB | 549300XTO5VR8SKV1V74 | | | | VLO US EQUITY | Valero Energy Corp | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001619_CC_FIRB | 2S72QS2UO2OESLG6Y829 | | | | VZ US EQUITY | Verizon Communications Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001620_CC_FIRB | CWAJJ9DJ5Z7P057HV541 | | | | VFC US EQUITY | VF Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001621_CC_FIRB | X0ST5BPF0CZG9FE5OV61 | | | | VIA US EQUITY | Viacom Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001622_CC_FIRB | 549300OBVCU4IRZFZ230 | | | | | Virgin Media Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001623_CC_FIRB | CQKUMNNZVDJLRYV2PT43 | | | | | Virginia Electric & Power Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001624_CC_FIRB | 549300JZ4OKEHW3DPJ59 | | | | V US Equity | Visa Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001625_CC_FIRB | 549300BMOJ05INE4YK86 | | DE2669712 | | | Vornado Realty L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001626_CC_FIRB | 549300UUPJ2NXDB68M19 | | DE0911551 | | | VW Credit, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001627_CC_FIRB | Y87794H0US1R65VBXU25 | | | | WMT US EQUITY | Wal-Mart Stores Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001628_CC_FIRB | 7260JQNI6SCF9FIV2392 | | | | DIS US EQUITY | Walt Disney Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001629_CC_FIRB | IQN3XTJNANI73KWRED03 | | | | | Walter Energy Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001630_CC_FIRB | 549300YX8JIID70NFS41 | | | | WM US EQUITY | Waste Management | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001631_CC_FIRB | 3CYEJKBUJZO3UW777J80 | | DE3797582 | | | WEA Finance LLC | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001632_CC_FIRB | WHENKOULSSK7WUM60H03 | | | | WHR US EQUITY | Whirlpool Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001633_CC_FIRB | D3W7PCXCBRQLL17DZ313 | | | | | World Fuel Services Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001634_CC_FIRB | T4VNTWMFQ7JQB65L7T35 | | DE3664441 | | WYN UN Equity | Wyndham Worldwide Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001635_CC_FIRB | LGJNMI9GH8XIDG5RCM61 | | MN37-AA | | XEL US Equity | Xcel Energy Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001636_CC_FIRB | 4KF48RN45X1OO8UBLY20 | | | | XRX UN Equity | Xerox Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001637_CC_FIRB | 6EY4K7ZMF9UX1CU6KC79 | | | | XIX GF Equity | Xilinx, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001638_CC_FIRB | 549300DF5MV96DRYLQ48 | | | | XYL US EQUITY | Xylem Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001639_CC_FIRB | 2P2YLDVPES3BXQ1FRB91 | | DE3343799 | | ZMH US Equity | Zimmer Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001640_CC_FIRB | 549300HD9Q1LOC9KLJ48 | | | | ZTS UN Equity | Zoetis Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001641_CC_FIRB | 5493007CO5W5OBFG7L21 | | | | | RETAIL ESTATES NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001642_CC_FIRB | 549300QSUNKAEBMYIR16 | | | | | RAVAGO S.A.

| BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001643_CC_FIRB | 549300O3SGMD4K45DN61 | | | BE 0404621642 | | ALCATEL-LUCENT BELL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001644_CC_FIRB | 54930031IF9XW7PCY637 | | | BE 0403992231 | | Atlas Copco Airpower | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001645_CC_FIRB | 549300PR82EONF1NKE18 | | | BE 0473566965 | | BELFIMA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001646_CC_FIRB | 549300UOBXCS79E82606 | | | BE 0404535431 | | Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001647_CC_FIRB | 549300VSM2RG55U2QU15 | | | BE 0400853488 | | BRUSSELS AIRLINES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001648_CC_FIRB | 5493007ZLRNTTT9B6384 | | | | | Carrefour Finance SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001649_CC_FIRB | 529900P0HVIO92I8AU52 | | | BE 0422362447 | | COCKERILL MAINTENANCE & INGENIERIE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001650_CC_FIRB | 549300VWVXR1GOHG0E16 | | | BE 0425702910 | | COFELY FABRICOM sa | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001651_CC_FIRB | 5493003N7PPOYDZI1G90 | | | BE 0400464795 | | COMPAGNIE D'ENTREPRISES CFE — AANNEMINGSMAATSCHAPPIJ CFE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001652_CC_FIRB | 5299009GDDJ20VCTA286 | | | BE 0404411707 | | CONTINENTAL BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001653_CC_FIRB | 549300NF0J86QSGBSV95 | | | BE 0413572663 | | DELDO AUTOBANDEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001654_CC_FIRB | 549300KT827RUL680A73 | | | BE0428741087 | | D'IETEREN Treasury | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001655_CC_FIRB | 5493000G720YN71E2S86 | | | BE 0435305514 | | DREDGING INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001656_CC_FIRB | 529900YOYR5FW12UBJ80 | | | BE 0471811661 | | EDF Luminus | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001657_CC_FIRB | 549300F203XBWYK45D98 | | | BE 0411515075 | | Emmaüs vzw | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001658_CC_FIRB | 529900T3V512W5JEJF78 | | | BE 0406183144 | | Evonik Degussa Antwerpen | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001659_CC_FIRB | 5493006GOR72R0ZYBN98 | | | BE 0860409202 | | EXMAR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001660_CC_FIRB | 52990071WX2UW1WNHC16 | | | BE 0402954628 | | FLUXYS BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001661_CC_FIRB | 529900RL1B6NSLKU7P45 | | | BE 0821382439 | | FLUXYS FINANCE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001662_CC_FIRB | 549300EL1OTYCHBFUV17 | | | BE 0442100363 | | GDF SUEZ CC SCRL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001663_CC_FIRB | 549300AS6JDY8GAUB274 | | | BE 0831958211 | | GDF SUEZ ENERGY MANAGEMENT TRADING | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001664_CC_FIRB | 6IM6CQKADLNCQGUEU352 | | | BE0439255986 | | GEMS Services SA/NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001665_CC_FIRB | 549300UFHGFY5IOON989 | | | BE 0220324117 | | Gimv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001666_CC_FIRB | 5493004EAZQ20FYJKT70 | | | BE 0438202052 | | greif services belgium | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001667_CC_FIRB | 5299004FBX5DGG463D98 | | | BE 0430060188 | | HERAEUS ELECTRO — NITE INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001668_CC_FIRB | 5493002TTO3072KC6L60 | | | BE 0402220594 | | Hewlett — Packard Belgium | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001669_CC_FIRB | 549300VI27GGJFIOCP26 | | | BE 0440113348 | | INTERNATIONAL FINANCE CENTER CFE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001670_CC_FIRB | 5493002RVRZ1S3CPUI26 | | | BE 0428750985 | | ION BEAM APPLICATIONS S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001671_CC_FIRB | 54930073JZQL85NE3817 | | | BE 0222343301 | | IVERLEK | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001672_CC_FIRB | 549300YEC7519H8CBF72 | | | BE 0473587751 | | J.C. General Services CVBA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001673_CC_FIRB | 549300U0BLKP6Y8LPX16 | | | BE 0404778426 | | Katoen Natie | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001674_CC_FIRB | 529900X1VAF3IXDZJ071 | | | | | LE PEIGNE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001675_CC_FIRB | 549300ROPVHSEKEMW107 | | | BE 0807049797 | | LOCORAIL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001676_CC_FIRB | 549300L6DOLPEQSOI005 | | | BE 0405580655 | | MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001677_CC_FIRB | 5493007JS0ZHJVBUWP18 | | | BE 0456810810 | | MOBISTAR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001678_CC_FIRB | 549300V3ES7BVGYNRZ58 | | | BE 0413630071 | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001679_CC_FIRB | 529900P78BT1RIIYWY69 | | | BE 0458885719 | | NUTRECO CAPITAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001680_CC_FIRB | 549300XHGK09MEWMOL68 | | | BE 0419457296 | | Ontex bvba | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001681_CC_FIRB | 5299009CBE6VJXABZS81 | | | BE 0436410522 | | RAFFINERIE TIRLEMONTOISE — TIENSE SUIKERRAFFINADERERIJ | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001682_CC_FIRB | 529900P4SONA6KVTRT86 | | | BE 0428343981 | | RECTICEL INTERNATIONAL SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001683_CC_FIRB | 529900LK4T42CNH2U882 | | | BE 0434475767 | | S.B. MANAGEMENT AND SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001684_CC_FIRB | 529900FTYUE9QOXMU884 | | | BE 0434284638 | | SAINT-GOBAIN BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001685_CC_FIRB | 549300CCKFF44A550J72 | | | BE 0400747580 | | SARENS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001686_CC_FIRB | 549300JTFH1WHCEMIN40 | | | BE 0407139583 | | SD WORX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001687_CC_FIRB | HB7FFAZI0OMZ8PP8OE26 | | | BE 0413330856 | | Society for Worldwide Interbank Financial Telecommunication | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001688_CC_FIRB | 213800IS5GA1OZ8RBM85 | | | BE 0473416418 | | TELENET nv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001689_CC_FIRB | 529900R7MYQQO8CHR962 | | | BE 0403063902 | | TOTAL BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001690_CC_FIRB | 5299003N2SCVNU16O909 | | | BE 0403079441 | | Total Petrochemicals & Refining SA/NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001691_CC_FIRB | 549300ZSTW3D1UXOXY91 | | | BE 0412639681 | | TRACTEBEL ENGINEERING sa | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001692_CC_FIRB | 529900F3AIQECS8ZSV61 | | | | | UMICORE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001693_CC_FIRB | 549300J5X4E65PJHE355 | | | BE 0464538245 | | VPK SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001694_CC_FIRB | 5493002MUOV04NSPT571 | 2796756-1 | | | | RBC INVESTOR SERVICES TRUST | CA | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001695_CC_FIRB | 549300G6ZUFBJVLAJQ46 | | | | | MERCURIA ENERGY TRADING SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001696_CC_FIRB | 5299009K1FINARYDEC72 | | | | | RENAULT FINANCE SA | CH | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001697_CC_FIRB | 549300WZRVQERM819Z90 | 1141987-6 | CH02039235685 | | | Schweizerische RÃ ckversicherungs-Gesellschaft AG | CH | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001698_CC_FIRB | 52990031Q7PCTSUSRW11 | 2820823-9 | HRB40498 | | | LBBW Dublin Management GmbH | DE | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001699_CC_FIRB | 529900GHE5268QPEOH13 | 2537992-6 | HRB106727 | | | LIDL IRELAND GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001700_CC_FIRB | 529900USFSZYPS075O24 | 1144838-8 | HRB3790 | | | VOLKSWAGEN FINANCIAL SERVICES AG | DE | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001701_CC_FIRB | 549300Y5BJOTCMUYT658 | | | | | ARCELORMITTAL TREASURY SNC | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001702_CC_FIRB | 969500KY4MRVCLM9HE48 | | | | | EDF ENERGIES NOUVELLES | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001703_CC_FIRB | 529900QI55ZLJVCMPA71 | | | | | TOTAL CAPITAL | FR | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001704_CC_FIRB | 2138006E2VG89XLORJ06 | | 02366682 | | | YORKSHIRE WATER SERVICES LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001705_CC_FIRB | 549300BPQYQ838KE1X51 | | | | | UNIPEC ASIA COMPANY LIMITED | HK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001706_CC_FIRB | 213800SKZTSE2L1BII69 | | | | | THAMES WATER UTILITIES CAYMAN FINANCE LIMITED | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001707_CC_FIRB | 0YQH6LCEF474UTUV4B96 | | KvK 34313428 0000 | | | ENEL FINANCE INTERNATIONAL N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001708_CC_FIRB | 4ME66GO1Q4T87C52WS37 | | KvK 33134831 0000 | | | GENERAL ELECTRIC INTERNATIONAL INC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001709_CC_FIRB | | | | | 1310Z AR Equity | Argentina | AR | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001710_CC_FIRB | | | | | 1525Z AU Equity | Australia | AU | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001711_CC_FIRB | | | | | 1480Z AV Equity | Austria | AT | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001712_CC_FIRB | | | | | 43886Z BD Equity | Bangladesh | BD | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001713_CC_FIRB | | | | | 111136Z BB Equity | Belgium | BE | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001714_CC_FIRB | | | | | 1323Z BZ Equity | Brazil | BR | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001715_CC_FIRB | | | | | 129225Z BU Equity | Bulgaria | BG | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001716_CC_FIRB | | | | | 80710Z CN Equity | Canada | CA | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001717_CC_FIRB | | | | | 45793Z CI Equity | Chile | CL | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001718_CC_FIRB | | | | | PRCH CH Equity | China | CN | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001719_CC_FIRB | | | | | 1153Z CB Equity | Colombia | CO | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001720_CC_FIRB | | | | | 1040Z CP Equity | Czech Republic | CZ | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001721_CC_FIRB | | | | | 1271Z DC Equity | Denmark | DK | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001722_CC_FIRB | | | | | 1083Z EY Equity | Egypt | EG | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001723_CC_FIRB | | | | | 1000Z ET Equity | Estonia | EE | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001724_CC_FIRB | | | | | 1306Z FH Equity | Finland | FI | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001725_CC_FIRB | | | | | 223727Z FP Equity | France | FR | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001726_CC_FIRB | | | | | 3413Z GR Equity | Germany | DE | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001727_CC_FIRB | | | | | 1004Z GA Equity | Greece | GR | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001728_CC_FIRB | | | | | 1182Z HB Equity | Hungary | HU | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001729_CC_FIRB | | | | | 1504Z IN Equity | India | IN | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001730_CC_FIRB | | | | | 1133Z IJ Equity | Indonesia | ID | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001731_CC_FIRB | | | | | 1266Z ID Equity | Ireland | IE | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001732_CC_FIRB | | | | | 3343943Z IT Equity | Israel | IL | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001733_CC_FIRB | | | | | 2103Z IM Equity | Italy | IT | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001734_CC_FIRB | | | | | JAPZ JP Equity | Japan | JP | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001735_CC_FIRB | | | | | 1001Z KN Equity | Kenya | KE | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001736_CC_FIRB | | | | | 3344606Z LR Equity | Latvia | LV | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001737_CC_FIRB | | | | | 1092Z LH Equity | Lithuania | LT | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001738_CC_FIRB | | | | | 1110Z LX Equity | Luxembourg | LU | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001739_CC_FIRB | | | | | 1124Z MK Equity | Malaysia | MY | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001740_CC_FIRB | | | | | 5753Z US Equity | Malta | MT | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001741_CC_FIRB | | | | | 1426Z MM Equity | Mexico | MX | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001742_CC_FIRB | | | | | 1096Z MC Equity | Morocco | MA | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001743_CC_FIRB | | | | | 1533Z NA Equity | Netherlands | NL | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001744_CC_FIRB | | | | | 46443Z NZ Equity | New Zealand | NZ | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001745_CC_FIRB | | | | | 1233Z NO Equity | Norway | NO | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001746_CC_FIRB | | | | | 279379Z PM Equity | Philippines | PH | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001747_CC_FIRB | | | | | 1084Z PW Equity | Poland | PL | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001748_CC_FIRB | | | | | 1174Z PL Equity | Portugal | PT | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001749_CC_FIRB | | | | | 1089Z RO Equity | Romania | RO | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001750_CC_FIRB | | | | | 4458Z RU Equity | Russia | RU | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001751_CC_FIRB | | | | | 3344642Z AB Equity | Saudi Arabia | SA | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001752_CC_FIRB | | | | | 1545Z SP Equity | Singapore | SG | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001753_CC_FIRB | | | | | 1023Z SK Equity | Slovakia | SK | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001754_CC_FIRB | | | | | 1091Z SV Equity | Slovenia | SI | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001755_CC_FIRB | | | | | 50184Z SJ Equity | South Africa | ZA | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001756_CC_FIRB | | | | | ROKZ KS Equity | South Korea | KR | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001757_CC_FIRB | | | | | 1841Z SM Equity | Spain | ES | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001758_CC_FIRB | | | | | 204283Z EK Equity | Sudan | SD | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001759_CC_FIRB | | | | | 1179Z SS Equity | Sweden | SE | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001760_CC_FIRB | | | | | 344758Z SW Equity | Switzerland | CH | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001761_CC_FIRB | | | | | 116657Z TT Equity | Taiwan | TW | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001762_CC_FIRB | | | | | 1179Z TB Equity | Thailand | TH | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001763_CC_FIRB | | | | | 114144Z TI Equity | Turkey | TR | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001764_CC_FIRB | | | | | 1089Z UZ Equity | Ukraine | UA | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001765_CC_FIRB | | | | | 3344698Z UH Equity | United Arab Emirates | AE | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001766_CC_FIRB | | | | | 6152Z LN Equity | United Kingdom | GB | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001768_CC_FIRB | | | | | 6152Z LN Equity | United States | US | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001769_CC_FIRB | | | | | 1069Z VC Equity | Venezuela | VE | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001770_CC_FIRB | | | | | 231715Z VN Equity | Vietnam | VN | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001771_CC_FIRB | ZTMSNXROF84AHWJNKQ93 | | | | | INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT | US | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001772_CC_FIRB | QKL54NQY28TCDAI75F60 | | | | | INTERNATIONAL FINANCE CORPORATION | US | Sovereign sample | General governments | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001773_CC_FIRB | BFXS5XCH7N0Y05NIXW11 | | | | 3531454Z NA EQUITY | ABN Amro | NL | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001774_CC_FIRB | | | | CNE100000Q43 | 1288 HK EQUITY | Agricultural Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001775_CC_FIRB | 3U8WV1YX2VMUHH7Z1Q21 | | | IE0000197834 | ALBK ID EQUITY | ALLIED IRISH BANKS PLC | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001776_CC_FIRB | 5299009N55YRQC69CN08 | | | GRS015013006 | ALPHA GA EQUITY | Alpha Bank | GR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001777_CC_FIRB | JHE42UYNWWTJB8YTTU19 | | | AU000000ANZ3 | ANZ AU EQUITY | ANZ | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001778_CC_FIRB | 549300CTUU1RFXHQJE44 | | | US0594603039 | BBD US EQUITY | Banco Bradesco | BR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001779_CC_FIRB | JU1U6S0DG9YLT7N8ZV32 | | | PTBCP0AM0007 | BCP PL EQUITY | BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) | PT | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001780_CC_FIRB | QE0Q0253K88YAGNPE356 | | | BRBBASACNOR3 | BBAS3 BZ EQUITY | Banco Do Brasil | BR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001781_CC_FIRB | 5493006P8PDBI8LC0O96 | | | IT0005002883 | BP IM EQUITY | Banco Popolare | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001782_CC_FIRB | 9DJT3UXIJIZJI4WXO774 | | | US0605051046 | BAC US EQUITY | Bank of America Corp. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001783_CC_FIRB | 54930053HGCFWVHYZX42 | | | CNE1000001Z5 | 3988 HK EQUITY | Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001784_CC_FIRB | | | | CNE100000205 | 3328 HK EQUITY | Bank of Communications | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001785_CC_FIRB | CO6GC26LCGGRTUESIP55 | | | HK0023000190 | 23 HK EQUITY | Bank of East Asia Ltd. | HK | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001786_CC_FIRB | Q2GQA2KF6XJ24W42G291 | | | IE0030606259 | BKIR ID EQUITY | BANK OF IRELAND | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001787_CC_FIRB | NQQ6HPCNCCU6TUTQYE16 | | | CA0636711016 | BMO CN EQUITY | Bank of Montreal | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001788_CC_FIRB | WFLLPEPC7FZXENRZV188 | | | US0640581007 | BK US EQUITY | Bank of New York Mellon Corp. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001789_CC_FIRB | L3I9ZG2KFGXZ61BMYR72 | | | CA0641491075 | BNS CN EQUITY | Bank of Nova Scotia | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001790_CC_FIRB | 549300685QG7DJS55M76 | | | ES0113307021 | BKIA SM EQUITY | Bankia | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001791_CC_FIRB | VWMYAEQSTOPNV0SUGU82 | | | ES0113679I37 | BKT SM EQUITY | BANKINTER | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001792_CC_FIRB | G5GSEF7VJP5I7OUK5573 | | | GB0031348658 | BARC LN EQUITY | Barclays Plc | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001794_CC_FIRB | VDYMYTQGZZ6DU0912C88 | 1103165-5 | | | BLGZ GR EQUITY | Bayerische Landesbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001795_CC_FIRB | K8MS7FD7N5Z2WQ51AZ71 | | | ES0113211835 | BBVA SM EQUITY | BBVA | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001796_CC_FIRB | A5GWLFH3KM7YV2SFQL84 | | | | CCBG BB EQUITY | Belfius (Ex-Dexia bank) | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001797_CC_FIRB | R0MUWSFPU8MPRO8K5P83 | | | FR0000131104 | BNP FP EQUITY | BNP Paribas | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001798_CC_FIRB | 9695005MSX1OYEMGDF46 | | | | 3692594z fp equity | BPCE | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001799_CC_FIRB | 7CUNS533WID6K7DGFI87 | | | ES0140609019 | CABK SM EQUITY | CaixaBank | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001800_CC_FIRB | 2IGI19DL77OX0HC3ZE78 | | | CA1360691010 | CM CN EQUITY | Canadian Imperial Bank of Commerce | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001801_CC_FIRB | | | | CNE1000001Q4 | 998 HK EQUITY | China CITIC Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001802_CC_FIRB | 5493001KQW6DM7KEDR62 | | | CNE1000002H1 | 939 HK EQUITY | China Construction | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001803_CC_FIRB | | | | CNE100000SL4 | 601818 CH EQUITY | China Everbright Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001804_CC_FIRB | 549300MKO5B60FFIHF58 | | | CNE1000002M1 | 3968 HK EQUITY | China Merchants Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001805_CC_FIRB | 549300HBUGSQD1VCXG94 | | | CNE100000HF9 | 1988 HK EQUITY | China Minsheng Banking Corp., Ltd. | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001806_CC_FIRB | 6SHGI4ZSSLCXXQSBB395 | | | US1729674242 | C US EQUITY | Citigroup | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001807_CC_FIRB | 851WYGNLUQLFZBSYGB56 | 1106139-7 | | DE000CBK1001 | CBK GY EQUITY | Commerzbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001808_CC_FIRB | MSFSBD3QN1GSN7Q6C537 | | | AU000000CBA7 | CBA AU EQUITY | Commonwealth | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001809_CC_FIRB | 969500TJ5KRTCJQWXH05 | | | FR0000045072 | ACA FP EQUITY | Crédit Agricole | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001810_CC_FIRB | 9695000CG7B84NLR5984 | | | | CMUT FP EQUITY | Crédit Mutuel | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001811_CC_FIRB | ANGGYXNX0JLX3X63JN86 | | | CH0012138530 | CSGN VX EQUITY | Credit Suisse | CH | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001812_CC_FIRB | MAES062Z21O4RZ2U7M96 | | | DK0010274414 | DANSKE DC EQUITY | Danske Bank | DK | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001813_CC_FIRB | 7LTWFZYICNSX8D621K86 | 1106989-5 | | DE0005140008 | DBk GY EQUITY | Deutsche Bank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001814_CC_FIRB | 549300GKFG0RYRRQ1414 | | | NO0010031479 | DNB NO EQUITY | DNB NOR | NO | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001815_CC_FIRB | 529900HNOAA1KXQJUQ27 | 1107041-4 | | DE0008343104 | DGBK GR EQUITY | DZ BANK AG Deutsche Zentral-Genossenschaftsbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001816_CC_FIRB | JEUVK5RWVJEN8W0C9M24 | | | GRS323003004 | EUROB GA EQUITY | EFG EUROBANK ERGASIAS | GR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001817_CC_FIRB | PQOH26KWDF7CG10L6792 | | | AT0000652011 | EBS AV EQUITY | Erste Group Bank AG | AT | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001818_CC_FIRB | 549300GGF3CSCFS5UT61 | | | PTBES0AM0007 | BES PL EQUITY | ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) | PT | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001819_CC_FIRB | THRNG6BD57P9QWTQLG42 | | | US3167731005 | FITB US EQUITY | Fifth Third Bancorp | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001820_CC_FIRB | 784F5XWPLTWKTBV3E584 | | | US38141G1040 | GS US EQUITY | Goldman Sachs Group | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001821_CC_FIRB | MLU0ZO3ML4LN2LL2TL39 | | | GB0005405286 | HSBA LN EQUITY | HSBC Holdings | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001823_CC_FIRB | | | | CNE000001QZ7 | 601166 CH EQUITY | Industrial Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001824_CC_FIRB | 5493002ERZU2K9PZDL40 | | | CNE1000003G1 | 1398 HK EQUITY | Industrial Commercial Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001825_CC_FIRB | 3TK20IVIUJ8J3ZU0QE75 | | | NL0000303600 | INGA NA EQUITY | ING | NL | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001826_CC_FIRB | 2W8N8UU78PMDQKZENC08 | | | IT0000072618 | ISP IM EQUITY | Intesa | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001827_CC_FIRB | 635400DTNHVYGZODKQ93 | | | | ILOA ID EQUITY | Permanent TSB Group Holdings Plc | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001828_CC_FIRB | BZO2P8KHO2O10H5QQ663 | | | BRITUBACNPR1 | ITUB4 BZ EQUITY | Itaú Unibanco Holding | BR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001829_CC_FIRB | 8I5DZWZKVSZI1NUHU748 | | | US46625H1005 | JPM US EQUITY | JPMorgan Chase & Co. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001830_CC_FIRB | 3M5E1GQGKL17HI6CPN30 | | | DK0010307958 | JYSK DC EQUITY | Jyske Bank | DK | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001831_CC_FIRB | 213800X3Q9LSAKRUWY91 | | | BE0003565737 | KBC BB EQUITY | KBC | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001832_CC_FIRB | 549300XXMOJSIW8P4769 | | | KR7060000007 | 060000 KS EQUITY | Kookmin Bank | KR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001833_CC_FIRB | B81CK4ESI35472RHJ606 | 1001144-3 | | | 2525Z GR EQUITY | Landesbank Baden-Württemberg | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001834_CC_FIRB | 549300PPXHEU2JF0AM85 | | | GB0008706128 | LLOY LN EQUITY | Lloyds Banking Group | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001836_CC_FIRB | 4ZHCHI4KYZG2WVRT8631 | | | AU000000MQG1 | MQG AU EQUITY | Macquarie | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001837_CC_FIRB | PSNL19R2RXX5U3QWHI44 | | | IT0000062957 | mb im equity | Mediobanca SpA | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001838_CC_FIRB | | | | JP3902900004 | 8306 JP EQUITY | Mitsubishi UFJ Financial Group | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001839_CC_FIRB | RB0PEZSDGCO3JS6CEU02 | | | JP3885780001 | 8411 JP EQUITY | Mizuho Financial Group | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001840_CC_FIRB | J4CP7MHCXR8DAQMKIL78 | | | IT0001334587 | BMPS IM EQUITY | Monte Dei Paschi | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001841_CC_FIRB | IGJSJL3JD5P30I6NJZ34 | | | US6174464486 | MS US EQUITY | Morgan Stanley | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001842_CC_FIRB | F8SB4JFBSYQFRQEH3Z21 | | | AU000000NAB4 | NAB AU EQUITY | National Australia Bank | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001843_CC_FIRB | 549300XFX12G42QIKN82 | | | | 0916972D LN EQUITY | Nationwide Building Society | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001845_CC_FIRB | 549300B3CEAHYG7K8164 | | | JP3762600009 | 8604 JP EQUITY | Nomura Holdings | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001846_CC_FIRB | DSNHHQ2B9X5N6OUJ1236 | 1124864-8 | | | 2531Z GR EQUITY | Norddeutsche Landesbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001847_CC_FIRB | 6SCPQ280AIY8EP3XFW53 | | | SE0000427361 | NDA SS EQUITY | Nordea | SE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001848_CC_FIRB | 549300GLF98S992BC502 | | | US6658591044 | NTRS US EQUITY | Northern Trust Corp.

| US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001849_CC_FIRB | 7437003B5WFBOIEFY714 | | | | | OP Osuuskunta | FI | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001850_CC_FIRB | CFGNEKW0P8842LEUIA51 | | | US6934751057 | PNC US EQUITY | PNC Financial Services Group | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001851_CC_FIRB | DG3RU1DBUFHT4ZF9WN62 | | | | 682055Z NA EQUITY | Rabobank | NL | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001852_CC_FIRB | EVOYOND2GGP3UHGGE885 | | | AT0000606306 | RBI AV EQUITY | Raiffeisen Zentralbank Österreich AG | AT | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001853_CC_FIRB | ES7IP3U3RHIGC71XBU11 | | | CA7800871021 | RY CN EQUITY | Royal Bank of Canada | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001854_CC_FIRB | 2138005O9XJIJN4JPN90 | | | GB00B7T77214 | RBS LN EQUITY | Royal Bank of Scotland | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001856_CC_FIRB | 5493006QMFDDMYWIAM13 | | | ES0113900J37 | SAN SM EQUITY | Santander | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001857_CC_FIRB | 549300WE6TAF5EEWQS81 | | | RU0009029540 | SBER RX EQUITY | Sberbank | RU | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001858_CC_FIRB | F3JS33DEI6XQ4ZBPTN86 | | | SE0000148884 | SEBA SS EQUITY | SEB | SE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001859_CC_FIRB | | | | CNE0000011B7 | 600000 CH EQUITY | Shanghai Pudong Development Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001860_CC_FIRB | O2RNE8IBXP4R0TD8PU41 | | | FR0000130809 | GLE FP EQUITY | Société Générale | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001861_CC_FIRB | U4LOSYZ7YG4W3S5F2G91 | | | GB0004082847 | STAN LN EQUITY | Standard Chartered Group | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001863_CC_FIRB | 5493001JZ37UBBZF6L49 | | | INE062A01012 | SBIN IN EQUITY | State Bank of India | IN | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001864_CC_FIRB | 549300ZFEEJ2IP5VME73 | | | US8574771031 | STT US EQUITY | State Street Corp | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001865_CC_FIRB | | | | JP3890350006 | 8316 JP EQUITY | Sumitomo Mitsui Financial Group | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001866_CC_FIRB | 7E1PDLW1JL6TS0BS1G03 | | | US8679141031 | STI US EQUITY | SunTrust Banks Inc. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001867_CC_FIRB | NHBDILHZTYCNBV5UYZ31 | | | SE0000193120 | SHBA SS EQUITY | Svenska Handelsbanken | SE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001868_CC_FIRB | M312WZV08Y7LYUC71685 | | | SE0000242455 | SWEDA SS EQUITY | Swedbank | SE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001869_CC_FIRB | GP5DT10VX1QRQUKVBK64 | | | DK0010311471 | SYDB DC EQUITY | Sydbank | DK | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001870_CC_FIRB | | | | | NORZ JP EQUITY | The Norinchukin Bank | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001871_CC_FIRB | PT3QB789TSUIDF371261 | | | CA8911605092 | TD CN EQUITY | Toronto-Dominion Bank | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001872_CC_FIRB | N1GZ7BBF3NP8GI976H15 | | | US9029733048 | USB US EQUITY | U.S. Bancorp | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001873_CC_FIRB | 81560097964CBDAED282 | | | | UBI IM EQUITY | UBI Banca | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001874_CC_FIRB | BFM8T61CT2L1QCEMIK50 | | | CH0024899483 | UBSN VX EQUITY | UBS | CH | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001875_CC_FIRB | 549300TRUWO2CD2G5692 | | | IT0004781412 | UCG IM EQUITY | Unicredit | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001876_CC_FIRB | IO66REGK3RCBAMA8HR66 | | | SG1M31001969 | UOB SP EQUITY | United Overseas Bank Ltd. | SG | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001877_CC_FIRB | | | | RU000A0JP5V6 | VTBR RX EQUITY | VTB Bank | RU | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001878_CC_FIRB | PBLD0EJDB5FWOLXP3B76 | | | US9497461015 | WFC US EQUITY | Wells Fargo & Company | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001879_CC_FIRB | EN5TNI6CI43VEPAMHL14 | | | AU000000WBC1 | WBC AU EQUITY | Westpac | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001880_CC_FIRB | | | | KR7053000006 | 053000 ks equity | Woori Finance Holding | KR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001881_CC_FIRB | 2138002Y3WMK6RZS8H90 | | | | | NATIONAL BANK OF ABU DHABI | AE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001882_CC_FIRB | A6NZLYKYN1UV7VVGFX65 | | | BE 0404453574 | | Argenta Spaarbank NV/SA | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001883_CC_FIRB | 529900WPR59SSV2AOJ29 | | | BE 0414392710 | | BNP Paribas Fortis Factor | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001884_CC_FIRB | KGCEPHLVVKVRZYO1T647 | | | BE 0403199702 | | BNP PARIBAS FORTIS SA/NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001885_CC_FIRB | 549300OZ46BRLZ8Y6F65 | | | BE 0429875591 | | Euroclear Bank SA/NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001886_CC_FIRB | JLS56RAMYQZECFUF2G44 | | | BE 0403200393 | | ING BELGIUM SA/NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001887_CC_FIRB | 5493008QOCP58OLEN998 | | | BE 0404453475 | | Investar | BE | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001888_CC_FIRB | 6B2PBRV1FCJDMR45RZ53 | | | BE 0462920226 | | KBC BANK NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001889_CC_FIRB | Q5BP2UEQ48R75BOTCB92 | | | | | Ceskoslovenska obchodni banka as | CZ | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001890_CC_FIRB | KR6LSKV3BTSJRD41IF75 | 2900164-1 | 64948242 | | | UNICREDIT CZ/SK PRA | CZ | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001891_CC_FIRB | 2ZCNRR8UK83OBTEK2170 | 1103210-9 | HRB42148 | | | Unicredit Bank AG | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001892_CC_FIRB | 529900GJD3OQLRZCKW37 | 1134792-9 | HRB1819 | | | VOLKSWAGEN BANK GMBH | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001893_CC_FIRB | CXW2O4H2U3MBVXMY1773 | | | | | NORDEA BANK FINLAND PLC | FI | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001894_CC_FIRB | 969500VHCVGOH0RM3X42 | | | | | AXA CORPORATE SOLUTIONS ASSURANCE | FR | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001895_CC_FIRB | 549300WCGB70D06XZS54 | | | | | BNP Paribas Securities Services | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001896_CC_FIRB | 1VUV7VQFKUOQSJ21A208 | | | | | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001897_CC_FIRB | F4G136OIPBYND1F41110 | | | | | DEXIA CREDIT LOCAL | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001898_CC_FIRB | KX1WK48MPD4Y2NCUIZ63 | | | | | NATIXIS SA | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001899_CC_FIRB | QP3XKRKS0CX2T3O07L95 | | 02857033 | | | CARGILL GLOBAL FUNDING PLC | GB | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001900_CC_FIRB | 549300ZT0RVWCG8T4L55 | | 03196171 | | | CLERICAL MEDICAL INVESTMENT GROUP LTD | GB | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001901_CC_FIRB | TXDSU46SXBWIGJ8G8E98 | | 00995939 | | | RBC EUROPE | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001902_CC_FIRB | 0LC1OXN013FUKQASJB58 | 1466050-0 | | | | ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED | GG | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001903_CC_FIRB | 2HI3YI5320L3RW6NJ957 | 1116658-4 | | | | THE HONGKONG AND SHA | HK | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001904_CC_FIRB | N1FBEDJ5J41VKZLO2475 | | | | 3445100Z ID Equity | CITIBANK EUROPE PLC | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001905_CC_FIRB | HRRVUBV0XN84YQZT6245 | | | XS0227637500 | | DEPFA BANK PLC-DUBLIN HEAD OFFICE | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001906_CC_FIRB | EQYXK86SF381Q21S3020 | | | | 3459384Z LN Equity | MERRILL LYNCH INTERNATIONAL BANK LIMITED | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001907_CC_FIRB | 549300F99IL9YJDWH369 | 1105105-9 | | | | HSBC BANK MIDDLE EAST LIMITED | JE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001908_CC_FIRB | C3GTMMZIHMY46P4OIX74 | 1123361-6 | 019901008846 | | | THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001909_CC_FIRB | 549300OL514RA0SXJJ44 | | B9248 | | | CLEARSTREAM BANKING S.A. | LU | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001910_CC_FIRB | 5493006YXS1U5GIHE750 | | | | | European Investment Bank | LU | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001911_CC_FIRB | 549300X34UUBDEUL1Z91 | | | | XHB GR EQUITY | HSBC BANK MALTA PLC | MT | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001912_CC_FIRB | G8ZTNESVNKW4NN761W05 | | KvK 33170459 0000 | | | ABN AMRO CLEARING BANK NV | NL | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001913_CC_FIRB | X3CZP3CK64YBHON1LE12 | | KvK 33002587 1594 | | | THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE | NL | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001914_CC_FIRB | HZSN7FQBPO5IEWYIGC72 | | | | | ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE | NZ | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001915_CC_FIRB | 54930044PULMORCKB765 | | | | | SAUDI ARABIAN MONETARY AGENCY | SA | Institutions sample | Central banks | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001916_CC_FIRB | CWZ8NZDH5SKY12Q4US31 | | | | | Citibank AS | TR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001917_CC_FIRB | B4TYDEB6GKMZO031MB27 | | | | | Bank of America NA | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001918_CC_FIRB | HPFHU0OQ28E4N0NFVK49 | | | | | BANK OF NEW YORK MELLON | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001919_CC_FIRB | E57ODZWZ7FF32TWEFA76 | | | | | Citibank NA | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001920_CC_FIRB | 7H6GLXDRUGQFU57RNE97 | | KvK 33278302 0000 | | | JPMorgan Chase Bank N | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001921_CC_FIRB | 571474TGEMMWANRLN572 | 1203023-5 | | | | STATE STREET BANK AND TRUST COMPANY BOSTON — MASSACHUSETTS | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000001_CC_AIRB | | 1040 | 58237v | | 0296104D AV EQUITY | ALPINE Bau GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000002_CC_AIRB | 5299005VO3GJ18GL5F14 | 8670870 | 310593f | | | AMAG Austria Metall AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000003_CC_AIRB | 549300VZKC61IR5U8G96 | 26972 | 50935f | AT0000730007 | ANDR AV EQUITY | ANDRITZ AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000004_CC_AIRB | 529900LMTI8YSE62EI88 | | | | LHA GF Equity | AUSTRIAN AIRLINES AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000005_CC_AIRB | 5299004QD601B8U1HD44 | 131830 | 109445z | | | Austrian Gaming Industries GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000006_CC_AIRB | 529900J7EWWGQ375DL84 | 2410 | 53507m | | | AVL List GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000007_CC_AIRB | | 226424 | 58036y | | | Bauunternehmung Granit Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000008_CC_AIRB | | 160431 | 89102h | | | BENE AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000009_CC_AIRB | 529900ZAFSOBVFCKF263 | | 319670d | | 0456855D AV EQUITY | Benteler International Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000010_CC_AIRB | 5299000SY4448XU04857 | 847216 | 86959g | | | CAG Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000011_CC_AIRB | 5299003V84MVB5A3C324 | 5762600 | 231192p | | | CARBONES HOLDING GMBH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000012_CC_AIRB | 529900G8XM6H1XVZBJ73 | 67504 | 99639d | | | Casinos Austria Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000013_CC_AIRB | 529900VN62L73X2OJX85 | 5200326 | 212163f | | | conwert Immobilien Invest SE | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000014_CC_AIRB | | 7161956 | 270027z | | | DCM DECOmetal GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000015_CC_AIRB | | 76350 | 67493f | | | dm drogerie markt GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000016_CC_AIRB | 5299002NFQKOBT1E8569 | 3570614 | 156765m | | | DO & CO Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000017_CC_AIRB | 5299004ARAOQMGTWCI13 | 125709 | 70342w | | | Doppelmayr Seilbahnen GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000018_CC_AIRB | 54930060U4XOVED1T359 | 5536812 | 223028h | | | EconGas GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000019_CC_AIRB | 529900WJZJAEI0VBLP60 | | | | | Egger Holzwerkstoffe GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000020_CC_AIRB | 52990048A4N0S24VG982 | 159026 | 42973x | | | Eglo Leuchten GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000021_CC_AIRB | 529900N8OA1GVSR5R946 | 30988 | 76532y | | | Energie AG Oberösterreich | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000022_CC_AIRB | 529900BMPGUGAFYYAV45 | 6106 | 126805d | | | Energie Burgenland AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000023_CC_AIRB | 529900WID59A60HHYX13 | 2795493 | 145825z | | | Erber Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000024_CC_AIRB | 529900P4JZBFEVNEAE60 | | | | EVN AV Equity | EVN AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000025_CC_AIRB | | 9907106 | 347483f | | | Felbermayr Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000026_CC_AIRB | 549300FQ2ILBH7DJ6I45 | 1754530 | 42984m | | | Flughafen Wien Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000027_CC_AIRB | 529900RJAN0LNMW7Q775 | 1312138 | 89381v | | | HABAU Hoch- und Tiefbaugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000028_CC_AIRB | 5299000X53SAWQMDFF06 | 58114 | 26451z | | | Hofer Kommanditgesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000029_CC_AIRB | | 1640348 | 47654f | | | Hyundai Import Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000030_CC_AIRB | 529900RQJADHH91ABP14 | 2777363 | 144991y | | | Infineon Technologies Austria AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000031_CC_AIRB | 529900DSSMPIR6R3GO43 | 130311 | 64543t | | | J. u. A. Frischeis Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000032_CC_AIRB | 5299008ARRNJFPBNTM78 | 4155033 | 178368g | | | Kapsch BusinessCom AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000033_CC_AIRB | 529900A9NX1TM65N4176 | 21369 | 99133i | | | KELAG-Kärntner Elektrizitäts-Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000034_CC_AIRB | | 1376136 | 94579m | | | Leiner Immobilien GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000035_CC_AIRB | | 25798 | 32725a | | | Leyrer + Graf Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000036_CC_AIRB | | 1216520 | 106825x | | | Management Trust Holding Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000037_CC_AIRB | 529900JYVV57QBKV9G11 | 1991078 | 35673k | | | MFC Commodities GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000038_CC_AIRB | 529900WFARKZGRCQ8652 | | | | | MONTANA TECH COMPONENTS GMBH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000039_CC_AIRB | 213800CUWJ54846X6779 | 1760513 | 40450k | | | Montanwerke Brixlegg Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000040_CC_AIRB | 529900UUANUJ60MNMX97 | | 71396w | | 7716424Z AV EQUITY | ÖBB — Infrastruktur Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000041_CC_AIRB | 529900UOHXZ1BIORCV04 | 6467385 | 248742y | | | ÖBB-Personenverkehr Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000042_CC_AIRB | 529900B76VL5KG71J029 | 6515541 | 250198p | | | ÖBB-Postbus GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000043_CC_AIRB | 529900UZY47TEIFNF978 | 6496644 | 249666g | | | ÖBB-Produktion Gesellschaft mbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000044_CC_AIRB | 549300V62YJ9HTLRI486 | | 93363z | AT0000743059 | OMV AV EQUITY | OMV Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000045_CC_AIRB | | 3512231 | 154148p | | | Österreichische Bundesforste AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000046_CC_AIRB | 529900IFAV83BX8O1O91 | 526819 | 33393h | AT0000758305 | PAL AV EQUITY | PALFINGER AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000047_CC_AIRB | | 957313 | 115289v | | | QuadraCir AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000048_CC_AIRB | 5299000HTNHA5ACH9N32 | 1074393 | 56247t | | 495680Z AV EQUITY | Red Bull GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000049_CC_AIRB | 529900ENFTO28GS3KF76 | 1813722 | 78563i | | | Rohöl-Aufsuchungs Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000050_CC_AIRB | 5299005U4ZMMSYUJ5G02 | 7113951 | 267218v | | | ROXCEL Handelsgesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000051_CC_AIRB | 5493000C4S664YT7T556 | 38229 | 51350s | | | Salzburg AG für Energie, Verkehr und Telekommunikation | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000052_CC_AIRB | 549300XBCUMUR5CI0181 | | | | | Sappi Papier Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000053_CC_AIRB | 5299002XAOMQWAIZMA51 | 271020 | 128056v | | | Schmid Industrieholding G.m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000054_CC_AIRB | 52990021T5LVTQOGSU18 | 39594 | 60562m | | | Siemens Aktiengesellschaft Österreich | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000055_CC_AIRB | 52990020WIPPT0HC0V31 | | | | | Steinhoff Europe AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000056_CC_AIRB | 529900TYYSRJH2VJSP60 | 421065 | 88983h | AT000000STR1 | STR AV EQUITY | Strabag SE | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000057_CC_AIRB | 529900BTWJ6SISLJ5854 | 5880980 | 235264b | | | SWARCO AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000058_CC_AIRB | 529900SCL1LJL8PZNI48 | 501247 | 83175t | | | Swietelsky Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000059_CC_AIRB | 529900V54UV5XQUK5S85 | | FN155563W | | TKA AV Equity | Telekom Finanzmanagement GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000060_CC_AIRB | 529900OOW8ELHOXWZP82 | | | | UN9 GS Equity | UNIQA Insurance Group AG | AT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000061_CC_AIRB | 549300IFXHQIB5POT565 | 3734340 | 162844b | | | VAMED ENGINEERING GmbH & CO KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000062_CC_AIRB | 5299006UDSEJCTTEJS30 | 45926 | 76023z | AT0000746409 | VER AV EQUITY | VERBUND AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000063_CC_AIRB | 529900ZAXBMQDIWPNB72 | 2147807 | 66209t | AT0000937503 | VOE AV EQUITY | voestalpine AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000064_CC_AIRB | 5299008VQJD65XCUPR16 | 1134770-5 | HRA661038 | | 6830553Z AV EQUITY | Voith Turbo GmbH & Co. KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000065_CC_AIRB | 529900VXIFBHO0SW2I31 | 46434 | 77676f | AT0000831706 | WIE AV EQUITY | Wienerberger AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000066_CC_AIRB | 529900OS67T49AW45S74 | 194255 | 121150m | | 665707Z AV EQUITY | WIENERBERGER FINANZ SERVICE GMBH | AT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000067_CC_AIRB | 529900OJFTLS1RYWIF55 | 9565779 | 336561v | | | XXXLutz KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000068_CC_AIRB | 529900IIODYNYAZ2ID26 | | | | | ZUMTOBEL AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000069_CC_AIRB | 54930002QM8QVWM56E14 | | | | | Amcor Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000070_CC_AIRB | WZE1WSENV6JSZFK0JC28 | | | | BHP AU EQUITY | BHP Billiton Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000071_CC_AIRB | | | | | 6026550Z AU EQUITY | Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000072_CC_AIRB | JOR7RJTXUXBRJ4UA5G70 | | | | CCL AT Equity | Coca-Cola Amatil Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000073_CC_AIRB | 549300HPMK7UWN02N804 | | PA3337938 | | CWN AT Equity | Crown Group Finance Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000074_CC_AIRB | | | | | LEI AU EQUITY | Leighton Holdings Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000075_CC_AIRB | ACMHD8HWFMFUIQQ8Y590 | | | | MQG AU EQUITY | Macquarie Group Ltd | AU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000076_CC_AIRB | ZSN2LWNPYW6ISMRUC664 | | | | ORG AU EQUITY | Origin Energy Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000077_CC_AIRB | 5493008XVFHYYV0YHN70 | | | | HUWA GF Equity | Powercor Australia, LLC | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000078_CC_AIRB | YLXNW6TI6QSK1H8H0N82 | | | | QAN AU EQUITY | Qantas Airways Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000079_CC_AIRB | | | 520433129 | | SPT AU EQUITY | Spotless Holding SAS | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000080_CC_AIRB | PCTXNQGRJVR3OG33JG65 | | | | TLS AT Equity | Telstra Corporation Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000081_CC_AIRB | 5493003L32ZX9557ST85 | | | | WES AU EQUITY | Wesfarmers Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000082_CC_AIRB | QNWEWQBS7HP85QHXQL92 | | | | | Woolworths Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000083_CC_AIRB | G05OZ4J4E05KDATL0J93 | | | | | AG Insurance | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000084_CC_AIRB | 549300IHBDUTUNQJJB79 | 16342 | | | AGFB BB EQUITY | Agfa-Gevaert NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000085_CC_AIRB | 549300N22C0GCT5BUD97 | 26198 | | | | AJINOMOTO OMNICHEM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000086_CC_AIRB | | 116163 | | | | ALBELEC | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000087_CC_AIRB | | 225626 | | | | ALCATAN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000088_CC_AIRB | 5493008H3828EMEXB082 | | | | ABI BB EQUITY | Anheuser-Busch InBev NV/SA [ABInBev] | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000089_CC_AIRB | 549300BKDDQ56JWCBT72 | 1098030 | | | | AQUAFIN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000090_CC_AIRB | 549300B4HNIJSAWU1C95 | 1138391 | | | | ARPAL MANAGEMENT | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000091_CC_AIRB | 213800R1F1EJYM4ICO85 | | 444734706 | BE 0444734706 | | Barry Callebaut Services | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000092_CC_AIRB | 549300CWRXC5EP004533 | | | | BELG BB Equity | Belgacom S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000093_CC_AIRB | 549300R9I8GUZLNIV408 | | 890082292 | | | Brussels Airport Company S.A./N.V. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000094_CC_AIRB | | 433287 | | | | CENTRE HOSPITALIER CHRETIEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000095_CC_AIRB | | 81095 | | | | CHAUSSURES CECIL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000096_CC_AIRB | 549300IP2F5TKUC0GF38 | 82988 | | | | CHEMITEX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000097_CC_AIRB | 549300TM914CSF6KI389 | 149177 | | | COFB BB EQUITY | COFINIMMO | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000098_CC_AIRB | | 184723 | | | | COLLIGNON ENG. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000099_CC_AIRB | | 201775 | | | | COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000100_CC_AIRB | 213800DMG7PUQHINO388 | | | BE 0401641663 | | Louis Delhaize — Compagnie franco-belge d'Alimentation | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000101_CC_AIRB | | 255648 | | | | DOD | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000102_CC_AIRB | | 1145532 | | | | EDIFICIO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000103_CC_AIRB | T0YOOBZO4L6YAD6SAV65 | 14206 | 403170701 | | ELEB BB EQUITY | ELECTRABEL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000104_CC_AIRB | 549300JC3HI3K7ZSYU66 | 1329681 | | | | ELEM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000105_CC_AIRB | 549300S1MP1NFDIKT460 | | | BE 0476388378 | ELI BB Equity | ELIA SYSTEM OPERATOR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000106_CC_AIRB | 5493001XW6MSHRMFLU28 | | | | ENI GY Equity | eni finance international SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000107_CC_AIRB | 549300VO7PUETX031S03 | 10309 | | BE 0860004176 | | ETEXCO SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000108_CC_AIRB | | 13771 | | | | ETS DE SIMONE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000109_CC_AIRB | 52990053AH5LF0YZWD07 | | | | | Euler Hermes Europe | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000110_CC_AIRB | 549300D80RYON74MEJ03 | 18181 | | | EURN BB EQUITY | Euronav NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000111_CC_AIRB | 8RDWFWPP4PLMZ5PPQH32 | | | | | Fluxys G SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000112_CC_AIRB | | 25281 | | | | G EN J VASTGOED | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000113_CC_AIRB | | 65807 | | | | HOET TRUCKING & RENTING | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000114_CC_AIRB | 549300M48VNC2Z0MDG47 | 71844 | | | | HOTTLET FROZEN FOODS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000115_CC_AIRB | 549300GR6U0KHJD7DG07 | | | | | IKEA SERVICE CENTRE N.V. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000116_CC_AIRB | | 84089 | | | | INTERNATIONAL ORE ET FERTILIZER BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000117_CC_AIRB | | 85640 | | | | JEAN WAUTERS-ACIERS SPECIAUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000118_CC_AIRB | | 111717 | | | | M.G.S. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000119_CC_AIRB | 5493004FKZI586397240 | | | | | Magotteaux International SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000120_CC_AIRB | 549300Q80KFPKZC6BQ79 | 144096 | | | | MENOUQUIN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000121_CC_AIRB | | 166601 | | | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000122_CC_AIRB | 5493002HHHFTG6G3BG36 | | | BE 0431676229 | OME BB EQUITY | OMEGA PHARMA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000123_CC_AIRB | | 168945 | | | | OPIO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000124_CC_AIRB | | 192350 | | | | PHARMACIES SERVAIS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000125_CC_AIRB | 54930064JCEXFA8M0W31 | 202291 | | BE 0405747040 | | PRAYON | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000126_CC_AIRB | | 204834 | | | | PRO CONCEPT M P J | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000127_CC_AIRB | 549300NMIBTX17HWF142 | 233001 | | | | RARE GEMS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000128_CC_AIRB | 549300X72GEQB1X8K911 | 247664 | | | | ROULARTA MEDIA GROUP | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000129_CC_AIRB | 529900PY79CWSUGVK810 | 249233 | | | | S.A.

CORMAN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000130_CC_AIRB | 549300O3VKWJUM16UI64 | 257312 | | | | SAMIR GEMS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000131_CC_AIRB | 213800WWE8U6DC99NP03 | | | | | SCR Sibelco NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000132_CC_AIRB | | 257564 | | | | SEADCO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000133_CC_AIRB | 213800WDGKCVWZAN1N02 | 1051701 | 465409265 | | 0790057D BB EQUITY | SILFIN NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000134_CC_AIRB | | 294964 | | | | SOBEMO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000135_CC_AIRB | | 302642 | | | | SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000136_CC_AIRB | 549300BB5CXGL9YV0D53 | 303429 | | | | SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000137_CC_AIRB | | 303783 | | | | SOCIETE D'APPLICATIONS ET DE TRAVAUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000138_CC_AIRB | 549300MMVL80RTBP3O28 | 556814 | | | SOLB BB EQUITY | Solvay SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000139_CC_AIRB | | 923107 | | | | TEAM KALORIK GROUP | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000140_CC_AIRB | 549300ZKLIF7RP6EH823 | | | BE 0412101728 | TESB BB EQUITY | Tessenderlo Chemie | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000141_CC_AIRB | | 953398 | | | | TEX ALLIANCE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000142_CC_AIRB | | 1044409 | | | | TOP-TEX BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000143_CC_AIRB | 2138008J191VLSGY5A09 | | | | UCB BB EQUITY | UCB SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000144_CC_AIRB | 529900F3AIQECS8ZSV61 | | | | UMI BB EQUITY | Umicore SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000145_CC_AIRB | 5493008MCDJ4Y6D5SI04 | 1113512 | | | | UNISTEEL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000146_CC_AIRB | | 1140588 | | | | UNIVERSITE LIBRE DE BRUXELLES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000147_CC_AIRB | 549300TRHV6F6IE14H93 | 1159858 | | BE 0404060032 | | Van Hool nv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000148_CC_AIRB | | 1231271 | | | | VASTGOED MANAGEMENT ASSOCIATIE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000149_CC_AIRB | 529900RAZGQHX0VFTK05 | | | | | Volkswagen Group Services S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000150_CC_AIRB | 549300NWW2UDYHH65J03 | 1911623 | | | | WILDO PROPERTIES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000151_CC_AIRB | 5299007TSQVOLXOABA65 | 1364744 | | | | ZF WIND POWER ANTWERPEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000152_CC_AIRB | 4P8GJCF52NVFW7UL4C95 | | 18630 | | ACE US Equity | ACE Tempest Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000153_CC_AIRB | 549300J3KKX1PEJGDW36 | | | | ACGL US Equity | Arch Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000154_CC_AIRB | UNZWILHE4KMRP9K2L524 | | 34678 | | NCLH UW Equity | NCL Corporation Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000155_CC_AIRB | V5EGRCZCH7FN6WX41891 | | | | OEH UN Equity | Orient-Express Hotels Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000156_CC_AIRB | 549300F7ZDOIMR4PZW67 | | | | IPG US Equity | Pacnet Limited | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000157_CC_AIRB | V7TL7UQFHNWUEMDZ3X02 | | | | RNR US Equity | Renaissance Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000158_CC_AIRB | 5493008CA3NMHYEVT131 | | | | | VimpelCom Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000159_CC_AIRB | | | | BMG455841020 | | HAL TRUST | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000160_CC_AIRB | 5493001QYTIDILBVYO18 | | | | | Companhia Brasileira de Aluminio | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000161_CC_AIRB | 549300TH5Q6VRP8OT012 | | | | ABI LI Equity | Companhia de Bebidas das Americas (AmBev) | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000162_CC_AIRB | 549300EM51WYXFHUY333 | | | | | Embraer S.A. | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000163_CC_AIRB | | | | | FIBR3 BZ EQUITY | Fibria Celulose SA | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000164_CC_AIRB | 5493000J801JZRCMFE49 | | | | XPBR SQ Equity | Petroleo Brasileiro S.A. — PETROBRAS | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000165_CC_AIRB | | | | | VALE5 BZ EQUITY | Vale SA | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000166_CC_AIRB | LXVM6T3LO7QIZ8LUZ688 | | | | | Votorantim Cimentos S.A. | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000167_CC_AIRB | 55S3547PRDP469JRO238 | | 2880814 | | AGU CT Equity | Agrium Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000168_CC_AIRB | 4B4HI3CGXMBDC0G6BM51 | | | | AC/A CT Equity | Air Canada | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000169_CC_AIRB | 549300OSW32RVX8CCZ87 | | | | ANCUF PQ Equity | Alimentation Couche-Tard Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000170_CC_AIRB | DR5LKEURSR8SXLM64266 | | 7501889 | | ALA CT Equity | AltaGas Ltd. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000171_CC_AIRB | 0O4KBQCJZX82UKGCBV73 | | | | ABX CN EQUITY | Barrick Gold Corp | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000172_CC_AIRB | 5493001I9203PRB5KR45 | | | | BCE CT Equity | BCE Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000173_CC_AIRB | 549300VPM8ERH1Q42198 | | | | | Bell Canada | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000174_CC_AIRB | W7L3VLU8EHQY34Z36697 | | | | BBD/B CN EQUITY | Bombardier Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000175_CC_AIRB | 36ZUFRRMJERSM4Q0S289 | | 746053 | | BPO CT Equity | Brookfield Office Properties Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000176_CC_AIRB | 3SU7BEP7TH9YEQOZCS77 | | | | CNI UN Equity | Canadian National Railway Company | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000177_CC_AIRB | 5493008IGIA1HJMDJS40 | | 1722453 | | CNQ CT Equity | Canadian Natural Resources Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000178_CC_AIRB | NXIVWPYOIVYXFF6WCZ47 | | | | CVE CN EQUITY | Cenovus Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000179_CC_AIRB | 549300WSRCZY73ZG3090 | | 00326711660005 | | | CGI GROUP INC. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000180_CC_AIRB | XYSIJOU3HNVROZWNA008 | | | | UFS CT Equity | Domtar Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000181_CC_AIRB | 98TPTUM4IVMFCZBCUR27 | | | | ENB CN EQUITY | Enbridge Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000182_CC_AIRB | CZ72ZHBVKZXQRV3XFE26 | | | | ECA CN EQUITY | Encana | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000183_CC_AIRB | 549300679TRDUXPT7415 | | 206654303 | | | EPCOR Utilities Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000184_CC_AIRB | I2YOHH65IBBT53JFYQ52 | | | | G CT Equity | Goldcorp Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000185_CC_AIRB | B1EEF6ML54YDWRC6ZK53 | | 2015335496 | | | Harvest Operations Corp. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000186_CC_AIRB | 549300UEBMAQDN0K0R06 | | | | K CN EQUITY | Kinross Gold Corp | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000187_CC_AIRB | 95RWVLFZX6VGDZNNTN43 | | | | MG CN EQUITY | Magna International Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000188_CC_AIRB | 6Q7WW7FQZR6X22IL2I79 | | | | | Nexen Energy ULC | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000189_CC_AIRB | 549300O4ZJZZOHH4H804 | | 3572862 | | NBD CT Equity | Norbord Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000190_CC_AIRB | 5493007M1XGU5E55ZJ25 | | | | | NOVA Chemicals Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000191_CC_AIRB | 549300HDLRTPBQU69P29 | | | | BIN CT Equity | Progressive Waste Solutions Ltd. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000192_CC_AIRB | 549300A0QNNPY14D9106 | | | | SCC CT Equity | Sears Canada Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000193_CC_AIRB | 3XCBVWUPHGBZ5GF7TY15 | | | | SU CN EQUITY | Suncor Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000194_CC_AIRB | NQWTWUIL1PK7V7N5Y468 | | | | TLM CN EQUITY | Talisman Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000195_CC_AIRB | T8KI5SQ2JRWHL7XY0E11 | | | | TCK/B CN EQUITY | Teck Resources Ltd [Ex-Teck Cominco Ltd] | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000196_CC_AIRB | YHKQM2RIPKZYOZ6RVZ46 | | | | TK US Equity | Teekay Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000197_CC_AIRB | L2TEUTQ8OSHMJWVLCE40 | | | | T CT Equity | TELUS Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000198_CC_AIRB | 549300561UZND4C7B569 | | 884903 | | TOC GF Equity | Thomson Reuters Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000199_CC_AIRB | HJZQGXYTVV2NWJZLPW74 | | | | TOM GY Equity | Toyota Credit Canada Inc. | CA | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000200_CC_AIRB | 5BV01I6231JPDAPMGH09 | | | | TRP UN Equity | TransCanada PipeLines Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000201_CC_AIRB | PRAQ4VOSFIK7OQ8Z2512 | | 4406354 | | VALE3 BS Equity | Vale Canada Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000202_CC_AIRB | WT03B8BB1IX8WI9ZGV02 | | | | | Vermilion Energy Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000203_CC_AIRB | 549300WHE4O6UJ2KU013 | | | | | Yamana Gold Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000204_CC_AIRB | 5493003DNMEAO1DT3F51 | | | | ABBN VX EQUITY | ABB Ltd [Asea Brown Boveri] | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000205_CC_AIRB | NI14Y5UMU60O7JE9P611 | | | | ADEN VX EQUITY | Adecco SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000206_CC_AIRB | 549300Q3WREIMQYFBC20 | | | | 0170576D SW EQUITY | Ameropa AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000207_CC_AIRB | 5493007KVRV2OKRXFA55 | | CH-020.3.035.716-8 | | AML LN Equity | Amlin AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000208_CC_AIRB | 529900H7ZPIGI2U3CJ14 | | | | | AXPO TRADING AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000209_CC_AIRB | 213800Y5RWKLDPUTT265 | | | | BARN SW EQUITY | Barry Callebaut AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000210_CC_AIRB | 529900UPDCU6WEL7W167 | | | | BALN VX Equity | Basler Versicherung AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000211_CC_AIRB | | 2816554-6 | HRB54517 | DE000DCAG010 | 7705815Z SW EQUITY | DEMAG CRANES AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000212_CC_AIRB | 5493002MXX2JLKWLE880 | | | | 567151Z SW EQUITY | Duferco SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000213_CC_AIRB | 549300I08UA8SMJON743 | | CH-270.3.002.354-9/ | | DUFN EB Equity | Dufry international AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000214_CC_AIRB | 549300ADLU67CYBFIW70 | | CH-645.1.008.684-9 | | | Elsevier Finance SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000215_CC_AIRB | 529900Y8BGAFVVVYVN24 | | | | GATE SE Equity | gategroup Holding AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000216_CC_AIRB | 213800SVRMQA1TD91D41 | | | | GIVN VX Equity | Givaudan SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000217_CC_AIRB | 213800PSSU2QXF1WLR89 | | | | GLEN LN EQUITY | Glencore International AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000218_CC_AIRB | 549300DHSS9U1QKJZG57 | | KvK 34275373 0000 | | 1002136Z SW EQUITY | GUNVOR INTERNATIONAL BV | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000219_CC_AIRB | 529900EHPFPYHV6IQO98 | | | | HOLN VX EQUITY | Holcim Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000220_CC_AIRB | 529900Q0YED3805QXQ66 | | | | | KUEHNE AND NAGEL INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000221_CC_AIRB | 52990074N8ID7UPV7A95 | | | | | LIEBHERR-INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000222_CC_AIRB | 549300EFW4H2TCZ71055 | | | | | Lonza Group AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000223_CC_AIRB | KY37LUS27QQX7BB93L28 | | CH-550.0.067.293-5 | CH0038863350 | NESN.VX | NESTLE SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000224_CC_AIRB | 529900I2PEF1FN6N6723 | | | | 2284161Z SW EQUITY | Nord Stream AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000225_CC_AIRB | | | | | NOVN VX EQUITY | Novartis AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000226_CC_AIRB | 549300HUJ5CJUX02RS52 | | | | | OMV SUPPLY & TRADING AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000227_CC_AIRB | 5299002JRTT699WFOV74 | | | | | OMYA (Schweiz) AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000228_CC_AIRB | 549300HMJAFUW4NSKI73 | | | | | Paul Reinhart AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000229_CC_AIRB | | | | | ROG VX EQUITY | Roche Holding Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000230_CC_AIRB | 529900PTQ0Z1J44SHZ08 | | CH-100.3.010.656-7 | | STLN SE Equity | SCHMOLZ + BICKENBACH AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000231_CC_AIRB | 549300R3N69ECGYPU434 | | | | SIK IX Equity | Sika AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000232_CC_AIRB | 213800Z8NOHIKRI42W10 | | | NL0000226223 | STM FP EQUITY | STMICROELECTRONICS NV | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000233_CC_AIRB | 5493000KUC3Z24U77V93 | | | | SLHN VX Equity | Swiss Life Holding AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000234_CC_AIRB | 5493005SL9HHOXS3B739 | | CHE-102.753.938 | | SCMN VX Equity | Swisscom AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000235_CC_AIRB | 549300HTOMQG20JYV568 | | | | SYNN VX Equity | Syngenta AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000236_CC_AIRB | KSVC38RP5WL6C6LJGG03 | | | | TYC US Equity | Tyco International Ltd. | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000237_CC_AIRB | 549300VBJS7MG74G2H60 | | | | | Weatherford International Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000238_CC_AIRB | | | | | WOS LN EQUITY | Wolseley Plc | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000239_CC_AIRB | | | | | XTA LN EQUITY | Xstrata Plc | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000240_CC_AIRB | 50ZCTKCMUDIABGHX3R52 | | | | | Zurich Insurance Company | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000241_CC_AIRB | 549300IF4IFG0FS0RM26 | | | | AESGENER CC Equity | AES Gener S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000242_CC_AIRB | 549300NLTGCFV7482429 | | | | CENCOSUD CC Equity | Cencosud S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000243_CC_AIRB | 549300YP3P0JZBLIV197 | | | | | EMPRESA NACIONAL DEL PETROLEO | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000244_CC_AIRB | 549300G475ACIABB4385 | | | USG49215AA73 | CMPC CC Equity | Inversiones CMPC S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000245_CC_AIRB | 549300HX3UUDPEFTG707 | | | | LAN CC Equity | Latam Airlines Group S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000246_CC_AIRB | 549300RUPF4SKMJPUR70 | | | | BLT LN Equity | Minera Escondida Limitada | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000247_CC_AIRB | | | | | 600031 CH EQUITY | Sany Heavy Industry Co Ltd | CN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000248_CC_AIRB | A25574TZFLBNK7NWQT47 | | | | PRE CT Equity | Pacific Rubiales Energy Corp. | CO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000249_CC_AIRB | 724500JV0VHPRVANL538 | | 5778 | ANN4327C1220 | | HUNTER DOUGLAS NV | CW | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000250_CC_AIRB | 213800MRTA64ULUE9919 | | | | | CARBO ONE LIMITED | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000251_CC_AIRB | 549300OEZB4GETCGFX34 | | | | | GUNVOR GROUP LTD | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000252_CC_AIRB | 549300IVA1PZNX2MN285 | | | | 0163947D CY EQUITY | Mercuria Energy Group Ltd | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000253_CC_AIRB | 2138001LK2Z2HSER4U15 | | | | PRS NO EQUITY | PROSAFE | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000254_CC_AIRB | 31570010000000137835 | 1131604 | 29287391 | | | ALTA, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000255_CC_AIRB | 31570010000000116592 | 657856 | 25572881 | | | ARMATURY Group a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000256_CC_AIRB | 31570010000000075367 | 765380 | 28402758 | | | BAK stavební společnost, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000257_CC_AIRB | 31570010000000115525 | 834699 | 46504940 | | | Cerea, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000258_CC_AIRB | 31570010000000034336 | 1023328 | 70994226 | | | České dráhy, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000259_CC_AIRB | 315700CTFRL3U2DNMO58 | 633919 | 25085689 | | | CETELEM ČR, a.s. | CZ | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000260_CC_AIRB | 529900S5R9YHJHYKKG94 | | | CZ0005112300 | CEZ CP EQUITY | CEZ a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000261_CC_AIRB | 315700XJHXU2PD40RU82 | 865668 | 48589837 | | | DEKTRADE a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000262_CC_AIRB | 529900C5PL4JGDILRZ94 | 837043 | 46678468 | | | HOCHTIEF CZ a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000263_CC_AIRB | 31570010000000099520 | 644725 | 25322257 | | | IMOS Brno, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000264_CC_AIRB | 31570010000000032687 | 1086806 | 931 | | | METALIMEX a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000265_CC_AIRB | 315700JDC49X4VSP6Z49 | 601013 | 14915 | | | Metrostav a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000266_CC_AIRB | 31570066GBSS7JYFEL35 | 817880 | 45193592 | | | MJM Litovel a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000267_CC_AIRB | 31570010000000120084 | 832322 | 46342796 | | | OHL ŽS, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000268_CC_AIRB | 31570010000000009116 | 699640 | 26463318 | | | OTE, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000269_CC_AIRB | 31570010000000026285 | 671247 | 25860038 | | | Pars nova a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000270_CC_AIRB | 315700LTSCT2O45NWM28 | 805950 | 43873189 | | | PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000271_CC_AIRB | 31570010000000115622 | 817271 | 45148155 | | | Primagra, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000272_CC_AIRB | 549300KL08IFWLTWLQ52 | 691287 | 26271303 | | | Skanska a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000273_CC_AIRB | 529900I8XOZDM4ZQSQ21 | | | | 1025Z CP EQUITY | Skoda Auto A.S. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000274_CC_AIRB | 31570010000000031135 | 923751 | 62623753 | | | ŠKODA TRANSPORTATION a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000275_CC_AIRB | 213800Z39ZW4XHAAUA27 | 725860 | 27195147 | | | SMP CZ, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000276_CC_AIRB | 3157004ICDH3MRKW7534 | 889798 | 60193336 | | | Telefónica Czech Republic, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000277_CC_AIRB | 31570010000000055191 | 617997 | 18050646 | | | TŘINECKÉ ŽELEZÁRNY, a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000278_CC_AIRB | 3157007C98ILJK5ST356 | 609769 | 15886492 | | | UniCredit Leasing CZ, a.s. | CZ | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000279_CC_AIRB | 315700EFFOU65ETZ0V16 | 886003 | 531766 | | | UNISTAV a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000280_CC_AIRB | 31570010000000001356 | 672337 | 25877950 | | | VÍTKOVICE HEAVY MACHINERY a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000281_CC_AIRB | 31570010000000003490 | 710607 | 26823357 | | | VÍTKOVICE POWER ENGINEERING a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000282_CC_AIRB | 31570010000000015033 | 697350 | 26415623 | | | W.A.G. payment solutions, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000283_CC_AIRB | 5493005KH7FO1T5TMX47 | 1236614-2 | | | ASG GY Equity | AachenMuenchener Lebensversicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000284_CC_AIRB | 549300JSX0Z4CW0V5023 | 1319784-3 | | | | ADIDAS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000285_CC_AIRB | 549300X1WWPGMS47QQ72 | 1215807-7 | | | ASG GY Equity | Advocard Rechtsschutzversicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000286_CC_AIRB | 529900SO83U6ISM6DL85 | 2832395-4 | HRA36525B | | | ALBA Group plc & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000287_CC_AIRB | 529900K9B0N5BT694847 | 1100627-7 | | | ALV GY Equity | Allianz SE | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000288_CC_AIRB | 529900C058B9OTVFTU36 | 2033673-1 | HRB98981 | | | ASKLEPIOS KLINIKEN GMBH HAMBURG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000289_CC_AIRB | 549300FJWANEIJ25D318 | 1545974-6 | | | | Atlas Copco Energas GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000290_CC_AIRB | 529900YNBT62HCUPRG10 | 1106210-6 | | | | AUGUST STORCK KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000291_CC_AIRB | 5299005SHIN9ZK7GW242 | 1124841-6 | HRB1775 | DE0006766504 | NDA GY EQUITY | Aurubis AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000292_CC_AIRB | 529900PXZU3YHO6HMD80 | 1130123-1 | | | | Axel Springer SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000293_CC_AIRB | 529900AJX4TCFW0QT666 | 1104883-2 | | | | B. Braun Melsungen Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000294_CC_AIRB | 529900PM64WH8AF1E917 | 1102017-9 | HRB6000 | DE000BASF111 | BAS GR EQUITY | BASF SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000295_CC_AIRB | 529900XMQYET3NBF2363 | 2192515-1 | HRB101375 | DE0005168108 | B5A GY EQUITY | Bauer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000296_CC_AIRB | 549300J4U55H3WP1XT59 | 1109561-9 | | | BAYN GY EQUITY | Bayer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000297_CC_AIRB | YEH5ZCD6E441RHVHD759 | 1103190-3 | | | BMW GY EQUITY | Bayerische Motoren Werke AG [BMW AG] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000298_CC_AIRB | 529900SM0FDLLYATXU36 | 1103233-1 | | | | BAYWA AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000299_CC_AIRB | 5299001BUUGXAREGE533 | 1103821-3 | | | BTG GR EQUITY | Bertelsmann SE & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000300_CC_AIRB | 529900H0HULEN2BZ4604 | 1114115-7 | BWMAHRB710296 | | GBF GY Equity | Bilfinger SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000301_CC_AIRB | 529900XBEZ2EYI9ZOV89 | 3010079-6 | | | | BMG Rights Management GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000302_CC_AIRB | 529900FOTM78R9Q9NY89 | 1163617-2 | HRB75534 | | 2340173Z GR EQUITY | BOSCH UND SIEMENS HAUSGERATE GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000303_CC_AIRB | NNROIXVWJ7CPSR27SV97 | 2926464-5 | | | BNR GY EQUITY | Brenntag AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000304_CC_AIRB | 529900OQDCYXCLQOAY53 | 1105482-2 | | | | Burda Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000305_CC_AIRB | 5299000XH7YX33EJZP65 | 2730972-3 | | | | CARL ZEISS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000306_CC_AIRB | 52990076MX7KD2XYCH67 | 1111099-6 | HRB9517 | DE000CLS1001 | CLS1 GY EQUITY | Celesio AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000307_CC_AIRB | 529900O4ND7T8ABIXF67 | 1235957-6 | | | | Claas Kommanditgesellschaft auf Aktien mbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000308_CC_AIRB | 529900A7YD9C0LLXM621 | 1106273-4 | HRB3527 | DE0005439004 | CON GY EQUITY | CONTINENTAL AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000309_CC_AIRB | | | | | 2294277Z GR EQUITY | Coutinho & Ferrostaal GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000310_CC_AIRB | 5299007VZZKH65OCN774 | 2781995-2 | | | | Cronimet Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000311_CC_AIRB | 5299008ODF4EFHRI0G60 | 2402196-6 | HRB8957 | | 7097181Z GR EQUITY | CWS-boco International GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000312_CC_AIRB | 5299005LEM60UYKU5235 | 1106512-5 | | | | DACHSER Group SE & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000313_CC_AIRB | 529900R27DL06UVNT076 | 2344103-3 | HRB19360 | | DAI GR EQUITY | Daimler AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000314_CC_AIRB | 5299006S0UKN6D9ZP412 | 2451917-5 | | | | DB NETZ AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000315_CC_AIRB | 529900I2DLZPTFPENJ05 | 1106744-4 | | | | DEHNER GMBH & CO KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000316_CC_AIRB | 5299005A2ZEP6AP7KM81 | 2537834-0 | | | ANN GF Equity | Vonovia SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000317_CC_AIRB | 52990063S23N13HU4E98 | 1818189-1 | HRB50000B | | DBHN GR EQUITY | DEUTSCHE BAHN AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000318_CC_AIRB | 529900PH63HYJ86ASW55 | 1107110-7 | HRB2168 | | LHA GY EQUITY | DEUTSCHE LUFTHANSA AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000319_CC_AIRB | 52990063W8KQHQMF4M43 | 2623414-6 | | | DPW GF Equity | Deutsche Post Finance B.V. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000320_CC_AIRB | 529900ITHU5Y51F1S257 | 1107106-5 | | | | DEUTSCHE SPARKASSEN LEASING AG & CO KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000321_CC_AIRB | 549300V9QSIG4WX4GJ96 | 2185287-6 | HRB6794 | | DTE GY EQUITY | DEUTSCHE TELEKOM AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000322_CC_AIRB | 529900KSWLV9JYE7NC83 | 2095980-5 | HRB34977 | | | DFS Deutsche Flugsicherung GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000323_CC_AIRB | 529900QTO8D2QK2TJG32 | 1107340-0 | | | | Diehl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000324_CC_AIRB | 529900Y1AT9MQF6UYT42 | 2836050-1 | HRB203044 | | | DMK DEUTSCHES MILCHKONTOR GMBH BREMEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000325_CC_AIRB | 529900YZNQ3MUUZ02M47 | 1117002-4 | HRB242 | | | Douglas Holding AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000326_CC_AIRB | 5299004W7VTLPROHR533 | 1125242-6 | HRA8242 | | | DR AUGUST OETKER KG BIELEFELD | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000327_CC_AIRB | 529900EWEX125AULXI58 | 3008027-9 | | | PAH3 GY EQUITY | Dr Ing HCF Porsche AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000328_CC_AIRB | 5493005UFVHY0PPNKD75 | 1107708-8 | HRB7903HL | DE0005550602 | DRW3 GY EQUITY | Drägerwerk AG & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000329_CC_AIRB | 52990076FKBR9THZ8C62 | 2779318-1 | | | | DYWIDAG-Systems International GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000330_CC_AIRB | 529900Z8W8S8J1P7U364 | 1105067-1 | HRA9905 | | | E BREUNINGER GMBH CO STUTTGART | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000331_CC_AIRB | Q9MAIUP40P25UFBFG033 | 1134262-3 | HRB22315 | | EOAN GY EQUITY | E.ON SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000332_CC_AIRB | 5299000MT7P9STUCL908 | 1137158-0 | | | | Ed.

Züblin Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000333_CC_AIRB | 529900JSFZ4TS59HKD79 | 2331844-7 | | | EBK GR EQUITY | Energie Baden-Wurttemberg AG [EnBW] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000334_CC_AIRB | 549300OQ94C7KRGGC351 | 2177540-8 | | | ASG GY Equity | Envivas Krankenversicherung AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000335_CC_AIRB | 529900G1B8AXELNRG982 | | | | ALV GY Equity | Euler Hermes Deutschland AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000336_CC_AIRB | 41GUOJQTALQHLF39XJ34 | 1518676-0 | | | 154407Z GR EQUITY | Evonik Industries AG (Evonic) | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000337_CC_AIRB | 529900L64X6KZZW19R71 | 1108854-9 | | | 4501Z GR EQUITY | EWE AG [Energieversorgung Weser-Ems] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000338_CC_AIRB | 529900D7N2PTTZWFWN57 | 2579145-0 | | | | F.S. Fehrer Automotive GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000339_CC_AIRB | 529900EI7R9SCEJP4T76 | 1109776-3 | 00311027000005 | | | FERROSTAAL GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000340_CC_AIRB | 529900WBP9HFX10RKB30 | 1110203-5 | | | | FLUGHAFEN MUNCHEN GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000341_CC_AIRB | 529900VHM89GUAJ1RK35 | 1114926-7 | HRB25 | | 1048Z GR EQUITY | FRANZ HANIEL & CIE GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000342_CC_AIRB | 5299001ERX0K10IZUL40 | 1110198-7 | | | | FRAPORT AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000343_CC_AIRB | XDFJ0CYCOO1FXRFTQS51 | 1110492-4 | HRB11852 | DE0005785604 | FRE GY EQUITY | FRESENIUS SE & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000344_CC_AIRB | 5299006NS9FCLFHZVL76 | 1578686-6 | HRB714579 | | | Freudenberg SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000345_CC_AIRB | 529900KXMB40SPYJD743 | 2052428-6 | HRB36569B | | 7013717Z GR EQUITY | GAZPROM Germania GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000346_CC_AIRB | 549300PHUU0ZZWO8EO07 | 1122951-5 | | | GEA GR EQUITY | GEA Group AG [Global Engineering Alliance] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000347_CC_AIRB | 529900JGEOQMCDYOK785 | 1135188-9 | | | | Gelsenwasser AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000348_CC_AIRB | 529900F916IVP0TJZK88 | 1051383-6 | HRA11722 | | | GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000349_CC_AIRB | 5299006GD4UWSYZOKC28 | 2877346-3 | HRB56040 | | GXI GY Equity | Gerresheimer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000350_CC_AIRB | 529900OJM5EX75OD8032 | 1113335-2 | | | | Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000351_CC_AIRB | 529900K6BWO03KP4GU58 | 1113443-4 | | | | Giesecke & Devrient Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000352_CC_AIRB | 529900J0V7C8Z8MLN980 | 2943243-2 | | | | Gigaset Communications GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000353_CC_AIRB | 529900LPAX2H9S4NKU05 | 1215951-3 | | | | Gothaer Finanzholding AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000354_CC_AIRB | 529900F4P4RV4Z50PI82 | 1114066-2 | HRB527 | | | GROSSKRAFTWERK MANNHEIM AG MANNHEIM | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000355_CC_AIRB | HD52L5PJVBXJUUX8I539 | 2294348-4 | | | HPL GR EQUITY | Hapag-Lloyd AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000356_CC_AIRB | 5299007CE1VJWKM99H49 | 1130882-2 | HRB2680KI | | 4729Z GR EQUITY | Hauptgenossenschaft Nord AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000357_CC_AIRB | 529900MKHOFQI4A0XC48 | 2873755-9 | | | | HAWE Hydraulik SE | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000358_CC_AIRB | 52990022107L9199GO56 | 2588017-0 | | | | HDI Versicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000359_CC_AIRB | 529900755OZXM37H4975 | 1115355-8 | | | | Heckler & Koch GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000360_CC_AIRB | LZ2C6E0W5W7LQMX5ZI37 | 1126630-1 | HRB330082 | DE0006047004 | HEI GY EQUITY | HEIDELBERGCEMENT AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000361_CC_AIRB | 529900ZM98OISTG16932 | 1115394-7 | | | HDD GY Equity | Heidelberger Druckmaschinen AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000362_CC_AIRB | 529900PLX4ADJFWIY024 | 1135805-8 | | | 2550Z GR EQUITY | Hella KGaA Hueck & Co | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000363_CC_AIRB | 52990027B9ARY5AC8476 | 1115622-1 | | | | HELM AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000364_CC_AIRB | 549300VZCL1HTH4O4Y49 | 1115688-2 | HRB4724 | DE0006048408 | HEN3 GY EQUITY | HENKEL AG & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000365_CC_AIRB | 5493007EO7JOPWXHBJ27 | 1740986-3 | HRB3364 | | | Heraeus Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000366_CC_AIRB | 529900BVZYMVDRRSXY68 | 1306869-7 | HRB390485 | | 3540636Z GR EQUITY | HERRENKNECHT AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000367_CC_AIRB | 529900O7US4NP0J6XD12 | 1179777-6 | | | | HETTICH HOLDING GMBH & CO OHG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000368_CC_AIRB | 529900Y25S8NZIYTT924 | 1116241-9 | | | HOT GY EQUITY | Hochtief AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000369_CC_AIRB | 5299008WW53GLXRORN29 | 1350826-2 | HRB2311 | | HBM GY Equity | Hornbach-Baumarkt-AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000370_CC_AIRB | 529900LFVU534EBRXD13 | 1104693-5 | | | | HUGO BOSS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000371_CC_AIRB | TSI2PJM6EPETEQ4X1U25 | 2443536-4 | | | IFX GY Equity | Infineon Technologies AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000372_CC_AIRB | 529900FFRTWZQXTTUB07 | 1193155-7 | | | 7573220Z GR EQUITY | Intersnack Knabber-Gebäck GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000373_CC_AIRB | 529900DJMOF0DTSWHO38 | 2850239-1 | HRB40163 | | | JUWI AG WÖRRSTADT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000374_CC_AIRB | 529900YURAYD4IJX2J91 | 1128982-4 | HRB2669 | | SDF GY Equity | K+S Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000375_CC_AIRB | 1AW6P2GG0FOINEBZUQ05 | | | | VOD LN Equity | Kabel Deutschland Vertrieb und Service GmbH. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000376_CC_AIRB | 529900WFRVF4SQ2EV734 | 1121308-9 | HRA102851 | | 509821Z GR EQUITY | Kaufland Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000377_CC_AIRB | 529900CQ31CN6GV5LL52 | 2821686-9 | NRWDUHRB20486 | | KCO GY Equity | Kloeckner & Co. S.E. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000378_CC_AIRB | 5299001GRRO0Z25YZT52 | 1130169-4 | | | | Knorr-Bremse AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000379_CC_AIRB | 529900IQ90WSXBWSTD78 | 1131272-5 | | | | KOENIG & BAUER AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000380_CC_AIRB | 529900LUYJ0V8SOOT260 | 1173404-3 | HRA4415 | | 3612759z gr equity | KRAFTVERKEHR NAGEL GMBH & CO. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000381_CC_AIRB | 529900MAU9591GT2S236 | 2849255-1 | | | | KraussMaffei Technologies GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000382_CC_AIRB | 529900NY2GSZWWUBW049 | 1120219-9 | | | | KRONES Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000383_CC_AIRB | 529900BVAET534PD7C28 | 1119133-5 | HRB21016 | DE0006292006 | KSB3 GY EQUITY | KSB Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000384_CC_AIRB | 529900VPRFDDIN7BE119 | 1117324-2 | HRB22709 | | IWKG IX Equity | KUKA AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000385_CC_AIRB | 529900FR2K4P9L9XLV21 | 1119187-1 | | | | KWS SAAT SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000386_CC_AIRB | 529900PTLRE72EMYIJ77 | 2451186-7 | HRB53652 | | LXS GF Equity | Lanxess AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000387_CC_AIRB | 5299002HNCMIUBHOMK35 | 1121223-0 | HRB202 | DE0005408884 | LEO GY EQUITY | Leoni AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000388_CC_AIRB | 529900EW0ZH7KAZ11H71 | 1797294-4 | | | | Lidl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000389_CC_AIRB | WTV8QGD5UD7MMD4HS345 | 1121375-8 | | | LIN GY Equity | Linde AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000390_CC_AIRB | 529900SL1W4KHVE18T81 | 1121582-9 | | | | LOHMANN + Co. AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000391_CC_AIRB | 52990098TR1QJBWIYG58 | 1147145-5 | | | | MAHLE GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000392_CC_AIRB | 52990018UPG26YRFSM46 | 1122332-8 | HRB179426 | DE0005937007 | MAN GR EQUITY | MAN SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000393_CC_AIRB | 5299009Z8B0YE4ECMJ92 | 1044964-3 | | | | Media-Saturn Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000394_CC_AIRB | 5299009WLGROB3HKM878 | 1522457-9 | | | | MEGGLE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000395_CC_AIRB | 529900OAREIS0MOPTW25 | 2198479-4 | HRB6164 | | MRK GF Equity | Merck KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000396_CC_AIRB | 5299001X9L42HXEBCZ51 | 1188960-7 | | | MEO GY EQUITY | Metro AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000397_CC_AIRB | 529900JAY79MT50JBH87 | | | | | MEYER WERFT GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000398_CC_AIRB | 213800E45LWMBVNF3R85 | 3052190-0 | NRWGRHRB8959 | | MNDI LN Equity | Mondi Consumer Packaging International AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000399_CC_AIRB | 529900807L67JY81RD65 | 2755947-5 | | | MTX GY Equity | MTU Aero Engines AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000400_CC_AIRB | 529900ISR2VNZV1C0T93 | 1182822-5 | | | | MVV Energie AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000401_CC_AIRB | 529900UXIUW801PQDI37 | 2597701-8 | | | | N-ERGIE AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000402_CC_AIRB | 529900HVDYCUWVD0OE76 | 2551585-9 | | | | NORDEX SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000403_CC_AIRB | 549300UH52ZS8O00MO03 | 1125476-0 | | | | Osram GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000404_CC_AIRB | 529900LMI5FN0KFOE272 | 1125552-8 | HRA62024 | | OTVR GR EQUITY | OTTO (GMBH & CO.KG) | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000405_CC_AIRB | 529900ELIX8Z8PQ6CU28 | 2593300-3 | | | | PAPIERFABRIK PALM GMBH & CO.KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000406_CC_AIRB | 529900HT3KJHBHNHDT64 | 1397102-3 | HRB6100 | | 259743Z GR EQUITY | PERI GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000407_CC_AIRB | 52990037VWJGYKGP9877 | 1131747-6 | HRA3551 | | 2590Z GR EQUITY | PHOENIX Pharmahandel GmbH & Co KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000408_CC_AIRB | 5299008XQJHPTOF8R354 | 2696731-5 | 241336g | | 661074Z GR EQUITY | Porsche Corporate Finance GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000409_CC_AIRB | 529900NY0WWQUKOMWQ37 | 2399699-4 | | | PSM GY EQUITY | ProSiebenSat 1 Media SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000410_CC_AIRB | 529900Z5KBA9KJP6EK09 | 1196360-0 | | | | R+V Versicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000411_CC_AIRB | 5299001OU9CSE29O6S05 | 1127893-4 | | | RHM GY EQUITY | Rheinmetall AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000412_CC_AIRB | 529900F0LT5OP4SV6122 | 1104684-4 | | | | Robert Bosch GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000413_CC_AIRB | 529900BZ1C5S5WQENF25 | 2820967-4 | HRB721056 | | | ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000414_CC_AIRB | 529900GB7KCA94ACC940 | 2531238-0 | HRB14525 | DE0007037129 | RWE GY EQUITY | RWE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000415_CC_AIRB | 529900Q5SR06C5T8NO26 | 1128992-3 | HRB8372 | | 7015557Z GR EQUITY | Salzgitter Mannesmann Handel GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000416_CC_AIRB | 529900D6BF99LW9R2E68 | 1308819-0 | | | SAP GY EQUITY | SAP SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000417_CC_AIRB | 529900JL0HDVGZMUJF32 | 3043578-8 | | | | Schaeffler Verwaltung Zwei GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000418_CC_AIRB | 529900D8QMD1LL0E2393 | 2800313-5 | | | | Schletter GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000419_CC_AIRB | 529900DG0F6AGQAP6N55 | 1131407-7 | 55234831 | | | SCHOLZ Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000420_CC_AIRB | 5299009QTM3SJL9BNR19 | 2209676-2 | | | | Schott AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000421_CC_AIRB | 529900ZCRUJ3J5PYWX81 | 2577577-6 | | | RPW GR EQUITY | SENVION GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000422_CC_AIRB | 52990038IB31TYK07X63 | 1129569-8 | | | SGL GY Equity | SGL Carbon SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000423_CC_AIRB | W38RGI023J3WT1HWRP32 | 1129508-6 | HRB12300B | | SIE GY EQUITY | Siemens Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000424_CC_AIRB | 529900M1LIO0SLOBAS50 | 1532176-3 | HRB1562 | DE0003304002 | SOW GY EQUITY | Software AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000425_CC_AIRB | 549300WM0X4AUT710770 | 3278292-2 | | | | Springer Science+Business Media Deutschland GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000426_CC_AIRB | 529900FMTTLMH0P0DL10 | 1473528-6 | | | | STADA Arzneimittel Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000427_CC_AIRB | 549300YTRYZPM57T3319 | 1132051-2 | | | | STADTWERKE HANNOVER AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000428_CC_AIRB | 529900QOJGJ2975GD560 | 2971375-7 | | | | Stahlgruber Otto Gruber AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000429_CC_AIRB | 5299003M4PGUGL48LS74 | 3094881-4 | | | | Styrolution Group GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000430_CC_AIRB | 529900Y2V1QWBDCBT818 | 2653119-4 | | | | Südwestdeutsche Medien Holding GmbH | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000431_CC_AIRB | 529900S8QNB101D40S72 | 1130211-4 | | | SZU GY EQUITY | Sudzucker AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000432_CC_AIRB | 529900D82I6R9601CF26 | 2819960-2 | HRB200436 | | | SYMRISE AG HOLZMINDEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000433_CC_AIRB | 529900P710MOUBKZDL27 | 2269857-5 | HEESHRB85143 | | | Techem GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000434_CC_AIRB | 529900COI81IT9N2Y682 | 3009289-4 | HRB180660 | | | THÜGA HOLDING GMBH + CO KGAA MÜNCHEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000435_CC_AIRB | 549300UDG16DOYUPR330 | 2411649-3 | HRB9092 | DE0007500001 | TKA GR EQUITY | THYSSENKRUPP AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000436_CC_AIRB | 529900JBK6KNC4HSW032 | 1672825-5 | | | | Tönnies Holding GmbH & Co. KG | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000437_CC_AIRB | 52990021AYVJLL2XMK94 | 2182800-9 | HRB16654 | | 7010965Z GR EQUITY | TRIMET ALUMINIUM SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000438_CC_AIRB | 529900SL2WSPV293B552 | 1126744-0 | | | TUI1 GY EQUITY | TUI AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000439_CC_AIRB | 3VEKWPJHTD4NKMBVG947 | 2353095-9 | | | | United Internet AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000440_CC_AIRB | XQMNIROSQAS7Y9TT7I97 | | NRWKOHRA24116 | | LBTYA UW Equity | Unitymedia Hessen GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000441_CC_AIRB | 529900I1IDJLEXFUYN67 | 3340688-5 | | | | WELTBILD GMBH & CO. KG, AUGSBURG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000442_CC_AIRB | 529900AGED6PJE9AVL37 | 3185940-8 | | | | Vier Gas Transport GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000443_CC_AIRB | 52990023338VFV5AIN59 | 1134669-9 | HRA3389 | | | VIESSMANN WERKE GMBH CO KG ALLENDORF | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000444_CC_AIRB | W24EDTPHEV8NJOD4FA29 | 1627667-7 | | | | VNG-Verbundnetz Gas Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000445_CC_AIRB | 5299004TYSI0Z73QUE46 | 1227804-0 | HRB725621 | | | Voith GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000446_CC_AIRB | 529900NNUPAGGOMPXZ31 | 1134796-0 | | | VOW3 GY EQUITY | Volkswagen AG [VW] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000447_CC_AIRB | 0NURKC5Q3CJYZPPK5046 | 1134904-0 | | | | WACKER CHEMIE AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000448_CC_AIRB | 529900KKY5IMBX35M241 | 2679160-8 | HRB7736 | | | Wasser und Gas Westfalen GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000449_CC_AIRB | 529900KQ44OJDIDU6J81 | 1135571-6 | | | | WEPA Hygieneprodukte GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000450_CC_AIRB | 5299006E92R0717GXP27 | 3189637-6 | HRA16706 | | 0892272D GR EQUITY | WINGAS GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000451_CC_AIRB | 529900A8LX4KL0YUTH71 | 2543621-3 | | | WDI GY Equity | Wirecard AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000452_CC_AIRB | 529900CAYOWB8YIG7X25 | 1136858-6 | | | | ZF FRIEDRICHSHAFEN AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000453_CC_AIRB | 549300D2K6PKKKXVNN73 | | 22756214 | DK0010244425 | MAERSKB DC EQUITY | A.P.Møller-Mærsk A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000454_CC_AIRB | | | 63965812 | | | A/S SCHOUW & CO | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000455_CC_AIRB | 549300ADWYS7RRJ8BG19 | | 14244441 | | | Aalborg Portland A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000456_CC_AIRB | 549300Y047DQV30CKT47 | | 49723911 | | | ABENA HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000457_CC_AIRB | 549300PLP6WVTICKLD32 | | 10526949 | | | ALM. BRAND FORSIKRING A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000458_CC_AIRB | 529900IJ6T4P1O10R377 | | 25313763 | | | ARLA FOODS A.M.B.A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000459_CC_AIRB | | | 25511484 | | | Atea A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000460_CC_AIRB | 213800KB128IK92MCD10 | | 44782510 | | | AVK Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000461_CC_AIRB | 2138009LJ6FGTV868W59 | | 22069519 | | | BYGMA GRUPPEN A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000462_CC_AIRB | 5493008YL42784DMWN61 | | 25508343 | DK0010181676 | CARLB DC EQUITY | Carlsberg Breweries A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000463_CC_AIRB | | | 27626904 | | | Catering Engros A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000464_CC_AIRB | 213800JF2XSR5NXGL660 | | 12760043 | | | Cheminova A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000465_CC_AIRB | 549300MKPW8ZF3E8MW37 | | 28318677 | | | Chr. Hansen Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000466_CC_AIRB | 213800AWZ8U3FVALIO26 | | 26259495 | | | Coop Danmark A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000467_CC_AIRB | 213800UW822WLK2HZF47 | | | | | Copenhagen Airports Denmark ApS | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000468_CC_AIRB | 529900BWY373HVUNIC90 | | 28527411 | | | Dagrofa ApS | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000469_CC_AIRB | | | 13878595 | | | Dagrofa S-Engros A/S (Foodservice) | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000470_CC_AIRB | 213800FJJH5XFNFIAK90 | | 23256118 | | | Damstahl A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000471_CC_AIRB | 5493007I2KABJNYPD639 | | 20165715 | | | DANFOSS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000472_CC_AIRB | | | 59789317 | | | Danish Agro A.M.B.A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000473_CC_AIRB | 21380063C9WS18D6WJ21 | | 26121264 | | | Danish Crown A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000474_CC_AIRB | 2138007QUZXQLFGCSV45 | | 24246930 | | | DANSK LANDBRUGS GROVVARESELSKAB A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000475_CC_AIRB | 549300FQY6MX8USM0112 | | 35954716 | | 4166777Z DC EQUITY | Dansk Supermarked A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000476_CC_AIRB | 549300JUFTJMOTC28B39 | | 28113951 | | | Danske Commodities A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000477_CC_AIRB | 213800ZCQ8X5QYJWVQ60 | | 42344613 | | | Det Danske Hedeselskab | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000478_CC_AIRB | 549300JZVW1Y1UZ5UK38 | | 14194711 | | | DFDS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000479_CC_AIRB | W9NG6WMZIYEU8VEDOG48 | | 36213728 | | | DONG Energy A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000480_CC_AIRB | 529900X41C0BSLK67H70 | | 58233528 | DK0060079531 | DSV DC EQUITY | DSV A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000481_CC_AIRB | 213800K83X1E9HF1MD69 | | 55828415 | | | DT Group A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000482_CC_AIRB | 529900C0U279ORGJC950 | | 45349918 | | | Ecco Sko A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000483_CC_AIRB | 213800Z47P2HZJKJSK23 | | 75272014 | | | EGM. INT. HOLD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000484_CC_AIRB | 549300JN1F17UXJMM315 | | 17225898 | | | ENERGI DANMARK A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000485_CC_AIRB | 5299003X050CWGDW1Z87 | | | | | Energinet.dk SOV | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000486_CC_AIRB | 213800MXXDGQ3ITPXI41 | | 58180912 | DK0010234467 | | FLSMIDTH & CO. A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000487_CC_AIRB | 549300036WZGCBDPDZ92 | | | | | GF-Forsikring A/S (Unsolicited Ratings) | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000488_CC_AIRB | 5493006R4KC2OI5D3470 | | 56759913 | | | H. Lundbeck A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000489_CC_AIRB | 213800HTGI1CTA7CKP20 | | 34728712 | | | Hedegaard A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000490_CC_AIRB | 213800NLXK98F6PC2R37 | | | | | ISS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000491_CC_AIRB | 549300RIPHN847476O42 | | | | | J. LAURITZEN A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000492_CC_AIRB | 54930032G32N1F8JBV10 | | | | | KIRKBI INVEST A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000493_CC_AIRB | UGKYQUOFW6QSIS3P4P93 | | 47458714 | | LEGO DC EQUITY | LEGO System A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000494_CC_AIRB | 52990077KVK7QCK2NG31 | | 56759514 | | | LEO PHARMA A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000495_CC_AIRB | 529900B5B2U7TIJN7757 | | | | | MONJASA A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000496_CC_AIRB | 213800WNLA5AH3U4WI67 | | 12562233 | | | MT HØJGAARD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000497_CC_AIRB | 549300UQ0QRC1KXGRE08 | | 20293195 | | | NEAS Energy A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000498_CC_AIRB | | | 10845858 | | | Nellemann Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000499_CC_AIRB | 529900197LKWCEQ0NL18 | | 62725214 | | | NKT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000500_CC_AIRB | 2138007XB7AUOGS4N159 | | 11142141 | | | NORDIC SEAFOOD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000501_CC_AIRB | 2138005ON7KF6M74P542 | | 81203113 | | | Nordisk Dæk Import A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000502_CC_AIRB | 549300DAQ1CVT6CXN342 | | | | NOVOB DC Equity | Novo Nordisk A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000503_CC_AIRB | 529900T6WNZXD2R3JW38 | | 10007127 | | | NOVOZYMES A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000504_CC_AIRB | 213800LALFCP5FJXW153 | | 62497718 | | | Nowaco A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000505_CC_AIRB | 213800PRY3GUP6B5GG04 | | 39170418 | | | OK A.m.b.A. | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000506_CC_AIRB | 213800RE7TE67AUCJS21 | | 11369677 | | | Polar Seafood Denmark | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000507_CC_AIRB | 213800QRC7LNX935OZ09 | | 54879415 | | | Rockwool International A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000508_CC_AIRB | | | 42997811 | | | SANISTÅL A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000509_CC_AIRB | 549300M5XVDYG4I7CC28 | | 14049673 | | | Scan Global Logistics | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000510_CC_AIRB | 5299003KG4JS99TRML67 | | 31080185 | | | SCANDINAVIAN TOBACCO GROUP A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000511_CC_AIRB | 529900N96EOVRB114D28 | | 14773908 | DK0060228559 | TDC DC EQUITY | TDC A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000512_CC_AIRB | 549300ZSIJREG4GDWJ45 | | | | | Topdanmark A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000513_CC_AIRB | 213800A5UXABGUQ3PX11 | | 22460218 | | | TORM A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000514_CC_AIRB | 213800BIA5L8OPBER229 | | | | | Tryg Forsikring A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000515_CC_AIRB | 213800O8J7U9F8Q8VQ80 | | | | | Tryg Garantiforsikring A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000516_CC_AIRB | | | 14003606 | | | Tulip Food Company A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000517_CC_AIRB | 54930026SJ2OBLO6M470 | | 25481968 | | | Verdo A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000518_CC_AIRB | 549300DYMC8BGZZC8844 | | 00311171460005 | | | VESTAS WIND SYSTEMS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000519_CC_AIRB | 213800RM6L9LN78BVA56 | | 71186911 | | | WILLIAM DEMANT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000520_CC_AIRB | 5493005044RTLQ5RZU70 | | | | | Eesti Energia AS | EE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000521_CC_AIRB | 549300YENFNR57ZJ3X76 | | | | | ABENER ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000522_CC_AIRB | 8ZQH7RR6DBQZIX8PEQ84 | ESA41002288 | A41002288 | | ABG/P SM EQUITY | ABENGOA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000523_CC_AIRB | 549300GKFVWI02JQ5332 | ESA08209769 | A08209769 | | ABE SM EQUITY | ABERTIS INFRAESTRUCTURAS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000524_CC_AIRB | 54930002KP75TLLLNO21 | ESA31768138 | A31768138 | | ANA SM EQUITY | ACCIONA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000525_CC_AIRB | 95980020140005558665 | ESA28004885 | A28004885 | | ACS SM EQUITY | Actividades de Construccion y Servicios SA [ACS Group] | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000526_CC_AIRB | 213800NKU21ZN7P7RT54 | ESA84409408 | A84409408 | | AMS SM EQUITY | Amadeus IT Group SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000527_CC_AIRB | | ESA26019992 | A26019992 | | 0468005D SM EQUITY | AQUALIA GESTION INTEGRAL DEL AGUA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000528_CC_AIRB | 95980020140005491929 | | A78839271 | | A3M | ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000529_CC_AIRB | 549300MXEGOT8MV1B924 | ESA62186556 | A62186556 | | ONO SM EQUITY | CABLEUROPA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000530_CC_AIRB | 549300CGERG48M7P5E96 | | | | | CENTROS COMERCIALES CARREFOUR S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000531_CC_AIRB | | ESA46146387 | A46146387 | | 0612929D SM EQUITY | COBRA INSTALACIONES Y SERVICIOS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000532_CC_AIRB | | ESA20001020 | A20001020 | | CAF SM EQUITY | CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A.

| ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000533_CC_AIRB | 95980020140005319366 | ESA48012009 | A48012009 | | OLE SM EQUITY | DEOLEO SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000534_CC_AIRB | 54930063C6K2TNFL6H10 | | | | | DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000535_CC_AIRB | | ESA15139314 | A15139314 | | DRC SM EQUITY | DRAGADOS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000536_CC_AIRB | 529900U1P1JEV71EBO44 | ESA28006104 | A28006104 | | 4367465Z SM EQUITY | EADS CONSTRUCCIONES AERONAUTICAS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000537_CC_AIRB | 95980020140005374753 | ESA28017895 | A28017895 | | 1082z sm equity | EL CORTE INGLES S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000538_CC_AIRB | 95980020140005491250 | | A48027056 | | ENO | ELECNOR S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000539_CC_AIRB | 213800VIN4XHLVFIOE10 | | A86484334 | | ENG SQ Equity | Enagas Transportes, S.A.U. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000540_CC_AIRB | 549300LHK07F2CHV4X31 | ESA28023430 | A28023430 | | ELE SM EQUITY | ENDESA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000541_CC_AIRB | 95980020140005732198 | | | | | ESCAL UGS S L | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000542_CC_AIRB | 95980020140005757903 | ESA81939209 | A81939209 | | FER SM EQUITY | Ferrovial SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000543_CC_AIRB | 95980020140005178328 | ESA28037224 | A28037224 | | FCC SM EQUITY | FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000544_CC_AIRB | 549300CKUXDA0CKRQJ56 | ESA80477144 | A80477144 | | GAM SM EQUITY | GAMESA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000545_CC_AIRB | TL2N6M87CW970S5SV098 | ESA08015497 | A08015497 | | GAS SM EQUITY | GAS NATURAL S.D.G. S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000546_CC_AIRB | 95980020140005484363 | ESB48943864 | B48943864 | | 495294Z SM EQUITY | GESTAMP AUTOMOCION S L | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000547_CC_AIRB | | ESA58389123 | A58389123 | | GRF SM EQUITY | GRIFOLS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000548_CC_AIRB | 213800OILC5Q9AR63B63 | | A09092305 | | | Grupo Antolin-Irausa, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000549_CC_AIRB | | ESA84173947 | A84173947 | | 1234Z SM EQUITY | GRUPO ISOLUX CORSAN SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000550_CC_AIRB | 5QK37QC7NWOJ8D7WVQ45 | ESA48010615 | A48010615 | | IBE SM EQUITY | Iberdrola SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000551_CC_AIRB | 549300GEL7LRGKK0DG70 | | | | | Iberia Lineas Aereas de Espana S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000552_CC_AIRB | GGYEFW27TI7Q3C3XB343 | | | | | INDUSTRIA DE DISEÑO TEXTIL S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000553_CC_AIRB | 95980020140005007414 | | | | | INMOBILIARIA COLONIAL SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000554_CC_AIRB | 549300D4HOJHH0LSET81 | ESA41694266 | A41694266 | | 4516287Z SM EQUITY | INSTALACIONES INABENSA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000555_CC_AIRB | 95980020140005317620 | | | | | ISOLUX INGENIERIA, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000556_CC_AIRB | 95980020140005606874 | | | | | IZASA DISTRIBUCIONES TECNICAS S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000557_CC_AIRB | 529900S4UWJNVO9LEH81 | | A60195278 | | 4374129Z | LIDL SUPERMERCADOS S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000558_CC_AIRB | UIUPNLHSQI58ZL7O2J82 | | A78346558 | | MAP SQ Equity | Mapfre Re, Compania de Reaseguros, S.A. | ES | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000559_CC_AIRB | 95980020140005021479 | ESA79075438 | A79075438 | | | MEDIASET ESPAÑA COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000560_CC_AIRB | | ESA78304516 | A78304516 | | MEL SM EQUITY | Melia Hotels International SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000561_CC_AIRB | 95980020140005311703 | | | | | NAVANTIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000562_CC_AIRB | 95980020140005395317 | ESA48010573 | A48010573 | | OHL SM EQUITY | OBRASCON HUARTE LAIN S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000563_CC_AIRB | | ESA36603587 | A36603587 | | PVA SM EQUITY | PESCANOVA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000564_CC_AIRB | 549300N94L4D5NDBFG97 | ESA28430882 | A28430882 | | | PROSEGUR COMPAÑIA DE SEGURIDAD S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000565_CC_AIRB | 54930070W8XSY31XK130 | ESA78003662 | A78003662 | | REE SM EQUITY | Red Electrica de Espana SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000566_CC_AIRB | BSYCX13Y0NOTV14V9N85 | | A78374725 | ES0273516007 | REP GY Equity | Repsol, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000567_CC_AIRB | | ESA08000820 | A08000820 | | DMM XT EQUITY | S A DAMM | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000568_CC_AIRB | 549300QHD5DP0GOPGX63 | | | | | SOVENA ESPANA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000569_CC_AIRB | 213800JEZBUPZKWJGF49 | ESA28092583 | A28092583 | | TRE SM EQUITY | TECNICAS REUNIDAS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000570_CC_AIRB | 549300EEJH4FEPDBBR25 | | KvK 24269798 0000 | | TEF SM EQUITY | TELEFONICA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000571_CC_AIRB | | ESA08356727 | A08356727 | | TST SM EQUITY | TESTA INMUEBLES EN RENTA S.A. | ES | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000572_CC_AIRB | 549300FM9ZIJB5FCS825 | | | | | TWINS ALIMENTACION SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000573_CC_AIRB | 95980020140005462150 | ESA79524054 | A79524054 | | 571979Z | URBASER S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000574_CC_AIRB | 5299008CBH6EAEH1VZ37 | ESA28293348 | A28293348 | | | WORLD DUTY FREE GROUP S.A.U., | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000575_CC_AIRB | 743700FHGZEV5UGCB005 | | | FI0009010391 | AHL1V FH EQUITY | Ahlstrom Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000576_CC_AIRB | 529900Q14KI1SCMIMO82 | | | | | Bayer Nordic SE | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000577_CC_AIRB | 5493002B0GOVF42KWX33 | | | | | Cargotec Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000578_CC_AIRB | 549300P8N0P6KDGTJ206 | | | XS0946179529 | TY2 GS Equity | Citycon OYJ | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000579_CC_AIRB | 743700TU2S3DXWGU7H32 | | 0116510-6 | XS0973806861 | EIA GM Equity | Elisa Corporation | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000580_CC_AIRB | 7437006ZZI1F7CUA5518 | | | | | Fingrid Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000581_CC_AIRB | 213800SB6EOB8SSK9W63 | | | FI0009003230 | FIA1S FH EQUITY | Finnair Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000582_CC_AIRB | 743700BKTW4EQIVKYY42 | | | FI0009000400 | FIS1V FH EQUITY | Fiskars Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000583_CC_AIRB | 635400IUIZZIUJSAMF76 | | | FI0009007132 | FUM1V FH EQUITY | Fortum Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000584_CC_AIRB | 74370031Y7RK5H88CQ48 | | | FI0009004824 | KRA1V FH EQUITY | Kemira Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000585_CC_AIRB | 743700OX6HSVMCAHPB95 | | | | | KESKO OYJ | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000586_CC_AIRB | 2138001CNF45JP5XZK38 | 1927400-1 | HRB57225 | | KC4 GR EQUITY | Kone GmbH | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000587_CC_AIRB | 2138007FRMWVPUDCMA45 | | | FI0009007835 | MEO1V FH EQUITY | Metso Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000588_CC_AIRB | 5493009GY1X8GQ66AM14 | | | FI0009013296 | NES1V FH EQUITY | Neste Oil Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000589_CC_AIRB | 549300A0JPRWG1KI7U06 | | | FI0009000681 | NOK1V FH EQUITY | Nokia Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000590_CC_AIRB | 743700YQIO8Y4L4WKR40 | | | | | Nokian Renkaat Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000591_CC_AIRB | 74370061PO7C10E3PA54 | | | | | Norilsk Nickel Harjavalta Oy | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000592_CC_AIRB | 5493009YRUJJDCFF0R80 | | | FI0009002422 | OUT1V FH EQUITY | Outokumpu Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000593_CC_AIRB | 549300R0VN9C371W0E07 | | | FI0009014575 | OTE1V FH EQUITY | Outotec Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000594_CC_AIRB | 743700X6KUJ0Z8GJIF03 | | | | | POHJOLAN VOIMA OY | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000595_CC_AIRB | 743700CIR72J2LJZO637 | | | | | Ramirent Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000596_CC_AIRB | 743700XJC24THUPK0S03 | | | FI0009007694 | SAA1V FH EQUITY | Sanoma Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000597_CC_AIRB | 743700IFQI6W89M1IY95 | | | | | STOCKMANN OYJ ABP | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000598_CC_AIRB | 7437000ZP669LKUTZ738 | | | | STERV FH EQUITY | Stora Enso Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000599_CC_AIRB | 743700LQ48IZBTZN4S52 | | 0196656-0 | XS1043513529 | | Teollisuuden Voima Oyj(TVO) | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000600_CC_AIRB | 743700PKLY067IZIF588 | | | | | Tikkurila Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000601_CC_AIRB | 213800EC6PW5VU4J9U64 | | | FI0009005987 | UPM1V FH EQUITY | UPM-Kymmene Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000602_CC_AIRB | 743700G7A9J1PHM3X223 | | | FI0009003727 | WRT1V FH EQUITY | Wärtsilä Oyj Abp | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000603_CC_AIRB | 549300TLDC3IQX97WU26 | | | | | Wihuri Packaging Oy | FI | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000604_CC_AIRB | 529900M13GM4VSTE6W80 | | | | | YIT Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000605_CC_AIRB | 969500QZC2Q0TK11NV07 | | | | AC FP EQUITY | Accor SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000606_CC_AIRB | 969500PJMBSFHYC37989 | | | | ADP FP Equity | Aeroports de Paris S.A. (ADP) | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000607_CC_AIRB | 969500AQW31GYO8JZD66 | | | FR0000031122 | | AIR FRANCE -KLM | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000608_CC_AIRB | 969500MMPQVHK671GT54 | | | | AI FP EQUITY | Air Liquide SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000609_CC_AIRB | 969500RAZNDFVFATTJ14 | | | | | ALCATEL LUCENT INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000610_CC_AIRB | 969500CCRD8GYWLG6R54 | | 542019096 | FR0000130007 | ALU FP EQUITY | Alcatel Lucent S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000611_CC_AIRB | 969500TZFFAS8XMVPQ44 | | | | ALALF UV Equity | ALCATEL-LUCENT SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000612_CC_AIRB | 549300W64S5Q0I46LK20 | | | | | ALSTOM HOLDINGS SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000613_CC_AIRB | 96950032TUYMW11FB530 | | | | ALO FP EQUITY | Alstom SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000614_CC_AIRB | 9695007B0RXQCHHTGR34 | | 305207169 | | AREVA FP EQUITY | AREVA NC | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000615_CC_AIRB | 96950026BLIV09FMSM49 | | | | AKE FP EQUITY | Arkema Group SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000616_CC_AIRB | | | | | ATO FP EQUITY | Atos Origin SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000617_CC_AIRB | 213800U12KWYZEECZ934 | | 572139996 | | ASF FP EQUITY | AUTOROUTES DU SUD DE LA FRANCE SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000618_CC_AIRB | 9695002SV2VP9CU42826 | | | | ARR FP EQUITY | Autoroutes Paris-Rhin-Rhone SA [APRR] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000619_CC_AIRB | F5WCUMTUM4RKZ1MAIE39 | | | | | AXA SA | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000620_CC_AIRB | 969500MOCLNQFNZN0D63 | | 572015246 | | EN LI Equity | BOUYGUES SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000621_CC_AIRB | 96950077L0TN7BAROX36 | | | | CAP FP EQUITY | Cap Gemini Sogeti SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000622_CC_AIRB | 549300B8P6MUJ1YWTS08 | | | | CA FP EQUITY | Carrefour SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000623_CC_AIRB | 969500VHL8F83GBL6L29 | | 554501171 | FR0000125585 | CO FP EQUITY | CASINO GUICHARD — PERRACHON | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000624_CC_AIRB | 9695001K81BDUET02H66 | | | | CGM FP EQUITY | Cegedim SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000625_CC_AIRB | 969500FCVQ5SLAAUJV59 | | | | GA S1 Equity | CGG | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000626_CC_AIRB | 969500WESYQMQ1F2C272 | | | | | CHRISTIAN DIOR | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000627_CC_AIRB | 969500BZJ49IICIBZZ08 | | | | | CMA CGM S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000628_CC_AIRB | 969500QKVPV2H8UXM738 | | | | CNP FP Equity | CNP Assurances | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000629_CC_AIRB | 213800CP8292W9E8LJ69 | | 552115891 | | DG FP Equity | Cofiroute | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000630_CC_AIRB | 969500DZBBMYHB8NAM93 | | 552025314 | FR0000121634 | RE FP EQUITY | COLAS SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000631_CC_AIRB | NFONVGN05Z0FMN5PEC35 | | | | SGO FP EQUITY | Compagnie de Saint-Gobain SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000632_CC_AIRB | 549300SOSI58J6VIW052 | | | | ML FP EQUITY | Compagnie Generale des Etablissements Michelin SCA [CGEM] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000633_CC_AIRB | 969500D8BWYH453FLN28 | | | | | CRISTAL UNION | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000634_CC_AIRB | 85OKW2SW05RZFQS1W718 | | | | JJ FP EQUITY | Crown European Holdings SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000635_CC_AIRB | 969500H6VMRN7AY1ZU14 | | 441133808 | | 85117Z FP EQUITY | DCNS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000636_CC_AIRB | 9695006LOD5B2D7Y0N70 | | | | EDEN FP Equity | Edenred S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000637_CC_AIRB | | | | FR0000130452 | FGR FP EQUITY | Eiffage SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000638_CC_AIRB | 549300X3UK4GG3FNMO06 | | | FR0010242511 | EDF FP EQUITY | Electricite de France SA [EDF] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000639_CC_AIRB | 9695001HM585I0NEI780 | | 380543678 | | | Elior | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000640_CC_AIRB | 549300LUH78PG2MP6N64 | | | | | Eramet SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000641_CC_AIRB | 549300M3VH1A3ER1TB49 | | 712049618 | FR0000121667 | EI FP EQUITY | ESSILOR INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000642_CC_AIRB | 529900HC20ELW4B6XI30 | | | | | Euler Hermes France | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000643_CC_AIRB | 52990087UKA0U2TO8412 | | 352383715 | | 117052Z FP EQUITY | EUROCOPTER SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000644_CC_AIRB | MINO79WLOO247M1IL051 | | | | EAD FP Equity | European Aeronautic Defence & Space Co NV [EADS] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000645_CC_AIRB | 549300MCOOY1V7P2PG30 | | | | ETL FP Equity | Eutelsat S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000646_CC_AIRB | 969500WASBF8AZP8TC02 | | 323288563 | FR0000053142 | LEY FP EQUITY | FAIVELEY TRANSPORT | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000647_CC_AIRB | 969500F0VMZLK2IULV85 | | | FR0000121147 | EO FP EQUITY | Faurecia S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000648_CC_AIRB | 969500UPKU9VF8XAEU18 | | 775625767 | | 1044Q FP EQUITY | FINANCIERE AGACHE SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000649_CC_AIRB | 969500P8M3W2XX376054 | | | | | Fonciere des Regions | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000650_CC_AIRB | 969500MCOONR8990S771 | | | | FTE FP EQUITY | France Telecom SA / Orange SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000651_CC_AIRB | 5493005GNGE7UFJCIL03 | | | | FBEL FP EQUITY | Fromageries Bel SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000652_CC_AIRB | 969500YWO65OHPVAHN71 | | | | | GALERIES LAFAYETTE | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000653_CC_AIRB | LAXUQCHT4FH58LRZDY46 | | | FR0010208488 | GSZ FP EQUITY | GDF Suez SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000654_CC_AIRB | 5299007I0OJCYZX6IL07 | | | | | GEA Batignolles Technologies Thermiques SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000655_CC_AIRB | 9695003E4MMA10IBTR26 | | 592014476 | | | Gecina | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000656_CC_AIRB | 9695004TMMZ3JBKJO332 | | 377791967 | | UG FP Equity | GIE PSA Tresorerie | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000657_CC_AIRB | 969500ASEC557H5A4F22 | | 476180625 | | | Groupe Auchan S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000658_CC_AIRB | 969500KMUQ2B6CBAF162 | | | | BN FP EQUITY | Groupe Danone SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000659_CC_AIRB | 969500O3KMCBQT8KGK58 | | | | | Groupe Soufflet SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000660_CC_AIRB | 969500FY5T5MLH4G9A95 | | | | RIA FP EQUITY | Groupe Steria SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000661_CC_AIRB | 969500LYSYS0E800SQ95 | | 408168003 | | | Holding Bercy Investissement SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000662_CC_AIRB | 969500I3QVK40XEORU25 | | 495137077 | | | HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000663_CC_AIRB | 969500UDH342QLTE1M42 | | 582074944 | FR0000035081 | ICAD FP EQUITY | ICADE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000664_CC_AIRB | 969500FZ9BTRZS3JNB97 | | 342376332 | FR0004035913 | ILD FP EQUITY | ILIAD | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000665_CC_AIRB | 54930075MZSSIB2TGC64 | | 449354224 | FR0000120859 | NK FP EQUITY | IMERYS S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000666_CC_AIRB | 9695002OY2X35E9X8W87 | | | | | Ipsos SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000667_CC_AIRB | 549300ORN5E1P46ATH26 | | 440413730 | | IT IM Equity | Italcementi Finance S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000668_CC_AIRB | 9695009KV7AFPDEI5S30 | | | | DEC FP EQUITY | JCDecaux SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000669_CC_AIRB | 549300VGEJKB7SVUZR78 | | 552075020 | | PP IM Equity | Kering S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000670_CC_AIRB | 969500PB4U31KEFHZ621 | | 780152914 | | | Klepierre S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000671_CC_AIRB | 969500L0T16HX3R78P61 | | | | | La Mondiale | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000672_CC_AIRB | 9695000YG7TR7PAP0L59 | | | | 222691Z FP EQUITY | La Poste [France] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000673_CC_AIRB | 969500O558W10MK2JF76 | | | | | Labco SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000674_CC_AIRB | 549300DNNL29KCEPRZ85 | | | FR0000120537 | LG FP EQUITY | Lafarge SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000675_CC_AIRB | 969500VX2NV2AQQ65G45 | | | | MMB FP EQUITY | Lagardere SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000676_CC_AIRB | 969500TJLHIZLFRWEQ48 | | | FR0010307819 | LR FP EQUITY | Legrand | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000677_CC_AIRB | 969500C0B8YR7HT3OM14 | | | | 221202Z FP EQUITY | Limagrain SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000678_CC_AIRB | 529900JI1GG6F7RKVI53 | | | FR0000120321 | OR FP EQUITY | L'Oréal | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000679_CC_AIRB | IOG4E947OATN0KJYSD45 | | | | MC FP EQUITY | LVMH Moet Hennessy Louis Vuitton SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000680_CC_AIRB | | | | | MDCA FP EQUITY | Medica France SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000681_CC_AIRB | 969500081CGAXB7YS433 | | 424064707 | | | Mercialys | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000682_CC_AIRB | 969500DZ56QVIKRIU954 | | | | | Monoprix SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000683_CC_AIRB | 96950015FU78G84UIV14 | | | | NEX FP EQUITY | Nexans SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000684_CC_AIRB | 549300DMQNOND6LEVJ13 | | | | | Novacap SA | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000685_CC_AIRB | 969500CDLQKYAR1PT761 | | | | | NutriXo SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000686_CC_AIRB | 969500SHDTSMKBXKKO85 | | | | | Oberthur Technologies S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000687_CC_AIRB | 52990097YFPX9J0H5D87 | | | FR0000120693 | RI FP EQUITY | PERNOD RICARD S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000688_CC_AIRB | 969500TZ5950IT5FPQ42 | | | | UG FP EQUITY | Peugeot SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000689_CC_AIRB | 969500C0PA29TV19CT55 | | | | 221410Z FP EQUITY | Picard Surgeles SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000690_CC_AIRB | | | | | PP FP EQUITY | Pinault Printemps Redoute SA [PPR] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000691_CC_AIRB | 2138004KW8BV57III342 | | | FR0000130577 | PUB FP EQUITY | Publicis Groupe SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000692_CC_AIRB | 969500AI7V5V0J9TOU58 | | | | RAL FP EQUITY | Rallye SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000693_CC_AIRB | 5493004V6A3Z027YT216 | | | | RCO FP Equity | Remy Cointreau S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000694_CC_AIRB | 969500F7JLTX36OUI695 | | | FR0000131906 | RNO FP EQUITY | RENAULT S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000695_CC_AIRB | 969500VZN4KDEZ14C105 | | 412280737 | | 224063Z FP EQUITY | RESEAU FERRE DE FRANCE | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000696_CC_AIRB | 969500N6AVPA51648T62 | | | | RXL FP Equity | Rexel SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000697_CC_AIRB | 969500FO141C5967KC72 | | | | | Roquette Freres | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000698_CC_AIRB | 969500JRJW0K2ET1UP76 | | 444619258 | | 226514Z FP EQUITY | RTE EDF TRANSPORT SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000699_CC_AIRB | 969500UIC89GT3UL7L24 | | | | SAF FP EQUITY | Safran SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000700_CC_AIRB | 549300E9PC51EN656011 | | 395030844 | | SAN FP Equity | SANOFI S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000701_CC_AIRB | 969500A1YF1XUYYXS284 | | | | SU FP EQUITY | Schneider Electric SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000702_CC_AIRB | 96950056ULJ4JI7V3752 | | | | SCR FP Equity | SCOR SE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000703_CC_AIRB | 969500WP61NBK098AC47 | | | | SK FP EQUITY | SEB SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000704_CC_AIRB | 969500KDAUM9TYWQTR36 | | 470801168 | | 286575Z FP EQUITY | SOC NATIONALE IMMOBILIERE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000705_CC_AIRB | 969500LCBOG12HXPYM84 | | | | SW FP EQUITY | Sodexho Alliance SA [Sodexo] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000706_CC_AIRB | 9695005U38X1SF184325 | | 552028425 | | QS3 GF Equity | Solocal Group | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000707_CC_AIRB | 969500VEVOWR22R2YR86 | | | | 9876578Z FP Equity | Sonepar SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000708_CC_AIRB | 969500A4MXJ3ESPHK698 | | 552049447 | | 224507Z FP EQUITY | STE NATIONALE DES CHEMINS DE FER FRANCAIS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000709_CC_AIRB | 9695001UJ7FMZ37G6N39 | | 572119550 | | 593377Z FP EQUITY | SUCRES ET DENREES | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000710_CC_AIRB | 9695002EVBYM5B2OIP31 | | | | 4699377Z FP Equity | Tarkett SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000711_CC_AIRB | 969500NQMNC0PVUY8V74 | | | | TEC FP EQUITY | Technip SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000712_CC_AIRB | 529900FNDVTQJOVVPZ19 | | | | HO FP EQUITY | Thales SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000713_CC_AIRB | | | 542051180 | FR0000120271 | FP FP EQUITY | TOTAL SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000714_CC_AIRB | 969500BWNQ1B0PI06I59 | | 492520333 | | | Tyrol Acquisition 2 SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000715_CC_AIRB | 969500SHQITWXSIS7N89 | | 682024096 | FR0000124711 | UL NA EQUITY | UNIBAIL RODAMCO SE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000716_CC_AIRB | 5493006IH2N2WMIBB742 | | | | FR FP Equity | Valeo S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000717_CC_AIRB | 969500P2Q1B47H4MCJ34 | | | | VK FP EQUITY | Vallourec SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000718_CC_AIRB | 969500LENY69X51OOT31 | | | | VIE FP EQUITY | Veolia Environnement SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000719_CC_AIRB | 9695009YI1863TOVDP79 | | | | | Vicat SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000720_CC_AIRB | 213800WFQ334R8UXUG83 | | | | DG FP EQUITY | Vinci SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000721_CC_AIRB | 969500FU4DRAEVJW7U54 | | | | VIV FP EQUITY | Vivendi SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000722_CC_AIRB | 969500M98ZMIZYJD5O34 | | 572174035 | | MF FP Equity | Wendel | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000723_CC_AIRB | 969500SFFMSIHH11UO32 | | | | ZC FP EQUITY | Zodiac Aerospace SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000724_CC_AIRB | 549300MJIRPTCHAYW359 | | 7847174 | | | ABP Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000725_CC_AIRB | 213800B4XZJ3ZDM7CL47 | | | | AFR LN Equity | Afren plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000726_CC_AIRB | 2138003R7TGCSVF27H47 | | SC177553 | GB00B4WQ2Z29 | AGK LN Equity | AGGREKO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000727_CC_AIRB | 213800HPMHRN3PT62M97 | | 06279732 | | 0807384D LN EQUITY | AIRTANKER FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000728_CC_AIRB | DTA07N5U5HK2KC1SCM04 | | 01675285 | GB0000282623 | | AMEC Foster Wheeler plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000729_CC_AIRB | 2Y33NQ5FPI8PR8L9QX13 | | 2854310 | | AML LN Equity | Amlin PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000730_CC_AIRB | 213800DL377MH46PDY63 | | 4330322 | | | Anglian Water Services Financing Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000731_CC_AIRB | 549300S9XF92D1X8ME43 | | 3564138 | GB00B1XZS820 | AAL LN EQUITY | Anglo American Plc. | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000732_CC_AIRB | VVT2B79I2Z4U3R6BY589 | | 7876075 | | AON UN Equity | Aon plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000733_CC_AIRB | | | | GB00B15Y0C52 | | AP ALTERNAT ASSETS | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000734_CC_AIRB | 549300F4RYR1DNTO2O39 | | 6137924 | | | Arqiva Financing No.

1 Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000735_CC_AIRB | GBQKSY6W7G0OHCQ8OQ72 | | 293262 | | ABF LN Equity | Associated British Foods PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000736_CC_AIRB | PY6ZZQWO2IZFZC3IOL08 | | 2723534 | | ZEG GY Equity | AstraZeneca PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000737_CC_AIRB | YF0Y5B0IB8SM0ZFG9G81 | | 2468686 | | AV/ LN EQUITY | Aviva Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000738_CC_AIRB | 213800TSKOLX4EU6L377 | | 02342138 | GB0009697037 | BAB LN Equity | Babcock International Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000739_CC_AIRB | 8SVCSVKSGDWMW2QHOH83 | | 1470151 | | BA/ LN EQUITY | BAE Systems Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000740_CC_AIRB | CT4UIJ3TUKGYYHMENQ17 | | 395826 | GB0000961622 | BBY LN EQUITY | Balfour Beatty plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000741_CC_AIRB | 2138006R85VEOF5YNK29 | | 604574 | | BDEV LN EQUITY | Barratt Developments Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000742_CC_AIRB | 2138001T2QEV5RXMFI32 | | 00053688 | GB00B1FP8915 | BBA LN Equity | BBA AVIATION PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000743_CC_AIRB | | | 1480047 | | BRSN LN Equity | Berendsen Plc [ex-Davis Service Group Plc] | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000744_CC_AIRB | | | | | 0134146D LN Equity | Best Buy Europe Distributions Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000745_CC_AIRB | V1LV067AJN766PCJIG11 | | 3763515 | | BG/ LN Equity | BG Energy Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000746_CC_AIRB | 549300C116EOWV835768 | | 3196209 | | BLT LN Equity | BHP Billiton Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000747_CC_AIRB | VK07P8T49UYFO085O712 | | 3114356 | | BMW HB Equity | BMW (UK) Capital plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000748_CC_AIRB | 213800V93QFW53NB7Y29 | | 1036959 | | | Bodycote International Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000749_CC_AIRB | 213800TGK6XXFA2TBO31 | | 3558065 | | | Boparan Holdings Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000750_CC_AIRB | 213800M11ELCLQ8VF938 | | 4011660 | | | Bourne Leisure Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000751_CC_AIRB | 549300ZPID4GQRDWI318 | 1104733-9 | HRB113611 | | BP/ LN EQUITY | BP Europa SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000752_CC_AIRB | G1KG0OQD10NOMCMLDZ35 | | 00542515 | | BP/ LN EQUITY | BP INTERNATIONAL LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000753_CC_AIRB | 213800MBRRUVQIONAN53 | | 4578621 | | BXB AT Equity | Brambles Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000754_CC_AIRB | 549300136VSBKI0Q8750 | | 5262170 | | | Brenntag UK Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000755_CC_AIRB | 375X9PSJLLOV7F21O626 | | 01777777 | | IAG LN EQUITY | BRITISH AIRWAYS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000756_CC_AIRB | 2138001S874P3WKNCV04 | | 3407696 | | BATS LN EQUITY | British American Tobacco Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000757_CC_AIRB | 5493000IBP32UQZ0KL24 | | RC000057 | | | British Broadcasting Corporation | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000758_CC_AIRB | RV5B68J2GV3QGMRPW209 | | 621920 | | | British Land Company PLC (The) | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000759_CC_AIRB | 2138003TS48MQKF4BZ29 | | 9256967 | | BSY LN EQUITY | British Sky Broadcasting Group Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000760_CC_AIRB | 549300OWFMSO9NYV4H90 | | 01800000 | | BT/A LN EQUITY | BRITISH TELECOMMUNICATIONS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000761_CC_AIRB | 635400L3NVMYD4BVCI53 | | 5604923 | | BVIC LN Equity | Britvic PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000762_CC_AIRB | | | 358948 | GB00B0744B38 | BNZL LN EQUITY | BUNZL PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000763_CC_AIRB | ZIMCVQHUFZ8GVHENP290 | | 2779134 | | | Bupa Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000764_CC_AIRB | 213800J3MPR8KO94D535 | | 3458224 | | BRBY LN Equity | Burberry Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000765_CC_AIRB | 213800UL7Z7B6GLBZ213 | | 3314066 | | | C&J Clark Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000766_CC_AIRB | CMIGEWPLHL4M7ZV0IZ88 | | 2081330 | | CPI LN EQUITY | Capita Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000767_CC_AIRB | 6SNZTEXLR1M5211YYB89 | | | | CLLN LN EQUITY | Carillion Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000768_CC_AIRB | 4DR1VPDQMHD3N3QW8W95 | | 4039524 | | CCL LN EQUITY | Carnival Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000769_CC_AIRB | 2138001E12GWLLDQQF16 | | 7105905 | | CPW LN Equity | DIXONS CARPHONE PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000770_CC_AIRB | E26EDV109X6EEPBKVH76 | | 3033654 | GB00B033F229 | CNA LN EQUITY | CENTRICA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000771_CC_AIRB | 549300IF6EUDVXYQI061 | | 5900853 | | | CEVA Group plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000772_CC_AIRB | 213800U9A54VQJ5P2J41 | | 86662 | | CHG LN Equity | Chemring Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000773_CC_AIRB | 213800J2J3TOOI176M73 | | 5212407 | | CINE LN Equity | CINEWORLD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000774_CC_AIRB | 213800A41R9NL49E5632 | | 00030470 | GB00B07KD360 | COB LN Equity | COBHAM PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000775_CC_AIRB | 2138008M6MH9OZ6U2T68 | | 4083914 | | CPG LN EQUITY | Compass Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000776_CC_AIRB | 6354003CVDDPNXREIR29 | | FC031117 | | | CPUK Finance Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000777_CC_AIRB | 4OFD47D73QFJ1T1MOF29 | | 184594 | | DMGT LN Equity | Daily Mail and General Trust Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000778_CC_AIRB | 213800NPR9YDSBO86U08 | | 03162897 | GB0002502812 | | DAIRY CREST GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000779_CC_AIRB | 5493007MMUEIF4NJG110 | | 5448421 | | DEB LN EQUITY | Debenhams Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000780_CC_AIRB | 213800J4UVB5OWG8VX82 | | 3369634 | | DPH LN Equity | Dechra Pharmaceuticals PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000781_CC_AIRB | 213800BXKQ9KZNUR1M61 | | 1819699 | | | Derwent London PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000782_CC_AIRB | 213800ZVIELEA55JMJ32 | | 23307 | | DGE FP Equity | Diageo plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000783_CC_AIRB | 2138005HMFMTYXNEEX13 | | SC000750 | | | DIAGEO SCOTLAND LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000784_CC_AIRB | 5299004HGJWHJ71M5T77 | | 5671205 | | | DNL UK LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000785_CC_AIRB | 2138001GRMZ39JRSE316 | | 01363137 | GB0002748050 | DNO LN Equity | DOMINO PRINTING SCIENCES PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000786_CC_AIRB | 39RSBE4RCI4M15BLWH36 | | 1377658 | | SMDS LN EQUITY | DS Smith Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000787_CC_AIRB | 2138001LSWETH5TDQG53 | | 2366777 | | | DWR Cymru Cyfyngedig | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000788_CC_AIRB | 213800U5R8Q5KGM2KU56 | | 2366906 | | | Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000789_CC_AIRB | 549300XUUK1H52EDCK10 | | | | | EDC Finance Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000790_CC_AIRB | 549300ZM2QCFG22BOJ03 | | 2366949 | | | Electricity North West Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000791_CC_AIRB | 549300KVXDURRKVW7R37 | | 647788 | | ECM LN EQUITY | Electrocomponents Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000792_CC_AIRB | 2138008LJU6WFQWOXJ73 | | 7140891 | | ENQ LN Equity | EnQuest plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000793_CC_AIRB | 7N0UJMJLXD0MDT5D5086 | | 7023598 | | | Ensco plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000794_CC_AIRB | 549300V1O67HJV48FS61 | | 6845434 | | | ENW Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000795_CC_AIRB | 5493007MOZNA03BVNE96 | | 5444653 | | ESNT LN Equity | ESSENTRA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000796_CC_AIRB | 21380023G8LF55V46281 | | 02954623 | | | EUROPEAN METAL RECYCLING LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000797_CC_AIRB | 213800SVCZ6YZ8YJI569 | | 2462001 | | 4379945Z LN Equity | Eurostar International Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000798_CC_AIRB | 5493002X7O83FCJVYO69 | | 7329930 | | | Eversholt Funding Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000799_CC_AIRB | JPO68XMABX4DR21BNE65 | | 8263590 | | 0274811Z LN Equity | Everything Everywhere Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000800_CC_AIRB | 54930080DFVZ551GGT17 | | | | EVR LN EQUITY | Evraz Group S.A. | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000801_CC_AIRB | 635400RXXHHYT1JTSZ26 | | 653331 | | | EXPERIAN PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000802_CC_AIRB | 213800JLG5TPE3RBYG56 | | 4094619 | | | FIRST CHOICE HOLIDAYS FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000803_CC_AIRB | 549300DEJZCPWA4HKM93 | | SC157176 | | FGP LN EQUITY | First Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000804_CC_AIRB | 549300JXWH1UV5J0XV81 | | 6344120 | | FRES LN Equity | Fresnillo plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000805_CC_AIRB | 213800WTATMITUGXJQ69 | | FC031364 | | | Friends Life Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000806_CC_AIRB | 549300L3KWKK8X35QR12 | | 4992207 | | GFS LN EQUITY | G4S Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000807_CC_AIRB | 213800OOHUV3HHP46A02 | | 00836539 | GB00B3Y2J508 | GFRD LN Equity | GALLIFORD TRY PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000808_CC_AIRB | 213800E8KX2VV9YDY362 | | 1991018 | | | Gatwick Airport Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000809_CC_AIRB | 549300IK25CZHKVLAL89 | | 03768267 | | 1844538Z LN EQUITY | Gazprom Marketing and Trading Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000810_CC_AIRB | 5493007Q8VD7Q3ZYZS59 | | 2258699 | | GS7 GY Equity | GlaxoSmithKline Capital PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000811_CC_AIRB | | | 3888792 | GB0009252882 | GSK LN EQUITY | GlaxoSmithKline plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000812_CC_AIRB | 213800N9W2D8A4GJGR36 | | 04542769 | | 2006623Z LN EQUITY | GLENCORE ENERGY UK LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000813_CC_AIRB | 213800QIJMYMW6TSBG41 | | 5333192 | | GNK LN Equity | Greene King Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000814_CC_AIRB | 213800R9N5F2WRMGTR50 | | 24511 | | GNK LN EQUITY | Greene King Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000815_CC_AIRB | 213800U8JEPF65PSKU22 | | 6143540 | | | GUARDIAN DIGITAL COMMUNICATIONS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000816_CC_AIRB | 2138007FRGLUR9KGBT40 | | 00040932 | GB0004052071 | HLMA LN Equity | HALMA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000817_CC_AIRB | 213800G1C9KKVVDN1A60 | | 360632 | GB0004065016 | HMSO LN EQUITY | Hammerson PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000818_CC_AIRB | 529900N6RQR0PX7ZTR62 | | 4626078 | | HEI GY Equity | Hanson Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000819_CC_AIRB | 213800QC8AWD4BO8TH08 | | 2150950 | | HAS LN Equity | Hays PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000820_CC_AIRB | 549300J5R8AWMHPE7O05 | | 1991017 | | | Heathrow Airport Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000821_CC_AIRB | 7TI96JO3DYEIQWZ7Z726 | | 99529 | | | Heathrow Funding Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000822_CC_AIRB | 213800YRHAPNN54BKN78 | | 5863533 | GB00B19NKB76 | HOME LN EQUITY | HOME RETAIL GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000823_CC_AIRB | 213800UTXVFRH9XBL453 | | 7939278 | | | Iceland Acquico Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000824_CC_AIRB | 213800FGWQXPVI86SE26 | | 5879252 | | | Iglo Foods MidCo Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000825_CC_AIRB | | | 3236483 | GB0004544929 | IMT LN EQUITY | Imperial Tobacco Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000826_CC_AIRB | 2138002D68XDR4LZCG32 | | 7084307 | | | Ineos Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000827_CC_AIRB | | | 5134420 | | IHG LN EQUITY | Intercontinental Hotels Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000828_CC_AIRB | 549300OGASR5WRKJ8R68 | | 2234775 | | | INTERMEDIATE CAPITAL GROUP PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000829_CC_AIRB | | | | GB00B19DVX61 | ISYS LN EQUITY | Invensys plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000830_CC_AIRB | ZLECI7ED2QMWFGYCXZ59 | | 4967001 | | ITV LN Equity | ITV plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000831_CC_AIRB | 213800VGZAAJIKJ9Y484 | | 185647 | | SBRY LN EQUITY | J Sainsbury Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000832_CC_AIRB | 529900RRNKUM3INJGF98 | | KvK 34233247 0000 | | JBH LN EQUITY | JAB Holdings B.V. | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000833_CC_AIRB | 213800CHWARFAAN7UB85 | | 1709784 | | JDW LN EQUITY | JD Wetherspoon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000834_CC_AIRB | 5493008LNN1X4R79PJ89 | | SC034970 | GB0005790059 | | JOHN MENZIES PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000835_CC_AIRB | 549300PLYY6I10B6S323 | | SC036219 | GB00B5N0P849 | WG/ LN Equity | JOHN WOOD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000836_CC_AIRB | 2138001AVBSD1HSC6Z10 | | 33774 | GB0004764071 | JMAT LN EQUITY | JOHNSON MATTHEY PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000837_CC_AIRB | 213800JFIBCR4LGUA242 | | SC015382 | GB0004769682 | | JOHNSTON PRESS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000838_CC_AIRB | | | 06467400 | | KAZ LN EQUITY | KAZ MINERALS FINANCE PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000839_CC_AIRB | 2138002RKCU2OM4Y7O48 | | 02708030 | GB0004915632 | KIE LN Equity | KIER GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000840_CC_AIRB | 213800KBMEV7I92FY281 | | 1664812 | | KGF LN EQUITY | Kingfisher Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000841_CC_AIRB | 213800QOWHF5R9VLL274 | | 1429533 | | LAD LN Equity | Ladbrokes plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000842_CC_AIRB | 213800JH9QQWHLO99821 | | 1417162 | | LGEN LN Equity | Legal & General Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000843_CC_AIRB | 549300BSGXG3QLIQYT84 | | 8379990 | | | Liberty Global plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000844_CC_AIRB | 213800JDI3GTKPG4XI38 | | 3929195 | | | London Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000845_CC_AIRB | 213800QAUUUP6I445N30 | | 05369106 | GB00B0SWJX34 | LSE LN Equity | LONDON STOCK EXCHANGE GROUP PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000846_CC_AIRB | 213800JP7STUK5WKRE92 | | 1000608 | | MMC LN Equity | MANAGEMENT CONSULTING GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000847_CC_AIRB | 213800IU37OVVT5ZXP41 | | 8338561 | | | Manchester Airport Group Funding PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000848_CC_AIRB | 213800CN1RI3UCIZWB95 | | 214436 | | MKS LN EQUITY | Marks & Spencer Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000849_CC_AIRB | 213800HQB746UJ9UWM15 | | 5135049 | | MARS LN Equity | Marston's Issuer PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000850_CC_AIRB | 213800Q6RP3ZJ2CZR962 | | 31461 | | | Marston's PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000851_CC_AIRB | 549300QSUNKAEBMYIR16 | | 2798634 | | | McBride plc | GB | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000852_CC_AIRB | YMFO3TKB4UAWQTDZJJ31 | | 432989 | | MGGT LN Equity | Meggitt Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000853_CC_AIRB | 213800E7QA1U8BF34219 | | 4778667 | | MAB LN Equity | Mitchells & Butlers Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000854_CC_AIRB | 213800LOZA69QFDC9N34 | | 6209386 | GB00B1CRLC47 | MNDI LN EQUITY | Mondi Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000855_CC_AIRB | 4PQUHN3JPFGFNF3BB653 | | 2068222 | | | Morgan Stanley & Co.

International plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000856_CC_AIRB | 213800A8IQEMY8PA5X34 | | 2590560 | | NEX LN Equity | National Express Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000857_CC_AIRB | 8R95QZMKZLJX5Q2XR704 | | 4031152 | | NGG LN EQUITY | National Grid Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000858_CC_AIRB | 213800H88F5EE4B1D697 | | 5090412 | | | Network Rail Infrastructure Finance PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000859_CC_AIRB | 213800UGAULQ1FVD4B35 | | 1618428 | | | NEW LOOK RETAILERS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000860_CC_AIRB | 213800WQD8ECPZP9PH98 | | 4412362 | | NXT LN EQUITY | Next Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000861_CC_AIRB | 549300JIM3ERGZFGGL27 | | 6428375 | | | North West Electricity Networks Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000862_CC_AIRB | 635400GPHRFKZQIBUK45 | | NI026892 | | | Northern Ireland Electricity Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000863_CC_AIRB | 213800B3ZUTDOZYVJB41 | | 53171 | | NTG LN EQUITY | Northgate Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000864_CC_AIRB | 213800PWPM9HZIEEO670 | | 2366703 | | | Northumbrian Water Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000865_CC_AIRB | 213800WWVCAPAMOZ1M98 | | 5584873 | | | NSG UK Enterprises Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000866_CC_AIRB | | | | | 2158036Z LN EQUITY | Omnicom Financial Services Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000867_CC_AIRB | 213800G8P2ULTOP62Q95 | | 5915896 | | | Osprey Acquisitions Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000868_CC_AIRB | 213800J364EZD6UCE231 | | 00775598 | GB0006650450 | OXIG LN Equity | OXFORD INSTRUMENTS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000869_CC_AIRB | 213800NL5NLBY6YIBI88 | | 2019023 | | 6752 JT Equity | Panasonic Finance (Europe) plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000870_CC_AIRB | 2138004JBXWWJKIURC57 | | 53723 | | PSON LN EQUITY | Pearson Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000871_CC_AIRB | | | 2304195 | | PDG LN EQUITY | Pendragon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000872_CC_AIRB | 213800V1CCTS41GWH423 | | 02366640 | GB00B18V8630 | | PENNON GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000873_CC_AIRB | | | 1818486 | | PSN LN EQUITY | Persimmon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000874_CC_AIRB | 549300OPFWKTD6BUFP71 | | 4267536 | | PPL UN Equity | PPL UK DISTRIBUTION HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000875_CC_AIRB | 213800U93SZC44VXN635 | | 00668987 | GB00B1Z4ST84 | PFG LN Equity | PROVIDENT FINANCIAL PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000876_CC_AIRB | XB3CXKKKED7OMV80FY35 | | 00019457 | GB00B19Z1432 | PZC LN Equity | PZ CUSSONS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000877_CC_AIRB | 213800791EF5XP7WW494 | | 2641728 | | QBE AT Equity | QBE European Operations PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000878_CC_AIRB | 213800NRSZ1N2Y6LEX44 | | 5777981 | | | R&R Ice Cream plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000879_CC_AIRB | 5493003JFSMOJG48V108 | | 6270876 | | RB/ LN Equity | Reckitt Benckiser Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000880_CC_AIRB | 549300WSX3VBUFFJOO66 | | 2746616 | | | Relx Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000881_CC_AIRB | 549300VN4WV7Z6T14K68 | | 5393279 | | RTO LN EQUITY | Rentokil Initial Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000882_CC_AIRB | 549300JJKH86IWQ78005 | | 191285 | | REX LN EQUITY | Rexam Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000883_CC_AIRB | 2138009113L7IDGEM175 | | 358901 | | RIO LN Equity | Rio Tinto Finance plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000884_CC_AIRB | X57JK1U580XATGR67572 | | 1003142 | | RR/ LN EQUITY | Rolls-Royce Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000885_CC_AIRB | 213800ANK59AYB612F23 | | 93792 | | RSA LN Equity | Royal & Sun Alliance Insurance PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000886_CC_AIRB | 213800JQB9FWF5SD6F42 | | 4138203 | | | ROYAL MAIL GROUP LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000887_CC_AIRB | | | 2578443 | | RPC LN EQUITY | RPC Group | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000888_CC_AIRB | 549300HOGQ7E0TY86138 | | 2339826 | | RSA LN Equity | RSA Insurance Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000889_CC_AIRB | Y4DQT2X5DDRE70QFR206 | | 3528416 | | SAB LN EQUITY | SABMiller Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000890_CC_AIRB | 549300Y7M5CC1U5DBX07 | | SC264065 | | | Scotland Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000891_CC_AIRB | 549300KI75VYLLMSK856 | | SC117119 | | SSE LN EQUITY | SSE Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000892_CC_AIRB | 213800X1T29YFAYMPC26 | | SC144517 | | AGN NA Equity | Scottish Equitable PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000893_CC_AIRB | 21380085VKJ5NICZBA52 | | SC193794 | | IBE SQ Equity | Scottish Power Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000894_CC_AIRB | 549300WPVG0TZSPBYR76 | | SC199549 | | LLOY LN Equity | Scottish Widows PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000895_CC_AIRB | 213800XC35KGM9NFC641 | | 167591 | | | SEGRO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000896_CC_AIRB | 549300PT2CIHYN5GWJ21 | | 02048608 | GB0007973794 | | SERCO GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000897_CC_AIRB | 213800RPBXRETY4A4C59 | | 2366619 | | SVT LN EQUITY | Severn Trent Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000898_CC_AIRB | 213800CNEIDZBL17KU22 | | SC077438 | | SKS LN EQUITY | Shanks Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000899_CC_AIRB | 213800VDC1BKJEZ8PV53 | | 00998314 | GB0008025412 | SHI LN Equity | SIG PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000900_CC_AIRB | 213800ZTMDN8S67S1H61 | | 00324357 | GB0009223206 | SN/ LN Equity | SMITH & NEPHEW PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000901_CC_AIRB | 213800MJL6IPZS3ASA11 | | 137013 | | SMIN LN EQUITY | Smiths Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000902_CC_AIRB | AJOW550HA7E8YNKF5D89 | | 4120046 | | 6758 JT Equity | Sony Global Treasury Services PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000903_CC_AIRB | 213800H7NWVLCWAVKA15 | | 3043097 | | | South Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000904_CC_AIRB | 213800YQRUOQE9HPX193 | | 4295398 | | | South Staffordshire PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000905_CC_AIRB | 213800FR2VAOKRYRHX45 | | 2366665 | | | South West Water Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000906_CC_AIRB | 549300SR1GYYNBZQGX56 | | 4094290 | | SSE LN Equity | Southern Electric Power Distribution PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000907_CC_AIRB | 549300SPX8573VZ2SK79 | | 5167021 | | | Southern Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000908_CC_AIRB | 213800NCZLJFDE8Y8D88 | | 7581353 | | | Southern Water (Greensands) Financing plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000909_CC_AIRB | 213800Z4CO2CZO3M3T10 | | 02025003 | GB0003308607 | SXS LN Equity | SPECTRIS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000910_CC_AIRB | 4L663LRNTBQ008OK2N07 | | SC100764 | | SGC LN Equity | Stagecoach Group plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000911_CC_AIRB | 0TMBS544NMO7GLCE7H90 | | SC286832 | | SL/ LN Equity | Standard Life PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000912_CC_AIRB | 549300GUNF6FFGH4LN53 | | 9743802 | | 532183Z LN Equity | Stemcor Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000913_CC_AIRB | 213800QHYTM5QRFSEM66 | | 3355631 | | SYR LN EQUITY | Synergy Health Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000914_CC_AIRB | 213800WF53FVDRRHRF44 | | 7105891 | | TALK LN Equity | TalkTalk Telecom Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000915_CC_AIRB | 213800TR86P337IE8605 | | 2280000 | | 0469505D LN Equity | Tata Steel UK Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000916_CC_AIRB | 2138008K14474WPKZ244 | | 76535 | | TATE LN EQUITY | Tate & Lyle Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000917_CC_AIRB | 21380089BTRXTD8S3R66 | | 296805 | | TW/ LN EQUITY | Taylor Wimpey Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000918_CC_AIRB | 2138002P5RNKC5W2JZ46 | | 445790 | GB0008847096 | TSCO LN EQUITY | TESCO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000919_CC_AIRB | 213800JKM5UQHFJOTZ25 | | 2366661 | | | Thames Water Utilities Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000920_CC_AIRB | 2138009TF1SYOMQLBJ60 | | 02100855 | GB0003753778 | | THE GO-AHEAD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000921_CC_AIRB | 213800VZ4671W3DVB860 | | 6575598 | | TCG LN Equity | Thomas Cook Group Treasury limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000922_CC_AIRB | 2138003BOFNAAO14YV58 | | 2553288 | | 8766 JT Equity | Tokio Millennium Re (UK) Limited | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000923_CC_AIRB | 2138001I27OUBAF22K83 | | 824821 | | TPK LN Equity | Travis Perkins Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000924_CC_AIRB | 213800B6YQZAE8LHAW84 | | 6072876 | GB00B1Z7RQ77 | TT/ LN EQUITY | TUI TRAVEL Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000925_CC_AIRB | 2138003EYHWO75RKS857 | | 3919249 | GB0001500809 | TLW LN EQUITY | TULLOW OIL PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000926_CC_AIRB | 549300MKFYEKVRWML317 | | 41424 | | ULVR LN Equity | Unilever PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000927_CC_AIRB | 213800Y1TEVS8REY1M35 | | 5957557 | | | United Biscuits Holdco Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000928_CC_AIRB | 2138008EZCXK4ANQHF89 | | 3207231 | | | United Business Media holdings Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000929_CC_AIRB | 213800KYT12UFB2VE455 | | 2366616 | | UU/ LN Equity | United Utilities PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000930_CC_AIRB | XCJQ23OWIJNLHN7RQC93 | | 1022786 | | 271652Z LN Equity | Urenco Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000931_CC_AIRB | 213800F3BD6N3G6XHU16 | | 251977 | | CKSN LN Equity | VESUVIUS HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000932_CC_AIRB | 213800TB53ELEUKM7Q61 | | 1833679 | | VOD LN EQUITY | Vodafone Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000933_CC_AIRB | 549300UPYDURLSSFVL38 | | 9223384 | | | Western Power Distribution Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000934_CC_AIRB | 2138006LIAYQKUCYBB20 | | 29423 | | WTB LN Equity | Whitbread Group PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000935_CC_AIRB | | | 4212563 | | WMH LN EQUITY | William Hill Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000936_CC_AIRB | 213800Z5WTW8QKOHWQ82 | | 04178808 | GB0030329360 | | WINCANTON PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000937_CC_AIRB | 213800IN6LSRGTZSOS29 | | 358949 | | MRW LN Equity | Wm Morrison Supermarkets Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000938_CC_AIRB | 549300HTNGX0DU8W1F65 | | 5537577 | | WPP LN Equity | WPP 2008 Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000939_CC_AIRB | 635400LNUHA2LDXXV850 | | | | GCC ID Equity | C&C Group PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000940_CC_AIRB | 8NUHUXWN9LG4XBGJ7O17 | | 241565 | | CAT SE Equity | Caterpillar International Finance Limited | IE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000941_CC_AIRB | 635400CHHI1XZLVQH675 | | | | | Coillte Teoranta | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000942_CC_AIRB | 549300MIDJNNTH068E74 | | | IE0001827041 | CRH ID EQUITY | CRH Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000943_CC_AIRB | 213800UPS1QEE4TD3T45 | | | | DCC LN Equity | DCC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000944_CC_AIRB | 635400HRFGVKXFHZ8O77 | | 9401 | | | Dublin Airport Authority PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000945_CC_AIRB | 635400UFHDIQCDZ6JK11 | | | IE0003094731 | 1014Z ID EQUITY | Electricity Supply Board Ltd [ESB] | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000946_CC_AIRB | 635400VCPRSU89DLMZ57 | | 480184 | XS0856023493 | | ESB Finance Limited | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000947_CC_AIRB | 635400RKRK5EGXSPC782 | | | | EXPN LN EQUITY | Experian Finance Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000948_CC_AIRB | 635400YN51CDCGBYFZ31 | | | | | Fyffes plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000949_CC_AIRB | 5493008VFFOIPWCZJK45 | | | IE0000669501 | GLB ID EQUITY | Glanbia Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000950_CC_AIRB | 635400BE9SBAG61DJ963 | | | | GFTU LN Equity | Grafton Group PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000951_CC_AIRB | 6354007LIXWZ5WPPT308 | | 519799 | | GRF SQ Equity | Grifols World Wide Operations Ltd. | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000952_CC_AIRB | 9XTI53MZJ013RO12SX05 | | 2936 | IE00B59HWB19 | | INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000953_CC_AIRB | | | | IE0004906560 | KYG ID EQUITY | Kerry Group Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000954_CC_AIRB | 635400HM7V74SUB9OG75 | | | | | Kingspan Group plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000955_CC_AIRB | 635400JJOWHIYAJER733 | | | | | MUSGRAVE GROUP PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000956_CC_AIRB | 635400EG4YIJLJMZJ782 | | | IE0002588105 | PWL ID Equity | PADDY POWER PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000957_CC_AIRB | 635400WKFIPCHCKVW376 | | 104547 | | RYA ID Equity | Ryanair Holdings PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000958_CC_AIRB | 396PBGKP6TE3O062MS44 | | | | STX UW Equity | Seagate Technology plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000959_CC_AIRB | 635400CPLP8H5ITDVT56 | | | IE00B1RR8406 | SKG ID EQUITY | SMURFIT KAPPA GROUP PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000960_CC_AIRB | 549300INUT2G0ST5K268 | | 327184 | | TEX UN Equity | Terex International Financial Services Co. | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000961_CC_AIRB | 635400K7UEIKHMNKLJ02 | | | | | Total Produce plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000962_CC_AIRB | | | 482042 | | | XL Group PLC | IE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000963_CC_AIRB | VZVOSGGS8JITR4J7J704 | | | | | Amtek Auto Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000964_CC_AIRB | 8GRDBX1TJ0PU5NCSHT72 | | MH008931 | | BPCL IS Equity | Bharat Petroleum Corporation Limited | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000965_CC_AIRB | | | | | BHARTI IN Equity | Bharti Airtel Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000966_CC_AIRB | | | | | IOCL IN Equity | INDIAN OIL CORPN LIMITED | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000967_CC_AIRB | FMVY1IZCSYXSAFRDIT05 | | | | LT IN Equity | Larsen & Toubro Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000968_CC_AIRB | | | | | RCOM IN Equity | Reliance Communications Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000969_CC_AIRB | 5493003UOETFYRONLG31 | | | | RIL IN EQUITY | Reliance Industries Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000970_CC_AIRB | 1GZWF073IJTD6XPRUU65 | | | | | Wipro GE Healthcare Private Limited | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000971_CC_AIRB | 213800Z3CFZOLXPJWN61 | | | | | Landsvirkjun | IS | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000972_CC_AIRB | 81560076E3944316DB24 | 3812211 | 493995 | | A2A IM EQUITY | A2A S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000973_CC_AIRB | 8156000962B2EB41FE28 | 5988397 | 1497770 | | 4525791Z IM EQUITY | ACCIAIERIA ARVEDI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000974_CC_AIRB | 8156004FCECE0879E118 | 15161747 | 191346 | | 7570364Z IM EQUITY | ACCIAIERIE VALBRUNA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000975_CC_AIRB | 549300Q3448N041CTH56 | 11341891 | 882486 | XS0495012428 | ACE IM Equity | Acea SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000976_CC_AIRB | 8156008183686996C911 | 25090618 | 3567090232 | | | ACQUE VERONESI S.C.A R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000977_CC_AIRB | 8156007259ABDEA3F444 | 15214381 | 971268 | | | Aeroporti di Roma S.p.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000978_CC_AIRB | 549300H2RFDYI3YP5R63 | 13960200 | 263011 | | 337973Z NA EQUITY | AGUSTAWESTLAND S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000979_CC_AIRB | 529900EKXEGSRCGAAC89 | 14856155 | 2791070044 | | 4519735Z | ALSTOM FERROVIARIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000980_CC_AIRB | ZYXJDNVM2JI3VBM8G556 | | | | AMP IM EQUITY | Amplifon SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000981_CC_AIRB | 815600B611746717CC98 | | | | 50098Z IM Equity | Ansaldo Energia SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000982_CC_AIRB | 549300FZRH46R7DWAX12 | 1248024 | 557390 | | 4472623Z IM EQUITY | ANSALDOBREDA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000983_CC_AIRB | 815600049A1F9AFE6666 | 4140157 | 1192794 | | MN IM EQUITY | ARNOLDO MONDADORI EDITORE SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000984_CC_AIRB | 8156000BEB8FC062F442 | 1020333 | 120591 | | 2168Z IM EQUITY | ARTSANA — SOCIETA' PER AZIONI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000985_CC_AIRB | 549300X5UKJVE386ZB61 | 6914312 | 6204 | XS1014759648 | ASG GY Equity | Assicurazioni Generali SpA | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000986_CC_AIRB | 81560001F41A81948348 | | | | AST IM EQUITY | Astaldi SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000987_CC_AIRB | 8156008DEC771409C487 | 18631331 | 1023691 | | AU9 GF Equity | Atlantia S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000988_CC_AIRB | 5299003D9N2698I3C257 | 1367700 | 188902 | | AGL IM EQUITY | AUTOGRILL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000989_CC_AIRB | 815600149448CEB9B230 | 19402720 | 1037417 | | 3653719Z IM EQUITY | AUTOSTRADE PER L' ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000990_CC_AIRB | | 26926563 | 1057205 | | 3889748Z IM EQUITY | AVIO S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000991_CC_AIRB | 529900RRESEDV68K0S54 | 28770346 | 235460 | | BLLA IM EQUITY | BARILLA INIZIATIVE S.R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000992_CC_AIRB | 815600BFEB936DC6ED24 | | | | BEN IM EQUITY | Benetton Group SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000993_CC_AIRB | 8156004C04255952AB77 | 1076562 | 821225 | | BNS IM EQUITY | BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000994_CC_AIRB | 5299003DX5YLKSVJ6K59 | 2930031 | 134288 | | BZU IM Equity | Buzzi Unicem SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000995_CC_AIRB | 8156006BEAA911EC0A47 | 1019726 | 587878 | | | CANDY SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000996_CC_AIRB | 8156008B101B97A43B02 | 1053555 | 160498 | | CEM IM EQUITY | CEMENTIR HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000997_CC_AIRB | 815600F3213951394367 | 40014779 | 2001719 | | | Cerved Group S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000998_CC_AIRB | | 4544552 | 8114020152 | | | CLASS EDITORI SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000999_CC_AIRB | 8156009034C1A5108284 | 15716081 | 61357 | | | Compagnia Valdostana delle Acque Spa (CVA Spa) | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001000_CC_AIRB | 815600DBF6DC4BC94832 | 1061039 | 260769 | | 0310548D IM EQUITY | CONSERVE ITALIA — CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE — SOCIETA' COOPERA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001001_CC_AIRB | | 8327877 | 819280157 | | | COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001002_CC_AIRB | 815600A5C1DD6C3A8455 | 1093853 | 154950364 | | | CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001003_CC_AIRB | 81560039BF5C1D8E5A15 | 2836130 | 60793 | | 3898658Z IM EQUITY | DALMARE SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001004_CC_AIRB | 5493005TWX96RDJ9I655 | | | | | De Agostini Invest SA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001005_CC_AIRB | 529900WS2E20BA5J4L49 | 16183303 | 1698754 | | EDNR IM EQUITY | EDISON S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001006_CC_AIRB | WOCMU6HCI0OJWNPRZS33 | | | | ENEL IM EQUITY | Enel SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001007_CC_AIRB | BUCRF72VH5RBN7X3VL35 | | | IT0003132476 | ENI IM EQUITY | ENI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001008_CC_AIRB | 81560081EE079FBED395 | 19377159 | 3544950961 | | | ENOVA S.R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001009_CC_AIRB | 549300JJBVOOKOBCTX09 | 2153515 | 354265 | | ERG IM EQUITY | ERG S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001010_CC_AIRB | 549300AZQ4Z5UGY0Q555 | 1002458 | 91712 | | EXO IM EQUITY | EXOR S.P.A. | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001011_CC_AIRB | 8156004CE82074779D19 | 13870596 | 1664630223 | | | FEDRIGONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001012_CC_AIRB | 549300J4SXC5ALCJM731 | | | | 1448Z IM Equity | Ferrovie dello Stato SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001013_CC_AIRB | 5493004C1SL445NFDR90 | | | | F IM EQUITY | Fiat SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001014_CC_AIRB | 8156001B8AD051794959 | | | | | FINAVAL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001015_CC_AIRB | 529900X4EEX1U9LN3U39 | 1053767 | 7031 | | FNC IM EQUITY | FINMECCANICA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001016_CC_AIRB | 815600C3CCA800EF5D96 | 1134215 | | | | FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001017_CC_AIRB | 815600E12249DD563C29 | 26650695 | 1143814 | | | Gamenet S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001018_CC_AIRB | 81560098DBDD66154985 | | | | | GRANDI NAVI VELOCI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001019_CC_AIRB | 8156001250E819E30127 | | | | GCN IM EQUITY | Gruppo Coin SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001020_CC_AIRB | 8156001294017C870346 | 11027526 | 10022100159 | | | GRUPPO FINELCO SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001021_CC_AIRB | 8156005113BD16699393 | 24907200 | RM1117269 | | LTO IX Equity | GTECH S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001022_CC_AIRB | | 15541251 | 1638878 | | 4004268Z IM EQUITY | H3G S.P.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001023_CC_AIRB | 8156009414FD99443B48 | 3201267 | 363550 | | HER IM EQUITY | HERA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001024_CC_AIRB | 815600D86992FDA7B908 | 1035363 | 149288 | | IMA IM EQUITY | I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001025_CC_AIRB | 815600A7D7C7A85F8B51 | 2733792 | 1168660262 | | | I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001026_CC_AIRB | 81560033824BE53C7D28 | 3585262 | 1303501215 | | | IMAP EXPORT S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001027_CC_AIRB | 549300KTGKED5E25JR59 | | | | IND IM EQUITY | Indesit Co SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001028_CC_AIRB | 213800M4YYCP6E8YUX94 | 2714789 | 2589327 | | | IPLOM S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001029_CC_AIRB | 8156001EBD33FD474E60 | 10431674 | 281364 | | IRE IM EQUITY | IREN S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001030_CC_AIRB | 8156009D23D0FDC70C93 | 1007005 | 50 | | ITM IM Equity | Italcementi S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001031_CC_AIRB | 815600236A6B5AE5B406 | 26754254 | 167186 | | | Linea Group Holding S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001032_CC_AIRB | 549300I1NMOBS4B1LT88 | | | IT0001479374 | LUX IM EQUITY | LUXOTTICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001033_CC_AIRB | | 7003703 | 481230266 | | | MANGIAROTTI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001034_CC_AIRB | 815600292DA01BE68971 | 3755075 | 152396 | | 3184788Z IM EQUITY | MARCEGAGLIA — S.P.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001035_CC_AIRB | 815600C8D55034EB5379 | 3779273 | 64334 | | | Marcolin SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001036_CC_AIRB | 213800DIFN7NR7B97A50 | 552637 | 1264109 | | MS IM EQUITY | Mediaset S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001037_CC_AIRB | PSNL19R2RXX5U3QWHI44 | 1012492 | 343508 | | MB IM Equity | MEDIOBANCA SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001038_CC_AIRB | 815600325D15DD92A023 | 4376875 | 4846130633 | | | MOBY S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001039_CC_AIRB | | 1653085 | 110858 | | 3893422Z IM EQUITY | MONIER S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001040_CC_AIRB | 8156003A100E8AB89697 | 6794759 | 1865640369 | | | PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001041_CC_AIRB | 8156001B96890989C002 | 23641842 | 5411110827 | | | PB TANKERS S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001042_CC_AIRB | 5493006293RJBDQWJL92 | 5944540 | 169833 | | PMS IM EQUITY | PERMASTEELISA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001043_CC_AIRB | 8156000256C2431C2E92 | 4495509 | 134077 | | PIA IM Equity | Piaggio & C. S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001044_CC_AIRB | 815600A0C9AFC1F2A709 | | | | PC IM Equity | Pirelli & Co SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001045_CC_AIRB | 815600EDDBB07C9BDB90 | 15591777 | 2246400218 | | | PODINI HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001046_CC_AIRB | 815600354DEDBD0BA991 | 3465665 | 842633 | | POST IM EQUITY | POSTE ITALIANE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001047_CC_AIRB | 8156000FE0A2DC5B7852 | 16232311 | 1343952 | | PRP GR EQUITY | PRADA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001048_CC_AIRB | 213800VHJ22UE2BRRZ48 | 3830970 | 706270410 | | | PROFILGLASS S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001049_CC_AIRB | | 23687310 | 1777895 | | PRY IM EQUITY | PRYSMIAN S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001050_CC_AIRB | 815600B9FC8D18A5D034 | 1058024 | 291350635 | | | RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001051_CC_AIRB | 81560086FA79BEDD6B94 | 13270817 | | | | RHIAG — INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001052_CC_AIRB | | 5012487 | 8850400154 | | | SACAL — SOCIETA' ALLUMINIO CARISIO — S.P | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001053_CC_AIRB | 815600AF08EE2EC2DE92 | 1035262 | 8924 | | 226907Z IM EQUITY | SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001054_CC_AIRB | 815600FC906D230A1420 | 16077541 | 86111 | | SFL IM Equity | Safilo SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001055_CC_AIRB | 549300PHV8MBDHWB8X12 | 1086637 | 788744 | | SPM IM EQUITY | SAIPEM S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001056_CC_AIRB | 549300UKR289DF4UXQ47 | 1013056 | 525502 | | SAL | SALINI IMPREGILO S.P.A.

| IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001057_CC_AIRB | | 6524595 | 3957900487 | | | SAMMONTANA — S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001058_CC_AIRB | 8156006755200B82EB33 | 1246827 | 836320150 | | | SAN CARLO GRUPPO ALIMENTARE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001059_CC_AIRB | 5299005KJSU2AQUJUH84 | 1066932 | 49540 | | SRS IM EQUITY | SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. — RAFFINERIE SARDE | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001060_CC_AIRB | 815600D2FC31AF713B07 | 1012950 | 166476 | | | SNAI SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001061_CC_AIRB | 8156002278562044AF79 | 16067629 | 1633443 | | SRG IM Equity | SNAM SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001062_CC_AIRB | EOJCGSUI4NX234BL7V57 | 14234253 | 1594238 | | 2091Z IM EQUITY | SORGENIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001063_CC_AIRB | 815600141CFE5F4C4325 | 19113128 | 1016401 | | 4473035Z IM EQUITY | STRADA DEI PARCHI SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001064_CC_AIRB | 815600C3438977CBBE37 | 1038951 | 68670397 | | | TAMPIERI FINANCIAL GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001065_CC_AIRB | 81560029415DF1381583 | 1030384 | 195810262 | | | TECNICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001066_CC_AIRB | 815600AC5599D16D9A40 | 3335773 | 574643 | | MT IM EQUITY | TECNIMONT S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001067_CC_AIRB | 549300W384M3RI3VXU42 | | | IT0003497168 | TIT IM EQUITY | TELECOM ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001068_CC_AIRB | 815600CD7323A82E5092 | 28935694 | 1763778 | | 2847328Z IM EQUITY | TENOVA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001069_CC_AIRB | | 1037712 | 182850362 | | | TERMOSANITARI CORRADINI — S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001070_CC_AIRB | 8156009E94ED54DE7C31 | | | | TRN IM Equity | Terna Rete Elettrica Nazionale SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001071_CC_AIRB | 549300IN56S27SDGEI85 | 18659000 | 1019536 | | 80698Z IM EQUITY | TIRRENO POWER S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001072_CC_AIRB | 8156003E86EBA167A868 | | | | 0946688D IM EQUITY | TotalErg SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001073_CC_AIRB | 815600FE9E92D9D6C309 | 3554534 | 201271 | | TFI IM EQUITY | TREVI — FINANZIARIA INDUSTRIALE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001074_CC_AIRB | | | | | 4212473Z IM EQUITY | UNIECO SOCIETA' COOPERATIVA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001075_CC_AIRB | 815600B8027C92F0DA07 | 4257672 | 1189360066 | | | VIBAC S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001076_CC_AIRB | 549300YSFQKM1C0X4E45 | 11321265 | 884361 | | WIND IM EQUITY | WIND TELECOMUNICAZIONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001077_CC_AIRB | 549300DHPOF90OYYD780 | | | | 5108 JT Equity | Bridgestone Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001078_CC_AIRB | 549300IZYK3206QECG76 | | | | CAT SE Equity | Caterpillar Finance Corporation | JP | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001079_CC_AIRB | 549300MIFE1VEW02GY83 | | | JP3298600002 | | COSMO OIL COMPANY LTD | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001080_CC_AIRB | 549300T6IPOCDWLKC615 | | | | 6501 JT Equity | Hitachi, Ltd. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001081_CC_AIRB | J48DJYXDTLHM30UMYI18 | | | | 8001 JT Equity | Itochu Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001082_CC_AIRB | 5493004LQ0B4T7QPQV17 | | | | 6301 JT Equity | Komatsu Ltd. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001083_CC_AIRB | 4P4N3ORD02UGQT1T1W12 | | 0100-01-008776 | | 8002 JT Equity | Marubeni Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001084_CC_AIRB | KVIPTY4PULAPGC1VVD26 | | | | 8058 JP EQUITY | Mitsubishi Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001085_CC_AIRB | 5493008VBQD43X8QCS14 | | | | | Mitsui Life Insurance Company Limited | JP | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001086_CC_AIRB | 5493000QYMPFRTEY4K28 | | | | 6701 JT Equity | NEC Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001087_CC_AIRB | | | | | 7201 JP EQUITY | Nissan Motor Co Ltd | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001088_CC_AIRB | 5493003BZYYYCDIO0R13 | | | | 9984 JT Equity | SOFTBANK CORP. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001089_CC_AIRB | 5493004SE33MRLPB1W98 | | | | 2768 JP EQUITY | Sojitz Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001090_CC_AIRB | | | | | 6758 JP EQUITY | Sony Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001091_CC_AIRB | V82KK8NH1P0JS71FJC05 | | | | 8053 JP EQUITY | Sumitomo Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001092_CC_AIRB | 54930074QUY8RD0UZM08 | | | | | Suntory Holdings Limited | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001093_CC_AIRB | 549300ZLMVP4X0OGR454 | | | | 4502 JT Equity | Takeda Pharmaceutical Company Limited | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001094_CC_AIRB | 549300LBHTST91VKHO68 | | | | 6502 JT Equity | Toshiba Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001095_CC_AIRB | 5493006W3QUS5LMH6R84 | | | | TOM GY Equity | Toyota Motor Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001096_CC_AIRB | | | | | 004020 KS Equity | Hyundai Steel Co | KR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001097_CC_AIRB | | | | | 000270 KS Equity | Kia Motors Corp | KR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001098_CC_AIRB | 549300MGHLPT1EFHGF84 | | | | 2007 HK Equity | Country Garden Holdings Company Limited | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001099_CC_AIRB | 549300IHVJRWVT07S523 | | | | 3333 HK Equity | Evergrande Real Estate Group Limited | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001100_CC_AIRB | 5493003DTPH8AMMK4P51 | | | | NE UN Equity | Noble Corporation | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001101_CC_AIRB | 549300FNENFFSMO3GT38 | | | XS0835890350 | XPBR SQ Equity | Petrobras Global Finance B.V. | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001102_CC_AIRB | 213800S7DNJQX6LHTQ21 | | 133818917 | | | AB “Kauno grūdai” | LT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001103_CC_AIRB | | | | LU1014539529 | | ALTICE | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001104_CC_AIRB | 5493003BU7PAH5RRM092 | | | | APAM NA EQUITY | Aperam SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001105_CC_AIRB | 2EULGUTUI56JI9SAL165 | | | | MT LX EQUITY | ArcelorMittal SA [AM] | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001106_CC_AIRB | 549300GJ79DYFBBF5T83 | | | | 0307096D LX EQUITY | Brandbrew S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001107_CC_AIRB | 5493007GVB1I2FDSS786 | | B0155849 | | CNHI UN Equity | CNH Industrial Finance Europe S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001108_CC_AIRB | 549300938QUWMPITJ642 | | | | COV US EQUITY | Covidien International Finance SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001109_CC_AIRB | 5299001R2HL1TAFZ8Z20 | | | | | ENOVOS INTERNATIONAL SA (FORMER SOTEG) | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001110_CC_AIRB | | | 350807947 | FR0000038259 | ERF FP EQUITY | EUROFINS SCIENTIFIC SE | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001111_CC_AIRB | 213800568PRHV2JR9650 | | | XS0357281558 | GSPBEX RR Equity | Gaz Capital S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001112_CC_AIRB | 213800WHKNIC1JQQG433 | | | | 8GC GS Equity | Glencore Finance (Europe) S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001113_CC_AIRB | 8XJ8KF85PBKK1TLMFN29 | | | | | Intelsat Jackson Holdings S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001114_CC_AIRB | 549300MBM5B61VCW5A23 | | | | | International Automotive Components Group, S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001115_CC_AIRB | RUOKPID0PZ0UWJYU9J61 | | | | DE UN Equity | John Deere Bank S.A. | LU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001116_CC_AIRB | 529900XUC6PXMN6ABU42 | | | | TGH GY Equity | Logwin AG | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001117_CC_AIRB | 549300CTHC1CP86P2G96 | | | | MIICF PQ Equity | Millicom International Cellular S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001118_CC_AIRB | | | | | 0755015D LX EQUITY | NH FINANCE SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001119_CC_AIRB | 213800IUIRBFRNCYVR24 | | | | 3900394Z LX Equity | Nizi International SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001120_CC_AIRB | 549300VEJMMZCY6OBU06 | | | | PDSA NS Equity | Pacific Drilling S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001121_CC_AIRB | 529900UUYBCBB7HMVI56 | | | | | Phoenix PIB Dutch Finance B.V. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001122_CC_AIRB | 549300OZSHE4H5BFQA66 | | | | | QUILVEST SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001123_CC_AIRB | 5493000C8J3C3SZYS040 | | | | RTL BB Equity | RTL Group S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001124_CC_AIRB | 5493008JPA4HYMH1HX51 | | | | SESG FP EQUITY | SES SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001125_CC_AIRB | 549300CJ7LW6QSGIL444 | | | | | Swiss Re Europe S.A. | LU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001126_CC_AIRB | 529900BSBZ853DKUP675 | | | | | TRAXYS SARL | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001127_CC_AIRB | 549300RIG2CXWN6IV731 | | | | | CEMEX S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001128_CC_AIRB | 5493008KEVFYPMGTXO33 | | | | KOFL MM Equity | Coca-Cola FEMSA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001129_CC_AIRB | 5493000XJLJ6C4T0PG82 | | | | GRUMAB MM Equity | GRUMA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001130_CC_AIRB | 5493000RIXURZEBFEV60 | | | | BIMBOA MM Equity | Grupo Bimbo, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001131_CC_AIRB | 549300QOAB2GJSFM0381 | | | | 1234Z MM Equity | Grupo Petrotemex SA de CV | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001132_CC_AIRB | 549300CAZKPF4HKMPX17 | | | | | PETROLEOS MEXICANOS | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001133_CC_AIRB | 549300FW3RGHPHT21D10 | | | | ALFAA MM Equity | Sigma Alimentos, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001134_CC_AIRB | 5493000MY3DAIB0BP706 | | TNE940608HS5 | USP9084BAD03 | ALFAA MM Equity | Tenedora Nemak, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001135_CC_AIRB | 549300EMP9DT6Q35HZ31 | | | NL0000852564 | | AALBERTS INDUSTR | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001136_CC_AIRB | 549300J93WR5DPG0P466 | | KVK 33232124 | | ABB SS Equity | ABB Capital B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001137_CC_AIRB | 5493007WHKI5H75YJ358 | | KVK 34215458 | | ABE SQ Equity | Abertis Infraestructuras Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001138_CC_AIRB | 7245007QUMI1FHIQV531 | | KVK 33235189 | | | Achmea B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001139_CC_AIRB | 724500HIKX3QVUQF9G08 | | KVK 28080300 | | | Achmea Zorgverzekeringen N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001140_CC_AIRB | O4QK7KMMK83ITNTHUG69 | | KVK 27076669 | NL0000303709 | AGN NA Equity | AEGON N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001141_CC_AIRB | | | | NL0010672325 | | AHOLD KON | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001142_CC_AIRB | 724500XYIJUGXAA5QD70 | | KVK 09007809 | NL0000009132 | AKZA NA EQUITY | Akzo Nobel NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001143_CC_AIRB | 724500XBZ9QOPTI11U82 | | KVK 34108286 | | | Alliander N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001144_CC_AIRB | 549300KYQ7B0H0K66406 | | KVK 33055009 | | AML LN Equity | Amlin Europe N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001145_CC_AIRB | 724500MCUU6QOFRFEA53 | | KVK 33256360 0000 | | 792658Z PL EQUITY | AMORIM ENERGIA, BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001146_CC_AIRB | 7245000UZH70GO047N03 | | | NL0006237562 | | ARCADIS | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001147_CC_AIRB | 7245001I22ND6ZFHX623 | | KVK 30037466 | NL0000334118 | ASM NA Equity | ASM International N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001148_CC_AIRB | 724500Y6DUVHQD6OXN27 | | KVK 17085815 | NL0006034001 | ASML NA EQUITY | ASML HOLDING N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001149_CC_AIRB | 7245004JOPUJ0OOWTU73 | | KVK 30031823 | | | ASR Schadeverzekering N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001150_CC_AIRB | 724500XFMNHF1GFPYJ05 | | KVK 08125298 | | 3324558Z NA Equity | BDR Thermea Group BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001151_CC_AIRB | 5299006ZHG3IXU0PNJ56 | | KvK 27106340 0000 | | 1136Z NA EQUITY | BMW Finance N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001152_CC_AIRB | | | | NL0000852580 | | BOSKALIS WESTMIN | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001153_CC_AIRB | | | | NL0010776944 | | BRUNEL INTERNAT | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001154_CC_AIRB | 529900AOH3NBA8PZFG65 | | KvK 32097651 0000 | | 0533866D NA EQUITY | Celesio Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001155_CC_AIRB | 549300WGC2HZ5J67V817 | | | | CNHI IM Equity | CNH Industrial NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001156_CC_AIRB | 549300BXVNOCYQ83FU09 | | KVK 34154633 | | KO UN Equity | Coca-Cola HBC Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001157_CC_AIRB | | | | NL0000200384 | | CORE LABORATORIES | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001158_CC_AIRB | 549300UNTCLR21YKLL62 | | KVK 30073501 | NL0000288967 | | Corio N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001159_CC_AIRB | | | | NL0009294552 | | DELTA LLOYD | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001160_CC_AIRB | 724500S75737K2SFDA03 | | KVK 22031457 | | | Delta N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001161_CC_AIRB | 213800N8X49KJRTNDM49 | | KVK 3419663 | | DGE FP Equity | Diageo Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001162_CC_AIRB | 529900M7QSB704RUUT95 | | KVK 34182495 | | AIR FP Equity | Eads Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001163_CC_AIRB | 724500KRQECMCRGM1971 | | KVK 14026250 | | | EBN B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001164_CC_AIRB | 5299007L43AQDFOW5739 | | KvK 34121496 0000 | | 1403Z NA EQUITY | EDP FINANCE BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001165_CC_AIRB | 724500R5IP6TFKTNRU48 | | KvK 24306393 | | 2091Z NA Equity | Eneco Holding NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001166_CC_AIRB | 549300XW2F91G4T4WC42 | | KVK 34149162 | | ENL GY Equity | ENEL Investment Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001167_CC_AIRB | 529900011V8VJ3BUKR64 | | KVK 17115973 | | RWE GF Equity | Essent N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001168_CC_AIRB | | | | NL0000288876 | | EUROCOMMERCIAL | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001169_CC_AIRB | | | | NL0000352565 | | FUGRO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001170_CC_AIRB | 2138005FTXOJUBQ5J563 | | KVK 24243533 | | GAS SQ Equity | Gas Natural Fenosa Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001171_CC_AIRB | 724500EJ2TDPAITRSJ55 | | KVK 02089290 | | | GasTerra B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001172_CC_AIRB | | | | NL0000400653 | | GEMALTO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001173_CC_AIRB | 549300L10EVYURBFIH66 | | KVK 55293980 | | | Global Blue Acquisition B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001174_CC_AIRB | 529900SNLFF5M6HJ1T36 | | KvK 33286563 0000 | | 1004Z NA EQUITY | Haniel Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001175_CC_AIRB | 724500K5PTPSST86UQ23 | | KVK 33011433 | NL0000009165 | HEIA NA Equity | Heineken NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001176_CC_AIRB | 7245008C9KMJL9P2UI77 | | KVK 34323653 | | | Hyva Global B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001177_CC_AIRB | 724500CR19MQGFWFBZ64 | | KvK 34217578 0000 | | 0308206D NA EQUITY | ICL Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001178_CC_AIRB | TLLG0UTU6ZHOG003X735 | | | | | Imperial Mobility Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001179_CC_AIRB | 54930050LBZUR4138I72 | | KVK 27120438 | | | ING Re (Netherlands) N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001180_CC_AIRB | | | KVK 24311905 | | 2872423Z NA Equity | InterGen NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001181_CC_AIRB | 724500C9GNBV20UYRX36 | | KVK 35000363 | NL0010672325 | AH NA Equity | Koninklijke Ahold NV [Royal Ahold NV] | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001182_CC_AIRB | 724500V38C5KTDY5BS93 | | KVK 30058019 | NL0000337319 | BAMNB NA Equity | Koninklijke BAM NBM NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001183_CC_AIRB | 724500SNT1MK246AHP04 | | KVK 14022069 | NL0000009827 | DSM NA EQUITY | Koninklijke DSM N.V | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001184_CC_AIRB | 549300YO0JZHAL7FVP81 | | KVK 02045200 | NL0000009082 | KPN NA Equity | Koninklijke KPN NV [Royal KPN NV] | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001185_CC_AIRB | H1FJE8H61JGM1JSGM897 | | KVK 17001910 | NL0000009538 | PHIA NA Equity | Koninklijke Philips Electronics N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001186_CC_AIRB | 724500HZ4BN317I12G68 | | KVK 06016321 | | KTC NA Equity | Koninklijke Ten Cate NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001187_CC_AIRB | 724500UL634GFV1KYF10 | | KVK 24295332 | NL0009432491 | VPK NA Equity | Koninklijke Vopak NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001188_CC_AIRB | 529900WQGOTJDYG9NP76 | | KVK 09151956 | | LXS GF Equity | Lanxess Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001189_CC_AIRB | 5H8RMHHYTWIP1RKLCE38 | | KvK 34115238 0000 | | 2177Z NA EQUITY | Linde Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001190_CC_AIRB | 549300J6QSW38QNOJK61 | | KVK 57924562 | | | LYB International Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001191_CC_AIRB | BN6WCCZ8OVP3ITUUVN49 | | KVK 24473890 | | DLY GB Equity | LyondellBasell Industries N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001192_CC_AIRB | 635400TMCKVEU87EJ582 | | KVK 24321697 | | | METINVEST B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001193_CC_AIRB | 529900PF6F1OHRZVU341 | | KvK 33178683 0000 | | 1169Z NA EQUITY | Metro Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001194_CC_AIRB | 6354007MKEEGGVUMXO83 | | KVK 34239108 | | | New World Resources N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001195_CC_AIRB | 724500RKMOD48AIWKD94 | | KvK 24307569 0000 | | 3893886Z NA EQUITY | NIDERA B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001196_CC_AIRB | 54930062JS29A5N4GO82 | | KVK 34248449 | | | Nielsen Holdings N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001197_CC_AIRB | 724500GQV9YLNSWECU41 | | KVK 17179668 | | | Nord Gold N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001198_CC_AIRB | 724500TXS5HH3GY4UW42 | | KVK 30124358 | | | NS Groep N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001199_CC_AIRB | 5299000CMF80GY2U0U47 | | KVK 16074305 | NL0010395208 | NUO NA Equity | Nutreco Holding NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001200_CC_AIRB | 724500HT4YW45B1Y7859 | | KVK 57585083 | | | OAK Leaf B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001201_CC_AIRB | 549300NCMRGIBJYUOE57 | | | NL0010558797 | | OCI | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001202_CC_AIRB | 724500IM9A059TQLBX63 | | | | | OCI Nitrogen BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001203_CC_AIRB | 72450053F5WRDY8CDZ66 | | KVK 24291478 | | OI US Equity | OI European Group B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001204_CC_AIRB | Q47A62EK6GMSID3Y8C39 | | KVK 17133742 | XS0788529096 | PCAR US Equity | PACCAR Financial Europe B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001205_CC_AIRB | 549300N522D3SS8MKV65 | | KvK 24320769 0000 | | 3617372Z NA EQUITY | PETROBRAS NETHERLANDS BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001206_CC_AIRB | 549300VGHFJJ58HE2B54 | | KVK 17008551 | | PHIA NA Equity | Philips Electronics NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001207_CC_AIRB | 529900N9UJEHN9UPXN50 | | | | | PHOENIX PIB FINANCE BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001208_CC_AIRB | 724500Q41FHN0P1GPC53 | | KVK 27168968 | NL0009739416 | TNT LI Equity | PostNL N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001209_CC_AIRB | 54930036WK3GMCN17Z57 | | | | QIA GY Equity | Qiagen NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001210_CC_AIRB | 7245009EAAUUQJ0U4T57 | | KVK 33216172 | NL0000379121 | RAND NA EQUITY | RANDSTAD HOLDING NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001211_CC_AIRB | 549300XO8R7MPISUO753 | | KVK 33155037 | NL0006144495 | | Reed Elsevier NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001212_CC_AIRB | 5493002YCY6HTK0OUR29 | | KVK 24251372 | XS0202649934 | REP GY Equity | Repsol International Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001213_CC_AIRB | | | KVK 34179503 | GB00B03MM408 | RDSA NA EQUITY | ROYAL DUTCH SHELL PLC | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001214_CC_AIRB | 5493002N51KZCVBDMS27 | | 24114856 | NL0006055329 | | ROYAL IMTECH NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001215_CC_AIRB | 213800LBMMAIG1FQP389 | | KVK 14105351 | | SABIC AB Equity | SABIC Capital I B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001216_CC_AIRB | | | | NL0000360618 | | SBM OFFSHORE | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001217_CC_AIRB | 529900KEH8410ESH1483 | | KVK 53761790 | | | Schaeffler Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001218_CC_AIRB | 724500DX7Q1A19SPY530 | | KVK 34166584 | | | Schiphol Nederland B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001219_CC_AIRB | 7245001TBT3NI9SPNJ75 | | | | | SHV Netherlands NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001220_CC_AIRB | TAFO772JB70PDRN5VS48 | | KvK 27092998 0000 | | 1223Z NA EQUITY | Siemens Financieringsmaatschappij N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001221_CC_AIRB | 724500E9ZG6JMH6E2I14 | | | NL0000817179 | | SLIGRO FOOD GROUP | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001222_CC_AIRB | 724500ZTKJYJMWVLWJ82 | | KVK 34297413 | | | SRLEV N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001223_CC_AIRB | 5493002SSXOL85X3XC87 | | KVK 58623701 | | | Syncreon Group B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001224_CC_AIRB | 724500LTUWK3JQG63903 | | KVK 09083317 | | | TenneT Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001225_CC_AIRB | 7245008G22FOV7TYYJ34 | | KVK 06045666 | NL0000852523 | TWEKA NA EQUITY | TKH Group NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001226_CC_AIRB | 724500978QL7NKMLTQ37 | | KVK 34210949 | | | TMF Group Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001227_CC_AIRB | | | | NL0009739424 | | TNT EXPRESS | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001228_CC_AIRB | 724500L44K67W7UW1C59 | | KVK 34224566 | NL0000387058 | TOM2 NA EQUITY | TOMTOM N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001229_CC_AIRB | 724500OPA8GZSQUNSR96 | | KVK 33194984 | | TOM GY Equity | Toyota Motor Finance (Netherlands) B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001230_CC_AIRB | PX7SUPU7HUNJBQ8BPI65 | | KVK 33236939 | | 585233Z NA Equity | Trafigura Beheer BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001231_CC_AIRB | 549300TK7G7NZTVM1Z30 | | KVK 24051830 | NL0000009355 | UNIA NA Equity | Unilever NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001232_CC_AIRB | 549300IW6C3SRHUUK147 | | | | | Vitol Holding BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001233_CC_AIRB | | | | NL0009432491 | | VOPAK | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001234_CC_AIRB | 549300FRXSUUW3M2Q281 | | | | | WABCO Europe Holdings BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001235_CC_AIRB | 724500522D3ORUTUGW47 | | KVK 05078970 | | WAVIN NA Equity | Wavin NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001236_CC_AIRB | 724500YRQCY3BD9RJZ92 | | | NL0000289213 | | WERELDHAVE | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001237_CC_AIRB | 724500TEM53I0U077B74 | | KVK 33202517 | NL0000395903 | WKL NA EQUITY | Wolters Kluwer N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001238_CC_AIRB | 5JB3IE65ZU13TA0DGN10 | | | | | Würth Finance International B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001239_CC_AIRB | | | | NL0006294290 | | ZIGGO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001240_CC_AIRB | | | | | BWO NO Equity | BW Offshore Shipholding Ltd | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001241_CC_AIRB | 5493004ZHCILEMZLBS85 | | 00304772770005 | | | FERD AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001242_CC_AIRB | 5493009F6KP3UMLPOY27 | | 931186744 | | | ICA Norge AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001243_CC_AIRB | 549300ZLJDXBXUNCY824 | | 936738540 | | | National Oilwell Varco Norway AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001244_CC_AIRB | 549300N1SDN71ZZ8BO45 | | | | NHY NO Equity | Norsk Hydro ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001245_CC_AIRB | 529900J8VSH14TP5VD23 | | | | | ODFJELL SE | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001246_CC_AIRB | 213800T66DRTE6O6BV87 | | 916235291 | | PGS NO Equity | Petroleum Geo-Services ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001247_CC_AIRB | 529900TH4OAW7WYG1777 | | 987059699 | | | Statkraft AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001248_CC_AIRB | OW6OFBNCKXC4US5C7523 | | 923609016 | | STL NO Equity | Statoil ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001249_CC_AIRB | R7NJHU48LTCIOB9BVU57 | | | | CNU NZ Equity | Chorus Limited | NZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001250_CC_AIRB | 259400GYHYZPQ0HTMT82 | | | | CIE PW Equity | Ciech S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001251_CC_AIRB | 259400A9BI23M3K1NK82 | | | | LTS PW EQUITY | GRUPA LOTOS S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001252_CC_AIRB | 259400WT6MCX3V59XI09 | | | | | Netia S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001253_CC_AIRB | 259400TOMPUOLS65II22 | | 10681 | | TPA1 GB Equity | ORANGE POLSKA SA | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001254_CC_AIRB | 259400TGY6IYEP2EFW87 | | 467426 | | | POLKOMTEL SP. Z O.O. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001255_CC_AIRB | 259400VVMM70CQREJT74 | | 28860 | | PKN PW Equity | Polski Koncern Naftowy ORLEN S.A. (PKN) | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001256_CC_AIRB | 259400NAPDFBOTNCRL54 | | | | TPE PW Equity | TAURON Polska Energia S.A.

| PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001257_CC_AIRB | Q1ECZWEVT6ZTFERCPG94 | | | PLTLKPL00017 | OPL PW EQUITY | TELEKOMUNIKACJA POLSKA SA | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001258_CC_AIRB | 213800RQXBBZ6KSP1I72 | | 500311390 | | | AMORIM & IRMAOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001259_CC_AIRB | 2138002PLGLYW8EP7248 | | | | | AMORIM HOLDING II SGPS SA | PT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001260_CC_AIRB | 213800V5Z38TLIRQW516 | | 500700834 | | | ANA AEROPORTOS PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001261_CC_AIRB | | | 502607920 | | | AUCHAN PORTUGAL HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001262_CC_AIRB | 54930011KNBNPPKW7528 | | 500038015 | | | AUTO SUECO LDA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001263_CC_AIRB | 549300RU6UYW1UMYOP92 | | 500194670 | | | BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001264_CC_AIRB | | | | PTBRI0AM0000 | BRI PL EQUITY | BRISA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001265_CC_AIRB | 549300FREK460JU7RG08 | | 500060266 | | | CELULOSE BEIRA INDUSTRIAL-CELBI SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001266_CC_AIRB | 549300TF1SUYCFUO3840 | | 503309362 | | | COLEP PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001267_CC_AIRB | | | 507195515 | | | CONTROLINVESTE SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001268_CC_AIRB | 213800X28CMB8LAIT849 | | 502557400 | | | CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001269_CC_AIRB | 549300RGQV4M16FESU23 | | 500832234 | | | CUF QUIMICOS INDUSTRIAS, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001270_CC_AIRB | 529900CLC3WDMGI9VH80 | | | PTEDP0AM0009 | EDP PL EQUITY | EDP — Energias de Portugal S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001271_CC_AIRB | 529900LOXJVWGOH84656 | | 503293695 | | | EDP — GESTÃO DA PRODUÇÃO DE ENERGIA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001272_CC_AIRB | | | 504885367 | | | ESPIRITO SANTO SAUDE SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001273_CC_AIRB | 2138003319Y7NM75FG53 | | 504499777 | PTGALIOE0009 | GALP PL Equity | GALP ENERGIA SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001274_CC_AIRB | 213800Y3V72PI6W8KG10 | | 511220448 | | | GRUPO PESTANA — SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001275_CC_AIRB | 259400A8SZP10GB5IB19 | | | PTJMT0AE0001 | JMT PL EQUITY | J.MARTINS | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001276_CC_AIRB | | | 500073880 | | | LENA ENGENHARIA CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001277_CC_AIRB | 549300SNYKYW15R3UE62 | | 502011475 | | | MODELO CONTINENTE HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001278_CC_AIRB | 549300TLPT6W9R3CLQ86 | | 500197814 | | | MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001279_CC_AIRB | 5493003NN4LXUF8JA244 | | | | | Ocidental Companhia Portuguesa de Seguros de Vida, S.A. | PT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001280_CC_AIRB | 54930071D35BVUPC5942 | | 502604751 | | | OPTIMUS-COMUNICACOES S.A | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001281_CC_AIRB | | | 507979265 | | | OPWAY — SGPS, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001282_CC_AIRB | 213800ZWKG61JG7ZCF61 | | 500697370 | | | PETROLEOS PORTUGAL PETROGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001283_CC_AIRB | 259400DRC6WOXNVW8B57 | 500829993 | 500829993 | | 90413Z PL EQUITY | PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001284_CC_AIRB | 549300UNIB7M2AXUXS35 | | | PTPTI0AM0006 | PTCL TQ EQUITY | Portucel S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001285_CC_AIRB | 549300FR1FN48IGHR915 | | | PTREL0AM0008 | RENE PL Equity | REN-Redes Energeticas Nacionais, SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001286_CC_AIRB | | | 500246963 | | | REPSOL PORTUGUESA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001287_CC_AIRB | 5493002X2CCY60HWCU94 | | 500243590 | | | SECIL COMP GERAL CAL CIMENTO SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001288_CC_AIRB | 549300PXZF74GVQM6867 | | 500058580 | | | SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001289_CC_AIRB | 549300EZYIURQ5RGSE56 | | 500278571 | | | SOVENA OILSEEDS PORTUGAL, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001290_CC_AIRB | 549300KFJPELBPMQH079 | | 500833532 | | | SOVENA PORTUGAL CONSUMER GOODS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001291_CC_AIRB | 95980020140005813290 | | 505042037 | | | SUMOL+COMPAL MARCAS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001292_CC_AIRB | | | 500097488 | | | TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001293_CC_AIRB | 549300CNE5R74B3XKF57 | | 505266202 | | | UNICER BEBIDAS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001294_CC_AIRB | | 503933139 | 503933139 | | 3646175Z PL EQUITY | UNILEVER JERÓNIMO MARTINS, LDA. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001295_CC_AIRB | 213800IDK8UTYDSFOG74 | | 502544180 | | | VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001296_CC_AIRB | | 500302200 | 500302200 | | 0265472D PL EQUITY | ZAGOPE — CONSTRUÇÕES E ENGENHARIA S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001297_CC_AIRB | 549300VOFQC1SPGTZM19 | | 503039063 | | | ZON TV CABO PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001298_CC_AIRB | 549300D3EIDZJB62TR20 | | 21183 | | ORDS QD Equity | Ooredoo Q.S.C. | QA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001299_CC_AIRB | 549300UKYDM6L8HEPU79 | | | | SNP RO EQUITY | OMV PETROM S.A. | RO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001300_CC_AIRB | 549300F8ZIGJVUPIU797 | | 24297754 | | | Rompetrol Group N.V. (The) | RO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001301_CC_AIRB | | | | | GAZP RU Equity | Gazprom OAO | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001302_CC_AIRB | | | | | ROSN RU Equity | OJSC Oil Co Rosneft | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001303_CC_AIRB | | | | | TATN RU Equity | Tatneft OAO | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001304_CC_AIRB | 5493007RN7O98MYBX124 | | | | | AKTIEBOLAG LINDEX | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001305_CC_AIRB | 549300UCKT2UK88AG251 | | | SE0000695876 | ALFA SS EQUITY | Alfa Laval AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001306_CC_AIRB | 549300YECS8HKCIMMB67 | | | SE0000255648 | ASSAB SS EQUITY | Assa Abloy AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001307_CC_AIRB | 213800T8PC8Q4FYJZR07 | | 5560142720 | SE0000122467 | ATCOA SS EQUITY | Atlas Copco Aktiebolag | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001308_CC_AIRB | 2138002GW5WN1UYZAO32 | | 55611256900004 | | | BILIA AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001309_CC_AIRB | 549300YJUYJ9A24RXL71 | | | SE0005906922 | SE0005906922 Corp | BILLERUDKORSNÄS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001310_CC_AIRB | 549300ZACGIQHBBMOD20 | | 5560269549 | | BONN SS EQUITY | Bonnier Finans AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001311_CC_AIRB | 213800SE6FV3UDEIEY92 | | 72317831 | | | CAPIO AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001312_CC_AIRB | 549300GU5OHTR1T5IY68 | | | SE0005932225 | SE0005932225 Corp | Castellum AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001313_CC_AIRB | 549300HCT1WLHEXNLZ18 | | | | | Dometic Holding AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001314_CC_AIRB | 549300Y3HHZB1ZGFPJ93 | | | | ELUXA SS Equity | Electrolux AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001315_CC_AIRB | 549300JNPI46XNH0PM97 | | | | | Fabege AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001316_CC_AIRB | 5493003PZ4F570G3W735 | | | | | GETINGE AB, | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001317_CC_AIRB | 529900XKWB408ZZYBF68 | | | | | GREEN CARGO AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001318_CC_AIRB | 213800YUV362W4E1LP46 | | | | | H & M Hennes & Mauritz GBC AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001319_CC_AIRB | 54930033BTSY61VHUR49 | | 55601011550004 | | | HALDEX AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001320_CC_AIRB | 549300VOTS5OZ82UTG69 | | | SE0005934320 | SE0005934320 Corp | HEMSÖ FASTIGHETS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001321_CC_AIRB | 549300WJFW6ILNI4TA80 | | 5561904771 | SE0000103699 | HEXAB SS EQUITY | Hexagon AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001322_CC_AIRB | 52990080SH3454F0QE68 | | 5560013301 | SE0000109290 | HOLMB SS EQUITY | Holmen AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001323_CC_AIRB | 549300GYQIIJ3UXB7655 | | | SE0001662222 | HUSQB SS EQUITY | HUSQVARNA AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001324_CC_AIRB | 549300VEBQPHRZBKUX38 | | 556013-8298 | XS0795505402 | INVEA SS Equity | Investor AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001325_CC_AIRB | 529900X0UEM9DOM6FK12 | | 5560452103 | SE0000806994 | JM SS EQUITY | JM AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001326_CC_AIRB | 549300VD6SNNS5N5V183 | | | | | KORAB INTERNATIONAL AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001327_CC_AIRB | 5493005OXRTBK0WSJN46 | | 5565451217 | SE0000549412 | KLED SS EQUITY | Kungsleden AB | SE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001328_CC_AIRB | 529900AB08F05L4HWU11 | | | | | LANTMÄNNEN EK FÖR | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001329_CC_AIRB | 213800NS2XXVRYS7WP40 | | | SE0002683557 | LOOMB SS EQUITY | Loomis AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001330_CC_AIRB | 549300SNQNTHQLZQON04 | | 5564272812 | SE0000221723 | MEDAA SS EQUITY | Meda AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001331_CC_AIRB | 549300E8NDODRSX29339 | | 5563099158 | SE0000412371 | MTGB SS EQUITY | MODERN TIMES GROUP MTG AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001332_CC_AIRB | 213800WRGLW3CY4MHW53 | | 55603451740004 | | | NCC | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001333_CC_AIRB | 549300KUJMRC9NW93S96 | | | | | Nobina sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001334_CC_AIRB | 5493007VGEKBZGZ6PC69 | | | | | NYNAS AB (PUBL) | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001335_CC_AIRB | 549300ES84TRW7EWGU35 | | | | | Perstorp Holding AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001336_CC_AIRB | 549300S2D8BDH1CKLI47 | | | | | PostNord AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001337_CC_AIRB | 549300MIHCMD8DCSBY41 | | 55607269770034 | | | Preem | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001338_CC_AIRB | 549300ZHO4JCQQI13M69 | | 556036-0793 | SE0000112385 | SE0005567088 Corp | SAAB AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001339_CC_AIRB | 5299008ZUAXN43LVZF54 | | | | SAND SS Equity | Sandvik AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001340_CC_AIRB | 5299001G94UPTI8C7N54 | | 5566577416 | | 0301536D SS EQUITY | Sandvik Treasury AB | SE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001341_CC_AIRB | 529900AE1FZNUH6EVS39 | | | SE0003366871 | SAS SS EQUITY | SAS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001342_CC_AIRB | 529900BZYSUQLQSPNR07 | | 5560840976 | SE0000308280 | SCVB SS EQUITY | Scania CV AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001343_CC_AIRB | 635400TTYKE8EIWDS617 | | | | SECUB SS Equity | Securitas AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001344_CC_AIRB | 5493004WOSC31U83UG49 | | 5561063834 | | SKAB SS EQUITY | Skanska Financial Services | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001345_CC_AIRB | 549300MA1BZYJU87BW55 | | 5560339086 | SE0000113250 | SKAB SS EQUITY | Skanska Sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001346_CC_AIRB | 549300X6MQ0GG8BRY481 | | | | | SKF sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001347_CC_AIRB | 5493002FIVSWBLEV7P15 | | | | | SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001348_CC_AIRB | 529900329VS14ZIML164 | | 5560163429 | SE0000171100 | SSABA SS EQUITY | SSAB AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001349_CC_AIRB | 529900J0C48FH28HNQ19 | | 5563137933 | SE0000120669 | SSABA SS EQUITY | SSAB Emea AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001350_CC_AIRB | 213800CWLTI7WZCC2R35 | | 5560010802 | | 1081Z SS EQUITY | Stena AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001351_CC_AIRB | 5299005HSK597UX55629 | | | | | SVEASKOG FÖRVALTNINGS AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001352_CC_AIRB | 549300FW5JDRV1IJ0M67 | | | | SCAB SS Equity | Svenska Cellulosa AB [SCA] | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001353_CC_AIRB | 529900ZERGNJBEQEX179 | | 55679708180004 | | | SWEDAVIA AB SWEDAVIA EKONOMI | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001354_CC_AIRB | 5493005DU3003SGUC166 | | | | | SWEDISH HOSPITAL PARTNERS AB, | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001355_CC_AIRB | 529900YVXCGNWAUYZG78 | | | SE0000310336 | SWMA SS EQUITY | Swedish Match AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001356_CC_AIRB | 213800EKD193RVI9HL76 | | 5564108917 | SE0000314304 | TEL2B SS EQUITY | Tele2 AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001357_CC_AIRB | 549300W9JLPW15XIFM52 | | 556016-0680 | XS0435008726 | ERICB SS Equity | Telefonaktiebolaget LM Ericsson | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001358_CC_AIRB | 213800FSR9RNDUOTXO25 | | | | TLSN SS Equity | TeliaSonera AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001359_CC_AIRB | 5493006LU5JO4P7HQ305 | | | | | THULE HOLDING AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001360_CC_AIRB | 213800XY16PAWG2PAD14 | | | | TRELB SS Equity | Trelleborg AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001361_CC_AIRB | 5493007LNZSEWN5KTV42 | | | SE0005769270 | SE0005769270 Corp | Vasakronan | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001362_CC_AIRB | 549300T5RZ1HA5HZ3109 | | | | VATT SS Equity | Vattenfall AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001363_CC_AIRB | 549300HGV012CNC8JD22 | | | SE0000115420 | VOLVB SS EQUITY | Volvo AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001364_CC_AIRB | 54930083GODGBHODQ153 | | 189744 | | | Global A&T Electronics Ltd. | SG | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001365_CC_AIRB | 33D7DTWH8BNIUWE0IF81 | | | | OLAM SP Equity | Olam International Ltd | SG | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001366_CC_AIRB | | | | | 7536988Z SK EQUITY | Volkswagen Slovakia A.S. | SK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001367_CC_AIRB | 549300QOGMPTKB6W7G56 | | 1,07544E+11 | USY71548BY95 | PTT TB Equity | PTT Public Company Limited | TH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001368_CC_AIRB | 8RS0AKOLN987042F2V04 | | | | NXWA GF Equity | 21st Century Fox America, Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001369_CC_AIRB | LUZQVYP4VS22CLWDAR65 | | | US88579YAF88 | MMM SE Equity | 3M Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001370_CC_AIRB | HQD377W2YR662HK5JX27 | | IL08142220 | | ABT US Equity | Abbott Laboratories | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001371_CC_AIRB | FR5LCKFTG8054YNNRU85 | | DE5126809 | | 4AB GF Equity | AbbVie Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001372_CC_AIRB | 549300T0GJTEK811VI53 | | | | WPI US EQUITY | Actavis, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001373_CC_AIRB | 549300QKBENKLBXQ8968 | | PA724325 | | AET US Equity | Aetna Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001374_CC_AIRB | LYOM0B2GCF1JWXK5ZG04 | | | | AGCO UN Equity | AGCO Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001375_CC_AIRB | QUIX8Y7A2WP0XRMW7G29 | | | | A UN Equity | Agilent Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001376_CC_AIRB | 9PO87UV78U1JHLR68X04 | | | | 8685 JT Equity | AIG Financial Products Corp. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001377_CC_AIRB | 7QEON6Y1RL5XR3R1W237 | | | | APD US Equity | Air Products & Chemicals Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001378_CC_AIRB | ABPN11VOHLHX6QR7XQ48 | | | | AA US Equity | Alcoa Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001379_CC_AIRB | XSGZFLO9YTNO9VCQV219 | | | | MO US Equity | Altria Group Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001380_CC_AIRB | ZXTILKJKG63JELOEG630 | | DE2620453 | | AMZN US Equity | Amazon.com, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001381_CC_AIRB | IWUQB36BXD6OWD6X4T14 | | DE0332421 | | AAL UW Equity | American Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001382_CC_AIRB | B6Q2VFHD1797Q7NZ3E43 | | CAC0951492 | | 7267 JT Equity | American Honda Finance Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001383_CC_AIRB | 5493006ORUSIL88JOE18 | | | | AMT US Equity | American Tower Corp [ex- American Tower System] | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001384_CC_AIRB | 549300D3L3G0R4U4VT04 | | | | APH US Equity | Amphenol Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001385_CC_AIRB | B78FQ7XBQFLP4AYJ6F79 | | | | APC US Equity | Anadarko Petroleum Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001386_CC_AIRB | 72ZZ1XRHOOU9P9X16K08 | | | | APA US Equity | Apache Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001387_CC_AIRB | HWUPKR0MPOU8FGXBT394 | | CAC0806592 | | AAPL US Equity | Apple Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001388_CC_AIRB | 42YMHYH0XMHJEXDUB065 | | | | | ARAMARK Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001389_CC_AIRB | W47HVZ7Q6FXL86RELH91 | | DE0717711 | | ACI US Equity | Arch Coal, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001390_CC_AIRB | 549300LO13MQ9HYSTR83 | | DE0152524 | | ADM US Equity | Archer-Daniels-Midland Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001391_CC_AIRB | 0C0SZC7H22UWI2NA3R46 | | | | ARRS UW Equity | Arris Group, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001392_CC_AIRB | 549300YNNLBXT8N8R512 | | NYCARREUS | | ARW US Equity | Arrow Electronics, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001393_CC_AIRB | 6O4MRU8C1MS0K34UQF79 | | KY0580261 | | ASH US Equity | Ashland Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001394_CC_AIRB | 549300Z40J86GGSTL398 | | DE2018584 | | T* MM Equity | AT&T Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001395_CC_AIRB | QVLWEGTD2S8GJMO8D383 | | | | ATO US Equity | Atmos Energy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001396_CC_AIRB | HGBOLILQXWER4SAL2I23 | | | | ADP US Equity | Automatic Data Processing | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001397_CC_AIRB | GA3JGKJ41LJKXDN23E90 | | | | | Autozone Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001398_CC_AIRB | XN8R4HH1TVC1XOCL5P21 | | | | CAR US EQUITY | Avis Budget Car Rental LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001399_CC_AIRB | XJI53DCPL7QABOWK4Z75 | | NYCAVNTUS | | AVT US Equity | Avnet, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001400_CC_AIRB | 5493007RY69UEB1F1B45 | | | | AVP US Equity | Avon Products, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001401_CC_AIRB | MF62XBVMNYTYMC18DL76 | | DE2416636 | | BA/ LN Equity | BAE Systems Holdings Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001402_CC_AIRB | | | | | BHI US EQUITY | Baker Hughes Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001403_CC_AIRB | EWRDABCN7XBHM37LIA98 | | DE2072335 | | | Beam Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001404_CC_AIRB | HL5XPTVRV0O8TUN5LL90 | | MN1K-1056 | | BBY US Equity | Best Buy Co., Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001405_CC_AIRB | KK5MZM9DIXLXZL9DZL15 | | DE2322568 | | BMW HB Equity | BMW US Capital, LLC | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001406_CC_AIRB | 549300DSFX2IE88NSX47 | | | | BWA US Equity | BorgWarner Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001407_CC_AIRB | Y6ZDD9FP4P8JSSJMW954 | | DE0874815 | | BSX UN Equity | Boston Scientific Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001408_CC_AIRB | 549300GMUCJ08527GQ81 | | IN182869-107 | | BP/ LN Equity | BP Corporation North America Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001409_CC_AIRB | 549300YYMNSW7KWZH127 | | | | BP/ LN Equity | BP Products North America Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001410_CC_AIRB | HLYYNH7UQUORYSJQCN42 | | | | BMY US EQUITY | Bristol Myers Squibb Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001411_CC_AIRB | 5493007M0RIN8HY3MM77 | | | | BG US Equity | Bunge Limited | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001412_CC_AIRB | Y7ET3D9SDOFUZ515FE28 | | DE0799956 | | CA US Equity | CA, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001413_CC_AIRB | 43R4VPJBXTU2O15HEF41 | | | | | Calpine Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001414_CC_AIRB | 5493007JDSMX8Z5Z1902 | | | | CPB US Equity | Campbell Soup Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001415_CC_AIRB | CCU46N3GJMF4OK4N7U60 | | OH535613 | | CAH US Equity | Cardinal Health, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001416_CC_AIRB | QXZYQNMR4JZ5RIRN4T31 | | | | 3091Z US Equity | Cargill Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001417_CC_AIRB | EDBQKYOPJUCJKLOJDE72 | | DE0921323 | | CAT SE Equity | Caterpillar Financial Services Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001418_CC_AIRB | WRJR7GS4GTRECRRTVX92 | | | | CAT US EQUITY | Caterpillar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001419_CC_AIRB | 5KYC8KF17ROCY24M3H09 | | DE2106821 | | C5S GM Equity | CBS Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001420_CC_AIRB | CD30XVRLT4QO00B1C706 | | DE3780476 | | CE UN Equity | Celanese US Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001421_CC_AIRB | 4SIHMF0MOSTTL8CD0X64 | | | | CELG US Equity | Celgene Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001422_CC_AIRB | 21TPXMRRHFKOBHDC8J74 | | | | | CenterPoint Energy Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001423_CC_AIRB | 8E6NF1YAL0WT6CWXXV93 | | | | CSCO US EQUITY | Cisco Systems Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001424_CC_AIRB | 549300IA9XFBAGNIBW29 | | | | | CMS Energy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001425_CC_AIRB | B0QU0GIVGFFMCOP5RJ72 | | DE4789658 | | CKK GB Equity | Coca-Cola Enterprises, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001426_CC_AIRB | 2V9V7M0RUQG9M2J4IC47 | | | | | Colfax Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001427_CC_AIRB | YMEGZFW4SBUSS5BQXF88 | | DE0156313 | | CL US Equity | Colgate-Palmolive Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001428_CC_AIRB | 51M0QTTNCGUN7KFCFZ59 | | PA3039985 | | CTP GB Equity | Comcast Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001429_CC_AIRB | 549300OQS2LO07ZJ7N73 | | DE0406521 | | CMC US Equity | Commercial Metals Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001430_CC_AIRB | 6113F6JQLWIUGTBN1L36 | | | | CSC US equity | Computer Sciences Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001431_CC_AIRB | 54930035UDEIH090K650 | | DE0818944 | | CAG US Equity | ConAgra Foods, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001432_CC_AIRB | SYHS7HRDXLL4I0IQ8776 | | | | CXO US EQUITY | Concho Resources Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001433_CC_AIRB | 6VJJ5GQWIRDQ06DUXG89 | | DE0064324 | | COP US Equity | ConocoPhillips Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001434_CC_AIRB | 549300JK3KH8PWM3B226 | | DE2277631 | | CNX UN Equity | CONSOL Energy Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001435_CC_AIRB | 29DX7H14B9S6O3FD6V18 | | | | CTO GM Equity | Costco Wholesale Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001436_CC_AIRB | 549300BO9IWPF3S48F93 | | | | COTY US EQUITY | Coty Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001437_CC_AIRB | TVRMNZKRGA8LPW6XPG60 | | | | | Cox Enterprises Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001438_CC_AIRB | RPPGGRL1J75WGF2DFO04 | | PA3337938 | | CCK US Equity | Crown Americas LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001439_CC_AIRB | ZUNI8PYC725B6H8JU438 | | IN194062-043 | | CMI UN Equity | Cummins Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001440_CC_AIRB | S4BKK9OTCEWQ3YHPFM11 | | | | DHR US EQUITY | Danaher Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001441_CC_AIRB | PWFTNG3EI0Y73OXWDH08 | | | | DE US EQUITY | Deere & Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001442_CC_AIRB | 3E70L4WYANTIWWIPHC81 | | | | DELL US EQUITY | Dell Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001443_CC_AIRB | Q2CCMS6R0AS67HJMBN42 | | | | DAL US EQUITY | Delta Air Lines Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001444_CC_AIRB | 54930042348RKR3ZPN35 | | DE2155705 | | DVN US Equity | Devon Energy Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001445_CC_AIRB | F14FQJ2EEHW5VPYUHL14 | | | | DO US Equity | Diamond Offshore Drilling, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001446_CC_AIRB | 549300Z1UGYT5725XB67 | | DE3535468 | | DTV TQ Equity | DIRECTV Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001447_CC_AIRB | ILUL7B6Z54MRYCF6H308 | | | | D US EQUITY | Dominion Resources Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001448_CC_AIRB | 549300FMC2ALGA7N9E80 | | DE0412823 | | DOV UN Equity | Dover Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001449_CC_AIRB | ZQUIP1CSZO8LXRBSOU78 | | | | DOW US EQUITY | Dow Chemical Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001450_CC_AIRB | 549300IX8SD6XXD71I78 | | | | DTE US EQUITY | DTE Energy Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001451_CC_AIRB | FDPVHDGJ1IQZFK9KH630 | | DE2345566 | | EMN UN Equity | Eastman Chemical Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001452_CC_AIRB | 0NZWDMRCE180888QQE14 | | | | ETN US EQUITY | Eaton Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001453_CC_AIRB | OML71K8X303XQONU6T67 | | DE2871352 | | EBAY US Equity | eBay Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001454_CC_AIRB | FRDRIPF3EKNDJ2CQJL29 | | | | LLY US EQUITY | Eli Lilly & Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001455_CC_AIRB | FGLT0EWZSUIRRITFOA30 | | | | EMR UN Equity | Emerson Electric Co. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001456_CC_AIRB | GHFPUH0OZ5JLGJXWCO16 | | | | ESV UN Equity | ENSCO International Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001457_CC_AIRB | 4XM3TW50JULSLG8BNC79 | | | | ETR US EQUITY | Entergy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001458_CC_AIRB | 549300EVUN2BTLJ3GT74 | | DE2911438 | | EQIX US Equity | Equinix, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001459_CC_AIRB | 549300RO2XES74KQGG63 | | | | XLS US EQUITY | Exelis Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001460_CC_AIRB | 3SOUA6IRML7435B56G12 | | | | EXC US EQUITY | Exelon Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001461_CC_AIRB | CI7MUJI4USF3V0NJ1H64 | | WA601975803 | | EXPE UW Equity | Expedia, Inc.

| US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001462_CC_AIRB | J3WHBG0MTS7O8ZVMDC91 | | NJ3793794100 | | XOM US Equity | Exxon Mobil Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001463_CC_AIRB | 549300E707U7WNPZN687 | | | | FDX US EQUITY | FedEx Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001464_CC_AIRB | 6WQI0GK1PRFVBA061U48 | | GA0110597 | | FIS UN Equity | Fidelity National Information Services, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001465_CC_AIRB | 549300NPYMLM4NHTOF27 | | | | | First Solar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001466_CC_AIRB | 549300SVYJS666PQJH88 | | OH953140 | | FE US Equity | FirstEnergy Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001467_CC_AIRB | 6Y0GK87T6V7NJKZJVM41 | | NYCDRRCUS | | FLS US Equity | Flowserve Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001468_CC_AIRB | CQ7WZ4NOFWT7FAE6Q943 | | | | FLR US EQUITY | Fluor Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001469_CC_AIRB | CKDHZ2X64EEBQCSP7013 | | | | FMC US Equity | FMC Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001470_CC_AIRB | EMQFUEY7DV1MVNKAUT87 | | DE3315658 | | FTI US Equity | FMC Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001471_CC_AIRB | 20S05OYHG0MQM4VUIC57 | | | | F US EQUITY | Ford Motor Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001472_CC_AIRB | 2MNR4Q42DBL85U7RD221 | | | | | Forest Oil Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001473_CC_AIRB | A0WMBJD47C49E2JJOM88 | | DE4594648 | | FRE GY Equity | Fresenius US Finance I, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001474_CC_AIRB | 549300FNRIXILI56M704 | | | | 0196414D US EQUITY | Gavilon LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001475_CC_AIRB | 9C1X8XOOTYY2FNYTVH06 | | | | GD US EQUITY | General Dynamics Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001476_CC_AIRB | 3C7474T6CDKPR9K6YT90 | | NYCGECYUS | | GNE FP Equity | General Electric Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001477_CC_AIRB | 2TGYMUGI08PO8X8L6150 | | | | GIS US Equity | General Mills, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001478_CC_AIRB | 549300PDWRZX0BR28B12 | | DE4717789 | | GM UN Equity | General Motors Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001479_CC_AIRB | L2EVHWFHVAQK72TMH265 | | DE4275413 | | | Georgia-Pacific LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001480_CC_AIRB | 5493002BI0S2ZQUY3437 | | | | GT US EQUITY | Goodyear Tire & Rubber Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001481_CC_AIRB | 7ZW8QJWVPR4P1J1KQY45 | | | | GOOG US EQUITY | Google Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001482_CC_AIRB | ENYF8GB5SMQZ25S06U51 | | DE2681775 | | HAL UN Equity | Halliburton Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001483_CC_AIRB | KAO98FK89NPNNPQGUZ43 | | DE0497602 | | HSC US Equity | Harsco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001484_CC_AIRB | 549300NUB6D2R1ITYR45 | | | | HAS US Equity | Hasbro, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001485_CC_AIRB | 549300PD0C69OJ0NLB27 | | | | 766481Z US EQUITY | Hertz Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001486_CC_AIRB | UASVRYNXNK17ULIGK870 | | DE0097017 | | AHC GB Equity | Hess Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001487_CC_AIRB | WHKXQACZ14C5XRO8LW03 | | | | HPQ US EQUITY | Hewlett-Packard Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001488_CC_AIRB | 5493003STKEZ2S0RNU91 | | | | HNZ US EQUITY | HJ Heinz Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001489_CC_AIRB | ISRPG12PN4EIEOEMW547 | | DE2061772 | | HON UN Equity | Honeywell International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001490_CC_AIRB | KNX4USFCNGPY45LOCE31 | | | | 4335 HK Equity | Intel Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001491_CC_AIRB | VGRQXHF3J8VDLUA7XE92 | | | | IBM US EQUITY | International Business Machines (IBM Corp) | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001492_CC_AIRB | F9HV8ZL85LRIQ6D60098 | | NVC7491-1980 | | IGT UN Equity | International Game Technology | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001493_CC_AIRB | 824LMFJDH41EY779Q875 | | | | IP US EQUITY | International Paper Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001494_CC_AIRB | 5493008IUOJ5VWTRC333 | | | | | Interpublic Group of Cos | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001495_CC_AIRB | 24F6LSZD18II6ICG6S41 | | | | | Itron Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001496_CC_AIRB | YB2O5TUONPB3W1X7WJ88 | | | | ITT US EQUITY | ITT Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001497_CC_AIRB | KD833U13JEIGETBW2749 | | | | JAH US EQUITY | Jarden Corp (fka Alltrista Corp) | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001498_CC_AIRB | 549300XR6O4ACB0KLV08 | | | | | JFB Firth Rixson, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001499_CC_AIRB | E0KSF7PFQ210NWI8Z391 | | | | DE UN Equity | John Deere Capital Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001500_CC_AIRB | 549300G0CFPGEF6X2043 | | NJ5106301000 | | JNJ GQ Equity | Johnson & Johnson | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001501_CC_AIRB | 3LB2NG8VUULSCV2NO430 | | | | JCI US EQUITY | Johnson Controls Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001502_CC_AIRB | LONOZNOJYIBXOHXWDB86 | | | | K US EQUITY | Kellogg Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001503_CC_AIRB | AGX0G2MXE54NFNNICD28 | | | | KU1 US EQUITY | Kentucky Utilities Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001504_CC_AIRB | MP3J6QPYPGN75NVW2S34 | | | | KMB UN Equity | Kimberly-Clark Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001505_CC_AIRB | 549300PDHUGWPWGOT525 | | DE2301470 | | | Kinder Morgan Energy Partners, L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001506_CC_AIRB | 5493005158BXZWGOX572 | | | | 3097Z US EQUITY | Koch Industries Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001507_CC_AIRB | 549300JF6LPRTRJ0FH50 | | | | KSS UN Equity | Kohl's Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001508_CC_AIRB | V1BYR0MM295ZFWYYS367 | | | | KRFT US EQUITY | Kraft Foods Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001509_CC_AIRB | GR3KVMWVCR54YWQNXU90 | | DE0933796 | | LTD GF Equity | L Brands, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001510_CC_AIRB | | | | | LINE US EQUITY | Linn Energy LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001511_CC_AIRB | 5493007B9BM9ZXJINO78 | | DE4009151 | | LYV UN Equity | Live Nation Entertainment, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001512_CC_AIRB | DPRBOZP0K5RM2YE8UU08 | | | | LMT US EQUITY | Lockheed Martin Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001513_CC_AIRB | WAFCR4OKGSC504WU3E95 | | NC0087443 | | LOW UN Equity | Lowe's Companies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001514_CC_AIRB | 2RTSLGQ89VMY18RHX631 | | | | | Manitowoc Co Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001515_CC_AIRB | 1FRVQX2CRLGC1XLP5727 | | DE3395371 | | MRO US Equity | Marathon Oil Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001516_CC_AIRB | 3BNYRYQHD39K4LCKQF12 | | DE4750998 | | MPC UN Equity | Marathon Petroleum Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001517_CC_AIRB | 225YDZ14ZO8E1TXUSU86 | | DE2798413 | | MAR US Equity | Marriott International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001518_CC_AIRB | 54930073HKEO6GZBSS03 | | | | 4614Z US EQUITY | Mars Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001519_CC_AIRB | 549300XMP3KDCKJXIU47 | | DE0706226 | | MMC UN Equity | Marsh & McLennan Companies, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001520_CC_AIRB | 5GCSNMQXHEYA1JO8QN11 | | DE0585027 | | MAS US Equity | Masco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001521_CC_AIRB | AR5L2ODV9HN37376R084 | | DE3390142 | | MA US Equity | MasterCard Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001522_CC_AIRB | 549300VELLG24KHTJ564 | | DE0673809 | | MAT US Equity | Mattel, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001523_CC_AIRB | UE2136O97NLB5BYP9H04 | | | | MCD US EQUITY | McDonald's Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001524_CC_AIRB | 549300WZWOM80UCFSF54 | | DE2417015 | | MCK US Equity | McKesson Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001525_CC_AIRB | 4DL8C98Z5G5IXZLH3578 | | | | MWV US Equity | MeadWestvaco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001526_CC_AIRB | D56MRZY2INAN94ZONZ37 | | | | MDT US EQUITY | Medtronic Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001527_CC_AIRB | 4YV9Y5M8S0BRK1RP0397 | | | | MRK US EQUITY | Merck & Co Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001528_CC_AIRB | INR2EJN1ERAN0W5ZP974 | | WA600413485 | | MSF NA Equity | Microsoft Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001529_CC_AIRB | 54930073LBBH6ZCBE225 | | | | TAP US EQUITY | Molson Coors Brewing Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001530_CC_AIRB | 549300DV9GIB88LZ5P30 | | VA05501796 | | KTF GF Equity | Mondelez International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001531_CC_AIRB | NONUZEX43GHIPSVDD938 | | DE3174788 | | MON US Equity | Monsanto Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001532_CC_AIRB | 6S552MUG6KGJVEBSEC55 | | DE0789650 | | MTLA GF Equity | Motorola Solutions, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001533_CC_AIRB | MOM4570XTJ5YYX7JKH83 | | DE2977161 | | NG/ LN Equity | National Grid USA | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001534_CC_AIRB | 549300VSP3RIX7FGDZ51 | | | | NEM US EQUITY | Newmont Mining Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001535_CC_AIRB | UMI46YPGBLUE4VGNNT48 | | | | NEE UN Equity | NextEra Energy Capital Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001536_CC_AIRB | 549300Z2ZSKKGUE3J147 | | | | NKE US EQUITY | Nike Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001537_CC_AIRB | ZHUWIE4VK4MIYES0UG62 | | IN2000033100151 | | NI UN Equity | NiSource Finance Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001538_CC_AIRB | 7D6DIU2QXTUJRFNNJA49 | | CAC1059173 | | 7201 JT Equity | Nissan Motor Acceptance Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001539_CC_AIRB | 02VFQXG2D1LR5ZH3K186 | | | | NBL UN Equity | Noble Energy, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001540_CC_AIRB | 549300S3IZB5P35KNV16 | | WA178071138 | | JWN US Equity | Nordstrom, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001541_CC_AIRB | RIMU48P07456QXSO0R61 | | | | NOC US EQUITY | Northrop Grumman Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001542_CC_AIRB | 6B6FQLPMMKB14LX6NY57 | | | | | Novelis Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001543_CC_AIRB | 549300GGJCRSI2TIEJ46 | | | | NUE UN Equity | Nucor Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001544_CC_AIRB | IM7X0T3ECJW4C1T7ON55 | | | | OXY US EQUITY | Occidental Petroleum | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001545_CC_AIRB | 52990006VBKYFQMQJX90 | | KvK 34311273 0000 | | OILT UD EQUITY | Oiltanking Finance B.V. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001546_CC_AIRB | HKUPACFHSSASQK8HLS17 | | | | OMC US EQUITY | Omnicom Group | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001547_CC_AIRB | 1Z4GXXU7ZHVWFCD8TV52 | | DE2457805 | | ORCL* MM Equity | Oracle Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001548_CC_AIRB | 549300TOPQ8NG4HGVK16 | | | | | Owens Corning | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001549_CC_AIRB | PH3S12DWZBHHQKVYZ297 | | WA177005077 | | PCAR US Equity | PACCAR Financial Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001550_CC_AIRB | KDTEY8BWE486IKZ3CC07 | | | | PCAR US EQUITY | Paccar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001551_CC_AIRB | SGY07Y7FNYBNLM6Z1M11 | | OR085297-86 | | BRK/A US Equity | PacifiCorp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001552_CC_AIRB | 5493002CONDB4N2HKI23 | | | | PH US EQUITY | Parker Hannifin Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001553_CC_AIRB | EJCO258LNNVSKAR2JX59 | | DE2864939 | | BTU US Equity | Peabody Energy Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001554_CC_AIRB | FJSUNZKFNQ5YPJ5OT455 | | NC0198463 | | PEP SE Equity | PepsiCo, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001555_CC_AIRB | 765LHXWGK1KXCLTFYQ30 | | | | PFE US EQUITY | Pfizer Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001556_CC_AIRB | 8YQ2GSDWYZXO2EDN3511 | | | | | PG&E Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001557_CC_AIRB | HL3H1H2BGXWVG3BSWR90 | | VA0670281-5 | | PMI SE Equity | Philip Morris International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001558_CC_AIRB | TWSEY0NEDUDCKS27AH81 | | | | | Pinnacle West Capital Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001559_CC_AIRB | 549300N2O26NW4ST6W55 | | DE0101728 | | PBI US Equity | Pitney Bowes Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001560_CC_AIRB | 5MRSWZYSSE4064ED3F25 | | | | | Plains Exploration & Production Co LP | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001561_CC_AIRB | 549300BKPEP01R3V6C59 | | PA284424 | | PPG UN Equity | PPG Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001562_CC_AIRB | ZU69GUVJQGZ6Z1UOOO79 | | | | PX US EQUITY | Praxair Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001563_CC_AIRB | 6S3X7J22E861RNTJSA74 | | | | 3252Z US EQUITY | President & Fellows of Harvard College | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001564_CC_AIRB | 2572IBTT8CCZW6AU4141 | | | | PG US EQUITY | Procter & Gamble Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001565_CC_AIRB | 5PRBRS5FEH7NREC8OR45 | | NJ0100802453 | | PRU US Equity | Prudential Financial, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001566_CC_AIRB | PUSS41EMO3E6XXNV3U28 | | | | PEG US EQUITY | Public Service Enterprise Group Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001567_CC_AIRB | 123WALMHY1GZXG2YDL90 | | | | PVH UN Equity | PVH Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001568_CC_AIRB | 8MCWUBXQ0WE04KMXBX50 | | DE2249088 | | DGX UN Equity | Quest Diagnostics Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001569_CC_AIRB | HO1QNWM0IXBZ0QSMMO20 | | | | RL UN Equity | Ralph Lauren Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001570_CC_AIRB | YR6K3WJN0KKLUPZSNL57 | | DE0472015 | | RTN US Equity | Raytheon Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001571_CC_AIRB | NKNQHM6BLECKVOQP7O46 | | | | RSG US EQUITY | Republic Services Group | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001572_CC_AIRB | PQQ60KVT5SJX0ETQT497 | | | | RKT US Equity | Rock-Tenn Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001573_CC_AIRB | VH3R4HHBHH12O0EXZJ88 | | | | ROK US Equity | Rockwell Automation, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001574_CC_AIRB | 549300LJXD867XMVE759 | | | | ROP UN Equity | Roper Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001575_CC_AIRB | K2NEH8QNVW44JIWK7Z55 | | C-38863 | | RCL NO Equity | Royal Caribbean Cruises Ltd. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001576_CC_AIRB | 549300TJCKW4BRXPJ474 | | | | RPM US Equity | RPM International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001577_CC_AIRB | 549300VXRTBPBK07QT94 | | | | 0398293Z US EQUITY | Ruby Pipeline LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001578_CC_AIRB | ZXJ6Y2OSPZXIVGRILD15 | | FL590739250 | | R US Equity | Ryder System, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001579_CC_AIRB | 549300NKZ6VCN5P3K723 | | DE2096948 | | SWY US Equity | Safeway Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001580_CC_AIRB | RLTHESQ0RNFQJWPBJN60 | | DE2258732 | | SGMS UW Equity | Scientific Games International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001581_CC_AIRB | Q0M0CZB4YN6JZ65WXI09 | | | | SEE US EQUITY | Sealed Air Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001582_CC_AIRB | PBBKGKLRK5S5C0Y4T545 | | CAC1991515 | | SRE US Equity | Sempra Energy | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001583_CC_AIRB | KAF673KJXD92C8KSLU49 | | | | SLGN US EQUITY | Silgan Holdings Inc [fka Silgan Corp] | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001584_CC_AIRB | MR92GTD0MJTTTTQDVG45 | | DE2360269 | | | Simon Property Group, L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001585_CC_AIRB | HHWAT5TDOYZMM26KKQ73 | | | | SNA US Equity | Snap-on Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001586_CC_AIRB | 549300FC3G3YU2FBZD92 | | | | | Southern Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001587_CC_AIRB | EFWMP121W54QV9MGOP87 | | DE4116263 | | SWN US Equity | Southwestern Energy Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001588_CC_AIRB | P761FCI0CPOG24I8JE10 | | | | SPW US Equity | SPX Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001589_CC_AIRB | 549300DJ09SMTO561131 | | | | SWK US Equity | Stanley Black & Decker, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001590_CC_AIRB | XQM2JINI1UL7642TU573 | | | | SPLS US Equity | Staples, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001591_CC_AIRB | 5493002F0SC4JTBU5137 | | MI148492 | | SYK US Equity | Stryker Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001592_CC_AIRB | 549300TXO070764WUH65 | | | | SPWR US EQUITY | Sunpower Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001593_CC_AIRB | YF6ZV0M6AU4FY94MK914 | | | | SYMC US Equity | Symantec Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001594_CC_AIRB | 5RGWIFLMGH3YS7KWI652 | | | | SYY US Equity | Sysco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001595_CC_AIRB | 8WDDFXB5T1Z6J0XC1L66 | | | | TGT US Equity | Target Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001596_CC_AIRB | 6HL0C5LCIE4TN8UZHL06 | | DE2980513 | | TRP UN Equity | TC PipeLines, LP | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001597_CC_AIRB | UUL85LWXB4NGSWWXIQ25 | | | | TFX US Equity | Teleflex Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001598_CC_AIRB | YAWJZJYEQ7M1SYMOS462 | | DE2106001 | | TEX UN Equity | Terex Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001599_CC_AIRB | CMTK1YBYNLPLIS3QLI53 | | | | TSO US EQUITY | Tesoro Petroleum | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001600_CC_AIRB | 549300VFZ8XJ9NUPU221 | | | | | The Estee Lauder Companies | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001601_CC_AIRB | HCHV7422L5HDJZCRFL38 | | DE0558016 | | TMO US Equity | Thermo Fisher Scientific Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001602_CC_AIRB | KNG3XRAA0RHN9H62OK76 | | | | TWX US EQUITY | Time Warner Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001603_CC_AIRB | B0I35MLPFXZSE70ASS73 | | | | TKR US EQUITY | Timken Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001604_CC_AIRB | 549300V2JRLO5DIFGE82 | | DE3058821 | | DTE GF Equity | T-Mobile USA, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001605_CC_AIRB | R1JB4KXN77XFCXOQKV49 | | DE7324254 | | TRN US Equity | Trinity Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001606_CC_AIRB | 3NWOXIHJSQCX0SM5Z749 | | DE3589359 | | TRW US Equity | TRW Automotive Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001607_CC_AIRB | G8NWFN4YP7CR6FOP4886 | | | | | Tupperware Brands Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001608_CC_AIRB | WD6L6041MNRW1JE49D58 | | | | TSN US Equity | Tyson Foods, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001609_CC_AIRB | MYF1DAS6G5WY7PRWCU78 | | DE0945814 | | ULVR LN Equity | Unilever Capital Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001610_CC_AIRB | K1OQBWM7XEOO08LDNP29 | | DE0890080 | | UAL UN Equity | United Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001611_CC_AIRB | D01LMJZU09ULLNCY6Z23 | | | | UPS US EQUITY | United Parcel Service Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001612_CC_AIRB | JNLUVFYJT1OZSIQ24U47 | | | | X UN Equity | United States Steel Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001613_CC_AIRB | I07WOS4YJ0N7YRFE7309 | | | | UTX US EQUITY | United Technologies Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001614_CC_AIRB | 549300VSXHFQVR770L55 | | DE4426189 | | | Univar Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001615_CC_AIRB | 549300BZXZ66F6DTIF20 | | VA0016487-1 | | UVV US Equity | Universal Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001616_CC_AIRB | 5493004XNBKB5SFUJI60 | | DE0932960 | | AAL UW Equity | US Airways, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001617_CC_AIRB | KOO0397YRO83WY5MGD97 | | | | VRX CT Equity | Valeant Pharmaceuticals International | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001618_CC_AIRB | 549300XTO5VR8SKV1V74 | | | | VLO US EQUITY | Valero Energy Corp | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001619_CC_AIRB | 2S72QS2UO2OESLG6Y829 | | | | VZ US EQUITY | Verizon Communications Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001620_CC_AIRB | CWAJJ9DJ5Z7P057HV541 | | | | VFC US EQUITY | VF Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001621_CC_AIRB | X0ST5BPF0CZG9FE5OV61 | | | | VIA US EQUITY | Viacom Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001622_CC_AIRB | 549300OBVCU4IRZFZ230 | | | | | Virgin Media Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001623_CC_AIRB | CQKUMNNZVDJLRYV2PT43 | | | | | Virginia Electric & Power Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001624_CC_AIRB | 549300JZ4OKEHW3DPJ59 | | | | V US Equity | Visa Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001625_CC_AIRB | 549300BMOJ05INE4YK86 | | DE2669712 | | | Vornado Realty L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001626_CC_AIRB | 549300UUPJ2NXDB68M19 | | DE0911551 | | | VW Credit, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001627_CC_AIRB | Y87794H0US1R65VBXU25 | | | | WMT US EQUITY | Wal-Mart Stores Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001628_CC_AIRB | 7260JQNI6SCF9FIV2392 | | | | DIS US EQUITY | Walt Disney Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001629_CC_AIRB | IQN3XTJNANI73KWRED03 | | | | | Walter Energy Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001630_CC_AIRB | 549300YX8JIID70NFS41 | | | | WM US EQUITY | Waste Management | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001631_CC_AIRB | 3CYEJKBUJZO3UW777J80 | | DE3797582 | | | WEA Finance LLC | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001632_CC_AIRB | WHENKOULSSK7WUM60H03 | | | | WHR US EQUITY | Whirlpool Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001633_CC_AIRB | D3W7PCXCBRQLL17DZ313 | | | | | World Fuel Services Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001634_CC_AIRB | T4VNTWMFQ7JQB65L7T35 | | DE3664441 | | WYN UN Equity | Wyndham Worldwide Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001635_CC_AIRB | LGJNMI9GH8XIDG5RCM61 | | MN37-AA | | XEL US Equity | Xcel Energy Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001636_CC_AIRB | 4KF48RN45X1OO8UBLY20 | | | | XRX UN Equity | Xerox Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001637_CC_AIRB | 6EY4K7ZMF9UX1CU6KC79 | | | | XIX GF Equity | Xilinx, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001638_CC_AIRB | 549300DF5MV96DRYLQ48 | | | | XYL US EQUITY | Xylem Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001639_CC_AIRB | 2P2YLDVPES3BXQ1FRB91 | | DE3343799 | | ZMH US Equity | Zimmer Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001640_CC_AIRB | 549300HD9Q1LOC9KLJ48 | | | | ZTS UN Equity | Zoetis Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001641_CC_AIRB | 5493007CO5W5OBFG7L21 | | | | | RETAIL ESTATES NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001642_CC_AIRB | 549300QSUNKAEBMYIR16 | | | | | RAVAGO S.A.

| BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001643_CC_AIRB | 549300O3SGMD4K45DN61 | | | BE 0404621642 | | ALCATEL-LUCENT BELL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001644_CC_AIRB | 54930031IF9XW7PCY637 | | | BE 0403992231 | | Atlas Copco Airpower | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001645_CC_AIRB | 549300PR82EONF1NKE18 | | | BE 0473566965 | | BELFIMA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001646_CC_AIRB | 549300UOBXCS79E82606 | | | BE 0404535431 | | Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001647_CC_AIRB | 549300VSM2RG55U2QU15 | | | BE 0400853488 | | BRUSSELS AIRLINES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001648_CC_AIRB | 5493007ZLRNTTT9B6384 | | | | | Carrefour Finance SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001649_CC_AIRB | 529900P0HVIO92I8AU52 | | | BE 0422362447 | | COCKERILL MAINTENANCE & INGENIERIE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001650_CC_AIRB | 549300VWVXR1GOHG0E16 | | | BE 0425702910 | | COFELY FABRICOM sa | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001651_CC_AIRB | 5493003N7PPOYDZI1G90 | | | BE 0400464795 | | COMPAGNIE D'ENTREPRISES CFE — AANNEMINGSMAATSCHAPPIJ CFE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001652_CC_AIRB | 5299009GDDJ20VCTA286 | | | BE 0404411707 | | CONTINENTAL BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001653_CC_AIRB | 549300NF0J86QSGBSV95 | | | BE 0413572663 | | DELDO AUTOBANDEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001654_CC_AIRB | 549300KT827RUL680A73 | | | BE0428741087 | | D'IETEREN Treasury | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001655_CC_AIRB | 5493000G720YN71E2S86 | | | BE 0435305514 | | DREDGING INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001656_CC_AIRB | 529900YOYR5FW12UBJ80 | | | BE 0471811661 | | EDF Luminus | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001657_CC_AIRB | 549300F203XBWYK45D98 | | | BE 0411515075 | | Emmaüs vzw | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001658_CC_AIRB | 529900T3V512W5JEJF78 | | | BE 0406183144 | | Evonik Degussa Antwerpen | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001659_CC_AIRB | 5493006GOR72R0ZYBN98 | | | BE 0860409202 | | EXMAR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001660_CC_AIRB | 52990071WX2UW1WNHC16 | | | BE 0402954628 | | FLUXYS BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001661_CC_AIRB | 529900RL1B6NSLKU7P45 | | | BE 0821382439 | | FLUXYS FINANCE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001662_CC_AIRB | 549300EL1OTYCHBFUV17 | | | BE 0442100363 | | GDF SUEZ CC SCRL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001663_CC_AIRB | 549300AS6JDY8GAUB274 | | | BE 0831958211 | | GDF SUEZ ENERGY MANAGEMENT TRADING | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001664_CC_AIRB | 6IM6CQKADLNCQGUEU352 | | | BE0439255986 | | GEMS Services SA/NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001665_CC_AIRB | 549300UFHGFY5IOON989 | | | BE 0220324117 | | Gimv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001666_CC_AIRB | 5493004EAZQ20FYJKT70 | | | BE 0438202052 | | greif services belgium | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001667_CC_AIRB | 5299004FBX5DGG463D98 | | | BE 0430060188 | | HERAEUS ELECTRO — NITE INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001668_CC_AIRB | 5493002TTO3072KC6L60 | | | BE 0402220594 | | Hewlett — Packard Belgium | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001669_CC_AIRB | 549300VI27GGJFIOCP26 | | | BE 0440113348 | | INTERNATIONAL FINANCE CENTER CFE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001670_CC_AIRB | 5493002RVRZ1S3CPUI26 | | | BE 0428750985 | | ION BEAM APPLICATIONS S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001671_CC_AIRB | 54930073JZQL85NE3817 | | | BE 0222343301 | | IVERLEK | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001672_CC_AIRB | 549300YEC7519H8CBF72 | | | BE 0473587751 | | J.C. General Services CVBA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001673_CC_AIRB | 549300U0BLKP6Y8LPX16 | | | BE 0404778426 | | Katoen Natie | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001674_CC_AIRB | 529900X1VAF3IXDZJ071 | | | | | LE PEIGNE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001675_CC_AIRB | 549300ROPVHSEKEMW107 | | | BE 0807049797 | | LOCORAIL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001676_CC_AIRB | 549300L6DOLPEQSOI005 | | | BE 0405580655 | | MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001677_CC_AIRB | 5493007JS0ZHJVBUWP18 | | | BE 0456810810 | | MOBISTAR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001678_CC_AIRB | 549300V3ES7BVGYNRZ58 | | | BE 0413630071 | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001679_CC_AIRB | 529900P78BT1RIIYWY69 | | | BE 0458885719 | | NUTRECO CAPITAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001680_CC_AIRB | 549300XHGK09MEWMOL68 | | | BE 0419457296 | | Ontex bvba | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001681_CC_AIRB | 5299009CBE6VJXABZS81 | | | BE 0436410522 | | RAFFINERIE TIRLEMONTOISE — TIENSE SUIKERRAFFINADERERIJ | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001682_CC_AIRB | 529900P4SONA6KVTRT86 | | | BE 0428343981 | | RECTICEL INTERNATIONAL SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001683_CC_AIRB | 529900LK4T42CNH2U882 | | | BE 0434475767 | | S.B. MANAGEMENT AND SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001684_CC_AIRB | 529900FTYUE9QOXMU884 | | | BE 0434284638 | | SAINT-GOBAIN BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001685_CC_AIRB | 549300CCKFF44A550J72 | | | BE 0400747580 | | SARENS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001686_CC_AIRB | 549300JTFH1WHCEMIN40 | | | BE 0407139583 | | SD WORX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001687_CC_AIRB | HB7FFAZI0OMZ8PP8OE26 | | | BE 0413330856 | | Society for Worldwide Interbank Financial Telecommunication | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001688_CC_AIRB | 213800IS5GA1OZ8RBM85 | | | BE 0473416418 | | TELENET nv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001689_CC_AIRB | 529900R7MYQQO8CHR962 | | | BE 0403063902 | | TOTAL BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001690_CC_AIRB | 5299003N2SCVNU16O909 | | | BE 0403079441 | | Total Petrochemicals & Refining SA/NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001691_CC_AIRB | 549300ZSTW3D1UXOXY91 | | | BE 0412639681 | | TRACTEBEL ENGINEERING sa | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001692_CC_AIRB | 529900F3AIQECS8ZSV61 | | | | | UMICORE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001693_CC_AIRB | 549300J5X4E65PJHE355 | | | BE 0464538245 | | VPK SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001694_CC_AIRB | 5493002MUOV04NSPT571 | 2796756-1 | | | | RBC INVESTOR SERVICES TRUST | CA | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001695_CC_AIRB | 549300G6ZUFBJVLAJQ46 | | | | | MERCURIA ENERGY TRADING SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001696_CC_AIRB | 5299009K1FINARYDEC72 | | | | | RENAULT FINANCE SA | CH | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001697_CC_AIRB | 549300WZRVQERM819Z90 | 1141987-6 | CH02039235685 | | | Schweizerische RÃ ckversicherungs-Gesellschaft AG | CH | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001698_CC_AIRB | 52990031Q7PCTSUSRW11 | 2820823-9 | HRB40498 | | | LBBW Dublin Management GmbH | DE | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001699_CC_AIRB | 529900GHE5268QPEOH13 | 2537992-6 | HRB106727 | | | LIDL IRELAND GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001700_CC_AIRB | 529900USFSZYPS075O24 | 1144838-8 | HRB3790 | | | VOLKSWAGEN FINANCIAL SERVICES AG | DE | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001701_CC_AIRB | 549300Y5BJOTCMUYT658 | | | | | ARCELORMITTAL TREASURY SNC | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001702_CC_AIRB | 969500KY4MRVCLM9HE48 | | | | | EDF ENERGIES NOUVELLES | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001703_CC_AIRB | 529900QI55ZLJVCMPA71 | | | | | TOTAL CAPITAL | FR | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001704_CC_AIRB | 2138006E2VG89XLORJ06 | | 02366682 | | | YORKSHIRE WATER SERVICES LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001705_CC_AIRB | 549300BPQYQ838KE1X51 | | | | | UNIPEC ASIA COMPANY LIMITED | HK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001706_CC_AIRB | 213800SKZTSE2L1BII69 | | | | | THAMES WATER UTILITIES CAYMAN FINANCE LIMITED | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001707_CC_AIRB | 0YQH6LCEF474UTUV4B96 | | KvK 34313428 0000 | | | ENEL FINANCE INTERNATIONAL N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001708_CC_AIRB | 4ME66GO1Q4T87C52WS37 | | KvK 33134831 0000 | | | GENERAL ELECTRIC INTERNATIONAL INC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001709_CC_AIRB | | | | | 1310Z AR Equity | Argentina | AR | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001710_CC_AIRB | | | | | 1525Z AU Equity | Australia | AU | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001711_CC_AIRB | | | | | 1480Z AV Equity | Austria | AT | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001712_CC_AIRB | | | | | 43886Z BD Equity | Bangladesh | BD | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001713_CC_AIRB | | | | | 111136Z BB Equity | Belgium | BE | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001714_CC_AIRB | | | | | 1323Z BZ Equity | Brazil | BR | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001715_CC_AIRB | | | | | 129225Z BU Equity | Bulgaria | BG | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001716_CC_AIRB | | | | | 80710Z CN Equity | Canada | CA | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001717_CC_AIRB | | | | | 45793Z CI Equity | Chile | CL | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001718_CC_AIRB | | | | | PRCH CH Equity | China | CN | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001719_CC_AIRB | | | | | 1153Z CB Equity | Colombia | CO | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001720_CC_AIRB | | | | | 1040Z CP Equity | Czech Republic | CZ | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001721_CC_AIRB | | | | | 1271Z DC Equity | Denmark | DK | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001722_CC_AIRB | | | | | 1083Z EY Equity | Egypt | EG | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001723_CC_AIRB | | | | | 1000Z ET Equity | Estonia | EE | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001724_CC_AIRB | | | | | 1306Z FH Equity | Finland | FI | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001725_CC_AIRB | | | | | 223727Z FP Equity | France | FR | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001726_CC_AIRB | | | | | 3413Z GR Equity | Germany | DE | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001727_CC_AIRB | | | | | 1004Z GA Equity | Greece | GR | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001728_CC_AIRB | | | | | 1182Z HB Equity | Hungary | HU | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001729_CC_AIRB | | | | | 1504Z IN Equity | India | IN | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001730_CC_AIRB | | | | | 1133Z IJ Equity | Indonesia | ID | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001731_CC_AIRB | | | | | 1266Z ID Equity | Ireland | IE | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001732_CC_AIRB | | | | | 3343943Z IT Equity | Israel | IL | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001733_CC_AIRB | | | | | 2103Z IM Equity | Italy | IT | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001734_CC_AIRB | | | | | JAPZ JP Equity | Japan | JP | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001735_CC_AIRB | | | | | 1001Z KN Equity | Kenya | KE | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001736_CC_AIRB | | | | | 3344606Z LR Equity | Latvia | LV | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001737_CC_AIRB | | | | | 1092Z LH Equity | Lithuania | LT | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001738_CC_AIRB | | | | | 1110Z LX Equity | Luxembourg | LU | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001739_CC_AIRB | | | | | 1124Z MK Equity | Malaysia | MY | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001740_CC_AIRB | | | | | 5753Z US Equity | Malta | MT | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001741_CC_AIRB | | | | | 1426Z MM Equity | Mexico | MX | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001742_CC_AIRB | | | | | 1096Z MC Equity | Morocco | MA | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001743_CC_AIRB | | | | | 1533Z NA Equity | Netherlands | NL | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001744_CC_AIRB | | | | | 46443Z NZ Equity | New Zealand | NZ | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001745_CC_AIRB | | | | | 1233Z NO Equity | Norway | NO | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001746_CC_AIRB | | | | | 279379Z PM Equity | Philippines | PH | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001747_CC_AIRB | | | | | 1084Z PW Equity | Poland | PL | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001748_CC_AIRB | | | | | 1174Z PL Equity | Portugal | PT | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001749_CC_AIRB | | | | | 1089Z RO Equity | Romania | RO | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001750_CC_AIRB | | | | | 4458Z RU Equity | Russia | RU | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001751_CC_AIRB | | | | | 3344642Z AB Equity | Saudi Arabia | SA | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001752_CC_AIRB | | | | | 1545Z SP Equity | Singapore | SG | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001753_CC_AIRB | | | | | 1023Z SK Equity | Slovakia | SK | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001754_CC_AIRB | | | | | 1091Z SV Equity | Slovenia | SI | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001755_CC_AIRB | | | | | 50184Z SJ Equity | South Africa | ZA | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001756_CC_AIRB | | | | | ROKZ KS Equity | South Korea | KR | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001757_CC_AIRB | | | | | 1841Z SM Equity | Spain | ES | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001758_CC_AIRB | | | | | 204283Z EK Equity | Sudan | SD | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001759_CC_AIRB | | | | | 1179Z SS Equity | Sweden | SE | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001760_CC_AIRB | | | | | 344758Z SW Equity | Switzerland | CH | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001761_CC_AIRB | | | | | 116657Z TT Equity | Taiwan | TW | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001762_CC_AIRB | | | | | 1179Z TB Equity | Thailand | TH | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001763_CC_AIRB | | | | | 114144Z TI Equity | Turkey | TR | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001764_CC_AIRB | | | | | 1089Z UZ Equity | Ukraine | UA | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001765_CC_AIRB | | | | | 3344698Z UH Equity | United Arab Emirates | AE | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001766_CC_AIRB | | | | | 6152Z LN Equity | United Kingdom | GB | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001768_CC_AIRB | | | | | 6152Z LN Equity | United States | US | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001769_CC_AIRB | | | | | 1069Z VC Equity | Venezuela | VE | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001770_CC_AIRB | | | | | 231715Z VN Equity | Vietnam | VN | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001771_CC_AIRB | ZTMSNXROF84AHWJNKQ93 | | | | | INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT | US | Sovereign sample | General Governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001772_CC_AIRB | QKL54NQY28TCDAI75F60 | | | | | INTERNATIONAL FINANCE CORPORATION | US | Sovereign sample | General governments | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001773_CC_AIRB | BFXS5XCH7N0Y05NIXW11 | | | | 3531454Z NA EQUITY | ABN Amro | NL | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001774_CC_AIRB | | | | CNE100000Q43 | 1288 HK EQUITY | Agricultural Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001775_CC_AIRB | 3U8WV1YX2VMUHH7Z1Q21 | | | IE0000197834 | ALBK ID EQUITY | ALLIED IRISH BANKS PLC | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001776_CC_AIRB | 5299009N55YRQC69CN08 | | | GRS015013006 | ALPHA GA EQUITY | Alpha Bank | GR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001777_CC_AIRB | JHE42UYNWWTJB8YTTU19 | | | AU000000ANZ3 | ANZ AU EQUITY | ANZ | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001778_CC_AIRB | 549300CTUU1RFXHQJE44 | | | US0594603039 | BBD US EQUITY | Banco Bradesco | BR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001779_CC_AIRB | JU1U6S0DG9YLT7N8ZV32 | | | PTBCP0AM0007 | BCP PL EQUITY | BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) | PT | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001780_CC_AIRB | QE0Q0253K88YAGNPE356 | | | BRBBASACNOR3 | BBAS3 BZ EQUITY | Banco Do Brasil | BR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001781_CC_AIRB | 5493006P8PDBI8LC0O96 | | | IT0005002883 | BP IM EQUITY | Banco Popolare | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001782_CC_AIRB | 9DJT3UXIJIZJI4WXO774 | | | US0605051046 | BAC US EQUITY | Bank of America Corp. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001783_CC_AIRB | 54930053HGCFWVHYZX42 | | | CNE1000001Z5 | 3988 HK EQUITY | Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001784_CC_AIRB | | | | CNE100000205 | 3328 HK EQUITY | Bank of Communications | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001785_CC_AIRB | CO6GC26LCGGRTUESIP55 | | | HK0023000190 | 23 HK EQUITY | Bank of East Asia Ltd. | HK | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001786_CC_AIRB | Q2GQA2KF6XJ24W42G291 | | | IE0030606259 | BKIR ID EQUITY | BANK OF IRELAND | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001787_CC_AIRB | NQQ6HPCNCCU6TUTQYE16 | | | CA0636711016 | BMO CN EQUITY | Bank of Montreal | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001788_CC_AIRB | WFLLPEPC7FZXENRZV188 | | | US0640581007 | BK US EQUITY | Bank of New York Mellon Corp. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001789_CC_AIRB | L3I9ZG2KFGXZ61BMYR72 | | | CA0641491075 | BNS CN EQUITY | Bank of Nova Scotia | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001790_CC_AIRB | 549300685QG7DJS55M76 | | | ES0113307021 | BKIA SM EQUITY | Bankia | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001791_CC_AIRB | VWMYAEQSTOPNV0SUGU82 | | | ES0113679I37 | BKT SM EQUITY | BANKINTER | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001792_CC_AIRB | G5GSEF7VJP5I7OUK5573 | | | GB0031348658 | BARC LN EQUITY | Barclays Plc | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001794_CC_AIRB | VDYMYTQGZZ6DU0912C88 | 1103165-5 | | | BLGZ GR EQUITY | Bayerische Landesbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001795_CC_AIRB | K8MS7FD7N5Z2WQ51AZ71 | | | ES0113211835 | BBVA SM EQUITY | BBVA | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001796_CC_AIRB | A5GWLFH3KM7YV2SFQL84 | | | | CCBG BB EQUITY | Belfius (Ex-Dexia bank) | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001797_CC_AIRB | R0MUWSFPU8MPRO8K5P83 | | | FR0000131104 | BNP FP EQUITY | BNP Paribas | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001798_CC_AIRB | 9695005MSX1OYEMGDF46 | | | | 3692594z fp equity | BPCE | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001799_CC_AIRB | 7CUNS533WID6K7DGFI87 | | | ES0140609019 | CABK SM EQUITY | CaixaBank | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001800_CC_AIRB | 2IGI19DL77OX0HC3ZE78 | | | CA1360691010 | CM CN EQUITY | Canadian Imperial Bank of Commerce | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001801_CC_AIRB | | | | CNE1000001Q4 | 998 HK EQUITY | China CITIC Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001802_CC_AIRB | 5493001KQW6DM7KEDR62 | | | CNE1000002H1 | 939 HK EQUITY | China Construction | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001803_CC_AIRB | | | | CNE100000SL4 | 601818 CH EQUITY | China Everbright Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001804_CC_AIRB | 549300MKO5B60FFIHF58 | | | CNE1000002M1 | 3968 HK EQUITY | China Merchants Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001805_CC_AIRB | 549300HBUGSQD1VCXG94 | | | CNE100000HF9 | 1988 HK EQUITY | China Minsheng Banking Corp., Ltd. | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001806_CC_AIRB | 6SHGI4ZSSLCXXQSBB395 | | | US1729674242 | C US EQUITY | Citigroup | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001807_CC_AIRB | 851WYGNLUQLFZBSYGB56 | 1106139-7 | | DE000CBK1001 | CBK GY EQUITY | Commerzbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001808_CC_AIRB | MSFSBD3QN1GSN7Q6C537 | | | AU000000CBA7 | CBA AU EQUITY | Commonwealth | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001809_CC_AIRB | 969500TJ5KRTCJQWXH05 | | | FR0000045072 | ACA FP EQUITY | Crédit Agricole | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001810_CC_AIRB | 9695000CG7B84NLR5984 | | | | CMUT FP EQUITY | Crédit Mutuel | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001811_CC_AIRB | ANGGYXNX0JLX3X63JN86 | | | CH0012138530 | CSGN VX EQUITY | Credit Suisse | CH | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001812_CC_AIRB | MAES062Z21O4RZ2U7M96 | | | DK0010274414 | DANSKE DC EQUITY | Danske Bank | DK | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001813_CC_AIRB | 7LTWFZYICNSX8D621K86 | 1106989-5 | | DE0005140008 | DBk GY EQUITY | Deutsche Bank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001814_CC_AIRB | 549300GKFG0RYRRQ1414 | | | NO0010031479 | DNB NO EQUITY | DNB NOR | NO | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001815_CC_AIRB | 529900HNOAA1KXQJUQ27 | 1107041-4 | | DE0008343104 | DGBK GR EQUITY | DZ BANK AG Deutsche Zentral-Genossenschaftsbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001816_CC_AIRB | JEUVK5RWVJEN8W0C9M24 | | | GRS323003004 | EUROB GA EQUITY | EFG EUROBANK ERGASIAS | GR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001817_CC_AIRB | PQOH26KWDF7CG10L6792 | | | AT0000652011 | EBS AV EQUITY | Erste Group Bank AG | AT | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001818_CC_AIRB | 549300GGF3CSCFS5UT61 | | | PTBES0AM0007 | BES PL EQUITY | ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) | PT | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001819_CC_AIRB | THRNG6BD57P9QWTQLG42 | | | US3167731005 | FITB US EQUITY | Fifth Third Bancorp | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001820_CC_AIRB | 784F5XWPLTWKTBV3E584 | | | US38141G1040 | GS US EQUITY | Goldman Sachs Group | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001821_CC_AIRB | MLU0ZO3ML4LN2LL2TL39 | | | GB0005405286 | HSBA LN EQUITY | HSBC Holdings | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001823_CC_AIRB | | | | CNE000001QZ7 | 601166 CH EQUITY | Industrial Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001824_CC_AIRB | 5493002ERZU2K9PZDL40 | | | CNE1000003G1 | 1398 HK EQUITY | Industrial Commercial Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001825_CC_AIRB | 3TK20IVIUJ8J3ZU0QE75 | | | NL0000303600 | INGA NA EQUITY | ING | NL | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001826_CC_AIRB | 2W8N8UU78PMDQKZENC08 | | | IT0000072618 | ISP IM EQUITY | Intesa | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001827_CC_AIRB | 635400DTNHVYGZODKQ93 | | | | ILOA ID EQUITY | Permanent TSB Group Holdings Plc | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001828_CC_AIRB | BZO2P8KHO2O10H5QQ663 | | | BRITUBACNPR1 | ITUB4 BZ EQUITY | Itaú Unibanco Holding | BR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001829_CC_AIRB | 8I5DZWZKVSZI1NUHU748 | | | US46625H1005 | JPM US EQUITY | JPMorgan Chase & Co. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001830_CC_AIRB | 3M5E1GQGKL17HI6CPN30 | | | DK0010307958 | JYSK DC EQUITY | Jyske Bank | DK | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001831_CC_AIRB | 213800X3Q9LSAKRUWY91 | | | BE0003565737 | KBC BB EQUITY | KBC | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001832_CC_AIRB | 549300XXMOJSIW8P4769 | | | KR7060000007 | 060000 KS EQUITY | Kookmin Bank | KR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001833_CC_AIRB | B81CK4ESI35472RHJ606 | 1001144-3 | | | 2525Z GR EQUITY | Landesbank Baden-Württemberg | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001834_CC_AIRB | 549300PPXHEU2JF0AM85 | | | GB0008706128 | LLOY LN EQUITY | Lloyds Banking Group | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001836_CC_AIRB | 4ZHCHI4KYZG2WVRT8631 | | | AU000000MQG1 | MQG AU EQUITY | Macquarie | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001837_CC_AIRB | PSNL19R2RXX5U3QWHI44 | | | IT0000062957 | mb im equity | Mediobanca SpA | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001838_CC_AIRB | | | | JP3902900004 | 8306 JP EQUITY | Mitsubishi UFJ Financial Group | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001839_CC_AIRB | RB0PEZSDGCO3JS6CEU02 | | | JP3885780001 | 8411 JP EQUITY | Mizuho Financial Group | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001840_CC_AIRB | J4CP7MHCXR8DAQMKIL78 | | | IT0001334587 | BMPS IM EQUITY | Monte Dei Paschi | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001841_CC_AIRB | IGJSJL3JD5P30I6NJZ34 | | | US6174464486 | MS US EQUITY | Morgan Stanley | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001842_CC_AIRB | F8SB4JFBSYQFRQEH3Z21 | | | AU000000NAB4 | NAB AU EQUITY | National Australia Bank | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001843_CC_AIRB | 549300XFX12G42QIKN82 | | | | 0916972D LN EQUITY | Nationwide Building Society | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001845_CC_AIRB | 549300B3CEAHYG7K8164 | | | JP3762600009 | 8604 JP EQUITY | Nomura Holdings | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001846_CC_AIRB | DSNHHQ2B9X5N6OUJ1236 | 1124864-8 | | | 2531Z GR EQUITY | Norddeutsche Landesbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001847_CC_AIRB | 6SCPQ280AIY8EP3XFW53 | | | SE0000427361 | NDA SS EQUITY | Nordea | SE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001848_CC_AIRB | 549300GLF98S992BC502 | | | US6658591044 | NTRS US EQUITY | Northern Trust Corp. | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001849_CC_AIRB | 7437003B5WFBOIEFY714 | | | | | OP Osuuskunta | FI | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001850_CC_AIRB | CFGNEKW0P8842LEUIA51 | | | US6934751057 | PNC US EQUITY | PNC Financial Services Group | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001851_CC_AIRB | DG3RU1DBUFHT4ZF9WN62 | | | | 682055Z NA EQUITY | Rabobank | NL | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001852_CC_AIRB | EVOYOND2GGP3UHGGE885 | | | AT0000606306 | RBI AV EQUITY | Raiffeisen Zentralbank Österreich AG | AT | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001853_CC_AIRB | ES7IP3U3RHIGC71XBU11 | | | CA7800871021 | RY CN EQUITY | Royal Bank of Canada | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001854_CC_AIRB | 2138005O9XJIJN4JPN90 | | | GB00B7T77214 | RBS LN EQUITY | Royal Bank of Scotland | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001856_CC_AIRB | 5493006QMFDDMYWIAM13 | | | ES0113900J37 | SAN SM EQUITY | Santander | ES | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001857_CC_AIRB | 549300WE6TAF5EEWQS81 | | | RU0009029540 | SBER RX EQUITY | Sberbank | RU | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001858_CC_AIRB | F3JS33DEI6XQ4ZBPTN86 | | | SE0000148884 | SEBA SS EQUITY | SEB | SE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001859_CC_AIRB | | | | CNE0000011B7 | 600000 CH EQUITY | Shanghai Pudong Development Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001860_CC_AIRB | O2RNE8IBXP4R0TD8PU41 | | | FR0000130809 | GLE FP EQUITY | Société Générale | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001861_CC_AIRB | U4LOSYZ7YG4W3S5F2G91 | | | GB0004082847 | STAN LN EQUITY | Standard Chartered Group | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001863_CC_AIRB | 5493001JZ37UBBZF6L49 | | | INE062A01012 | SBIN IN EQUITY | State Bank of India | IN | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001864_CC_AIRB | 549300ZFEEJ2IP5VME73 | | | US8574771031 | STT US EQUITY | State Street Corp | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001865_CC_AIRB | | | | JP3890350006 | 8316 JP EQUITY | Sumitomo Mitsui Financial Group | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001866_CC_AIRB | 7E1PDLW1JL6TS0BS1G03 | | | US8679141031 | STI US EQUITY | SunTrust Banks Inc.

| US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001867_CC_AIRB | NHBDILHZTYCNBV5UYZ31 | | | SE0000193120 | SHBA SS EQUITY | Svenska Handelsbanken | SE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001868_CC_AIRB | M312WZV08Y7LYUC71685 | | | SE0000242455 | SWEDA SS EQUITY | Swedbank | SE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001869_CC_AIRB | GP5DT10VX1QRQUKVBK64 | | | DK0010311471 | SYDB DC EQUITY | Sydbank | DK | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001870_CC_AIRB | | | | | NORZ JP EQUITY | The Norinchukin Bank | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001871_CC_AIRB | PT3QB789TSUIDF371261 | | | CA8911605092 | TD CN EQUITY | Toronto-Dominion Bank | CA | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001872_CC_AIRB | N1GZ7BBF3NP8GI976H15 | | | US9029733048 | USB US EQUITY | U.S. Bancorp | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001873_CC_AIRB | 81560097964CBDAED282 | | | | UBI IM EQUITY | UBI Banca | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001874_CC_AIRB | BFM8T61CT2L1QCEMIK50 | | | CH0024899483 | UBSN VX EQUITY | UBS | CH | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001875_CC_AIRB | 549300TRUWO2CD2G5692 | | | IT0004781412 | UCG IM EQUITY | Unicredit | IT | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001876_CC_AIRB | IO66REGK3RCBAMA8HR66 | | | SG1M31001969 | UOB SP EQUITY | United Overseas Bank Ltd. | SG | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001877_CC_AIRB | | | | RU000A0JP5V6 | VTBR RX EQUITY | VTB Bank | RU | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001878_CC_AIRB | PBLD0EJDB5FWOLXP3B76 | | | US9497461015 | WFC US EQUITY | Wells Fargo & Company | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001879_CC_AIRB | EN5TNI6CI43VEPAMHL14 | | | AU000000WBC1 | WBC AU EQUITY | Westpac | AU | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001880_CC_AIRB | | | | KR7053000006 | 053000 ks equity | Woori Finance Holding | KR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001881_CC_AIRB | 2138002Y3WMK6RZS8H90 | | | | | NATIONAL BANK OF ABU DHABI | AE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001882_CC_AIRB | A6NZLYKYN1UV7VVGFX65 | | | BE 0404453574 | | Argenta Spaarbank NV/SA | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001883_CC_AIRB | 529900WPR59SSV2AOJ29 | | | BE 0414392710 | | BNP Paribas Fortis Factor | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001884_CC_AIRB | KGCEPHLVVKVRZYO1T647 | | | BE 0403199702 | | BNP PARIBAS FORTIS SA/NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001885_CC_AIRB | 549300OZ46BRLZ8Y6F65 | | | BE 0429875591 | | Euroclear Bank SA/NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001886_CC_AIRB | JLS56RAMYQZECFUF2G44 | | | BE 0403200393 | | ING BELGIUM SA/NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001887_CC_AIRB | 5493008QOCP58OLEN998 | | | BE 0404453475 | | Investar | BE | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001888_CC_AIRB | 6B2PBRV1FCJDMR45RZ53 | | | BE 0462920226 | | KBC BANK NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001889_CC_AIRB | Q5BP2UEQ48R75BOTCB92 | | | | | Ceskoslovenska obchodni banka as | CZ | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001890_CC_AIRB | KR6LSKV3BTSJRD41IF75 | 2900164-1 | 64948242 | | | UNICREDIT CZ/SK PRA | CZ | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001891_CC_AIRB | 2ZCNRR8UK83OBTEK2170 | 1103210-9 | HRB42148 | | | Unicredit Bank AG | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001892_CC_AIRB | 529900GJD3OQLRZCKW37 | 1134792-9 | HRB1819 | | | VOLKSWAGEN BANK GMBH | DE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001893_CC_AIRB | CXW2O4H2U3MBVXMY1773 | | | | | NORDEA BANK FINLAND PLC | FI | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001894_CC_AIRB | 969500VHCVGOH0RM3X42 | | | | | AXA CORPORATE SOLUTIONS ASSURANCE | FR | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001895_CC_AIRB | 549300WCGB70D06XZS54 | | | | | BNP Paribas Securities Services | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001896_CC_AIRB | 1VUV7VQFKUOQSJ21A208 | | | | | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001897_CC_AIRB | F4G136OIPBYND1F41110 | | | | | DEXIA CREDIT LOCAL | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001898_CC_AIRB | KX1WK48MPD4Y2NCUIZ63 | | | | | NATIXIS SA | FR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001899_CC_AIRB | QP3XKRKS0CX2T3O07L95 | | 02857033 | | | CARGILL GLOBAL FUNDING PLC | GB | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001900_CC_AIRB | 549300ZT0RVWCG8T4L55 | | 03196171 | | | CLERICAL MEDICAL INVESTMENT GROUP LTD | GB | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001901_CC_AIRB | TXDSU46SXBWIGJ8G8E98 | | 00995939 | | | RBC EUROPE | GB | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001902_CC_AIRB | 0LC1OXN013FUKQASJB58 | 1466050-0 | | | | ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED | GG | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001903_CC_AIRB | 2HI3YI5320L3RW6NJ957 | 1116658-4 | | | | THE HONGKONG AND SHA | HK | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001904_CC_AIRB | N1FBEDJ5J41VKZLO2475 | | | | 3445100Z ID Equity | CITIBANK EUROPE PLC | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001905_CC_AIRB | HRRVUBV0XN84YQZT6245 | | | XS0227637500 | | DEPFA BANK PLC-DUBLIN HEAD OFFICE | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001906_CC_AIRB | EQYXK86SF381Q21S3020 | | | | 3459384Z LN Equity | MERRILL LYNCH INTERNATIONAL BANK LIMITED | IE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001907_CC_AIRB | 549300F99IL9YJDWH369 | 1105105-9 | | | | HSBC BANK MIDDLE EAST LIMITED | JE | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001908_CC_AIRB | C3GTMMZIHMY46P4OIX74 | 1123361-6 | 019901008846 | | | THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE | JP | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001909_CC_AIRB | 549300OL514RA0SXJJ44 | | B9248 | | | CLEARSTREAM BANKING S.A. | LU | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001910_CC_AIRB | 5493006YXS1U5GIHE750 | | | | | European Investment Bank | LU | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001911_CC_AIRB | 549300X34UUBDEUL1Z91 | | | | XHB GR EQUITY | HSBC BANK MALTA PLC | MT | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001912_CC_AIRB | G8ZTNESVNKW4NN761W05 | | KvK 33170459 0000 | | | ABN AMRO CLEARING BANK NV | NL | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001913_CC_AIRB | X3CZP3CK64YBHON1LE12 | | KvK 33002587 1594 | | | THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE | NL | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001914_CC_AIRB | HZSN7FQBPO5IEWYIGC72 | | | | | ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE | NZ | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001915_CC_AIRB | 54930044PULMORCKB765 | | | | | SAUDI ARABIAN MONETARY AGENCY | SA | Institutions sample | Central banks | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001916_CC_AIRB | CWZ8NZDH5SKY12Q4US31 | | | | | Citibank AS | TR | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001917_CC_AIRB | B4TYDEB6GKMZO031MB27 | | | | | Bank of America NA | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001918_CC_AIRB | HPFHU0OQ28E4N0NFVK49 | | | | | BANK OF NEW YORK MELLON | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001919_CC_AIRB | E57ODZWZ7FF32TWEFA76 | | | | | Citibank NA | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001920_CC_AIRB | 7H6GLXDRUGQFU57RNE97 | | KvK 33278302 0000 | | | JPMorgan Chase Bank N | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001921_CC_AIRB | 571474TGEMMWANRLN572 | 1203023-5 | | | | STATE STREET BANK AND TRUST COMPANY BOSTON — MASSACHUSETTS | US | Institutions sample | Credit institutions | Not applicable | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000001_CC_SLSC | | 1040 | 58237v | | 0296104D AV EQUITY | ALPINE Bau GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000002_CC_SLSC | 5299005VO3GJ18GL5F14 | 8670870 | 310593f | | | AMAG Austria Metall AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000003_CC_SLSC | 549300VZKC61IR5U8G96 | 26972 | 50935f | AT0000730007 | ANDR AV EQUITY | ANDRITZ AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000004_CC_SLSC | 529900LMTI8YSE62EI88 | | | | LHA GF Equity | AUSTRIAN AIRLINES AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000005_CC_SLSC | 5299004QD601B8U1HD44 | 131830 | 109445z | | | Austrian Gaming Industries GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000006_CC_SLSC | 529900J7EWWGQ375DL84 | 2410 | 53507m | | | AVL List GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000007_CC_SLSC | | 226424 | 58036y | | | Bauunternehmung Granit Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000008_CC_SLSC | | 160431 | 89102h | | | BENE AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000009_CC_SLSC | 529900ZAFSOBVFCKF263 | | 319670d | | 0456855D AV EQUITY | Benteler International Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000010_CC_SLSC | 5299000SY4448XU04857 | 847216 | 86959g | | | CAG Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000011_CC_SLSC | 5299003V84MVB5A3C324 | 5762600 | 231192p | | | CARBONES HOLDING GMBH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000012_CC_SLSC | 529900G8XM6H1XVZBJ73 | 67504 | 99639d | | | Casinos Austria Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000013_CC_SLSC | 529900VN62L73X2OJX85 | 5200326 | 212163f | | | conwert Immobilien Invest SE | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000014_CC_SLSC | | 7161956 | 270027z | | | DCM DECOmetal GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000015_CC_SLSC | | 76350 | 67493f | | | dm drogerie markt GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000016_CC_SLSC | 5299002NFQKOBT1E8569 | 3570614 | 156765m | | | DO & CO Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000017_CC_SLSC | 5299004ARAOQMGTWCI13 | 125709 | 70342w | | | Doppelmayr Seilbahnen GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000018_CC_SLSC | 54930060U4XOVED1T359 | 5536812 | 223028h | | | EconGas GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000019_CC_SLSC | 529900WJZJAEI0VBLP60 | | | | | Egger Holzwerkstoffe GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000020_CC_SLSC | 52990048A4N0S24VG982 | 159026 | 42973x | | | Eglo Leuchten GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000021_CC_SLSC | 529900N8OA1GVSR5R946 | 30988 | 76532y | | | Energie AG Oberösterreich | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000022_CC_SLSC | 529900BMPGUGAFYYAV45 | 6106 | 126805d | | | Energie Burgenland AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000023_CC_SLSC | 529900WID59A60HHYX13 | 2795493 | 145825z | | | Erber Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000024_CC_SLSC | 529900P4JZBFEVNEAE60 | | | | EVN AV Equity | EVN AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000025_CC_SLSC | | 9907106 | 347483f | | | Felbermayr Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000026_CC_SLSC | 549300FQ2ILBH7DJ6I45 | 1754530 | 42984m | | | Flughafen Wien Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000027_CC_SLSC | 529900RJAN0LNMW7Q775 | 1312138 | 89381v | | | HABAU Hoch- und Tiefbaugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000028_CC_SLSC | 5299000X53SAWQMDFF06 | 58114 | 26451z | | | Hofer Kommanditgesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000029_CC_SLSC | | 1640348 | 47654f | | | Hyundai Import Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000030_CC_SLSC | 529900RQJADHH91ABP14 | 2777363 | 144991y | | | Infineon Technologies Austria AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000031_CC_SLSC | 529900DSSMPIR6R3GO43 | 130311 | 64543t | | | J. u. A. Frischeis Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000032_CC_SLSC | 5299008ARRNJFPBNTM78 | 4155033 | 178368g | | | Kapsch BusinessCom AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000033_CC_SLSC | 529900A9NX1TM65N4176 | 21369 | 99133i | | | KELAG-Kärntner Elektrizitäts-Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000034_CC_SLSC | | 1376136 | 94579m | | | Leiner Immobilien GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000035_CC_SLSC | | 25798 | 32725a | | | Leyrer + Graf Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000036_CC_SLSC | | 1216520 | 106825x | | | Management Trust Holding Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000037_CC_SLSC | 529900JYVV57QBKV9G11 | 1991078 | 35673k | | | MFC Commodities GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000038_CC_SLSC | 529900WFARKZGRCQ8652 | | | | | MONTANA TECH COMPONENTS GMBH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000039_CC_SLSC | 213800CUWJ54846X6779 | 1760513 | 40450k | | | Montanwerke Brixlegg Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000040_CC_SLSC | 529900UUANUJ60MNMX97 | | 71396w | | 7716424Z AV EQUITY | ÖBB — Infrastruktur Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000041_CC_SLSC | 529900UOHXZ1BIORCV04 | 6467385 | 248742y | | | ÖBB-Personenverkehr Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000042_CC_SLSC | 529900B76VL5KG71J029 | 6515541 | 250198p | | | ÖBB-Postbus GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000043_CC_SLSC | 529900UZY47TEIFNF978 | 6496644 | 249666g | | | ÖBB-Produktion Gesellschaft mbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000044_CC_SLSC | 549300V62YJ9HTLRI486 | | 93363z | AT0000743059 | OMV AV EQUITY | OMV Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000045_CC_SLSC | | 3512231 | 154148p | | | Österreichische Bundesforste AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000046_CC_SLSC | 529900IFAV83BX8O1O91 | 526819 | 33393h | AT0000758305 | PAL AV EQUITY | PALFINGER AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000047_CC_SLSC | | 957313 | 115289v | | | QuadraCir AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000048_CC_SLSC | 5299000HTNHA5ACH9N32 | 1074393 | 56247t | | 495680Z AV EQUITY | Red Bull GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000049_CC_SLSC | 529900ENFTO28GS3KF76 | 1813722 | 78563i | | | Rohöl-Aufsuchungs Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000050_CC_SLSC | 5299005U4ZMMSYUJ5G02 | 7113951 | 267218v | | | ROXCEL Handelsgesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000051_CC_SLSC | 5493000C4S664YT7T556 | 38229 | 51350s | | | Salzburg AG für Energie, Verkehr und Telekommunikation | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000052_CC_SLSC | 549300XBCUMUR5CI0181 | | | | | Sappi Papier Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000053_CC_SLSC | 5299002XAOMQWAIZMA51 | 271020 | 128056v | | | Schmid Industrieholding G.m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000054_CC_SLSC | 52990021T5LVTQOGSU18 | 39594 | 60562m | | | Siemens Aktiengesellschaft Österreich | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000055_CC_SLSC | 52990020WIPPT0HC0V31 | | | | | Steinhoff Europe AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000056_CC_SLSC | 529900TYYSRJH2VJSP60 | 421065 | 88983h | AT000000STR1 | STR AV EQUITY | Strabag SE | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000057_CC_SLSC | 529900BTWJ6SISLJ5854 | 5880980 | 235264b | | | SWARCO AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000058_CC_SLSC | 529900SCL1LJL8PZNI48 | 501247 | 83175t | | | Swietelsky Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000059_CC_SLSC | 529900V54UV5XQUK5S85 | | FN155563W | | TKA AV Equity | Telekom Finanzmanagement GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000060_CC_SLSC | 529900OOW8ELHOXWZP82 | | | | UN9 GS Equity | UNIQA Insurance Group AG | AT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000061_CC_SLSC | 549300IFXHQIB5POT565 | 3734340 | 162844b | | | VAMED ENGINEERING GmbH & CO KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000062_CC_SLSC | 5299006UDSEJCTTEJS30 | 45926 | 76023z | AT0000746409 | VER AV EQUITY | VERBUND AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000063_CC_SLSC | 529900ZAXBMQDIWPNB72 | 2147807 | 66209t | AT0000937503 | VOE AV EQUITY | voestalpine AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000064_CC_SLSC | 5299008VQJD65XCUPR16 | 1134770-5 | HRA661038 | | 6830553Z AV EQUITY | Voith Turbo GmbH & Co. KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000065_CC_SLSC | 529900VXIFBHO0SW2I31 | 46434 | 77676f | AT0000831706 | WIE AV EQUITY | Wienerberger AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000066_CC_SLSC | 529900OS67T49AW45S74 | 194255 | 121150m | | 665707Z AV EQUITY | WIENERBERGER FINANZ SERVICE GMBH | AT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000067_CC_SLSC | 529900OJFTLS1RYWIF55 | 9565779 | 336561v | | | XXXLutz KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000068_CC_SLSC | 529900IIODYNYAZ2ID26 | | | | | ZUMTOBEL AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000069_CC_SLSC | 54930002QM8QVWM56E14 | | | | | Amcor Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000070_CC_SLSC | WZE1WSENV6JSZFK0JC28 | | | | BHP AU EQUITY | BHP Billiton Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000071_CC_SLSC | | | | | 6026550Z AU EQUITY | Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000072_CC_SLSC | JOR7RJTXUXBRJ4UA5G70 | | | | CCL AT Equity | Coca-Cola Amatil Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000073_CC_SLSC | 549300HPMK7UWN02N804 | | PA3337938 | | CWN AT Equity | Crown Group Finance Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000074_CC_SLSC | | | | | LEI AU EQUITY | Leighton Holdings Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000075_CC_SLSC | ACMHD8HWFMFUIQQ8Y590 | | | | MQG AU EQUITY | Macquarie Group Ltd | AU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000076_CC_SLSC | ZSN2LWNPYW6ISMRUC664 | | | | ORG AU EQUITY | Origin Energy Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000077_CC_SLSC | 5493008XVFHYYV0YHN70 | | | | HUWA GF Equity | Powercor Australia, LLC | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000078_CC_SLSC | YLXNW6TI6QSK1H8H0N82 | | | | QAN AU EQUITY | Qantas Airways Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000079_CC_SLSC | | | 520433129 | | SPT AU EQUITY | Spotless Holding SAS | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000080_CC_SLSC | PCTXNQGRJVR3OG33JG65 | | | | TLS AT Equity | Telstra Corporation Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000081_CC_SLSC | 5493003L32ZX9557ST85 | | | | WES AU EQUITY | Wesfarmers Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000082_CC_SLSC | QNWEWQBS7HP85QHXQL92 | | | | | Woolworths Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000083_CC_SLSC | G05OZ4J4E05KDATL0J93 | | | | | AG Insurance | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000084_CC_SLSC | 549300IHBDUTUNQJJB79 | 16342 | | | AGFB BB EQUITY | Agfa-Gevaert NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000085_CC_SLSC | 549300N22C0GCT5BUD97 | 26198 | | | | AJINOMOTO OMNICHEM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000086_CC_SLSC | | 116163 | | | | ALBELEC | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000087_CC_SLSC | | 225626 | | | | ALCATAN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000088_CC_SLSC | 5493008H3828EMEXB082 | | | | ABI BB EQUITY | Anheuser-Busch InBev NV/SA [ABInBev] | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000089_CC_SLSC | 549300BKDDQ56JWCBT72 | 1098030 | | | | AQUAFIN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000090_CC_SLSC | 549300B4HNIJSAWU1C95 | 1138391 | | | | ARPAL MANAGEMENT | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000091_CC_SLSC | 213800R1F1EJYM4ICO85 | | 444734706 | BE 0444734706 | | Barry Callebaut Services | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000092_CC_SLSC | 549300CWRXC5EP004533 | | | | BELG BB Equity | Belgacom S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000093_CC_SLSC | 549300R9I8GUZLNIV408 | | 890082292 | | | Brussels Airport Company S.A./N.V. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000094_CC_SLSC | | 433287 | | | | CENTRE HOSPITALIER CHRETIEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000095_CC_SLSC | | 81095 | | | | CHAUSSURES CECIL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000096_CC_SLSC | 549300IP2F5TKUC0GF38 | 82988 | | | | CHEMITEX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000097_CC_SLSC | 549300TM914CSF6KI389 | 149177 | | | COFB BB EQUITY | COFINIMMO | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000098_CC_SLSC | | 184723 | | | | COLLIGNON ENG. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000099_CC_SLSC | | 201775 | | | | COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000100_CC_SLSC | 213800DMG7PUQHINO388 | | | BE 0401641663 | | Louis Delhaize — Compagnie franco-belge d'Alimentation | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000101_CC_SLSC | | 255648 | | | | DOD | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000102_CC_SLSC | | 1145532 | | | | EDIFICIO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000103_CC_SLSC | T0YOOBZO4L6YAD6SAV65 | 14206 | 403170701 | | ELEB BB EQUITY | ELECTRABEL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000104_CC_SLSC | 549300JC3HI3K7ZSYU66 | 1329681 | | | | ELEM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000105_CC_SLSC | 549300S1MP1NFDIKT460 | | | BE 0476388378 | ELI BB Equity | ELIA SYSTEM OPERATOR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000106_CC_SLSC | 5493001XW6MSHRMFLU28 | | | | ENI GY Equity | eni finance international SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000107_CC_SLSC | 549300VO7PUETX031S03 | 10309 | | BE 0860004176 | | ETEXCO SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000108_CC_SLSC | | 13771 | | | | ETS DE SIMONE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000109_CC_SLSC | 52990053AH5LF0YZWD07 | | | | | Euler Hermes Europe | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000110_CC_SLSC | 549300D80RYON74MEJ03 | 18181 | | | EURN BB EQUITY | Euronav NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000111_CC_SLSC | 8RDWFWPP4PLMZ5PPQH32 | | | | | Fluxys G SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000112_CC_SLSC | | 25281 | | | | G EN J VASTGOED | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000113_CC_SLSC | | 65807 | | | | HOET TRUCKING & RENTING | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000114_CC_SLSC | 549300M48VNC2Z0MDG47 | 71844 | | | | HOTTLET FROZEN FOODS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000115_CC_SLSC | 549300GR6U0KHJD7DG07 | | | | | IKEA SERVICE CENTRE N.V. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000116_CC_SLSC | | 84089 | | | | INTERNATIONAL ORE ET FERTILIZER BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000117_CC_SLSC | | 85640 | | | | JEAN WAUTERS-ACIERS SPECIAUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000118_CC_SLSC | | 111717 | | | | M.G.S. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000119_CC_SLSC | 5493004FKZI586397240 | | | | | Magotteaux International SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000120_CC_SLSC | 549300Q80KFPKZC6BQ79 | 144096 | | | | MENOUQUIN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000121_CC_SLSC | | 166601 | | | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000122_CC_SLSC | 5493002HHHFTG6G3BG36 | | | BE 0431676229 | OME BB EQUITY | OMEGA PHARMA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000123_CC_SLSC | | 168945 | | | | OPIO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000124_CC_SLSC | | 192350 | | | | PHARMACIES SERVAIS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000125_CC_SLSC | 54930064JCEXFA8M0W31 | 202291 | | BE 0405747040 | | PRAYON | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000126_CC_SLSC | | 204834 | | | | PRO CONCEPT M P J | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000127_CC_SLSC | 549300NMIBTX17HWF142 | 233001 | | | | RARE GEMS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000128_CC_SLSC | 549300X72GEQB1X8K911 | 247664 | | | | ROULARTA MEDIA GROUP | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000129_CC_SLSC | 529900PY79CWSUGVK810 | 249233 | | | | S.A.

CORMAN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000130_CC_SLSC | 549300O3VKWJUM16UI64 | 257312 | | | | SAMIR GEMS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000131_CC_SLSC | 213800WWE8U6DC99NP03 | | | | | SCR Sibelco NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000132_CC_SLSC | | 257564 | | | | SEADCO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000133_CC_SLSC | 213800WDGKCVWZAN1N02 | 1051701 | 465409265 | | 0790057D BB EQUITY | SILFIN NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000134_CC_SLSC | | 294964 | | | | SOBEMO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000135_CC_SLSC | | 302642 | | | | SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000136_CC_SLSC | 549300BB5CXGL9YV0D53 | 303429 | | | | SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000137_CC_SLSC | | 303783 | | | | SOCIETE D'APPLICATIONS ET DE TRAVAUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000138_CC_SLSC | 549300MMVL80RTBP3O28 | 556814 | | | SOLB BB EQUITY | Solvay SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000139_CC_SLSC | | 923107 | | | | TEAM KALORIK GROUP | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000140_CC_SLSC | 549300ZKLIF7RP6EH823 | | | BE 0412101728 | TESB BB EQUITY | Tessenderlo Chemie | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000141_CC_SLSC | | 953398 | | | | TEX ALLIANCE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000142_CC_SLSC | | 1044409 | | | | TOP-TEX BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000143_CC_SLSC | 2138008J191VLSGY5A09 | | | | UCB BB EQUITY | UCB SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000144_CC_SLSC | 529900F3AIQECS8ZSV61 | | | | UMI BB EQUITY | Umicore SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000145_CC_SLSC | 5493008MCDJ4Y6D5SI04 | 1113512 | | | | UNISTEEL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000146_CC_SLSC | | 1140588 | | | | UNIVERSITE LIBRE DE BRUXELLES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000147_CC_SLSC | 549300TRHV6F6IE14H93 | 1159858 | | BE 0404060032 | | Van Hool nv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000148_CC_SLSC | | 1231271 | | | | VASTGOED MANAGEMENT ASSOCIATIE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000149_CC_SLSC | 529900RAZGQHX0VFTK05 | | | | | Volkswagen Group Services S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000150_CC_SLSC | 549300NWW2UDYHH65J03 | 1911623 | | | | WILDO PROPERTIES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000151_CC_SLSC | 5299007TSQVOLXOABA65 | 1364744 | | | | ZF WIND POWER ANTWERPEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000152_CC_SLSC | 4P8GJCF52NVFW7UL4C95 | | 18630 | | ACE US Equity | ACE Tempest Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000153_CC_SLSC | 549300J3KKX1PEJGDW36 | | | | ACGL US Equity | Arch Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000154_CC_SLSC | UNZWILHE4KMRP9K2L524 | | 34678 | | NCLH UW Equity | NCL Corporation Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000155_CC_SLSC | V5EGRCZCH7FN6WX41891 | | | | OEH UN Equity | Orient-Express Hotels Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000156_CC_SLSC | 549300F7ZDOIMR4PZW67 | | | | IPG US Equity | Pacnet Limited | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000157_CC_SLSC | V7TL7UQFHNWUEMDZ3X02 | | | | RNR US Equity | Renaissance Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000158_CC_SLSC | 5493008CA3NMHYEVT131 | | | | | VimpelCom Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000159_CC_SLSC | | | | BMG455841020 | | HAL TRUST | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000160_CC_SLSC | 5493001QYTIDILBVYO18 | | | | | Companhia Brasileira de Aluminio | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000161_CC_SLSC | 549300TH5Q6VRP8OT012 | | | | ABI LI Equity | Companhia de Bebidas das Americas (AmBev) | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000162_CC_SLSC | 549300EM51WYXFHUY333 | | | | | Embraer S.A. | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000163_CC_SLSC | | | | | FIBR3 BZ EQUITY | Fibria Celulose SA | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000164_CC_SLSC | 5493000J801JZRCMFE49 | | | | XPBR SQ Equity | Petroleo Brasileiro S.A. — PETROBRAS | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000165_CC_SLSC | | | | | VALE5 BZ EQUITY | Vale SA | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000166_CC_SLSC | LXVM6T3LO7QIZ8LUZ688 | | | | | Votorantim Cimentos S.A. | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000167_CC_SLSC | 55S3547PRDP469JRO238 | | 2880814 | | AGU CT Equity | Agrium Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000168_CC_SLSC | 4B4HI3CGXMBDC0G6BM51 | | | | AC/A CT Equity | Air Canada | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000169_CC_SLSC | 549300OSW32RVX8CCZ87 | | | | ANCUF PQ Equity | Alimentation Couche-Tard Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000170_CC_SLSC | DR5LKEURSR8SXLM64266 | | 7501889 | | ALA CT Equity | AltaGas Ltd. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000171_CC_SLSC | 0O4KBQCJZX82UKGCBV73 | | | | ABX CN EQUITY | Barrick Gold Corp | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000172_CC_SLSC | 5493001I9203PRB5KR45 | | | | BCE CT Equity | BCE Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000173_CC_SLSC | 549300VPM8ERH1Q42198 | | | | | Bell Canada | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000174_CC_SLSC | W7L3VLU8EHQY34Z36697 | | | | BBD/B CN EQUITY | Bombardier Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000175_CC_SLSC | 36ZUFRRMJERSM4Q0S289 | | 746053 | | BPO CT Equity | Brookfield Office Properties Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000176_CC_SLSC | 3SU7BEP7TH9YEQOZCS77 | | | | CNI UN Equity | Canadian National Railway Company | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000177_CC_SLSC | 5493008IGIA1HJMDJS40 | | 1722453 | | CNQ CT Equity | Canadian Natural Resources Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000178_CC_SLSC | NXIVWPYOIVYXFF6WCZ47 | | | | CVE CN EQUITY | Cenovus Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000179_CC_SLSC | 549300WSRCZY73ZG3090 | | 00326711660005 | | | CGI GROUP INC. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000180_CC_SLSC | XYSIJOU3HNVROZWNA008 | | | | UFS CT Equity | Domtar Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000181_CC_SLSC | 98TPTUM4IVMFCZBCUR27 | | | | ENB CN EQUITY | Enbridge Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000182_CC_SLSC | CZ72ZHBVKZXQRV3XFE26 | | | | ECA CN EQUITY | Encana | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000183_CC_SLSC | 549300679TRDUXPT7415 | | 206654303 | | | EPCOR Utilities Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000184_CC_SLSC | I2YOHH65IBBT53JFYQ52 | | | | G CT Equity | Goldcorp Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000185_CC_SLSC | B1EEF6ML54YDWRC6ZK53 | | 2015335496 | | | Harvest Operations Corp. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000186_CC_SLSC | 549300UEBMAQDN0K0R06 | | | | K CN EQUITY | Kinross Gold Corp | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000187_CC_SLSC | 95RWVLFZX6VGDZNNTN43 | | | | MG CN EQUITY | Magna International Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000188_CC_SLSC | 6Q7WW7FQZR6X22IL2I79 | | | | | Nexen Energy ULC | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000189_CC_SLSC | 549300O4ZJZZOHH4H804 | | 3572862 | | NBD CT Equity | Norbord Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000190_CC_SLSC | 5493007M1XGU5E55ZJ25 | | | | | NOVA Chemicals Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000191_CC_SLSC | 549300HDLRTPBQU69P29 | | | | BIN CT Equity | Progressive Waste Solutions Ltd. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000192_CC_SLSC | 549300A0QNNPY14D9106 | | | | SCC CT Equity | Sears Canada Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000193_CC_SLSC | 3XCBVWUPHGBZ5GF7TY15 | | | | SU CN EQUITY | Suncor Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000194_CC_SLSC | NQWTWUIL1PK7V7N5Y468 | | | | TLM CN EQUITY | Talisman Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000195_CC_SLSC | T8KI5SQ2JRWHL7XY0E11 | | | | TCK/B CN EQUITY | Teck Resources Ltd [Ex-Teck Cominco Ltd] | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000196_CC_SLSC | YHKQM2RIPKZYOZ6RVZ46 | | | | TK US Equity | Teekay Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000197_CC_SLSC | L2TEUTQ8OSHMJWVLCE40 | | | | T CT Equity | TELUS Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000198_CC_SLSC | 549300561UZND4C7B569 | | 884903 | | TOC GF Equity | Thomson Reuters Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000199_CC_SLSC | HJZQGXYTVV2NWJZLPW74 | | | | TOM GY Equity | Toyota Credit Canada Inc. | CA | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000200_CC_SLSC | 5BV01I6231JPDAPMGH09 | | | | TRP UN Equity | TransCanada PipeLines Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000201_CC_SLSC | PRAQ4VOSFIK7OQ8Z2512 | | 4406354 | | VALE3 BS Equity | Vale Canada Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000202_CC_SLSC | WT03B8BB1IX8WI9ZGV02 | | | | | Vermilion Energy Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000203_CC_SLSC | 549300WHE4O6UJ2KU013 | | | | | Yamana Gold Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000204_CC_SLSC | 5493003DNMEAO1DT3F51 | | | | ABBN VX EQUITY | ABB Ltd [Asea Brown Boveri] | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000205_CC_SLSC | NI14Y5UMU60O7JE9P611 | | | | ADEN VX EQUITY | Adecco SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000206_CC_SLSC | 549300Q3WREIMQYFBC20 | | | | 0170576D SW EQUITY | Ameropa AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000207_CC_SLSC | 5493007KVRV2OKRXFA55 | | CH-020.3.035.716-8 | | AML LN Equity | Amlin AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000208_CC_SLSC | 529900H7ZPIGI2U3CJ14 | | | | | AXPO TRADING AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000209_CC_SLSC | 213800Y5RWKLDPUTT265 | | | | BARN SW EQUITY | Barry Callebaut AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000210_CC_SLSC | 529900UPDCU6WEL7W167 | | | | BALN VX Equity | Basler Versicherung AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000211_CC_SLSC | | 2816554-6 | HRB54517 | DE000DCAG010 | 7705815Z SW EQUITY | DEMAG CRANES AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000212_CC_SLSC | 5493002MXX2JLKWLE880 | | | | 567151Z SW EQUITY | Duferco SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000213_CC_SLSC | 549300I08UA8SMJON743 | | CH-270.3.002.354-9/ | | DUFN EB Equity | Dufry international AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000214_CC_SLSC | 549300ADLU67CYBFIW70 | | CH-645.1.008.684-9 | | | Elsevier Finance SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000215_CC_SLSC | 529900Y8BGAFVVVYVN24 | | | | GATE SE Equity | gategroup Holding AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000216_CC_SLSC | 213800SVRMQA1TD91D41 | | | | GIVN VX Equity | Givaudan SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000217_CC_SLSC | 213800PSSU2QXF1WLR89 | | | | GLEN LN EQUITY | Glencore International AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000218_CC_SLSC | 549300DHSS9U1QKJZG57 | | KvK 34275373 0000 | | 1002136Z SW EQUITY | GUNVOR INTERNATIONAL BV | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000219_CC_SLSC | 529900EHPFPYHV6IQO98 | | | | HOLN VX EQUITY | Holcim Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000220_CC_SLSC | 529900Q0YED3805QXQ66 | | | | | KUEHNE AND NAGEL INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000221_CC_SLSC | 52990074N8ID7UPV7A95 | | | | | LIEBHERR-INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000222_CC_SLSC | 549300EFW4H2TCZ71055 | | | | | Lonza Group AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000223_CC_SLSC | KY37LUS27QQX7BB93L28 | | CH-550.0.067.293-5 | CH0038863350 | NESN.VX | NESTLE SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000224_CC_SLSC | 529900I2PEF1FN6N6723 | | | | 2284161Z SW EQUITY | Nord Stream AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000225_CC_SLSC | | | | | NOVN VX EQUITY | Novartis AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000226_CC_SLSC | 549300HUJ5CJUX02RS52 | | | | | OMV SUPPLY & TRADING AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000227_CC_SLSC | 5299002JRTT699WFOV74 | | | | | OMYA (Schweiz) AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000228_CC_SLSC | 549300HMJAFUW4NSKI73 | | | | | Paul Reinhart AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000229_CC_SLSC | | | | | ROG VX EQUITY | Roche Holding Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000230_CC_SLSC | 529900PTQ0Z1J44SHZ08 | | CH-100.3.010.656-7 | | STLN SE Equity | SCHMOLZ + BICKENBACH AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000231_CC_SLSC | 549300R3N69ECGYPU434 | | | | SIK IX Equity | Sika AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000232_CC_SLSC | 213800Z8NOHIKRI42W10 | | | NL0000226223 | STM FP EQUITY | STMICROELECTRONICS NV | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000233_CC_SLSC | 5493000KUC3Z24U77V93 | | | | SLHN VX Equity | Swiss Life Holding AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000234_CC_SLSC | 5493005SL9HHOXS3B739 | | CHE-102.753.938 | | SCMN VX Equity | Swisscom AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000235_CC_SLSC | 549300HTOMQG20JYV568 | | | | SYNN VX Equity | Syngenta AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000236_CC_SLSC | KSVC38RP5WL6C6LJGG03 | | | | TYC US Equity | Tyco International Ltd. | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000237_CC_SLSC | 549300VBJS7MG74G2H60 | | | | | Weatherford International Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000238_CC_SLSC | | | | | WOS LN EQUITY | Wolseley Plc | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000239_CC_SLSC | | | | | XTA LN EQUITY | Xstrata Plc | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000240_CC_SLSC | 50ZCTKCMUDIABGHX3R52 | | | | | Zurich Insurance Company | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000241_CC_SLSC | 549300IF4IFG0FS0RM26 | | | | AESGENER CC Equity | AES Gener S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000242_CC_SLSC | 549300NLTGCFV7482429 | | | | CENCOSUD CC Equity | Cencosud S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000243_CC_SLSC | 549300YP3P0JZBLIV197 | | | | | EMPRESA NACIONAL DEL PETROLEO | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000244_CC_SLSC | 549300G475ACIABB4385 | | | USG49215AA73 | CMPC CC Equity | Inversiones CMPC S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000245_CC_SLSC | 549300HX3UUDPEFTG707 | | | | LAN CC Equity | Latam Airlines Group S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000246_CC_SLSC | 549300RUPF4SKMJPUR70 | | | | BLT LN Equity | Minera Escondida Limitada | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000247_CC_SLSC | | | | | 600031 CH EQUITY | Sany Heavy Industry Co Ltd | CN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000248_CC_SLSC | A25574TZFLBNK7NWQT47 | | | | PRE CT Equity | Pacific Rubiales Energy Corp. | CO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000249_CC_SLSC | 724500JV0VHPRVANL538 | | 5778 | ANN4327C1220 | | HUNTER DOUGLAS NV | CW | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000250_CC_SLSC | 213800MRTA64ULUE9919 | | | | | CARBO ONE LIMITED | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000251_CC_SLSC | 549300OEZB4GETCGFX34 | | | | | GUNVOR GROUP LTD | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000252_CC_SLSC | 549300IVA1PZNX2MN285 | | | | 0163947D CY EQUITY | Mercuria Energy Group Ltd | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000253_CC_SLSC | 2138001LK2Z2HSER4U15 | | | | PRS NO EQUITY | PROSAFE | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000254_CC_SLSC | 31570010000000137835 | 1131604 | 29287391 | | | ALTA, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000255_CC_SLSC | 31570010000000116592 | 657856 | 25572881 | | | ARMATURY Group a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000256_CC_SLSC | 31570010000000075367 | 765380 | 28402758 | | | BAK stavební společnost, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000257_CC_SLSC | 31570010000000115525 | 834699 | 46504940 | | | Cerea, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000258_CC_SLSC | 31570010000000034336 | 1023328 | 70994226 | | | České dráhy, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000259_CC_SLSC | 315700CTFRL3U2DNMO58 | 633919 | 25085689 | | | CETELEM ČR, a.s. | CZ | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000260_CC_SLSC | 529900S5R9YHJHYKKG94 | | | CZ0005112300 | CEZ CP EQUITY | CEZ a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000261_CC_SLSC | 315700XJHXU2PD40RU82 | 865668 | 48589837 | | | DEKTRADE a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000262_CC_SLSC | 529900C5PL4JGDILRZ94 | 837043 | 46678468 | | | HOCHTIEF CZ a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000263_CC_SLSC | 31570010000000099520 | 644725 | 25322257 | | | IMOS Brno, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000264_CC_SLSC | 31570010000000032687 | 1086806 | 931 | | | METALIMEX a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000265_CC_SLSC | 315700JDC49X4VSP6Z49 | 601013 | 14915 | | | Metrostav a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000266_CC_SLSC | 31570066GBSS7JYFEL35 | 817880 | 45193592 | | | MJM Litovel a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000267_CC_SLSC | 31570010000000120084 | 832322 | 46342796 | | | OHL ŽS, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000268_CC_SLSC | 31570010000000009116 | 699640 | 26463318 | | | OTE, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000269_CC_SLSC | 31570010000000026285 | 671247 | 25860038 | | | Pars nova a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000270_CC_SLSC | 315700LTSCT2O45NWM28 | 805950 | 43873189 | | | PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000271_CC_SLSC | 31570010000000115622 | 817271 | 45148155 | | | Primagra, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000272_CC_SLSC | 549300KL08IFWLTWLQ52 | 691287 | 26271303 | | | Skanska a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000273_CC_SLSC | 529900I8XOZDM4ZQSQ21 | | | | 1025Z CP EQUITY | Skoda Auto A.S. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000274_CC_SLSC | 31570010000000031135 | 923751 | 62623753 | | | ŠKODA TRANSPORTATION a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000275_CC_SLSC | 213800Z39ZW4XHAAUA27 | 725860 | 27195147 | | | SMP CZ, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000276_CC_SLSC | 3157004ICDH3MRKW7534 | 889798 | 60193336 | | | Telefónica Czech Republic, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000277_CC_SLSC | 31570010000000055191 | 617997 | 18050646 | | | TŘINECKÉ ŽELEZÁRNY, a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000278_CC_SLSC | 3157007C98ILJK5ST356 | 609769 | 15886492 | | | UniCredit Leasing CZ, a.s. | CZ | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000279_CC_SLSC | 315700EFFOU65ETZ0V16 | 886003 | 531766 | | | UNISTAV a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000280_CC_SLSC | 31570010000000001356 | 672337 | 25877950 | | | VÍTKOVICE HEAVY MACHINERY a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000281_CC_SLSC | 31570010000000003490 | 710607 | 26823357 | | | VÍTKOVICE POWER ENGINEERING a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000282_CC_SLSC | 31570010000000015033 | 697350 | 26415623 | | | W.A.G. payment solutions, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000283_CC_SLSC | 5493005KH7FO1T5TMX47 | 1236614-2 | | | ASG GY Equity | AachenMuenchener Lebensversicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000284_CC_SLSC | 549300JSX0Z4CW0V5023 | 1319784-3 | | | | ADIDAS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000285_CC_SLSC | 549300X1WWPGMS47QQ72 | 1215807-7 | | | ASG GY Equity | Advocard Rechtsschutzversicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000286_CC_SLSC | 529900SO83U6ISM6DL85 | 2832395-4 | HRA36525B | | | ALBA Group plc & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000287_CC_SLSC | 529900K9B0N5BT694847 | 1100627-7 | | | ALV GY Equity | Allianz SE | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000288_CC_SLSC | 529900C058B9OTVFTU36 | 2033673-1 | HRB98981 | | | ASKLEPIOS KLINIKEN GMBH HAMBURG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000289_CC_SLSC | 549300FJWANEIJ25D318 | 1545974-6 | | | | Atlas Copco Energas GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000290_CC_SLSC | 529900YNBT62HCUPRG10 | 1106210-6 | | | | AUGUST STORCK KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000291_CC_SLSC | 5299005SHIN9ZK7GW242 | 1124841-6 | HRB1775 | DE0006766504 | NDA GY EQUITY | Aurubis AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000292_CC_SLSC | 529900PXZU3YHO6HMD80 | 1130123-1 | | | | Axel Springer SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000293_CC_SLSC | 529900AJX4TCFW0QT666 | 1104883-2 | | | | B. Braun Melsungen Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000294_CC_SLSC | 529900PM64WH8AF1E917 | 1102017-9 | HRB6000 | DE000BASF111 | BAS GR EQUITY | BASF SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000295_CC_SLSC | 529900XMQYET3NBF2363 | 2192515-1 | HRB101375 | DE0005168108 | B5A GY EQUITY | Bauer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000296_CC_SLSC | 549300J4U55H3WP1XT59 | 1109561-9 | | | BAYN GY EQUITY | Bayer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000297_CC_SLSC | YEH5ZCD6E441RHVHD759 | 1103190-3 | | | BMW GY EQUITY | Bayerische Motoren Werke AG [BMW AG] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000298_CC_SLSC | 529900SM0FDLLYATXU36 | 1103233-1 | | | | BAYWA AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000299_CC_SLSC | 5299001BUUGXAREGE533 | 1103821-3 | | | BTG GR EQUITY | Bertelsmann SE & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000300_CC_SLSC | 529900H0HULEN2BZ4604 | 1114115-7 | BWMAHRB710296 | | GBF GY Equity | Bilfinger SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000301_CC_SLSC | 529900XBEZ2EYI9ZOV89 | 3010079-6 | | | | BMG Rights Management GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000302_CC_SLSC | 529900FOTM78R9Q9NY89 | 1163617-2 | HRB75534 | | 2340173Z GR EQUITY | BOSCH UND SIEMENS HAUSGERATE GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000303_CC_SLSC | NNROIXVWJ7CPSR27SV97 | 2926464-5 | | | BNR GY EQUITY | Brenntag AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000304_CC_SLSC | 529900OQDCYXCLQOAY53 | 1105482-2 | | | | Burda Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000305_CC_SLSC | 5299000XH7YX33EJZP65 | 2730972-3 | | | | CARL ZEISS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000306_CC_SLSC | 52990076MX7KD2XYCH67 | 1111099-6 | HRB9517 | DE000CLS1001 | CLS1 GY EQUITY | Celesio AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000307_CC_SLSC | 529900O4ND7T8ABIXF67 | 1235957-6 | | | | Claas Kommanditgesellschaft auf Aktien mbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000308_CC_SLSC | 529900A7YD9C0LLXM621 | 1106273-4 | HRB3527 | DE0005439004 | CON GY EQUITY | CONTINENTAL AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000309_CC_SLSC | | | | | 2294277Z GR EQUITY | Coutinho & Ferrostaal GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000310_CC_SLSC | 5299007VZZKH65OCN774 | 2781995-2 | | | | Cronimet Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000311_CC_SLSC | 5299008ODF4EFHRI0G60 | 2402196-6 | HRB8957 | | 7097181Z GR EQUITY | CWS-boco International GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000312_CC_SLSC | 5299005LEM60UYKU5235 | 1106512-5 | | | | DACHSER Group SE & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000313_CC_SLSC | 529900R27DL06UVNT076 | 2344103-3 | HRB19360 | | DAI GR EQUITY | Daimler AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000314_CC_SLSC | 5299006S0UKN6D9ZP412 | 2451917-5 | | | | DB NETZ AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000315_CC_SLSC | 529900I2DLZPTFPENJ05 | 1106744-4 | | | | DEHNER GMBH & CO KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000316_CC_SLSC | 5299005A2ZEP6AP7KM81 | 2537834-0 | | | ANN GF Equity | Vonovia SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000317_CC_SLSC | 52990063S23N13HU4E98 | 1818189-1 | HRB50000B | | DBHN GR EQUITY | DEUTSCHE BAHN AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000318_CC_SLSC | 529900PH63HYJ86ASW55 | 1107110-7 | HRB2168 | | LHA GY EQUITY | DEUTSCHE LUFTHANSA AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000319_CC_SLSC | 52990063W8KQHQMF4M43 | 2623414-6 | | | DPW GF Equity | Deutsche Post Finance B.V. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000320_CC_SLSC | 529900ITHU5Y51F1S257 | 1107106-5 | | | | DEUTSCHE SPARKASSEN LEASING AG & CO KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000321_CC_SLSC | 549300V9QSIG4WX4GJ96 | 2185287-6 | HRB6794 | | DTE GY EQUITY | DEUTSCHE TELEKOM AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000322_CC_SLSC | 529900KSWLV9JYE7NC83 | 2095980-5 | HRB34977 | | | DFS Deutsche Flugsicherung GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000323_CC_SLSC | 529900QTO8D2QK2TJG32 | 1107340-0 | | | | Diehl Stiftung & Co.

KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000324_CC_SLSC | 529900Y1AT9MQF6UYT42 | 2836050-1 | HRB203044 | | | DMK DEUTSCHES MILCHKONTOR GMBH BREMEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000325_CC_SLSC | 529900YZNQ3MUUZ02M47 | 1117002-4 | HRB242 | | | Douglas Holding AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000326_CC_SLSC | 5299004W7VTLPROHR533 | 1125242-6 | HRA8242 | | | DR AUGUST OETKER KG BIELEFELD | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000327_CC_SLSC | 529900EWEX125AULXI58 | 3008027-9 | | | PAH3 GY EQUITY | Dr Ing HCF Porsche AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000328_CC_SLSC | 5493005UFVHY0PPNKD75 | 1107708-8 | HRB7903HL | DE0005550602 | DRW3 GY EQUITY | Drägerwerk AG & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000329_CC_SLSC | 52990076FKBR9THZ8C62 | 2779318-1 | | | | DYWIDAG-Systems International GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000330_CC_SLSC | 529900Z8W8S8J1P7U364 | 1105067-1 | HRA9905 | | | E BREUNINGER GMBH CO STUTTGART | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000331_CC_SLSC | Q9MAIUP40P25UFBFG033 | 1134262-3 | HRB22315 | | EOAN GY EQUITY | E.ON SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000332_CC_SLSC | 5299000MT7P9STUCL908 | 1137158-0 | | | | Ed. Züblin Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000333_CC_SLSC | 529900JSFZ4TS59HKD79 | 2331844-7 | | | EBK GR EQUITY | Energie Baden-Wurttemberg AG [EnBW] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000334_CC_SLSC | 549300OQ94C7KRGGC351 | 2177540-8 | | | ASG GY Equity | Envivas Krankenversicherung AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000335_CC_SLSC | 529900G1B8AXELNRG982 | | | | ALV GY Equity | Euler Hermes Deutschland AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000336_CC_SLSC | 41GUOJQTALQHLF39XJ34 | 1518676-0 | | | 154407Z GR EQUITY | Evonik Industries AG (Evonic) | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000337_CC_SLSC | 529900L64X6KZZW19R71 | 1108854-9 | | | 4501Z GR EQUITY | EWE AG [Energieversorgung Weser-Ems] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000338_CC_SLSC | 529900D7N2PTTZWFWN57 | 2579145-0 | | | | F.S. Fehrer Automotive GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000339_CC_SLSC | 529900EI7R9SCEJP4T76 | 1109776-3 | 00311027000005 | | | FERROSTAAL GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000340_CC_SLSC | 529900WBP9HFX10RKB30 | 1110203-5 | | | | FLUGHAFEN MUNCHEN GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000341_CC_SLSC | 529900VHM89GUAJ1RK35 | 1114926-7 | HRB25 | | 1048Z GR EQUITY | FRANZ HANIEL & CIE GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000342_CC_SLSC | 5299001ERX0K10IZUL40 | 1110198-7 | | | | FRAPORT AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000343_CC_SLSC | XDFJ0CYCOO1FXRFTQS51 | 1110492-4 | HRB11852 | DE0005785604 | FRE GY EQUITY | FRESENIUS SE & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000344_CC_SLSC | 5299006NS9FCLFHZVL76 | 1578686-6 | HRB714579 | | | Freudenberg SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000345_CC_SLSC | 529900KXMB40SPYJD743 | 2052428-6 | HRB36569B | | 7013717Z GR EQUITY | GAZPROM Germania GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000346_CC_SLSC | 549300PHUU0ZZWO8EO07 | 1122951-5 | | | GEA GR EQUITY | GEA Group AG [Global Engineering Alliance] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000347_CC_SLSC | 529900JGEOQMCDYOK785 | 1135188-9 | | | | Gelsenwasser AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000348_CC_SLSC | 529900F916IVP0TJZK88 | 1051383-6 | HRA11722 | | | GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000349_CC_SLSC | 5299006GD4UWSYZOKC28 | 2877346-3 | HRB56040 | | GXI GY Equity | Gerresheimer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000350_CC_SLSC | 529900OJM5EX75OD8032 | 1113335-2 | | | | Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000351_CC_SLSC | 529900K6BWO03KP4GU58 | 1113443-4 | | | | Giesecke & Devrient Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000352_CC_SLSC | 529900J0V7C8Z8MLN980 | 2943243-2 | | | | Gigaset Communications GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000353_CC_SLSC | 529900LPAX2H9S4NKU05 | 1215951-3 | | | | Gothaer Finanzholding AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000354_CC_SLSC | 529900F4P4RV4Z50PI82 | 1114066-2 | HRB527 | | | GROSSKRAFTWERK MANNHEIM AG MANNHEIM | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000355_CC_SLSC | HD52L5PJVBXJUUX8I539 | 2294348-4 | | | HPL GR EQUITY | Hapag-Lloyd AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000356_CC_SLSC | 5299007CE1VJWKM99H49 | 1130882-2 | HRB2680KI | | 4729Z GR EQUITY | Hauptgenossenschaft Nord AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000357_CC_SLSC | 529900MKHOFQI4A0XC48 | 2873755-9 | | | | HAWE Hydraulik SE | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000358_CC_SLSC | 52990022107L9199GO56 | 2588017-0 | | | | HDI Versicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000359_CC_SLSC | 529900755OZXM37H4975 | 1115355-8 | | | | Heckler & Koch GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000360_CC_SLSC | LZ2C6E0W5W7LQMX5ZI37 | 1126630-1 | HRB330082 | DE0006047004 | HEI GY EQUITY | HEIDELBERGCEMENT AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000361_CC_SLSC | 529900ZM98OISTG16932 | 1115394-7 | | | HDD GY Equity | Heidelberger Druckmaschinen AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000362_CC_SLSC | 529900PLX4ADJFWIY024 | 1135805-8 | | | 2550Z GR EQUITY | Hella KGaA Hueck & Co | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000363_CC_SLSC | 52990027B9ARY5AC8476 | 1115622-1 | | | | HELM AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000364_CC_SLSC | 549300VZCL1HTH4O4Y49 | 1115688-2 | HRB4724 | DE0006048408 | HEN3 GY EQUITY | HENKEL AG & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000365_CC_SLSC | 5493007EO7JOPWXHBJ27 | 1740986-3 | HRB3364 | | | Heraeus Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000366_CC_SLSC | 529900BVZYMVDRRSXY68 | 1306869-7 | HRB390485 | | 3540636Z GR EQUITY | HERRENKNECHT AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000367_CC_SLSC | 529900O7US4NP0J6XD12 | 1179777-6 | | | | HETTICH HOLDING GMBH & CO OHG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000368_CC_SLSC | 529900Y25S8NZIYTT924 | 1116241-9 | | | HOT GY EQUITY | Hochtief AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000369_CC_SLSC | 5299008WW53GLXRORN29 | 1350826-2 | HRB2311 | | HBM GY Equity | Hornbach-Baumarkt-AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000370_CC_SLSC | 529900LFVU534EBRXD13 | 1104693-5 | | | | HUGO BOSS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000371_CC_SLSC | TSI2PJM6EPETEQ4X1U25 | 2443536-4 | | | IFX GY Equity | Infineon Technologies AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000372_CC_SLSC | 529900FFRTWZQXTTUB07 | 1193155-7 | | | 7573220Z GR EQUITY | Intersnack Knabber-Gebäck GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000373_CC_SLSC | 529900DJMOF0DTSWHO38 | 2850239-1 | HRB40163 | | | JUWI AG WÖRRSTADT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000374_CC_SLSC | 529900YURAYD4IJX2J91 | 1128982-4 | HRB2669 | | SDF GY Equity | K+S Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000375_CC_SLSC | 1AW6P2GG0FOINEBZUQ05 | | | | VOD LN Equity | Kabel Deutschland Vertrieb und Service GmbH. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000376_CC_SLSC | 529900WFRVF4SQ2EV734 | 1121308-9 | HRA102851 | | 509821Z GR EQUITY | Kaufland Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000377_CC_SLSC | 529900CQ31CN6GV5LL52 | 2821686-9 | NRWDUHRB20486 | | KCO GY Equity | Kloeckner & Co. S.E. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000378_CC_SLSC | 5299001GRRO0Z25YZT52 | 1130169-4 | | | | Knorr-Bremse AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000379_CC_SLSC | 529900IQ90WSXBWSTD78 | 1131272-5 | | | | KOENIG & BAUER AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000380_CC_SLSC | 529900LUYJ0V8SOOT260 | 1173404-3 | HRA4415 | | 3612759z gr equity | KRAFTVERKEHR NAGEL GMBH & CO. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000381_CC_SLSC | 529900MAU9591GT2S236 | 2849255-1 | | | | KraussMaffei Technologies GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000382_CC_SLSC | 529900NY2GSZWWUBW049 | 1120219-9 | | | | KRONES Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000383_CC_SLSC | 529900BVAET534PD7C28 | 1119133-5 | HRB21016 | DE0006292006 | KSB3 GY EQUITY | KSB Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000384_CC_SLSC | 529900VPRFDDIN7BE119 | 1117324-2 | HRB22709 | | IWKG IX Equity | KUKA AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000385_CC_SLSC | 529900FR2K4P9L9XLV21 | 1119187-1 | | | | KWS SAAT SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000386_CC_SLSC | 529900PTLRE72EMYIJ77 | 2451186-7 | HRB53652 | | LXS GF Equity | Lanxess AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000387_CC_SLSC | 5299002HNCMIUBHOMK35 | 1121223-0 | HRB202 | DE0005408884 | LEO GY EQUITY | Leoni AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000388_CC_SLSC | 529900EW0ZH7KAZ11H71 | 1797294-4 | | | | Lidl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000389_CC_SLSC | WTV8QGD5UD7MMD4HS345 | 1121375-8 | | | LIN GY Equity | Linde AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000390_CC_SLSC | 529900SL1W4KHVE18T81 | 1121582-9 | | | | LOHMANN + Co. AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000391_CC_SLSC | 52990098TR1QJBWIYG58 | 1147145-5 | | | | MAHLE GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000392_CC_SLSC | 52990018UPG26YRFSM46 | 1122332-8 | HRB179426 | DE0005937007 | MAN GR EQUITY | MAN SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000393_CC_SLSC | 5299009Z8B0YE4ECMJ92 | 1044964-3 | | | | Media-Saturn Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000394_CC_SLSC | 5299009WLGROB3HKM878 | 1522457-9 | | | | MEGGLE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000395_CC_SLSC | 529900OAREIS0MOPTW25 | 2198479-4 | HRB6164 | | MRK GF Equity | Merck KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000396_CC_SLSC | 5299001X9L42HXEBCZ51 | 1188960-7 | | | MEO GY EQUITY | Metro AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000397_CC_SLSC | 529900JAY79MT50JBH87 | | | | | MEYER WERFT GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000398_CC_SLSC | 213800E45LWMBVNF3R85 | 3052190-0 | NRWGRHRB8959 | | MNDI LN Equity | Mondi Consumer Packaging International AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000399_CC_SLSC | 529900807L67JY81RD65 | 2755947-5 | | | MTX GY Equity | MTU Aero Engines AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000400_CC_SLSC | 529900ISR2VNZV1C0T93 | 1182822-5 | | | | MVV Energie AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000401_CC_SLSC | 529900UXIUW801PQDI37 | 2597701-8 | | | | N-ERGIE AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000402_CC_SLSC | 529900HVDYCUWVD0OE76 | 2551585-9 | | | | NORDEX SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000403_CC_SLSC | 549300UH52ZS8O00MO03 | 1125476-0 | | | | Osram GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000404_CC_SLSC | 529900LMI5FN0KFOE272 | 1125552-8 | HRA62024 | | OTVR GR EQUITY | OTTO (GMBH & CO.KG) | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000405_CC_SLSC | 529900ELIX8Z8PQ6CU28 | 2593300-3 | | | | PAPIERFABRIK PALM GMBH & CO.KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000406_CC_SLSC | 529900HT3KJHBHNHDT64 | 1397102-3 | HRB6100 | | 259743Z GR EQUITY | PERI GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000407_CC_SLSC | 52990037VWJGYKGP9877 | 1131747-6 | HRA3551 | | 2590Z GR EQUITY | PHOENIX Pharmahandel GmbH & Co KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000408_CC_SLSC | 5299008XQJHPTOF8R354 | 2696731-5 | 241336g | | 661074Z GR EQUITY | Porsche Corporate Finance GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000409_CC_SLSC | 529900NY0WWQUKOMWQ37 | 2399699-4 | | | PSM GY EQUITY | ProSiebenSat 1 Media SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000410_CC_SLSC | 529900Z5KBA9KJP6EK09 | 1196360-0 | | | | R+V Versicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000411_CC_SLSC | 5299001OU9CSE29O6S05 | 1127893-4 | | | RHM GY EQUITY | Rheinmetall AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000412_CC_SLSC | 529900F0LT5OP4SV6122 | 1104684-4 | | | | Robert Bosch GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000413_CC_SLSC | 529900BZ1C5S5WQENF25 | 2820967-4 | HRB721056 | | | ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000414_CC_SLSC | 529900GB7KCA94ACC940 | 2531238-0 | HRB14525 | DE0007037129 | RWE GY EQUITY | RWE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000415_CC_SLSC | 529900Q5SR06C5T8NO26 | 1128992-3 | HRB8372 | | 7015557Z GR EQUITY | Salzgitter Mannesmann Handel GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000416_CC_SLSC | 529900D6BF99LW9R2E68 | 1308819-0 | | | SAP GY EQUITY | SAP SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000417_CC_SLSC | 529900JL0HDVGZMUJF32 | 3043578-8 | | | | Schaeffler Verwaltung Zwei GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000418_CC_SLSC | 529900D8QMD1LL0E2393 | 2800313-5 | | | | Schletter GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000419_CC_SLSC | 529900DG0F6AGQAP6N55 | 1131407-7 | 55234831 | | | SCHOLZ Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000420_CC_SLSC | 5299009QTM3SJL9BNR19 | 2209676-2 | | | | Schott AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000421_CC_SLSC | 529900ZCRUJ3J5PYWX81 | 2577577-6 | | | RPW GR EQUITY | SENVION GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000422_CC_SLSC | 52990038IB31TYK07X63 | 1129569-8 | | | SGL GY Equity | SGL Carbon SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000423_CC_SLSC | W38RGI023J3WT1HWRP32 | 1129508-6 | HRB12300B | | SIE GY EQUITY | Siemens Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000424_CC_SLSC | 529900M1LIO0SLOBAS50 | 1532176-3 | HRB1562 | DE0003304002 | SOW GY EQUITY | Software AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000425_CC_SLSC | 549300WM0X4AUT710770 | 3278292-2 | | | | Springer Science+Business Media Deutschland GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000426_CC_SLSC | 529900FMTTLMH0P0DL10 | 1473528-6 | | | | STADA Arzneimittel Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000427_CC_SLSC | 549300YTRYZPM57T3319 | 1132051-2 | | | | STADTWERKE HANNOVER AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000428_CC_SLSC | 529900QOJGJ2975GD560 | 2971375-7 | | | | Stahlgruber Otto Gruber AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000429_CC_SLSC | 5299003M4PGUGL48LS74 | 3094881-4 | | | | Styrolution Group GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000430_CC_SLSC | 529900Y2V1QWBDCBT818 | 2653119-4 | | | | Südwestdeutsche Medien Holding GmbH | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000431_CC_SLSC | 529900S8QNB101D40S72 | 1130211-4 | | | SZU GY EQUITY | Sudzucker AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000432_CC_SLSC | 529900D82I6R9601CF26 | 2819960-2 | HRB200436 | | | SYMRISE AG HOLZMINDEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000433_CC_SLSC | 529900P710MOUBKZDL27 | 2269857-5 | HEESHRB85143 | | | Techem GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000434_CC_SLSC | 529900COI81IT9N2Y682 | 3009289-4 | HRB180660 | | | THÜGA HOLDING GMBH + CO KGAA MÜNCHEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000435_CC_SLSC | 549300UDG16DOYUPR330 | 2411649-3 | HRB9092 | DE0007500001 | TKA GR EQUITY | THYSSENKRUPP AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000436_CC_SLSC | 529900JBK6KNC4HSW032 | 1672825-5 | | | | Tönnies Holding GmbH & Co. KG | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000437_CC_SLSC | 52990021AYVJLL2XMK94 | 2182800-9 | HRB16654 | | 7010965Z GR EQUITY | TRIMET ALUMINIUM SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000438_CC_SLSC | 529900SL2WSPV293B552 | 1126744-0 | | | TUI1 GY EQUITY | TUI AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000439_CC_SLSC | 3VEKWPJHTD4NKMBVG947 | 2353095-9 | | | | United Internet AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000440_CC_SLSC | XQMNIROSQAS7Y9TT7I97 | | NRWKOHRA24116 | | LBTYA UW Equity | Unitymedia Hessen GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000441_CC_SLSC | 529900I1IDJLEXFUYN67 | 3340688-5 | | | | WELTBILD GMBH & CO. KG, AUGSBURG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000442_CC_SLSC | 529900AGED6PJE9AVL37 | 3185940-8 | | | | Vier Gas Transport GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000443_CC_SLSC | 52990023338VFV5AIN59 | 1134669-9 | HRA3389 | | | VIESSMANN WERKE GMBH CO KG ALLENDORF | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000444_CC_SLSC | W24EDTPHEV8NJOD4FA29 | 1627667-7 | | | | VNG-Verbundnetz Gas Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000445_CC_SLSC | 5299004TYSI0Z73QUE46 | 1227804-0 | HRB725621 | | | Voith GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000446_CC_SLSC | 529900NNUPAGGOMPXZ31 | 1134796-0 | | | VOW3 GY EQUITY | Volkswagen AG [VW] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000447_CC_SLSC | 0NURKC5Q3CJYZPPK5046 | 1134904-0 | | | | WACKER CHEMIE AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000448_CC_SLSC | 529900KKY5IMBX35M241 | 2679160-8 | HRB7736 | | | Wasser und Gas Westfalen GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000449_CC_SLSC | 529900KQ44OJDIDU6J81 | 1135571-6 | | | | WEPA Hygieneprodukte GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000450_CC_SLSC | 5299006E92R0717GXP27 | 3189637-6 | HRA16706 | | 0892272D GR EQUITY | WINGAS GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000451_CC_SLSC | 529900A8LX4KL0YUTH71 | 2543621-3 | | | WDI GY Equity | Wirecard AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000452_CC_SLSC | 529900CAYOWB8YIG7X25 | 1136858-6 | | | | ZF FRIEDRICHSHAFEN AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000453_CC_SLSC | 549300D2K6PKKKXVNN73 | | 22756214 | DK0010244425 | MAERSKB DC EQUITY | A.P.Møller-Mærsk A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000454_CC_SLSC | | | 63965812 | | | A/S SCHOUW & CO | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000455_CC_SLSC | 549300ADWYS7RRJ8BG19 | | 14244441 | | | Aalborg Portland A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000456_CC_SLSC | 549300Y047DQV30CKT47 | | 49723911 | | | ABENA HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000457_CC_SLSC | 549300PLP6WVTICKLD32 | | 10526949 | | | ALM. BRAND FORSIKRING A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000458_CC_SLSC | 529900IJ6T4P1O10R377 | | 25313763 | | | ARLA FOODS A.M.B.A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000459_CC_SLSC | | | 25511484 | | | Atea A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000460_CC_SLSC | 213800KB128IK92MCD10 | | 44782510 | | | AVK Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000461_CC_SLSC | 2138009LJ6FGTV868W59 | | 22069519 | | | BYGMA GRUPPEN A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000462_CC_SLSC | 5493008YL42784DMWN61 | | 25508343 | DK0010181676 | CARLB DC EQUITY | Carlsberg Breweries A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000463_CC_SLSC | | | 27626904 | | | Catering Engros A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000464_CC_SLSC | 213800JF2XSR5NXGL660 | | 12760043 | | | Cheminova A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000465_CC_SLSC | 549300MKPW8ZF3E8MW37 | | 28318677 | | | Chr. Hansen Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000466_CC_SLSC | 213800AWZ8U3FVALIO26 | | 26259495 | | | Coop Danmark A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000467_CC_SLSC | 213800UW822WLK2HZF47 | | | | | Copenhagen Airports Denmark ApS | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000468_CC_SLSC | 529900BWY373HVUNIC90 | | 28527411 | | | Dagrofa ApS | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000469_CC_SLSC | | | 13878595 | | | Dagrofa S-Engros A/S (Foodservice) | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000470_CC_SLSC | 213800FJJH5XFNFIAK90 | | 23256118 | | | Damstahl A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000471_CC_SLSC | 5493007I2KABJNYPD639 | | 20165715 | | | DANFOSS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000472_CC_SLSC | | | 59789317 | | | Danish Agro A.M.B.A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000473_CC_SLSC | 21380063C9WS18D6WJ21 | | 26121264 | | | Danish Crown A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000474_CC_SLSC | 2138007QUZXQLFGCSV45 | | 24246930 | | | DANSK LANDBRUGS GROVVARESELSKAB A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000475_CC_SLSC | 549300FQY6MX8USM0112 | | 35954716 | | 4166777Z DC EQUITY | Dansk Supermarked A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000476_CC_SLSC | 549300JUFTJMOTC28B39 | | 28113951 | | | Danske Commodities A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000477_CC_SLSC | 213800ZCQ8X5QYJWVQ60 | | 42344613 | | | Det Danske Hedeselskab | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000478_CC_SLSC | 549300JZVW1Y1UZ5UK38 | | 14194711 | | | DFDS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000479_CC_SLSC | W9NG6WMZIYEU8VEDOG48 | | 36213728 | | | DONG Energy A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000480_CC_SLSC | 529900X41C0BSLK67H70 | | 58233528 | DK0060079531 | DSV DC EQUITY | DSV A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000481_CC_SLSC | 213800K83X1E9HF1MD69 | | 55828415 | | | DT Group A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000482_CC_SLSC | 529900C0U279ORGJC950 | | 45349918 | | | Ecco Sko A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000483_CC_SLSC | 213800Z47P2HZJKJSK23 | | 75272014 | | | EGM. INT. HOLD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000484_CC_SLSC | 549300JN1F17UXJMM315 | | 17225898 | | | ENERGI DANMARK A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000485_CC_SLSC | 5299003X050CWGDW1Z87 | | | | | Energinet.dk SOV | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000486_CC_SLSC | 213800MXXDGQ3ITPXI41 | | 58180912 | DK0010234467 | | FLSMIDTH & CO. A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000487_CC_SLSC | 549300036WZGCBDPDZ92 | | | | | GF-Forsikring A/S (Unsolicited Ratings) | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000488_CC_SLSC | 5493006R4KC2OI5D3470 | | 56759913 | | | H. Lundbeck A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000489_CC_SLSC | 213800HTGI1CTA7CKP20 | | 34728712 | | | Hedegaard A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000490_CC_SLSC | 213800NLXK98F6PC2R37 | | | | | ISS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000491_CC_SLSC | 549300RIPHN847476O42 | | | | | J. LAURITZEN A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000492_CC_SLSC | 54930032G32N1F8JBV10 | | | | | KIRKBI INVEST A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000493_CC_SLSC | UGKYQUOFW6QSIS3P4P93 | | 47458714 | | LEGO DC EQUITY | LEGO System A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000494_CC_SLSC | 52990077KVK7QCK2NG31 | | 56759514 | | | LEO PHARMA A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000495_CC_SLSC | 529900B5B2U7TIJN7757 | | | | | MONJASA A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000496_CC_SLSC | 213800WNLA5AH3U4WI67 | | 12562233 | | | MT HØJGAARD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000497_CC_SLSC | 549300UQ0QRC1KXGRE08 | | 20293195 | | | NEAS Energy A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000498_CC_SLSC | | | 10845858 | | | Nellemann Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000499_CC_SLSC | 529900197LKWCEQ0NL18 | | 62725214 | | | NKT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000500_CC_SLSC | 2138007XB7AUOGS4N159 | | 11142141 | | | NORDIC SEAFOOD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000501_CC_SLSC | 2138005ON7KF6M74P542 | | 81203113 | | | Nordisk Dæk Import A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000502_CC_SLSC | 549300DAQ1CVT6CXN342 | | | | NOVOB DC Equity | Novo Nordisk A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000503_CC_SLSC | 529900T6WNZXD2R3JW38 | | 10007127 | | | NOVOZYMES A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000504_CC_SLSC | 213800LALFCP5FJXW153 | | 62497718 | | | Nowaco A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000505_CC_SLSC | 213800PRY3GUP6B5GG04 | | 39170418 | | | OK A.m.b.A.

| DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000506_CC_SLSC | 213800RE7TE67AUCJS21 | | 11369677 | | | Polar Seafood Denmark | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000507_CC_SLSC | 213800QRC7LNX935OZ09 | | 54879415 | | | Rockwool International A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000508_CC_SLSC | | | 42997811 | | | SANISTÅL A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000509_CC_SLSC | 549300M5XVDYG4I7CC28 | | 14049673 | | | Scan Global Logistics | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000510_CC_SLSC | 5299003KG4JS99TRML67 | | 31080185 | | | SCANDINAVIAN TOBACCO GROUP A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000511_CC_SLSC | 529900N96EOVRB114D28 | | 14773908 | DK0060228559 | TDC DC EQUITY | TDC A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000512_CC_SLSC | 549300ZSIJREG4GDWJ45 | | | | | Topdanmark A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000513_CC_SLSC | 213800A5UXABGUQ3PX11 | | 22460218 | | | TORM A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000514_CC_SLSC | 213800BIA5L8OPBER229 | | | | | Tryg Forsikring A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000515_CC_SLSC | 213800O8J7U9F8Q8VQ80 | | | | | Tryg Garantiforsikring A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000516_CC_SLSC | | | 14003606 | | | Tulip Food Company A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000517_CC_SLSC | 54930026SJ2OBLO6M470 | | 25481968 | | | Verdo A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000518_CC_SLSC | 549300DYMC8BGZZC8844 | | 00311171460005 | | | VESTAS WIND SYSTEMS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000519_CC_SLSC | 213800RM6L9LN78BVA56 | | 71186911 | | | WILLIAM DEMANT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000520_CC_SLSC | 5493005044RTLQ5RZU70 | | | | | Eesti Energia AS | EE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000521_CC_SLSC | 549300YENFNR57ZJ3X76 | | | | | ABENER ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000522_CC_SLSC | 8ZQH7RR6DBQZIX8PEQ84 | ESA41002288 | A41002288 | | ABG/P SM EQUITY | ABENGOA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000523_CC_SLSC | 549300GKFVWI02JQ5332 | ESA08209769 | A08209769 | | ABE SM EQUITY | ABERTIS INFRAESTRUCTURAS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000524_CC_SLSC | 54930002KP75TLLLNO21 | ESA31768138 | A31768138 | | ANA SM EQUITY | ACCIONA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000525_CC_SLSC | 95980020140005558665 | ESA28004885 | A28004885 | | ACS SM EQUITY | Actividades de Construccion y Servicios SA [ACS Group] | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000526_CC_SLSC | 213800NKU21ZN7P7RT54 | ESA84409408 | A84409408 | | AMS SM EQUITY | Amadeus IT Group SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000527_CC_SLSC | | ESA26019992 | A26019992 | | 0468005D SM EQUITY | AQUALIA GESTION INTEGRAL DEL AGUA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000528_CC_SLSC | 95980020140005491929 | | A78839271 | | A3M | ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000529_CC_SLSC | 549300MXEGOT8MV1B924 | ESA62186556 | A62186556 | | ONO SM EQUITY | CABLEUROPA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000530_CC_SLSC | 549300CGERG48M7P5E96 | | | | | CENTROS COMERCIALES CARREFOUR S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000531_CC_SLSC | | ESA46146387 | A46146387 | | 0612929D SM EQUITY | COBRA INSTALACIONES Y SERVICIOS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000532_CC_SLSC | | ESA20001020 | A20001020 | | CAF SM EQUITY | CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000533_CC_SLSC | 95980020140005319366 | ESA48012009 | A48012009 | | OLE SM EQUITY | DEOLEO SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000534_CC_SLSC | 54930063C6K2TNFL6H10 | | | | | DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000535_CC_SLSC | | ESA15139314 | A15139314 | | DRC SM EQUITY | DRAGADOS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000536_CC_SLSC | 529900U1P1JEV71EBO44 | ESA28006104 | A28006104 | | 4367465Z SM EQUITY | EADS CONSTRUCCIONES AERONAUTICAS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000537_CC_SLSC | 95980020140005374753 | ESA28017895 | A28017895 | | 1082z sm equity | EL CORTE INGLES S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000538_CC_SLSC | 95980020140005491250 | | A48027056 | | ENO | ELECNOR S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000539_CC_SLSC | 213800VIN4XHLVFIOE10 | | A86484334 | | ENG SQ Equity | Enagas Transportes, S.A.U. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000540_CC_SLSC | 549300LHK07F2CHV4X31 | ESA28023430 | A28023430 | | ELE SM EQUITY | ENDESA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000541_CC_SLSC | 95980020140005732198 | | | | | ESCAL UGS S L | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000542_CC_SLSC | 95980020140005757903 | ESA81939209 | A81939209 | | FER SM EQUITY | Ferrovial SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000543_CC_SLSC | 95980020140005178328 | ESA28037224 | A28037224 | | FCC SM EQUITY | FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000544_CC_SLSC | 549300CKUXDA0CKRQJ56 | ESA80477144 | A80477144 | | GAM SM EQUITY | GAMESA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000545_CC_SLSC | TL2N6M87CW970S5SV098 | ESA08015497 | A08015497 | | GAS SM EQUITY | GAS NATURAL S.D.G. S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000546_CC_SLSC | 95980020140005484363 | ESB48943864 | B48943864 | | 495294Z SM EQUITY | GESTAMP AUTOMOCION S L | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000547_CC_SLSC | | ESA58389123 | A58389123 | | GRF SM EQUITY | GRIFOLS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000548_CC_SLSC | 213800OILC5Q9AR63B63 | | A09092305 | | | Grupo Antolin-Irausa, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000549_CC_SLSC | | ESA84173947 | A84173947 | | 1234Z SM EQUITY | GRUPO ISOLUX CORSAN SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000550_CC_SLSC | 5QK37QC7NWOJ8D7WVQ45 | ESA48010615 | A48010615 | | IBE SM EQUITY | Iberdrola SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000551_CC_SLSC | 549300GEL7LRGKK0DG70 | | | | | Iberia Lineas Aereas de Espana S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000552_CC_SLSC | GGYEFW27TI7Q3C3XB343 | | | | | INDUSTRIA DE DISEÑO TEXTIL S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000553_CC_SLSC | 95980020140005007414 | | | | | INMOBILIARIA COLONIAL SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000554_CC_SLSC | 549300D4HOJHH0LSET81 | ESA41694266 | A41694266 | | 4516287Z SM EQUITY | INSTALACIONES INABENSA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000555_CC_SLSC | 95980020140005317620 | | | | | ISOLUX INGENIERIA, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000556_CC_SLSC | 95980020140005606874 | | | | | IZASA DISTRIBUCIONES TECNICAS S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000557_CC_SLSC | 529900S4UWJNVO9LEH81 | | A60195278 | | 4374129Z | LIDL SUPERMERCADOS S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000558_CC_SLSC | UIUPNLHSQI58ZL7O2J82 | | A78346558 | | MAP SQ Equity | Mapfre Re, Compania de Reaseguros, S.A. | ES | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000559_CC_SLSC | 95980020140005021479 | ESA79075438 | A79075438 | | | MEDIASET ESPAÑA COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000560_CC_SLSC | | ESA78304516 | A78304516 | | MEL SM EQUITY | Melia Hotels International SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000561_CC_SLSC | 95980020140005311703 | | | | | NAVANTIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000562_CC_SLSC | 95980020140005395317 | ESA48010573 | A48010573 | | OHL SM EQUITY | OBRASCON HUARTE LAIN S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000563_CC_SLSC | | ESA36603587 | A36603587 | | PVA SM EQUITY | PESCANOVA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000564_CC_SLSC | 549300N94L4D5NDBFG97 | ESA28430882 | A28430882 | | | PROSEGUR COMPAÑIA DE SEGURIDAD S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000565_CC_SLSC | 54930070W8XSY31XK130 | ESA78003662 | A78003662 | | REE SM EQUITY | Red Electrica de Espana SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000566_CC_SLSC | BSYCX13Y0NOTV14V9N85 | | A78374725 | ES0273516007 | REP GY Equity | Repsol, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000567_CC_SLSC | | ESA08000820 | A08000820 | | DMM XT EQUITY | S A DAMM | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000568_CC_SLSC | 549300QHD5DP0GOPGX63 | | | | | SOVENA ESPANA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000569_CC_SLSC | 213800JEZBUPZKWJGF49 | ESA28092583 | A28092583 | | TRE SM EQUITY | TECNICAS REUNIDAS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000570_CC_SLSC | 549300EEJH4FEPDBBR25 | | KvK 24269798 0000 | | TEF SM EQUITY | TELEFONICA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000571_CC_SLSC | | ESA08356727 | A08356727 | | TST SM EQUITY | TESTA INMUEBLES EN RENTA S.A. | ES | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000572_CC_SLSC | 549300FM9ZIJB5FCS825 | | | | | TWINS ALIMENTACION SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000573_CC_SLSC | 95980020140005462150 | ESA79524054 | A79524054 | | 571979Z | URBASER S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000574_CC_SLSC | 5299008CBH6EAEH1VZ37 | ESA28293348 | A28293348 | | | WORLD DUTY FREE GROUP S.A.U., | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000575_CC_SLSC | 743700FHGZEV5UGCB005 | | | FI0009010391 | AHL1V FH EQUITY | Ahlstrom Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000576_CC_SLSC | 529900Q14KI1SCMIMO82 | | | | | Bayer Nordic SE | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000577_CC_SLSC | 5493002B0GOVF42KWX33 | | | | | Cargotec Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000578_CC_SLSC | 549300P8N0P6KDGTJ206 | | | XS0946179529 | TY2 GS Equity | Citycon OYJ | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000579_CC_SLSC | 743700TU2S3DXWGU7H32 | | 0116510-6 | XS0973806861 | EIA GM Equity | Elisa Corporation | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000580_CC_SLSC | 7437006ZZI1F7CUA5518 | | | | | Fingrid Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000581_CC_SLSC | 213800SB6EOB8SSK9W63 | | | FI0009003230 | FIA1S FH EQUITY | Finnair Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000582_CC_SLSC | 743700BKTW4EQIVKYY42 | | | FI0009000400 | FIS1V FH EQUITY | Fiskars Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000583_CC_SLSC | 635400IUIZZIUJSAMF76 | | | FI0009007132 | FUM1V FH EQUITY | Fortum Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000584_CC_SLSC | 74370031Y7RK5H88CQ48 | | | FI0009004824 | KRA1V FH EQUITY | Kemira Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000585_CC_SLSC | 743700OX6HSVMCAHPB95 | | | | | KESKO OYJ | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000586_CC_SLSC | 2138001CNF45JP5XZK38 | 1927400-1 | HRB57225 | | KC4 GR EQUITY | Kone GmbH | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000587_CC_SLSC | 2138007FRMWVPUDCMA45 | | | FI0009007835 | MEO1V FH EQUITY | Metso Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000588_CC_SLSC | 5493009GY1X8GQ66AM14 | | | FI0009013296 | NES1V FH EQUITY | Neste Oil Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000589_CC_SLSC | 549300A0JPRWG1KI7U06 | | | FI0009000681 | NOK1V FH EQUITY | Nokia Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000590_CC_SLSC | 743700YQIO8Y4L4WKR40 | | | | | Nokian Renkaat Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000591_CC_SLSC | 74370061PO7C10E3PA54 | | | | | Norilsk Nickel Harjavalta Oy | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000592_CC_SLSC | 5493009YRUJJDCFF0R80 | | | FI0009002422 | OUT1V FH EQUITY | Outokumpu Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000593_CC_SLSC | 549300R0VN9C371W0E07 | | | FI0009014575 | OTE1V FH EQUITY | Outotec Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000594_CC_SLSC | 743700X6KUJ0Z8GJIF03 | | | | | POHJOLAN VOIMA OY | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000595_CC_SLSC | 743700CIR72J2LJZO637 | | | | | Ramirent Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000596_CC_SLSC | 743700XJC24THUPK0S03 | | | FI0009007694 | SAA1V FH EQUITY | Sanoma Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000597_CC_SLSC | 743700IFQI6W89M1IY95 | | | | | STOCKMANN OYJ ABP | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000598_CC_SLSC | 7437000ZP669LKUTZ738 | | | | STERV FH EQUITY | Stora Enso Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000599_CC_SLSC | 743700LQ48IZBTZN4S52 | | 0196656-0 | XS1043513529 | | Teollisuuden Voima Oyj(TVO) | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000600_CC_SLSC | 743700PKLY067IZIF588 | | | | | Tikkurila Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000601_CC_SLSC | 213800EC6PW5VU4J9U64 | | | FI0009005987 | UPM1V FH EQUITY | UPM-Kymmene Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000602_CC_SLSC | 743700G7A9J1PHM3X223 | | | FI0009003727 | WRT1V FH EQUITY | Wärtsilä Oyj Abp | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000603_CC_SLSC | 549300TLDC3IQX97WU26 | | | | | Wihuri Packaging Oy | FI | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000604_CC_SLSC | 529900M13GM4VSTE6W80 | | | | | YIT Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000605_CC_SLSC | 969500QZC2Q0TK11NV07 | | | | AC FP EQUITY | Accor SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000606_CC_SLSC | 969500PJMBSFHYC37989 | | | | ADP FP Equity | Aeroports de Paris S.A. (ADP) | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000607_CC_SLSC | 969500AQW31GYO8JZD66 | | | FR0000031122 | | AIR FRANCE -KLM | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000608_CC_SLSC | 969500MMPQVHK671GT54 | | | | AI FP EQUITY | Air Liquide SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000609_CC_SLSC | 969500RAZNDFVFATTJ14 | | | | | ALCATEL LUCENT INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000610_CC_SLSC | 969500CCRD8GYWLG6R54 | | 542019096 | FR0000130007 | ALU FP EQUITY | Alcatel Lucent S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000611_CC_SLSC | 969500TZFFAS8XMVPQ44 | | | | ALALF UV Equity | ALCATEL-LUCENT SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000612_CC_SLSC | 549300W64S5Q0I46LK20 | | | | | ALSTOM HOLDINGS SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000613_CC_SLSC | 96950032TUYMW11FB530 | | | | ALO FP EQUITY | Alstom SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000614_CC_SLSC | 9695007B0RXQCHHTGR34 | | 305207169 | | AREVA FP EQUITY | AREVA NC | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000615_CC_SLSC | 96950026BLIV09FMSM49 | | | | AKE FP EQUITY | Arkema Group SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000616_CC_SLSC | | | | | ATO FP EQUITY | Atos Origin SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000617_CC_SLSC | 213800U12KWYZEECZ934 | | 572139996 | | ASF FP EQUITY | AUTOROUTES DU SUD DE LA FRANCE SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000618_CC_SLSC | 9695002SV2VP9CU42826 | | | | ARR FP EQUITY | Autoroutes Paris-Rhin-Rhone SA [APRR] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000619_CC_SLSC | F5WCUMTUM4RKZ1MAIE39 | | | | | AXA SA | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000620_CC_SLSC | 969500MOCLNQFNZN0D63 | | 572015246 | | EN LI Equity | BOUYGUES SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000621_CC_SLSC | 96950077L0TN7BAROX36 | | | | CAP FP EQUITY | Cap Gemini Sogeti SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000622_CC_SLSC | 549300B8P6MUJ1YWTS08 | | | | CA FP EQUITY | Carrefour SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000623_CC_SLSC | 969500VHL8F83GBL6L29 | | 554501171 | FR0000125585 | CO FP EQUITY | CASINO GUICHARD — PERRACHON | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000624_CC_SLSC | 9695001K81BDUET02H66 | | | | CGM FP EQUITY | Cegedim SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000625_CC_SLSC | 969500FCVQ5SLAAUJV59 | | | | GA S1 Equity | CGG | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000626_CC_SLSC | 969500WESYQMQ1F2C272 | | | | | CHRISTIAN DIOR | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000627_CC_SLSC | 969500BZJ49IICIBZZ08 | | | | | CMA CGM S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000628_CC_SLSC | 969500QKVPV2H8UXM738 | | | | CNP FP Equity | CNP Assurances | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000629_CC_SLSC | 213800CP8292W9E8LJ69 | | 552115891 | | DG FP Equity | Cofiroute | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000630_CC_SLSC | 969500DZBBMYHB8NAM93 | | 552025314 | FR0000121634 | RE FP EQUITY | COLAS SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000631_CC_SLSC | NFONVGN05Z0FMN5PEC35 | | | | SGO FP EQUITY | Compagnie de Saint-Gobain SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000632_CC_SLSC | 549300SOSI58J6VIW052 | | | | ML FP EQUITY | Compagnie Generale des Etablissements Michelin SCA [CGEM] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000633_CC_SLSC | 969500D8BWYH453FLN28 | | | | | CRISTAL UNION | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000634_CC_SLSC | 85OKW2SW05RZFQS1W718 | | | | JJ FP EQUITY | Crown European Holdings SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000635_CC_SLSC | 969500H6VMRN7AY1ZU14 | | 441133808 | | 85117Z FP EQUITY | DCNS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000636_CC_SLSC | 9695006LOD5B2D7Y0N70 | | | | EDEN FP Equity | Edenred S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000637_CC_SLSC | | | | FR0000130452 | FGR FP EQUITY | Eiffage SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000638_CC_SLSC | 549300X3UK4GG3FNMO06 | | | FR0010242511 | EDF FP EQUITY | Electricite de France SA [EDF] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000639_CC_SLSC | 9695001HM585I0NEI780 | | 380543678 | | | Elior | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000640_CC_SLSC | 549300LUH78PG2MP6N64 | | | | | Eramet SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000641_CC_SLSC | 549300M3VH1A3ER1TB49 | | 712049618 | FR0000121667 | EI FP EQUITY | ESSILOR INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000642_CC_SLSC | 529900HC20ELW4B6XI30 | | | | | Euler Hermes France | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000643_CC_SLSC | 52990087UKA0U2TO8412 | | 352383715 | | 117052Z FP EQUITY | EUROCOPTER SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000644_CC_SLSC | MINO79WLOO247M1IL051 | | | | EAD FP Equity | European Aeronautic Defence & Space Co NV [EADS] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000645_CC_SLSC | 549300MCOOY1V7P2PG30 | | | | ETL FP Equity | Eutelsat S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000646_CC_SLSC | 969500WASBF8AZP8TC02 | | 323288563 | FR0000053142 | LEY FP EQUITY | FAIVELEY TRANSPORT | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000647_CC_SLSC | 969500F0VMZLK2IULV85 | | | FR0000121147 | EO FP EQUITY | Faurecia S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000648_CC_SLSC | 969500UPKU9VF8XAEU18 | | 775625767 | | 1044Q FP EQUITY | FINANCIERE AGACHE SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000649_CC_SLSC | 969500P8M3W2XX376054 | | | | | Fonciere des Regions | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000650_CC_SLSC | 969500MCOONR8990S771 | | | | FTE FP EQUITY | France Telecom SA / Orange SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000651_CC_SLSC | 5493005GNGE7UFJCIL03 | | | | FBEL FP EQUITY | Fromageries Bel SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000652_CC_SLSC | 969500YWO65OHPVAHN71 | | | | | GALERIES LAFAYETTE | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000653_CC_SLSC | LAXUQCHT4FH58LRZDY46 | | | FR0010208488 | GSZ FP EQUITY | GDF Suez SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000654_CC_SLSC | 5299007I0OJCYZX6IL07 | | | | | GEA Batignolles Technologies Thermiques SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000655_CC_SLSC | 9695003E4MMA10IBTR26 | | 592014476 | | | Gecina | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000656_CC_SLSC | 9695004TMMZ3JBKJO332 | | 377791967 | | UG FP Equity | GIE PSA Tresorerie | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000657_CC_SLSC | 969500ASEC557H5A4F22 | | 476180625 | | | Groupe Auchan S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000658_CC_SLSC | 969500KMUQ2B6CBAF162 | | | | BN FP EQUITY | Groupe Danone SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000659_CC_SLSC | 969500O3KMCBQT8KGK58 | | | | | Groupe Soufflet SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000660_CC_SLSC | 969500FY5T5MLH4G9A95 | | | | RIA FP EQUITY | Groupe Steria SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000661_CC_SLSC | 969500LYSYS0E800SQ95 | | 408168003 | | | Holding Bercy Investissement SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000662_CC_SLSC | 969500I3QVK40XEORU25 | | 495137077 | | | HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000663_CC_SLSC | 969500UDH342QLTE1M42 | | 582074944 | FR0000035081 | ICAD FP EQUITY | ICADE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000664_CC_SLSC | 969500FZ9BTRZS3JNB97 | | 342376332 | FR0004035913 | ILD FP EQUITY | ILIAD | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000665_CC_SLSC | 54930075MZSSIB2TGC64 | | 449354224 | FR0000120859 | NK FP EQUITY | IMERYS S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000666_CC_SLSC | 9695002OY2X35E9X8W87 | | | | | Ipsos SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000667_CC_SLSC | 549300ORN5E1P46ATH26 | | 440413730 | | IT IM Equity | Italcementi Finance S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000668_CC_SLSC | 9695009KV7AFPDEI5S30 | | | | DEC FP EQUITY | JCDecaux SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000669_CC_SLSC | 549300VGEJKB7SVUZR78 | | 552075020 | | PP IM Equity | Kering S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000670_CC_SLSC | 969500PB4U31KEFHZ621 | | 780152914 | | | Klepierre S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000671_CC_SLSC | 969500L0T16HX3R78P61 | | | | | La Mondiale | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000672_CC_SLSC | 9695000YG7TR7PAP0L59 | | | | 222691Z FP EQUITY | La Poste [France] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000673_CC_SLSC | 969500O558W10MK2JF76 | | | | | Labco SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000674_CC_SLSC | 549300DNNL29KCEPRZ85 | | | FR0000120537 | LG FP EQUITY | Lafarge SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000675_CC_SLSC | 969500VX2NV2AQQ65G45 | | | | MMB FP EQUITY | Lagardere SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000676_CC_SLSC | 969500TJLHIZLFRWEQ48 | | | FR0010307819 | LR FP EQUITY | Legrand | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000677_CC_SLSC | 969500C0B8YR7HT3OM14 | | | | 221202Z FP EQUITY | Limagrain SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000678_CC_SLSC | 529900JI1GG6F7RKVI53 | | | FR0000120321 | OR FP EQUITY | L'Oréal | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000679_CC_SLSC | IOG4E947OATN0KJYSD45 | | | | MC FP EQUITY | LVMH Moet Hennessy Louis Vuitton SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000680_CC_SLSC | | | | | MDCA FP EQUITY | Medica France SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000681_CC_SLSC | 969500081CGAXB7YS433 | | 424064707 | | | Mercialys | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000682_CC_SLSC | 969500DZ56QVIKRIU954 | | | | | Monoprix SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000683_CC_SLSC | 96950015FU78G84UIV14 | | | | NEX FP EQUITY | Nexans SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000684_CC_SLSC | 549300DMQNOND6LEVJ13 | | | | | Novacap SA | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000685_CC_SLSC | 969500CDLQKYAR1PT761 | | | | | NutriXo SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000686_CC_SLSC | 969500SHDTSMKBXKKO85 | | | | | Oberthur Technologies S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000687_CC_SLSC | 52990097YFPX9J0H5D87 | | | FR0000120693 | RI FP EQUITY | PERNOD RICARD S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000688_CC_SLSC | 969500TZ5950IT5FPQ42 | | | | UG FP EQUITY | Peugeot SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000689_CC_SLSC | 969500C0PA29TV19CT55 | | | | 221410Z FP EQUITY | Picard Surgeles SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000690_CC_SLSC | | | | | PP FP EQUITY | Pinault Printemps Redoute SA [PPR] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000691_CC_SLSC | 2138004KW8BV57III342 | | | FR0000130577 | PUB FP EQUITY | Publicis Groupe SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000692_CC_SLSC | 969500AI7V5V0J9TOU58 | | | | RAL FP EQUITY | Rallye SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000693_CC_SLSC | 5493004V6A3Z027YT216 | | | | RCO FP Equity | Remy Cointreau S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000694_CC_SLSC | 969500F7JLTX36OUI695 | | | FR0000131906 | RNO FP EQUITY | RENAULT S.A.

| FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000695_CC_SLSC | 969500VZN4KDEZ14C105 | | 412280737 | | 224063Z FP EQUITY | RESEAU FERRE DE FRANCE | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000696_CC_SLSC | 969500N6AVPA51648T62 | | | | RXL FP Equity | Rexel SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000697_CC_SLSC | 969500FO141C5967KC72 | | | | | Roquette Freres | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000698_CC_SLSC | 969500JRJW0K2ET1UP76 | | 444619258 | | 226514Z FP EQUITY | RTE EDF TRANSPORT SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000699_CC_SLSC | 969500UIC89GT3UL7L24 | | | | SAF FP EQUITY | Safran SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000700_CC_SLSC | 549300E9PC51EN656011 | | 395030844 | | SAN FP Equity | SANOFI S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000701_CC_SLSC | 969500A1YF1XUYYXS284 | | | | SU FP EQUITY | Schneider Electric SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000702_CC_SLSC | 96950056ULJ4JI7V3752 | | | | SCR FP Equity | SCOR SE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000703_CC_SLSC | 969500WP61NBK098AC47 | | | | SK FP EQUITY | SEB SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000704_CC_SLSC | 969500KDAUM9TYWQTR36 | | 470801168 | | 286575Z FP EQUITY | SOC NATIONALE IMMOBILIERE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000705_CC_SLSC | 969500LCBOG12HXPYM84 | | | | SW FP EQUITY | Sodexho Alliance SA [Sodexo] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000706_CC_SLSC | 9695005U38X1SF184325 | | 552028425 | | QS3 GF Equity | Solocal Group | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000707_CC_SLSC | 969500VEVOWR22R2YR86 | | | | 9876578Z FP Equity | Sonepar SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000708_CC_SLSC | 969500A4MXJ3ESPHK698 | | 552049447 | | 224507Z FP EQUITY | STE NATIONALE DES CHEMINS DE FER FRANCAIS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000709_CC_SLSC | 9695001UJ7FMZ37G6N39 | | 572119550 | | 593377Z FP EQUITY | SUCRES ET DENREES | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000710_CC_SLSC | 9695002EVBYM5B2OIP31 | | | | 4699377Z FP Equity | Tarkett SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000711_CC_SLSC | 969500NQMNC0PVUY8V74 | | | | TEC FP EQUITY | Technip SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000712_CC_SLSC | 529900FNDVTQJOVVPZ19 | | | | HO FP EQUITY | Thales SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000713_CC_SLSC | | | 542051180 | FR0000120271 | FP FP EQUITY | TOTAL SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000714_CC_SLSC | 969500BWNQ1B0PI06I59 | | 492520333 | | | Tyrol Acquisition 2 SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000715_CC_SLSC | 969500SHQITWXSIS7N89 | | 682024096 | FR0000124711 | UL NA EQUITY | UNIBAIL RODAMCO SE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000716_CC_SLSC | 5493006IH2N2WMIBB742 | | | | FR FP Equity | Valeo S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000717_CC_SLSC | 969500P2Q1B47H4MCJ34 | | | | VK FP EQUITY | Vallourec SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000718_CC_SLSC | 969500LENY69X51OOT31 | | | | VIE FP EQUITY | Veolia Environnement SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000719_CC_SLSC | 9695009YI1863TOVDP79 | | | | | Vicat SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000720_CC_SLSC | 213800WFQ334R8UXUG83 | | | | DG FP EQUITY | Vinci SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000721_CC_SLSC | 969500FU4DRAEVJW7U54 | | | | VIV FP EQUITY | Vivendi SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000722_CC_SLSC | 969500M98ZMIZYJD5O34 | | 572174035 | | MF FP Equity | Wendel | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000723_CC_SLSC | 969500SFFMSIHH11UO32 | | | | ZC FP EQUITY | Zodiac Aerospace SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000724_CC_SLSC | 549300MJIRPTCHAYW359 | | 7847174 | | | ABP Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000725_CC_SLSC | 213800B4XZJ3ZDM7CL47 | | | | AFR LN Equity | Afren plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000726_CC_SLSC | 2138003R7TGCSVF27H47 | | SC177553 | GB00B4WQ2Z29 | AGK LN Equity | AGGREKO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000727_CC_SLSC | 213800HPMHRN3PT62M97 | | 06279732 | | 0807384D LN EQUITY | AIRTANKER FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000728_CC_SLSC | DTA07N5U5HK2KC1SCM04 | | 01675285 | GB0000282623 | | AMEC Foster Wheeler plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000729_CC_SLSC | 2Y33NQ5FPI8PR8L9QX13 | | 2854310 | | AML LN Equity | Amlin PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000730_CC_SLSC | 213800DL377MH46PDY63 | | 4330322 | | | Anglian Water Services Financing Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000731_CC_SLSC | 549300S9XF92D1X8ME43 | | 3564138 | GB00B1XZS820 | AAL LN EQUITY | Anglo American Plc. | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000732_CC_SLSC | VVT2B79I2Z4U3R6BY589 | | 7876075 | | AON UN Equity | Aon plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000733_CC_SLSC | | | | GB00B15Y0C52 | | AP ALTERNAT ASSETS | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000734_CC_SLSC | 549300F4RYR1DNTO2O39 | | 6137924 | | | Arqiva Financing No. 1 Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000735_CC_SLSC | GBQKSY6W7G0OHCQ8OQ72 | | 293262 | | ABF LN Equity | Associated British Foods PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000736_CC_SLSC | PY6ZZQWO2IZFZC3IOL08 | | 2723534 | | ZEG GY Equity | AstraZeneca PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000737_CC_SLSC | YF0Y5B0IB8SM0ZFG9G81 | | 2468686 | | AV/ LN EQUITY | Aviva Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000738_CC_SLSC | 213800TSKOLX4EU6L377 | | 02342138 | GB0009697037 | BAB LN Equity | Babcock International Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000739_CC_SLSC | 8SVCSVKSGDWMW2QHOH83 | | 1470151 | | BA/ LN EQUITY | BAE Systems Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000740_CC_SLSC | CT4UIJ3TUKGYYHMENQ17 | | 395826 | GB0000961622 | BBY LN EQUITY | Balfour Beatty plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000741_CC_SLSC | 2138006R85VEOF5YNK29 | | 604574 | | BDEV LN EQUITY | Barratt Developments Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000742_CC_SLSC | 2138001T2QEV5RXMFI32 | | 00053688 | GB00B1FP8915 | BBA LN Equity | BBA AVIATION PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000743_CC_SLSC | | | 1480047 | | BRSN LN Equity | Berendsen Plc [ex-Davis Service Group Plc] | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000744_CC_SLSC | | | | | 0134146D LN Equity | Best Buy Europe Distributions Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000745_CC_SLSC | V1LV067AJN766PCJIG11 | | 3763515 | | BG/ LN Equity | BG Energy Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000746_CC_SLSC | 549300C116EOWV835768 | | 3196209 | | BLT LN Equity | BHP Billiton Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000747_CC_SLSC | VK07P8T49UYFO085O712 | | 3114356 | | BMW HB Equity | BMW (UK) Capital plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000748_CC_SLSC | 213800V93QFW53NB7Y29 | | 1036959 | | | Bodycote International Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000749_CC_SLSC | 213800TGK6XXFA2TBO31 | | 3558065 | | | Boparan Holdings Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000750_CC_SLSC | 213800M11ELCLQ8VF938 | | 4011660 | | | Bourne Leisure Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000751_CC_SLSC | 549300ZPID4GQRDWI318 | 1104733-9 | HRB113611 | | BP/ LN EQUITY | BP Europa SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000752_CC_SLSC | G1KG0OQD10NOMCMLDZ35 | | 00542515 | | BP/ LN EQUITY | BP INTERNATIONAL LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000753_CC_SLSC | 213800MBRRUVQIONAN53 | | 4578621 | | BXB AT Equity | Brambles Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000754_CC_SLSC | 549300136VSBKI0Q8750 | | 5262170 | | | Brenntag UK Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000755_CC_SLSC | 375X9PSJLLOV7F21O626 | | 01777777 | | IAG LN EQUITY | BRITISH AIRWAYS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000756_CC_SLSC | 2138001S874P3WKNCV04 | | 3407696 | | BATS LN EQUITY | British American Tobacco Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000757_CC_SLSC | 5493000IBP32UQZ0KL24 | | RC000057 | | | British Broadcasting Corporation | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000758_CC_SLSC | RV5B68J2GV3QGMRPW209 | | 621920 | | | British Land Company PLC (The) | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000759_CC_SLSC | 2138003TS48MQKF4BZ29 | | 9256967 | | BSY LN EQUITY | British Sky Broadcasting Group Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000760_CC_SLSC | 549300OWFMSO9NYV4H90 | | 01800000 | | BT/A LN EQUITY | BRITISH TELECOMMUNICATIONS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000761_CC_SLSC | 635400L3NVMYD4BVCI53 | | 5604923 | | BVIC LN Equity | Britvic PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000762_CC_SLSC | | | 358948 | GB00B0744B38 | BNZL LN EQUITY | BUNZL PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000763_CC_SLSC | ZIMCVQHUFZ8GVHENP290 | | 2779134 | | | Bupa Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000764_CC_SLSC | 213800J3MPR8KO94D535 | | 3458224 | | BRBY LN Equity | Burberry Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000765_CC_SLSC | 213800UL7Z7B6GLBZ213 | | 3314066 | | | C&J Clark Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000766_CC_SLSC | CMIGEWPLHL4M7ZV0IZ88 | | 2081330 | | CPI LN EQUITY | Capita Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000767_CC_SLSC | 6SNZTEXLR1M5211YYB89 | | | | CLLN LN EQUITY | Carillion Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000768_CC_SLSC | 4DR1VPDQMHD3N3QW8W95 | | 4039524 | | CCL LN EQUITY | Carnival Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000769_CC_SLSC | 2138001E12GWLLDQQF16 | | 7105905 | | CPW LN Equity | DIXONS CARPHONE PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000770_CC_SLSC | E26EDV109X6EEPBKVH76 | | 3033654 | GB00B033F229 | CNA LN EQUITY | CENTRICA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000771_CC_SLSC | 549300IF6EUDVXYQI061 | | 5900853 | | | CEVA Group plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000772_CC_SLSC | 213800U9A54VQJ5P2J41 | | 86662 | | CHG LN Equity | Chemring Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000773_CC_SLSC | 213800J2J3TOOI176M73 | | 5212407 | | CINE LN Equity | CINEWORLD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000774_CC_SLSC | 213800A41R9NL49E5632 | | 00030470 | GB00B07KD360 | COB LN Equity | COBHAM PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000775_CC_SLSC | 2138008M6MH9OZ6U2T68 | | 4083914 | | CPG LN EQUITY | Compass Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000776_CC_SLSC | 6354003CVDDPNXREIR29 | | FC031117 | | | CPUK Finance Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000777_CC_SLSC | 4OFD47D73QFJ1T1MOF29 | | 184594 | | DMGT LN Equity | Daily Mail and General Trust Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000778_CC_SLSC | 213800NPR9YDSBO86U08 | | 03162897 | GB0002502812 | | DAIRY CREST GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000779_CC_SLSC | 5493007MMUEIF4NJG110 | | 5448421 | | DEB LN EQUITY | Debenhams Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000780_CC_SLSC | 213800J4UVB5OWG8VX82 | | 3369634 | | DPH LN Equity | Dechra Pharmaceuticals PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000781_CC_SLSC | 213800BXKQ9KZNUR1M61 | | 1819699 | | | Derwent London PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000782_CC_SLSC | 213800ZVIELEA55JMJ32 | | 23307 | | DGE FP Equity | Diageo plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000783_CC_SLSC | 2138005HMFMTYXNEEX13 | | SC000750 | | | DIAGEO SCOTLAND LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000784_CC_SLSC | 5299004HGJWHJ71M5T77 | | 5671205 | | | DNL UK LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000785_CC_SLSC | 2138001GRMZ39JRSE316 | | 01363137 | GB0002748050 | DNO LN Equity | DOMINO PRINTING SCIENCES PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000786_CC_SLSC | 39RSBE4RCI4M15BLWH36 | | 1377658 | | SMDS LN EQUITY | DS Smith Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000787_CC_SLSC | 2138001LSWETH5TDQG53 | | 2366777 | | | DWR Cymru Cyfyngedig | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000788_CC_SLSC | 213800U5R8Q5KGM2KU56 | | 2366906 | | | Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000789_CC_SLSC | 549300XUUK1H52EDCK10 | | | | | EDC Finance Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000790_CC_SLSC | 549300ZM2QCFG22BOJ03 | | 2366949 | | | Electricity North West Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000791_CC_SLSC | 549300KVXDURRKVW7R37 | | 647788 | | ECM LN EQUITY | Electrocomponents Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000792_CC_SLSC | 2138008LJU6WFQWOXJ73 | | 7140891 | | ENQ LN Equity | EnQuest plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000793_CC_SLSC | 7N0UJMJLXD0MDT5D5086 | | 7023598 | | | Ensco plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000794_CC_SLSC | 549300V1O67HJV48FS61 | | 6845434 | | | ENW Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000795_CC_SLSC | 5493007MOZNA03BVNE96 | | 5444653 | | ESNT LN Equity | ESSENTRA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000796_CC_SLSC | 21380023G8LF55V46281 | | 02954623 | | | EUROPEAN METAL RECYCLING LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000797_CC_SLSC | 213800SVCZ6YZ8YJI569 | | 2462001 | | 4379945Z LN Equity | Eurostar International Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000798_CC_SLSC | 5493002X7O83FCJVYO69 | | 7329930 | | | Eversholt Funding Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000799_CC_SLSC | JPO68XMABX4DR21BNE65 | | 8263590 | | 0274811Z LN Equity | Everything Everywhere Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000800_CC_SLSC | 54930080DFVZ551GGT17 | | | | EVR LN EQUITY | Evraz Group S.A. | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000801_CC_SLSC | 635400RXXHHYT1JTSZ26 | | 653331 | | | EXPERIAN PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000802_CC_SLSC | 213800JLG5TPE3RBYG56 | | 4094619 | | | FIRST CHOICE HOLIDAYS FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000803_CC_SLSC | 549300DEJZCPWA4HKM93 | | SC157176 | | FGP LN EQUITY | First Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000804_CC_SLSC | 549300JXWH1UV5J0XV81 | | 6344120 | | FRES LN Equity | Fresnillo plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000805_CC_SLSC | 213800WTATMITUGXJQ69 | | FC031364 | | | Friends Life Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000806_CC_SLSC | 549300L3KWKK8X35QR12 | | 4992207 | | GFS LN EQUITY | G4S Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000807_CC_SLSC | 213800OOHUV3HHP46A02 | | 00836539 | GB00B3Y2J508 | GFRD LN Equity | GALLIFORD TRY PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000808_CC_SLSC | 213800E8KX2VV9YDY362 | | 1991018 | | | Gatwick Airport Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000809_CC_SLSC | 549300IK25CZHKVLAL89 | | 03768267 | | 1844538Z LN EQUITY | Gazprom Marketing and Trading Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000810_CC_SLSC | 5493007Q8VD7Q3ZYZS59 | | 2258699 | | GS7 GY Equity | GlaxoSmithKline Capital PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000811_CC_SLSC | | | 3888792 | GB0009252882 | GSK LN EQUITY | GlaxoSmithKline plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000812_CC_SLSC | 213800N9W2D8A4GJGR36 | | 04542769 | | 2006623Z LN EQUITY | GLENCORE ENERGY UK LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000813_CC_SLSC | 213800QIJMYMW6TSBG41 | | 5333192 | | GNK LN Equity | Greene King Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000814_CC_SLSC | 213800R9N5F2WRMGTR50 | | 24511 | | GNK LN EQUITY | Greene King Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000815_CC_SLSC | 213800U8JEPF65PSKU22 | | 6143540 | | | GUARDIAN DIGITAL COMMUNICATIONS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000816_CC_SLSC | 2138007FRGLUR9KGBT40 | | 00040932 | GB0004052071 | HLMA LN Equity | HALMA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000817_CC_SLSC | 213800G1C9KKVVDN1A60 | | 360632 | GB0004065016 | HMSO LN EQUITY | Hammerson PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000818_CC_SLSC | 529900N6RQR0PX7ZTR62 | | 4626078 | | HEI GY Equity | Hanson Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000819_CC_SLSC | 213800QC8AWD4BO8TH08 | | 2150950 | | HAS LN Equity | Hays PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000820_CC_SLSC | 549300J5R8AWMHPE7O05 | | 1991017 | | | Heathrow Airport Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000821_CC_SLSC | 7TI96JO3DYEIQWZ7Z726 | | 99529 | | | Heathrow Funding Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000822_CC_SLSC | 213800YRHAPNN54BKN78 | | 5863533 | GB00B19NKB76 | HOME LN EQUITY | HOME RETAIL GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000823_CC_SLSC | 213800UTXVFRH9XBL453 | | 7939278 | | | Iceland Acquico Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000824_CC_SLSC | 213800FGWQXPVI86SE26 | | 5879252 | | | Iglo Foods MidCo Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000825_CC_SLSC | | | 3236483 | GB0004544929 | IMT LN EQUITY | Imperial Tobacco Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000826_CC_SLSC | 2138002D68XDR4LZCG32 | | 7084307 | | | Ineos Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000827_CC_SLSC | | | 5134420 | | IHG LN EQUITY | Intercontinental Hotels Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000828_CC_SLSC | 549300OGASR5WRKJ8R68 | | 2234775 | | | INTERMEDIATE CAPITAL GROUP PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000829_CC_SLSC | | | | GB00B19DVX61 | ISYS LN EQUITY | Invensys plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000830_CC_SLSC | ZLECI7ED2QMWFGYCXZ59 | | 4967001 | | ITV LN Equity | ITV plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000831_CC_SLSC | 213800VGZAAJIKJ9Y484 | | 185647 | | SBRY LN EQUITY | J Sainsbury Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000832_CC_SLSC | 529900RRNKUM3INJGF98 | | KvK 34233247 0000 | | JBH LN EQUITY | JAB Holdings B.V. | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000833_CC_SLSC | 213800CHWARFAAN7UB85 | | 1709784 | | JDW LN EQUITY | JD Wetherspoon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000834_CC_SLSC | 5493008LNN1X4R79PJ89 | | SC034970 | GB0005790059 | | JOHN MENZIES PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000835_CC_SLSC | 549300PLYY6I10B6S323 | | SC036219 | GB00B5N0P849 | WG/ LN Equity | JOHN WOOD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000836_CC_SLSC | 2138001AVBSD1HSC6Z10 | | 33774 | GB0004764071 | JMAT LN EQUITY | JOHNSON MATTHEY PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000837_CC_SLSC | 213800JFIBCR4LGUA242 | | SC015382 | GB0004769682 | | JOHNSTON PRESS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000838_CC_SLSC | | | 06467400 | | KAZ LN EQUITY | KAZ MINERALS FINANCE PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000839_CC_SLSC | 2138002RKCU2OM4Y7O48 | | 02708030 | GB0004915632 | KIE LN Equity | KIER GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000840_CC_SLSC | 213800KBMEV7I92FY281 | | 1664812 | | KGF LN EQUITY | Kingfisher Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000841_CC_SLSC | 213800QOWHF5R9VLL274 | | 1429533 | | LAD LN Equity | Ladbrokes plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000842_CC_SLSC | 213800JH9QQWHLO99821 | | 1417162 | | LGEN LN Equity | Legal & General Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000843_CC_SLSC | 549300BSGXG3QLIQYT84 | | 8379990 | | | Liberty Global plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000844_CC_SLSC | 213800JDI3GTKPG4XI38 | | 3929195 | | | London Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000845_CC_SLSC | 213800QAUUUP6I445N30 | | 05369106 | GB00B0SWJX34 | LSE LN Equity | LONDON STOCK EXCHANGE GROUP PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000846_CC_SLSC | 213800JP7STUK5WKRE92 | | 1000608 | | MMC LN Equity | MANAGEMENT CONSULTING GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000847_CC_SLSC | 213800IU37OVVT5ZXP41 | | 8338561 | | | Manchester Airport Group Funding PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000848_CC_SLSC | 213800CN1RI3UCIZWB95 | | 214436 | | MKS LN EQUITY | Marks & Spencer Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000849_CC_SLSC | 213800HQB746UJ9UWM15 | | 5135049 | | MARS LN Equity | Marston's Issuer PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000850_CC_SLSC | 213800Q6RP3ZJ2CZR962 | | 31461 | | | Marston's PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000851_CC_SLSC | 549300QSUNKAEBMYIR16 | | 2798634 | | | McBride plc | GB | Large corporate sample | non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000852_CC_SLSC | YMFO3TKB4UAWQTDZJJ31 | | 432989 | | MGGT LN Equity | Meggitt Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000853_CC_SLSC | 213800E7QA1U8BF34219 | | 4778667 | | MAB LN Equity | Mitchells & Butlers Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000854_CC_SLSC | 213800LOZA69QFDC9N34 | | 6209386 | GB00B1CRLC47 | MNDI LN EQUITY | Mondi Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000855_CC_SLSC | 4PQUHN3JPFGFNF3BB653 | | 2068222 | | | Morgan Stanley & Co.

International plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000856_CC_SLSC | 213800A8IQEMY8PA5X34 | | 2590560 | | NEX LN Equity | National Express Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000857_CC_SLSC | 8R95QZMKZLJX5Q2XR704 | | 4031152 | | NGG LN EQUITY | National Grid Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000858_CC_SLSC | 213800H88F5EE4B1D697 | | 5090412 | | | Network Rail Infrastructure Finance PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000859_CC_SLSC | 213800UGAULQ1FVD4B35 | | 1618428 | | | NEW LOOK RETAILERS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000860_CC_SLSC | 213800WQD8ECPZP9PH98 | | 4412362 | | NXT LN EQUITY | Next Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000861_CC_SLSC | 549300JIM3ERGZFGGL27 | | 6428375 | | | North West Electricity Networks Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000862_CC_SLSC | 635400GPHRFKZQIBUK45 | | NI026892 | | | Northern Ireland Electricity Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000863_CC_SLSC | 213800B3ZUTDOZYVJB41 | | 53171 | | NTG LN EQUITY | Northgate Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000864_CC_SLSC | 213800PWPM9HZIEEO670 | | 2366703 | | | Northumbrian Water Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000865_CC_SLSC | 213800WWVCAPAMOZ1M98 | | 5584873 | | | NSG UK Enterprises Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000866_CC_SLSC | | | | | 2158036Z LN EQUITY | Omnicom Financial Services Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000867_CC_SLSC | 213800G8P2ULTOP62Q95 | | 5915896 | | | Osprey Acquisitions Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000868_CC_SLSC | 213800J364EZD6UCE231 | | 00775598 | GB0006650450 | OXIG LN Equity | OXFORD INSTRUMENTS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000869_CC_SLSC | 213800NL5NLBY6YIBI88 | | 2019023 | | 6752 JT Equity | Panasonic Finance (Europe) plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000870_CC_SLSC | 2138004JBXWWJKIURC57 | | 53723 | | PSON LN EQUITY | Pearson Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000871_CC_SLSC | | | 2304195 | | PDG LN EQUITY | Pendragon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000872_CC_SLSC | 213800V1CCTS41GWH423 | | 02366640 | GB00B18V8630 | | PENNON GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000873_CC_SLSC | | | 1818486 | | PSN LN EQUITY | Persimmon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000874_CC_SLSC | 549300OPFWKTD6BUFP71 | | 4267536 | | PPL UN Equity | PPL UK DISTRIBUTION HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000875_CC_SLSC | 213800U93SZC44VXN635 | | 00668987 | GB00B1Z4ST84 | PFG LN Equity | PROVIDENT FINANCIAL PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000876_CC_SLSC | XB3CXKKKED7OMV80FY35 | | 00019457 | GB00B19Z1432 | PZC LN Equity | PZ CUSSONS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000877_CC_SLSC | 213800791EF5XP7WW494 | | 2641728 | | QBE AT Equity | QBE European Operations PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000878_CC_SLSC | 213800NRSZ1N2Y6LEX44 | | 5777981 | | | R&R Ice Cream plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000879_CC_SLSC | 5493003JFSMOJG48V108 | | 6270876 | | RB/ LN Equity | Reckitt Benckiser Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000880_CC_SLSC | 549300WSX3VBUFFJOO66 | | 2746616 | | | Relx Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000881_CC_SLSC | 549300VN4WV7Z6T14K68 | | 5393279 | | RTO LN EQUITY | Rentokil Initial Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000882_CC_SLSC | 549300JJKH86IWQ78005 | | 191285 | | REX LN EQUITY | Rexam Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000883_CC_SLSC | 2138009113L7IDGEM175 | | 358901 | | RIO LN Equity | Rio Tinto Finance plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000884_CC_SLSC | X57JK1U580XATGR67572 | | 1003142 | | RR/ LN EQUITY | Rolls-Royce Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000885_CC_SLSC | 213800ANK59AYB612F23 | | 93792 | | RSA LN Equity | Royal & Sun Alliance Insurance PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000886_CC_SLSC | 213800JQB9FWF5SD6F42 | | 4138203 | | | ROYAL MAIL GROUP LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000887_CC_SLSC | | | 2578443 | | RPC LN EQUITY | RPC Group | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000888_CC_SLSC | 549300HOGQ7E0TY86138 | | 2339826 | | RSA LN Equity | RSA Insurance Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000889_CC_SLSC | Y4DQT2X5DDRE70QFR206 | | 3528416 | | SAB LN EQUITY | SABMiller Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000890_CC_SLSC | 549300Y7M5CC1U5DBX07 | | SC264065 | | | Scotland Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000891_CC_SLSC | 549300KI75VYLLMSK856 | | SC117119 | | SSE LN EQUITY | SSE Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000892_CC_SLSC | 213800X1T29YFAYMPC26 | | SC144517 | | AGN NA Equity | Scottish Equitable PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000893_CC_SLSC | 21380085VKJ5NICZBA52 | | SC193794 | | IBE SQ Equity | Scottish Power Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000894_CC_SLSC | 549300WPVG0TZSPBYR76 | | SC199549 | | LLOY LN Equity | Scottish Widows PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000895_CC_SLSC | 213800XC35KGM9NFC641 | | 167591 | | | SEGRO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000896_CC_SLSC | 549300PT2CIHYN5GWJ21 | | 02048608 | GB0007973794 | | SERCO GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000897_CC_SLSC | 213800RPBXRETY4A4C59 | | 2366619 | | SVT LN EQUITY | Severn Trent Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000898_CC_SLSC | 213800CNEIDZBL17KU22 | | SC077438 | | SKS LN EQUITY | Shanks Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000899_CC_SLSC | 213800VDC1BKJEZ8PV53 | | 00998314 | GB0008025412 | SHI LN Equity | SIG PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000900_CC_SLSC | 213800ZTMDN8S67S1H61 | | 00324357 | GB0009223206 | SN/ LN Equity | SMITH & NEPHEW PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000901_CC_SLSC | 213800MJL6IPZS3ASA11 | | 137013 | | SMIN LN EQUITY | Smiths Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000902_CC_SLSC | AJOW550HA7E8YNKF5D89 | | 4120046 | | 6758 JT Equity | Sony Global Treasury Services PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000903_CC_SLSC | 213800H7NWVLCWAVKA15 | | 3043097 | | | South Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000904_CC_SLSC | 213800YQRUOQE9HPX193 | | 4295398 | | | South Staffordshire PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000905_CC_SLSC | 213800FR2VAOKRYRHX45 | | 2366665 | | | South West Water Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000906_CC_SLSC | 549300SR1GYYNBZQGX56 | | 4094290 | | SSE LN Equity | Southern Electric Power Distribution PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000907_CC_SLSC | 549300SPX8573VZ2SK79 | | 5167021 | | | Southern Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000908_CC_SLSC | 213800NCZLJFDE8Y8D88 | | 7581353 | | | Southern Water (Greensands) Financing plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000909_CC_SLSC | 213800Z4CO2CZO3M3T10 | | 02025003 | GB0003308607 | SXS LN Equity | SPECTRIS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000910_CC_SLSC | 4L663LRNTBQ008OK2N07 | | SC100764 | | SGC LN Equity | Stagecoach Group plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000911_CC_SLSC | 0TMBS544NMO7GLCE7H90 | | SC286832 | | SL/ LN Equity | Standard Life PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000912_CC_SLSC | 549300GUNF6FFGH4LN53 | | 9743802 | | 532183Z LN Equity | Stemcor Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000913_CC_SLSC | 213800QHYTM5QRFSEM66 | | 3355631 | | SYR LN EQUITY | Synergy Health Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000914_CC_SLSC | 213800WF53FVDRRHRF44 | | 7105891 | | TALK LN Equity | TalkTalk Telecom Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000915_CC_SLSC | 213800TR86P337IE8605 | | 2280000 | | 0469505D LN Equity | Tata Steel UK Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000916_CC_SLSC | 2138008K14474WPKZ244 | | 76535 | | TATE LN EQUITY | Tate & Lyle Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000917_CC_SLSC | 21380089BTRXTD8S3R66 | | 296805 | | TW/ LN EQUITY | Taylor Wimpey Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000918_CC_SLSC | 2138002P5RNKC5W2JZ46 | | 445790 | GB0008847096 | TSCO LN EQUITY | TESCO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000919_CC_SLSC | 213800JKM5UQHFJOTZ25 | | 2366661 | | | Thames Water Utilities Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000920_CC_SLSC | 2138009TF1SYOMQLBJ60 | | 02100855 | GB0003753778 | | THE GO-AHEAD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000921_CC_SLSC | 213800VZ4671W3DVB860 | | 6575598 | | TCG LN Equity | Thomas Cook Group Treasury limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000922_CC_SLSC | 2138003BOFNAAO14YV58 | | 2553288 | | 8766 JT Equity | Tokio Millennium Re (UK) Limited | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000923_CC_SLSC | 2138001I27OUBAF22K83 | | 824821 | | TPK LN Equity | Travis Perkins Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000924_CC_SLSC | 213800B6YQZAE8LHAW84 | | 6072876 | GB00B1Z7RQ77 | TT/ LN EQUITY | TUI TRAVEL Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000925_CC_SLSC | 2138003EYHWO75RKS857 | | 3919249 | GB0001500809 | TLW LN EQUITY | TULLOW OIL PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000926_CC_SLSC | 549300MKFYEKVRWML317 | | 41424 | | ULVR LN Equity | Unilever PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000927_CC_SLSC | 213800Y1TEVS8REY1M35 | | 5957557 | | | United Biscuits Holdco Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000928_CC_SLSC | 2138008EZCXK4ANQHF89 | | 3207231 | | | United Business Media holdings Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000929_CC_SLSC | 213800KYT12UFB2VE455 | | 2366616 | | UU/ LN Equity | United Utilities PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000930_CC_SLSC | XCJQ23OWIJNLHN7RQC93 | | 1022786 | | 271652Z LN Equity | Urenco Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000931_CC_SLSC | 213800F3BD6N3G6XHU16 | | 251977 | | CKSN LN Equity | VESUVIUS HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000932_CC_SLSC | 213800TB53ELEUKM7Q61 | | 1833679 | | VOD LN EQUITY | Vodafone Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000933_CC_SLSC | 549300UPYDURLSSFVL38 | | 9223384 | | | Western Power Distribution Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000934_CC_SLSC | 2138006LIAYQKUCYBB20 | | 29423 | | WTB LN Equity | Whitbread Group PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000935_CC_SLSC | | | 4212563 | | WMH LN EQUITY | William Hill Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000936_CC_SLSC | 213800Z5WTW8QKOHWQ82 | | 04178808 | GB0030329360 | | WINCANTON PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000937_CC_SLSC | 213800IN6LSRGTZSOS29 | | 358949 | | MRW LN Equity | Wm Morrison Supermarkets Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000938_CC_SLSC | 549300HTNGX0DU8W1F65 | | 5537577 | | WPP LN Equity | WPP 2008 Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000939_CC_SLSC | 635400LNUHA2LDXXV850 | | | | GCC ID Equity | C&C Group PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000940_CC_SLSC | 8NUHUXWN9LG4XBGJ7O17 | | 241565 | | CAT SE Equity | Caterpillar International Finance Limited | IE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000941_CC_SLSC | 635400CHHI1XZLVQH675 | | | | | Coillte Teoranta | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000942_CC_SLSC | 549300MIDJNNTH068E74 | | | IE0001827041 | CRH ID EQUITY | CRH Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000943_CC_SLSC | 213800UPS1QEE4TD3T45 | | | | DCC LN Equity | DCC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000944_CC_SLSC | 635400HRFGVKXFHZ8O77 | | 9401 | | | Dublin Airport Authority PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000945_CC_SLSC | 635400UFHDIQCDZ6JK11 | | | IE0003094731 | 1014Z ID EQUITY | Electricity Supply Board Ltd [ESB] | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000946_CC_SLSC | 635400VCPRSU89DLMZ57 | | 480184 | XS0856023493 | | ESB Finance Limited | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000947_CC_SLSC | 635400RKRK5EGXSPC782 | | | | EXPN LN EQUITY | Experian Finance Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000948_CC_SLSC | 635400YN51CDCGBYFZ31 | | | | | Fyffes plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000949_CC_SLSC | 5493008VFFOIPWCZJK45 | | | IE0000669501 | GLB ID EQUITY | Glanbia Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000950_CC_SLSC | 635400BE9SBAG61DJ963 | | | | GFTU LN Equity | Grafton Group PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000951_CC_SLSC | 6354007LIXWZ5WPPT308 | | 519799 | | GRF SQ Equity | Grifols World Wide Operations Ltd. | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000952_CC_SLSC | 9XTI53MZJ013RO12SX05 | | 2936 | IE00B59HWB19 | | INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000953_CC_SLSC | | | | IE0004906560 | KYG ID EQUITY | Kerry Group Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000954_CC_SLSC | 635400HM7V74SUB9OG75 | | | | | Kingspan Group plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000955_CC_SLSC | 635400JJOWHIYAJER733 | | | | | MUSGRAVE GROUP PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000956_CC_SLSC | 635400EG4YIJLJMZJ782 | | | IE0002588105 | PWL ID Equity | PADDY POWER PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000957_CC_SLSC | 635400WKFIPCHCKVW376 | | 104547 | | RYA ID Equity | Ryanair Holdings PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000958_CC_SLSC | 396PBGKP6TE3O062MS44 | | | | STX UW Equity | Seagate Technology plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000959_CC_SLSC | 635400CPLP8H5ITDVT56 | | | IE00B1RR8406 | SKG ID EQUITY | SMURFIT KAPPA GROUP PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000960_CC_SLSC | 549300INUT2G0ST5K268 | | 327184 | | TEX UN Equity | Terex International Financial Services Co. | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000961_CC_SLSC | 635400K7UEIKHMNKLJ02 | | | | | Total Produce plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000962_CC_SLSC | | | 482042 | | | XL Group PLC | IE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000963_CC_SLSC | VZVOSGGS8JITR4J7J704 | | | | | Amtek Auto Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000964_CC_SLSC | 8GRDBX1TJ0PU5NCSHT72 | | MH008931 | | BPCL IS Equity | Bharat Petroleum Corporation Limited | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000965_CC_SLSC | | | | | BHARTI IN Equity | Bharti Airtel Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000966_CC_SLSC | | | | | IOCL IN Equity | INDIAN OIL CORPN LIMITED | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000967_CC_SLSC | FMVY1IZCSYXSAFRDIT05 | | | | LT IN Equity | Larsen & Toubro Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000968_CC_SLSC | | | | | RCOM IN Equity | Reliance Communications Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000969_CC_SLSC | 5493003UOETFYRONLG31 | | | | RIL IN EQUITY | Reliance Industries Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000970_CC_SLSC | 1GZWF073IJTD6XPRUU65 | | | | | Wipro GE Healthcare Private Limited | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000971_CC_SLSC | 213800Z3CFZOLXPJWN61 | | | | | Landsvirkjun | IS | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000972_CC_SLSC | 81560076E3944316DB24 | 3812211 | 493995 | | A2A IM EQUITY | A2A S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000973_CC_SLSC | 8156000962B2EB41FE28 | 5988397 | 1497770 | | 4525791Z IM EQUITY | ACCIAIERIA ARVEDI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000974_CC_SLSC | 8156004FCECE0879E118 | 15161747 | 191346 | | 7570364Z IM EQUITY | ACCIAIERIE VALBRUNA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000975_CC_SLSC | 549300Q3448N041CTH56 | 11341891 | 882486 | XS0495012428 | ACE IM Equity | Acea SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000976_CC_SLSC | 8156008183686996C911 | 25090618 | 3567090232 | | | ACQUE VERONESI S.C.A R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000977_CC_SLSC | 8156007259ABDEA3F444 | 15214381 | 971268 | | | Aeroporti di Roma S.p.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000978_CC_SLSC | 549300H2RFDYI3YP5R63 | 13960200 | 263011 | | 337973Z NA EQUITY | AGUSTAWESTLAND S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000979_CC_SLSC | 529900EKXEGSRCGAAC89 | 14856155 | 2791070044 | | 4519735Z | ALSTOM FERROVIARIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000980_CC_SLSC | ZYXJDNVM2JI3VBM8G556 | | | | AMP IM EQUITY | Amplifon SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000981_CC_SLSC | 815600B611746717CC98 | | | | 50098Z IM Equity | Ansaldo Energia SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000982_CC_SLSC | 549300FZRH46R7DWAX12 | 1248024 | 557390 | | 4472623Z IM EQUITY | ANSALDOBREDA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000983_CC_SLSC | 815600049A1F9AFE6666 | 4140157 | 1192794 | | MN IM EQUITY | ARNOLDO MONDADORI EDITORE SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000984_CC_SLSC | 8156000BEB8FC062F442 | 1020333 | 120591 | | 2168Z IM EQUITY | ARTSANA — SOCIETA' PER AZIONI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000985_CC_SLSC | 549300X5UKJVE386ZB61 | 6914312 | 6204 | XS1014759648 | ASG GY Equity | Assicurazioni Generali SpA | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000986_CC_SLSC | 81560001F41A81948348 | | | | AST IM EQUITY | Astaldi SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000987_CC_SLSC | 8156008DEC771409C487 | 18631331 | 1023691 | | AU9 GF Equity | Atlantia S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000988_CC_SLSC | 5299003D9N2698I3C257 | 1367700 | 188902 | | AGL IM EQUITY | AUTOGRILL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000989_CC_SLSC | 815600149448CEB9B230 | 19402720 | 1037417 | | 3653719Z IM EQUITY | AUTOSTRADE PER L' ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000990_CC_SLSC | | 26926563 | 1057205 | | 3889748Z IM EQUITY | AVIO S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000991_CC_SLSC | 529900RRESEDV68K0S54 | 28770346 | 235460 | | BLLA IM EQUITY | BARILLA INIZIATIVE S.R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000992_CC_SLSC | 815600BFEB936DC6ED24 | | | | BEN IM EQUITY | Benetton Group SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000993_CC_SLSC | 8156004C04255952AB77 | 1076562 | 821225 | | BNS IM EQUITY | BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000994_CC_SLSC | 5299003DX5YLKSVJ6K59 | 2930031 | 134288 | | BZU IM Equity | Buzzi Unicem SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000995_CC_SLSC | 8156006BEAA911EC0A47 | 1019726 | 587878 | | | CANDY SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000996_CC_SLSC | 8156008B101B97A43B02 | 1053555 | 160498 | | CEM IM EQUITY | CEMENTIR HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000997_CC_SLSC | 815600F3213951394367 | 40014779 | 2001719 | | | Cerved Group S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000998_CC_SLSC | | 4544552 | 8114020152 | | | CLASS EDITORI SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0000999_CC_SLSC | 8156009034C1A5108284 | 15716081 | 61357 | | | Compagnia Valdostana delle Acque Spa (CVA Spa) | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001000_CC_SLSC | 815600DBF6DC4BC94832 | 1061039 | 260769 | | 0310548D IM EQUITY | CONSERVE ITALIA — CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE — SOCIETA' COOPERA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001001_CC_SLSC | | 8327877 | 819280157 | | | COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001002_CC_SLSC | 815600A5C1DD6C3A8455 | 1093853 | 154950364 | | | CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001003_CC_SLSC | 81560039BF5C1D8E5A15 | 2836130 | 60793 | | 3898658Z IM EQUITY | DALMARE SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001004_CC_SLSC | 5493005TWX96RDJ9I655 | | | | | De Agostini Invest SA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001005_CC_SLSC | 529900WS2E20BA5J4L49 | 16183303 | 1698754 | | EDNR IM EQUITY | EDISON S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001006_CC_SLSC | WOCMU6HCI0OJWNPRZS33 | | | | ENEL IM EQUITY | Enel SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001007_CC_SLSC | BUCRF72VH5RBN7X3VL35 | | | IT0003132476 | ENI IM EQUITY | ENI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001008_CC_SLSC | 81560081EE079FBED395 | 19377159 | 3544950961 | | | ENOVA S.R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001009_CC_SLSC | 549300JJBVOOKOBCTX09 | 2153515 | 354265 | | ERG IM EQUITY | ERG S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001010_CC_SLSC | 549300AZQ4Z5UGY0Q555 | 1002458 | 91712 | | EXO IM EQUITY | EXOR S.P.A. | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001011_CC_SLSC | 8156004CE82074779D19 | 13870596 | 1664630223 | | | FEDRIGONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001012_CC_SLSC | 549300J4SXC5ALCJM731 | | | | 1448Z IM Equity | Ferrovie dello Stato SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001013_CC_SLSC | 5493004C1SL445NFDR90 | | | | F IM EQUITY | Fiat SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001014_CC_SLSC | 8156001B8AD051794959 | | | | | FINAVAL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001015_CC_SLSC | 529900X4EEX1U9LN3U39 | 1053767 | 7031 | | FNC IM EQUITY | FINMECCANICA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001016_CC_SLSC | 815600C3CCA800EF5D96 | 1134215 | | | | FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001017_CC_SLSC | 815600E12249DD563C29 | 26650695 | 1143814 | | | Gamenet S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001018_CC_SLSC | 81560098DBDD66154985 | | | | | GRANDI NAVI VELOCI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001019_CC_SLSC | 8156001250E819E30127 | | | | GCN IM EQUITY | Gruppo Coin SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001020_CC_SLSC | 8156001294017C870346 | 11027526 | 10022100159 | | | GRUPPO FINELCO SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001021_CC_SLSC | 8156005113BD16699393 | 24907200 | RM1117269 | | LTO IX Equity | GTECH S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001022_CC_SLSC | | 15541251 | 1638878 | | 4004268Z IM EQUITY | H3G S.P.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001023_CC_SLSC | 8156009414FD99443B48 | 3201267 | 363550 | | HER IM EQUITY | HERA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001024_CC_SLSC | 815600D86992FDA7B908 | 1035363 | 149288 | | IMA IM EQUITY | I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001025_CC_SLSC | 815600A7D7C7A85F8B51 | 2733792 | 1168660262 | | | I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001026_CC_SLSC | 81560033824BE53C7D28 | 3585262 | 1303501215 | | | IMAP EXPORT S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001027_CC_SLSC | 549300KTGKED5E25JR59 | | | | IND IM EQUITY | Indesit Co SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001028_CC_SLSC | 213800M4YYCP6E8YUX94 | 2714789 | 2589327 | | | IPLOM S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001029_CC_SLSC | 8156001EBD33FD474E60 | 10431674 | 281364 | | IRE IM EQUITY | IREN S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001030_CC_SLSC | 8156009D23D0FDC70C93 | 1007005 | 50 | | ITM IM Equity | Italcementi S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001031_CC_SLSC | 815600236A6B5AE5B406 | 26754254 | 167186 | | | Linea Group Holding S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001032_CC_SLSC | 549300I1NMOBS4B1LT88 | | | IT0001479374 | LUX IM EQUITY | LUXOTTICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001033_CC_SLSC | | 7003703 | 481230266 | | | MANGIAROTTI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001034_CC_SLSC | 815600292DA01BE68971 | 3755075 | 152396 | | 3184788Z IM EQUITY | MARCEGAGLIA — S.P.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001035_CC_SLSC | 815600C8D55034EB5379 | 3779273 | 64334 | | | Marcolin SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001036_CC_SLSC | 213800DIFN7NR7B97A50 | 552637 | 1264109 | | MS IM EQUITY | Mediaset S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001037_CC_SLSC | PSNL19R2RXX5U3QWHI44 | 1012492 | 343508 | | MB IM Equity | MEDIOBANCA SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001038_CC_SLSC | 815600325D15DD92A023 | 4376875 | 4846130633 | | | MOBY S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001039_CC_SLSC | | 1653085 | 110858 | | 3893422Z IM EQUITY | MONIER S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001040_CC_SLSC | 8156003A100E8AB89697 | 6794759 | 1865640369 | | | PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001041_CC_SLSC | 8156001B96890989C002 | 23641842 | 5411110827 | | | PB TANKERS S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001042_CC_SLSC | 5493006293RJBDQWJL92 | 5944540 | 169833 | | PMS IM EQUITY | PERMASTEELISA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001043_CC_SLSC | 8156000256C2431C2E92 | 4495509 | 134077 | | PIA IM Equity | Piaggio & C. S.p.A.

| IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001044_CC_SLSC | 815600A0C9AFC1F2A709 | | | | PC IM Equity | Pirelli & Co SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001045_CC_SLSC | 815600EDDBB07C9BDB90 | 15591777 | 2246400218 | | | PODINI HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001046_CC_SLSC | 815600354DEDBD0BA991 | 3465665 | 842633 | | POST IM EQUITY | POSTE ITALIANE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001047_CC_SLSC | 8156000FE0A2DC5B7852 | 16232311 | 1343952 | | PRP GR EQUITY | PRADA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001048_CC_SLSC | 213800VHJ22UE2BRRZ48 | 3830970 | 706270410 | | | PROFILGLASS S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001049_CC_SLSC | | 23687310 | 1777895 | | PRY IM EQUITY | PRYSMIAN S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001050_CC_SLSC | 815600B9FC8D18A5D034 | 1058024 | 291350635 | | | RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001051_CC_SLSC | 81560086FA79BEDD6B94 | 13270817 | | | | RHIAG — INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001052_CC_SLSC | | 5012487 | 8850400154 | | | SACAL — SOCIETA' ALLUMINIO CARISIO — S.P | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001053_CC_SLSC | 815600AF08EE2EC2DE92 | 1035262 | 8924 | | 226907Z IM EQUITY | SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001054_CC_SLSC | 815600FC906D230A1420 | 16077541 | 86111 | | SFL IM Equity | Safilo SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001055_CC_SLSC | 549300PHV8MBDHWB8X12 | 1086637 | 788744 | | SPM IM EQUITY | SAIPEM S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001056_CC_SLSC | 549300UKR289DF4UXQ47 | 1013056 | 525502 | | SAL | SALINI IMPREGILO S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001057_CC_SLSC | | 6524595 | 3957900487 | | | SAMMONTANA — S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001058_CC_SLSC | 8156006755200B82EB33 | 1246827 | 836320150 | | | SAN CARLO GRUPPO ALIMENTARE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001059_CC_SLSC | 5299005KJSU2AQUJUH84 | 1066932 | 49540 | | SRS IM EQUITY | SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. — RAFFINERIE SARDE | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001060_CC_SLSC | 815600D2FC31AF713B07 | 1012950 | 166476 | | | SNAI SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001061_CC_SLSC | 8156002278562044AF79 | 16067629 | 1633443 | | SRG IM Equity | SNAM SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001062_CC_SLSC | EOJCGSUI4NX234BL7V57 | 14234253 | 1594238 | | 2091Z IM EQUITY | SORGENIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001063_CC_SLSC | 815600141CFE5F4C4325 | 19113128 | 1016401 | | 4473035Z IM EQUITY | STRADA DEI PARCHI SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001064_CC_SLSC | 815600C3438977CBBE37 | 1038951 | 68670397 | | | TAMPIERI FINANCIAL GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001065_CC_SLSC | 81560029415DF1381583 | 1030384 | 195810262 | | | TECNICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001066_CC_SLSC | 815600AC5599D16D9A40 | 3335773 | 574643 | | MT IM EQUITY | TECNIMONT S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001067_CC_SLSC | 549300W384M3RI3VXU42 | | | IT0003497168 | TIT IM EQUITY | TELECOM ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001068_CC_SLSC | 815600CD7323A82E5092 | 28935694 | 1763778 | | 2847328Z IM EQUITY | TENOVA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001069_CC_SLSC | | 1037712 | 182850362 | | | TERMOSANITARI CORRADINI — S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001070_CC_SLSC | 8156009E94ED54DE7C31 | | | | TRN IM Equity | Terna Rete Elettrica Nazionale SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001071_CC_SLSC | 549300IN56S27SDGEI85 | 18659000 | 1019536 | | 80698Z IM EQUITY | TIRRENO POWER S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001072_CC_SLSC | 8156003E86EBA167A868 | | | | 0946688D IM EQUITY | TotalErg SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001073_CC_SLSC | 815600FE9E92D9D6C309 | 3554534 | 201271 | | TFI IM EQUITY | TREVI — FINANZIARIA INDUSTRIALE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001074_CC_SLSC | | | | | 4212473Z IM EQUITY | UNIECO SOCIETA' COOPERATIVA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001075_CC_SLSC | 815600B8027C92F0DA07 | 4257672 | 1189360066 | | | VIBAC S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001076_CC_SLSC | 549300YSFQKM1C0X4E45 | 11321265 | 884361 | | WIND IM EQUITY | WIND TELECOMUNICAZIONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001077_CC_SLSC | 549300DHPOF90OYYD780 | | | | 5108 JT Equity | Bridgestone Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001078_CC_SLSC | 549300IZYK3206QECG76 | | | | CAT SE Equity | Caterpillar Finance Corporation | JP | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001079_CC_SLSC | 549300MIFE1VEW02GY83 | | | JP3298600002 | | COSMO OIL COMPANY LTD | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001080_CC_SLSC | 549300T6IPOCDWLKC615 | | | | 6501 JT Equity | Hitachi, Ltd. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001081_CC_SLSC | J48DJYXDTLHM30UMYI18 | | | | 8001 JT Equity | Itochu Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001082_CC_SLSC | 5493004LQ0B4T7QPQV17 | | | | 6301 JT Equity | Komatsu Ltd. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001083_CC_SLSC | 4P4N3ORD02UGQT1T1W12 | | 0100-01-008776 | | 8002 JT Equity | Marubeni Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001084_CC_SLSC | KVIPTY4PULAPGC1VVD26 | | | | 8058 JP EQUITY | Mitsubishi Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001085_CC_SLSC | 5493008VBQD43X8QCS14 | | | | | Mitsui Life Insurance Company Limited | JP | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001086_CC_SLSC | 5493000QYMPFRTEY4K28 | | | | 6701 JT Equity | NEC Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001087_CC_SLSC | | | | | 7201 JP EQUITY | Nissan Motor Co Ltd | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001088_CC_SLSC | 5493003BZYYYCDIO0R13 | | | | 9984 JT Equity | SOFTBANK CORP. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001089_CC_SLSC | 5493004SE33MRLPB1W98 | | | | 2768 JP EQUITY | Sojitz Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001090_CC_SLSC | | | | | 6758 JP EQUITY | Sony Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001091_CC_SLSC | V82KK8NH1P0JS71FJC05 | | | | 8053 JP EQUITY | Sumitomo Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001092_CC_SLSC | 54930074QUY8RD0UZM08 | | | | | Suntory Holdings Limited | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001093_CC_SLSC | 549300ZLMVP4X0OGR454 | | | | 4502 JT Equity | Takeda Pharmaceutical Company Limited | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001094_CC_SLSC | 549300LBHTST91VKHO68 | | | | 6502 JT Equity | Toshiba Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001095_CC_SLSC | 5493006W3QUS5LMH6R84 | | | | TOM GY Equity | Toyota Motor Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001096_CC_SLSC | | | | | 004020 KS Equity | Hyundai Steel Co | KR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001097_CC_SLSC | | | | | 000270 KS Equity | Kia Motors Corp | KR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001098_CC_SLSC | 549300MGHLPT1EFHGF84 | | | | 2007 HK Equity | Country Garden Holdings Company Limited | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001099_CC_SLSC | 549300IHVJRWVT07S523 | | | | 3333 HK Equity | Evergrande Real Estate Group Limited | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001100_CC_SLSC | 5493003DTPH8AMMK4P51 | | | | NE UN Equity | Noble Corporation | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001101_CC_SLSC | 549300FNENFFSMO3GT38 | | | XS0835890350 | XPBR SQ Equity | Petrobras Global Finance B.V. | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001102_CC_SLSC | 213800S7DNJQX6LHTQ21 | | 133818917 | | | AB “Kauno grūdai” | LT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001103_CC_SLSC | | | | LU1014539529 | | ALTICE | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001104_CC_SLSC | 5493003BU7PAH5RRM092 | | | | APAM NA EQUITY | Aperam SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001105_CC_SLSC | 2EULGUTUI56JI9SAL165 | | | | MT LX EQUITY | ArcelorMittal SA [AM] | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001106_CC_SLSC | 549300GJ79DYFBBF5T83 | | | | 0307096D LX EQUITY | Brandbrew S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001107_CC_SLSC | 5493007GVB1I2FDSS786 | | B0155849 | | CNHI UN Equity | CNH Industrial Finance Europe S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001108_CC_SLSC | 549300938QUWMPITJ642 | | | | COV US EQUITY | Covidien International Finance SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001109_CC_SLSC | 5299001R2HL1TAFZ8Z20 | | | | | ENOVOS INTERNATIONAL SA (FORMER SOTEG) | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001110_CC_SLSC | | | 350807947 | FR0000038259 | ERF FP EQUITY | EUROFINS SCIENTIFIC SE | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001111_CC_SLSC | 213800568PRHV2JR9650 | | | XS0357281558 | GSPBEX RR Equity | Gaz Capital S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001112_CC_SLSC | 213800WHKNIC1JQQG433 | | | | 8GC GS Equity | Glencore Finance (Europe) S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001113_CC_SLSC | 8XJ8KF85PBKK1TLMFN29 | | | | | Intelsat Jackson Holdings S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001114_CC_SLSC | 549300MBM5B61VCW5A23 | | | | | International Automotive Components Group, S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001115_CC_SLSC | RUOKPID0PZ0UWJYU9J61 | | | | DE UN Equity | John Deere Bank S.A. | LU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001116_CC_SLSC | 529900XUC6PXMN6ABU42 | | | | TGH GY Equity | Logwin AG | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001117_CC_SLSC | 549300CTHC1CP86P2G96 | | | | MIICF PQ Equity | Millicom International Cellular S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001118_CC_SLSC | | | | | 0755015D LX EQUITY | NH FINANCE SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001119_CC_SLSC | 213800IUIRBFRNCYVR24 | | | | 3900394Z LX Equity | Nizi International SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001120_CC_SLSC | 549300VEJMMZCY6OBU06 | | | | PDSA NS Equity | Pacific Drilling S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001121_CC_SLSC | 529900UUYBCBB7HMVI56 | | | | | Phoenix PIB Dutch Finance B.V. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001122_CC_SLSC | 549300OZSHE4H5BFQA66 | | | | | QUILVEST SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001123_CC_SLSC | 5493000C8J3C3SZYS040 | | | | RTL BB Equity | RTL Group S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001124_CC_SLSC | 5493008JPA4HYMH1HX51 | | | | SESG FP EQUITY | SES SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001125_CC_SLSC | 549300CJ7LW6QSGIL444 | | | | | Swiss Re Europe S.A. | LU | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001126_CC_SLSC | 529900BSBZ853DKUP675 | | | | | TRAXYS SARL | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001127_CC_SLSC | 549300RIG2CXWN6IV731 | | | | | CEMEX S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001128_CC_SLSC | 5493008KEVFYPMGTXO33 | | | | KOFL MM Equity | Coca-Cola FEMSA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001129_CC_SLSC | 5493000XJLJ6C4T0PG82 | | | | GRUMAB MM Equity | GRUMA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001130_CC_SLSC | 5493000RIXURZEBFEV60 | | | | BIMBOA MM Equity | Grupo Bimbo, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001131_CC_SLSC | 549300QOAB2GJSFM0381 | | | | 1234Z MM Equity | Grupo Petrotemex SA de CV | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001132_CC_SLSC | 549300CAZKPF4HKMPX17 | | | | | PETROLEOS MEXICANOS | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001133_CC_SLSC | 549300FW3RGHPHT21D10 | | | | ALFAA MM Equity | Sigma Alimentos, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001134_CC_SLSC | 5493000MY3DAIB0BP706 | | TNE940608HS5 | USP9084BAD03 | ALFAA MM Equity | Tenedora Nemak, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001135_CC_SLSC | 549300EMP9DT6Q35HZ31 | | | NL0000852564 | | AALBERTS INDUSTR | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001136_CC_SLSC | 549300J93WR5DPG0P466 | | KVK 33232124 | | ABB SS Equity | ABB Capital B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001137_CC_SLSC | 5493007WHKI5H75YJ358 | | KVK 34215458 | | ABE SQ Equity | Abertis Infraestructuras Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001138_CC_SLSC | 7245007QUMI1FHIQV531 | | KVK 33235189 | | | Achmea B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001139_CC_SLSC | 724500HIKX3QVUQF9G08 | | KVK 28080300 | | | Achmea Zorgverzekeringen N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001140_CC_SLSC | O4QK7KMMK83ITNTHUG69 | | KVK 27076669 | NL0000303709 | AGN NA Equity | AEGON N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001141_CC_SLSC | | | | NL0010672325 | | AHOLD KON | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001142_CC_SLSC | 724500XYIJUGXAA5QD70 | | KVK 09007809 | NL0000009132 | AKZA NA EQUITY | Akzo Nobel NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001143_CC_SLSC | 724500XBZ9QOPTI11U82 | | KVK 34108286 | | | Alliander N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001144_CC_SLSC | 549300KYQ7B0H0K66406 | | KVK 33055009 | | AML LN Equity | Amlin Europe N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001145_CC_SLSC | 724500MCUU6QOFRFEA53 | | KVK 33256360 0000 | | 792658Z PL EQUITY | AMORIM ENERGIA, BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001146_CC_SLSC | 7245000UZH70GO047N03 | | | NL0006237562 | | ARCADIS | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001147_CC_SLSC | 7245001I22ND6ZFHX623 | | KVK 30037466 | NL0000334118 | ASM NA Equity | ASM International N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001148_CC_SLSC | 724500Y6DUVHQD6OXN27 | | KVK 17085815 | NL0006034001 | ASML NA EQUITY | ASML HOLDING N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001149_CC_SLSC | 7245004JOPUJ0OOWTU73 | | KVK 30031823 | | | ASR Schadeverzekering N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001150_CC_SLSC | 724500XFMNHF1GFPYJ05 | | KVK 08125298 | | 3324558Z NA Equity | BDR Thermea Group BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001151_CC_SLSC | 5299006ZHG3IXU0PNJ56 | | KvK 27106340 0000 | | 1136Z NA EQUITY | BMW Finance N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001152_CC_SLSC | | | | NL0000852580 | | BOSKALIS WESTMIN | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001153_CC_SLSC | | | | NL0010776944 | | BRUNEL INTERNAT | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001154_CC_SLSC | 529900AOH3NBA8PZFG65 | | KvK 32097651 0000 | | 0533866D NA EQUITY | Celesio Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001155_CC_SLSC | 549300WGC2HZ5J67V817 | | | | CNHI IM Equity | CNH Industrial NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001156_CC_SLSC | 549300BXVNOCYQ83FU09 | | KVK 34154633 | | KO UN Equity | Coca-Cola HBC Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001157_CC_SLSC | | | | NL0000200384 | | CORE LABORATORIES | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001158_CC_SLSC | 549300UNTCLR21YKLL62 | | KVK 30073501 | NL0000288967 | | Corio N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001159_CC_SLSC | | | | NL0009294552 | | DELTA LLOYD | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001160_CC_SLSC | 724500S75737K2SFDA03 | | KVK 22031457 | | | Delta N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001161_CC_SLSC | 213800N8X49KJRTNDM49 | | KVK 3419663 | | DGE FP Equity | Diageo Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001162_CC_SLSC | 529900M7QSB704RUUT95 | | KVK 34182495 | | AIR FP Equity | Eads Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001163_CC_SLSC | 724500KRQECMCRGM1971 | | KVK 14026250 | | | EBN B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001164_CC_SLSC | 5299007L43AQDFOW5739 | | KvK 34121496 0000 | | 1403Z NA EQUITY | EDP FINANCE BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001165_CC_SLSC | 724500R5IP6TFKTNRU48 | | KvK 24306393 | | 2091Z NA Equity | Eneco Holding NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001166_CC_SLSC | 549300XW2F91G4T4WC42 | | KVK 34149162 | | ENL GY Equity | ENEL Investment Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001167_CC_SLSC | 529900011V8VJ3BUKR64 | | KVK 17115973 | | RWE GF Equity | Essent N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001168_CC_SLSC | | | | NL0000288876 | | EUROCOMMERCIAL | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001169_CC_SLSC | | | | NL0000352565 | | FUGRO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001170_CC_SLSC | 2138005FTXOJUBQ5J563 | | KVK 24243533 | | GAS SQ Equity | Gas Natural Fenosa Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001171_CC_SLSC | 724500EJ2TDPAITRSJ55 | | KVK 02089290 | | | GasTerra B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001172_CC_SLSC | | | | NL0000400653 | | GEMALTO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001173_CC_SLSC | 549300L10EVYURBFIH66 | | KVK 55293980 | | | Global Blue Acquisition B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001174_CC_SLSC | 529900SNLFF5M6HJ1T36 | | KvK 33286563 0000 | | 1004Z NA EQUITY | Haniel Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001175_CC_SLSC | 724500K5PTPSST86UQ23 | | KVK 33011433 | NL0000009165 | HEIA NA Equity | Heineken NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001176_CC_SLSC | 7245008C9KMJL9P2UI77 | | KVK 34323653 | | | Hyva Global B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001177_CC_SLSC | 724500CR19MQGFWFBZ64 | | KvK 34217578 0000 | | 0308206D NA EQUITY | ICL Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001178_CC_SLSC | TLLG0UTU6ZHOG003X735 | | | | | Imperial Mobility Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001179_CC_SLSC | 54930050LBZUR4138I72 | | KVK 27120438 | | | ING Re (Netherlands) N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001180_CC_SLSC | | | KVK 24311905 | | 2872423Z NA Equity | InterGen NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001181_CC_SLSC | 724500C9GNBV20UYRX36 | | KVK 35000363 | NL0010672325 | AH NA Equity | Koninklijke Ahold NV [Royal Ahold NV] | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001182_CC_SLSC | 724500V38C5KTDY5BS93 | | KVK 30058019 | NL0000337319 | BAMNB NA Equity | Koninklijke BAM NBM NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001183_CC_SLSC | 724500SNT1MK246AHP04 | | KVK 14022069 | NL0000009827 | DSM NA EQUITY | Koninklijke DSM N.V | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001184_CC_SLSC | 549300YO0JZHAL7FVP81 | | KVK 02045200 | NL0000009082 | KPN NA Equity | Koninklijke KPN NV [Royal KPN NV] | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001185_CC_SLSC | H1FJE8H61JGM1JSGM897 | | KVK 17001910 | NL0000009538 | PHIA NA Equity | Koninklijke Philips Electronics N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001186_CC_SLSC | 724500HZ4BN317I12G68 | | KVK 06016321 | | KTC NA Equity | Koninklijke Ten Cate NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001187_CC_SLSC | 724500UL634GFV1KYF10 | | KVK 24295332 | NL0009432491 | VPK NA Equity | Koninklijke Vopak NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001188_CC_SLSC | 529900WQGOTJDYG9NP76 | | KVK 09151956 | | LXS GF Equity | Lanxess Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001189_CC_SLSC | 5H8RMHHYTWIP1RKLCE38 | | KvK 34115238 0000 | | 2177Z NA EQUITY | Linde Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001190_CC_SLSC | 549300J6QSW38QNOJK61 | | KVK 57924562 | | | LYB International Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001191_CC_SLSC | BN6WCCZ8OVP3ITUUVN49 | | KVK 24473890 | | DLY GB Equity | LyondellBasell Industries N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001192_CC_SLSC | 635400TMCKVEU87EJ582 | | KVK 24321697 | | | METINVEST B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001193_CC_SLSC | 529900PF6F1OHRZVU341 | | KvK 33178683 0000 | | 1169Z NA EQUITY | Metro Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001194_CC_SLSC | 6354007MKEEGGVUMXO83 | | KVK 34239108 | | | New World Resources N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001195_CC_SLSC | 724500RKMOD48AIWKD94 | | KvK 24307569 0000 | | 3893886Z NA EQUITY | NIDERA B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001196_CC_SLSC | 54930062JS29A5N4GO82 | | KVK 34248449 | | | Nielsen Holdings N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001197_CC_SLSC | 724500GQV9YLNSWECU41 | | KVK 17179668 | | | Nord Gold N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001198_CC_SLSC | 724500TXS5HH3GY4UW42 | | KVK 30124358 | | | NS Groep N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001199_CC_SLSC | 5299000CMF80GY2U0U47 | | KVK 16074305 | NL0010395208 | NUO NA Equity | Nutreco Holding NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001200_CC_SLSC | 724500HT4YW45B1Y7859 | | KVK 57585083 | | | OAK Leaf B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001201_CC_SLSC | 549300NCMRGIBJYUOE57 | | | NL0010558797 | | OCI | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001202_CC_SLSC | 724500IM9A059TQLBX63 | | | | | OCI Nitrogen BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001203_CC_SLSC | 72450053F5WRDY8CDZ66 | | KVK 24291478 | | OI US Equity | OI European Group B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001204_CC_SLSC | Q47A62EK6GMSID3Y8C39 | | KVK 17133742 | XS0788529096 | PCAR US Equity | PACCAR Financial Europe B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001205_CC_SLSC | 549300N522D3SS8MKV65 | | KvK 24320769 0000 | | 3617372Z NA EQUITY | PETROBRAS NETHERLANDS BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001206_CC_SLSC | 549300VGHFJJ58HE2B54 | | KVK 17008551 | | PHIA NA Equity | Philips Electronics NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001207_CC_SLSC | 529900N9UJEHN9UPXN50 | | | | | PHOENIX PIB FINANCE BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001208_CC_SLSC | 724500Q41FHN0P1GPC53 | | KVK 27168968 | NL0009739416 | TNT LI Equity | PostNL N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001209_CC_SLSC | 54930036WK3GMCN17Z57 | | | | QIA GY Equity | Qiagen NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001210_CC_SLSC | 7245009EAAUUQJ0U4T57 | | KVK 33216172 | NL0000379121 | RAND NA EQUITY | RANDSTAD HOLDING NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001211_CC_SLSC | 549300XO8R7MPISUO753 | | KVK 33155037 | NL0006144495 | | Reed Elsevier NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001212_CC_SLSC | 5493002YCY6HTK0OUR29 | | KVK 24251372 | XS0202649934 | REP GY Equity | Repsol International Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001213_CC_SLSC | | | KVK 34179503 | GB00B03MM408 | RDSA NA EQUITY | ROYAL DUTCH SHELL PLC | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001214_CC_SLSC | 5493002N51KZCVBDMS27 | | 24114856 | NL0006055329 | | ROYAL IMTECH NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001215_CC_SLSC | 213800LBMMAIG1FQP389 | | KVK 14105351 | | SABIC AB Equity | SABIC Capital I B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001216_CC_SLSC | | | | NL0000360618 | | SBM OFFSHORE | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001217_CC_SLSC | 529900KEH8410ESH1483 | | KVK 53761790 | | | Schaeffler Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001218_CC_SLSC | 724500DX7Q1A19SPY530 | | KVK 34166584 | | | Schiphol Nederland B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001219_CC_SLSC | 7245001TBT3NI9SPNJ75 | | | | | SHV Netherlands NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001220_CC_SLSC | TAFO772JB70PDRN5VS48 | | KvK 27092998 0000 | | 1223Z NA EQUITY | Siemens Financieringsmaatschappij N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001221_CC_SLSC | 724500E9ZG6JMH6E2I14 | | | NL0000817179 | | SLIGRO FOOD GROUP | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001222_CC_SLSC | 724500ZTKJYJMWVLWJ82 | | KVK 34297413 | | | SRLEV N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001223_CC_SLSC | 5493002SSXOL85X3XC87 | | KVK 58623701 | | | Syncreon Group B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001224_CC_SLSC | 724500LTUWK3JQG63903 | | KVK 09083317 | | | TenneT Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001225_CC_SLSC | 7245008G22FOV7TYYJ34 | | KVK 06045666 | NL0000852523 | TWEKA NA EQUITY | TKH Group NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001226_CC_SLSC | 724500978QL7NKMLTQ37 | | KVK 34210949 | | | TMF Group Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001227_CC_SLSC | | | | NL0009739424 | | TNT EXPRESS | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001228_CC_SLSC | 724500L44K67W7UW1C59 | | KVK 34224566 | NL0000387058 | TOM2 NA EQUITY | TOMTOM N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001229_CC_SLSC | 724500OPA8GZSQUNSR96 | | KVK 33194984 | | TOM GY Equity | Toyota Motor Finance (Netherlands) B.V.

| NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001230_CC_SLSC | PX7SUPU7HUNJBQ8BPI65 | | KVK 33236939 | | 585233Z NA Equity | Trafigura Beheer BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001231_CC_SLSC | 549300TK7G7NZTVM1Z30 | | KVK 24051830 | NL0000009355 | UNIA NA Equity | Unilever NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001232_CC_SLSC | 549300IW6C3SRHUUK147 | | | | | Vitol Holding BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001233_CC_SLSC | | | | NL0009432491 | | VOPAK | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001234_CC_SLSC | 549300FRXSUUW3M2Q281 | | | | | WABCO Europe Holdings BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001235_CC_SLSC | 724500522D3ORUTUGW47 | | KVK 05078970 | | WAVIN NA Equity | Wavin NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001236_CC_SLSC | 724500YRQCY3BD9RJZ92 | | | NL0000289213 | | WERELDHAVE | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001237_CC_SLSC | 724500TEM53I0U077B74 | | KVK 33202517 | NL0000395903 | WKL NA EQUITY | Wolters Kluwer N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001238_CC_SLSC | 5JB3IE65ZU13TA0DGN10 | | | | | Würth Finance International B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001239_CC_SLSC | | | | NL0006294290 | | ZIGGO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001240_CC_SLSC | | | | | BWO NO Equity | BW Offshore Shipholding Ltd | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001241_CC_SLSC | 5493004ZHCILEMZLBS85 | | 00304772770005 | | | FERD AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001242_CC_SLSC | 5493009F6KP3UMLPOY27 | | 931186744 | | | ICA Norge AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001243_CC_SLSC | 549300ZLJDXBXUNCY824 | | 936738540 | | | National Oilwell Varco Norway AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001244_CC_SLSC | 549300N1SDN71ZZ8BO45 | | | | NHY NO Equity | Norsk Hydro ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001245_CC_SLSC | 529900J8VSH14TP5VD23 | | | | | ODFJELL SE | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001246_CC_SLSC | 213800T66DRTE6O6BV87 | | 916235291 | | PGS NO Equity | Petroleum Geo-Services ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001247_CC_SLSC | 529900TH4OAW7WYG1777 | | 987059699 | | | Statkraft AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001248_CC_SLSC | OW6OFBNCKXC4US5C7523 | | 923609016 | | STL NO Equity | Statoil ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001249_CC_SLSC | R7NJHU48LTCIOB9BVU57 | | | | CNU NZ Equity | Chorus Limited | NZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001250_CC_SLSC | 259400GYHYZPQ0HTMT82 | | | | CIE PW Equity | Ciech S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001251_CC_SLSC | 259400A9BI23M3K1NK82 | | | | LTS PW EQUITY | GRUPA LOTOS S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001252_CC_SLSC | 259400WT6MCX3V59XI09 | | | | | Netia S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001253_CC_SLSC | 259400TOMPUOLS65II22 | | 10681 | | TPA1 GB Equity | ORANGE POLSKA SA | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001254_CC_SLSC | 259400TGY6IYEP2EFW87 | | 467426 | | | POLKOMTEL SP. Z O.O. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001255_CC_SLSC | 259400VVMM70CQREJT74 | | 28860 | | PKN PW Equity | Polski Koncern Naftowy ORLEN S.A. (PKN) | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001256_CC_SLSC | 259400NAPDFBOTNCRL54 | | | | TPE PW Equity | TAURON Polska Energia S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001257_CC_SLSC | Q1ECZWEVT6ZTFERCPG94 | | | PLTLKPL00017 | OPL PW EQUITY | TELEKOMUNIKACJA POLSKA SA | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001258_CC_SLSC | 213800RQXBBZ6KSP1I72 | | 500311390 | | | AMORIM & IRMAOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001259_CC_SLSC | 2138002PLGLYW8EP7248 | | | | | AMORIM HOLDING II SGPS SA | PT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001260_CC_SLSC | 213800V5Z38TLIRQW516 | | 500700834 | | | ANA AEROPORTOS PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001261_CC_SLSC | | | 502607920 | | | AUCHAN PORTUGAL HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001262_CC_SLSC | 54930011KNBNPPKW7528 | | 500038015 | | | AUTO SUECO LDA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001263_CC_SLSC | 549300RU6UYW1UMYOP92 | | 500194670 | | | BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001264_CC_SLSC | | | | PTBRI0AM0000 | BRI PL EQUITY | BRISA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001265_CC_SLSC | 549300FREK460JU7RG08 | | 500060266 | | | CELULOSE BEIRA INDUSTRIAL-CELBI SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001266_CC_SLSC | 549300TF1SUYCFUO3840 | | 503309362 | | | COLEP PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001267_CC_SLSC | | | 507195515 | | | CONTROLINVESTE SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001268_CC_SLSC | 213800X28CMB8LAIT849 | | 502557400 | | | CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001269_CC_SLSC | 549300RGQV4M16FESU23 | | 500832234 | | | CUF QUIMICOS INDUSTRIAS, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001270_CC_SLSC | 529900CLC3WDMGI9VH80 | | | PTEDP0AM0009 | EDP PL EQUITY | EDP — Energias de Portugal S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001271_CC_SLSC | 529900LOXJVWGOH84656 | | 503293695 | | | EDP — GESTÃO DA PRODUÇÃO DE ENERGIA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001272_CC_SLSC | | | 504885367 | | | ESPIRITO SANTO SAUDE SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001273_CC_SLSC | 2138003319Y7NM75FG53 | | 504499777 | PTGALIOE0009 | GALP PL Equity | GALP ENERGIA SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001274_CC_SLSC | 213800Y3V72PI6W8KG10 | | 511220448 | | | GRUPO PESTANA — SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001275_CC_SLSC | 259400A8SZP10GB5IB19 | | | PTJMT0AE0001 | JMT PL EQUITY | J.MARTINS | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001276_CC_SLSC | | | 500073880 | | | LENA ENGENHARIA CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001277_CC_SLSC | 549300SNYKYW15R3UE62 | | 502011475 | | | MODELO CONTINENTE HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001278_CC_SLSC | 549300TLPT6W9R3CLQ86 | | 500197814 | | | MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001279_CC_SLSC | 5493003NN4LXUF8JA244 | | | | | Ocidental Companhia Portuguesa de Seguros de Vida, S.A. | PT | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001280_CC_SLSC | 54930071D35BVUPC5942 | | 502604751 | | | OPTIMUS-COMUNICACOES S.A | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001281_CC_SLSC | | | 507979265 | | | OPWAY — SGPS, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001282_CC_SLSC | 213800ZWKG61JG7ZCF61 | | 500697370 | | | PETROLEOS PORTUGAL PETROGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001283_CC_SLSC | 259400DRC6WOXNVW8B57 | 500829993 | 500829993 | | 90413Z PL EQUITY | PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001284_CC_SLSC | 549300UNIB7M2AXUXS35 | | | PTPTI0AM0006 | PTCL TQ EQUITY | Portucel S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001285_CC_SLSC | 549300FR1FN48IGHR915 | | | PTREL0AM0008 | RENE PL Equity | REN-Redes Energeticas Nacionais, SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001286_CC_SLSC | | | 500246963 | | | REPSOL PORTUGUESA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001287_CC_SLSC | 5493002X2CCY60HWCU94 | | 500243590 | | | SECIL COMP GERAL CAL CIMENTO SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001288_CC_SLSC | 549300PXZF74GVQM6867 | | 500058580 | | | SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001289_CC_SLSC | 549300EZYIURQ5RGSE56 | | 500278571 | | | SOVENA OILSEEDS PORTUGAL, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001290_CC_SLSC | 549300KFJPELBPMQH079 | | 500833532 | | | SOVENA PORTUGAL CONSUMER GOODS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001291_CC_SLSC | 95980020140005813290 | | 505042037 | | | SUMOL+COMPAL MARCAS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001292_CC_SLSC | | | 500097488 | | | TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001293_CC_SLSC | 549300CNE5R74B3XKF57 | | 505266202 | | | UNICER BEBIDAS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001294_CC_SLSC | | 503933139 | 503933139 | | 3646175Z PL EQUITY | UNILEVER JERÓNIMO MARTINS, LDA. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001295_CC_SLSC | 213800IDK8UTYDSFOG74 | | 502544180 | | | VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001296_CC_SLSC | | 500302200 | 500302200 | | 0265472D PL EQUITY | ZAGOPE — CONSTRUÇÕES E ENGENHARIA S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001297_CC_SLSC | 549300VOFQC1SPGTZM19 | | 503039063 | | | ZON TV CABO PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001298_CC_SLSC | 549300D3EIDZJB62TR20 | | 21183 | | ORDS QD Equity | Ooredoo Q.S.C. | QA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001299_CC_SLSC | 549300UKYDM6L8HEPU79 | | | | SNP RO EQUITY | OMV PETROM S.A. | RO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001300_CC_SLSC | 549300F8ZIGJVUPIU797 | | 24297754 | | | Rompetrol Group N.V. (The) | RO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001301_CC_SLSC | | | | | GAZP RU Equity | Gazprom OAO | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001302_CC_SLSC | | | | | ROSN RU Equity | OJSC Oil Co Rosneft | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001303_CC_SLSC | | | | | TATN RU Equity | Tatneft OAO | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001304_CC_SLSC | 5493007RN7O98MYBX124 | | | | | AKTIEBOLAG LINDEX | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001305_CC_SLSC | 549300UCKT2UK88AG251 | | | SE0000695876 | ALFA SS EQUITY | Alfa Laval AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001306_CC_SLSC | 549300YECS8HKCIMMB67 | | | SE0000255648 | ASSAB SS EQUITY | Assa Abloy AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001307_CC_SLSC | 213800T8PC8Q4FYJZR07 | | 5560142720 | SE0000122467 | ATCOA SS EQUITY | Atlas Copco Aktiebolag | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001308_CC_SLSC | 2138002GW5WN1UYZAO32 | | 55611256900004 | | | BILIA AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001309_CC_SLSC | 549300YJUYJ9A24RXL71 | | | SE0005906922 | SE0005906922 Corp | BILLERUDKORSNÄS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001310_CC_SLSC | 549300ZACGIQHBBMOD20 | | 5560269549 | | BONN SS EQUITY | Bonnier Finans AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001311_CC_SLSC | 213800SE6FV3UDEIEY92 | | 72317831 | | | CAPIO AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001312_CC_SLSC | 549300GU5OHTR1T5IY68 | | | SE0005932225 | SE0005932225 Corp | Castellum AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001313_CC_SLSC | 549300HCT1WLHEXNLZ18 | | | | | Dometic Holding AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001314_CC_SLSC | 549300Y3HHZB1ZGFPJ93 | | | | ELUXA SS Equity | Electrolux AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001315_CC_SLSC | 549300JNPI46XNH0PM97 | | | | | Fabege AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001316_CC_SLSC | 5493003PZ4F570G3W735 | | | | | GETINGE AB, | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001317_CC_SLSC | 529900XKWB408ZZYBF68 | | | | | GREEN CARGO AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001318_CC_SLSC | 213800YUV362W4E1LP46 | | | | | H & M Hennes & Mauritz GBC AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001319_CC_SLSC | 54930033BTSY61VHUR49 | | 55601011550004 | | | HALDEX AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001320_CC_SLSC | 549300VOTS5OZ82UTG69 | | | SE0005934320 | SE0005934320 Corp | HEMSÖ FASTIGHETS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001321_CC_SLSC | 549300WJFW6ILNI4TA80 | | 5561904771 | SE0000103699 | HEXAB SS EQUITY | Hexagon AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001322_CC_SLSC | 52990080SH3454F0QE68 | | 5560013301 | SE0000109290 | HOLMB SS EQUITY | Holmen AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001323_CC_SLSC | 549300GYQIIJ3UXB7655 | | | SE0001662222 | HUSQB SS EQUITY | HUSQVARNA AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001324_CC_SLSC | 549300VEBQPHRZBKUX38 | | 556013-8298 | XS0795505402 | INVEA SS Equity | Investor AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001325_CC_SLSC | 529900X0UEM9DOM6FK12 | | 5560452103 | SE0000806994 | JM SS EQUITY | JM AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001326_CC_SLSC | 549300VD6SNNS5N5V183 | | | | | KORAB INTERNATIONAL AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001327_CC_SLSC | 5493005OXRTBK0WSJN46 | | 5565451217 | SE0000549412 | KLED SS EQUITY | Kungsleden AB | SE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001328_CC_SLSC | 529900AB08F05L4HWU11 | | | | | LANTMÄNNEN EK FÖR | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001329_CC_SLSC | 213800NS2XXVRYS7WP40 | | | SE0002683557 | LOOMB SS EQUITY | Loomis AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001330_CC_SLSC | 549300SNQNTHQLZQON04 | | 5564272812 | SE0000221723 | MEDAA SS EQUITY | Meda AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001331_CC_SLSC | 549300E8NDODRSX29339 | | 5563099158 | SE0000412371 | MTGB SS EQUITY | MODERN TIMES GROUP MTG AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001332_CC_SLSC | 213800WRGLW3CY4MHW53 | | 55603451740004 | | | NCC | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001333_CC_SLSC | 549300KUJMRC9NW93S96 | | | | | Nobina sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001334_CC_SLSC | 5493007VGEKBZGZ6PC69 | | | | | NYNAS AB (PUBL) | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001335_CC_SLSC | 549300ES84TRW7EWGU35 | | | | | Perstorp Holding AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001336_CC_SLSC | 549300S2D8BDH1CKLI47 | | | | | PostNord AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001337_CC_SLSC | 549300MIHCMD8DCSBY41 | | 55607269770034 | | | Preem | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001338_CC_SLSC | 549300ZHO4JCQQI13M69 | | 556036-0793 | SE0000112385 | SE0005567088 Corp | SAAB AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001339_CC_SLSC | 5299008ZUAXN43LVZF54 | | | | SAND SS Equity | Sandvik AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001340_CC_SLSC | 5299001G94UPTI8C7N54 | | 5566577416 | | 0301536D SS EQUITY | Sandvik Treasury AB | SE | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001341_CC_SLSC | 529900AE1FZNUH6EVS39 | | | SE0003366871 | SAS SS EQUITY | SAS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001342_CC_SLSC | 529900BZYSUQLQSPNR07 | | 5560840976 | SE0000308280 | SCVB SS EQUITY | Scania CV AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001343_CC_SLSC | 635400TTYKE8EIWDS617 | | | | SECUB SS Equity | Securitas AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001344_CC_SLSC | 5493004WOSC31U83UG49 | | 5561063834 | | SKAB SS EQUITY | Skanska Financial Services | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001345_CC_SLSC | 549300MA1BZYJU87BW55 | | 5560339086 | SE0000113250 | SKAB SS EQUITY | Skanska Sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001346_CC_SLSC | 549300X6MQ0GG8BRY481 | | | | | SKF sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001347_CC_SLSC | 5493002FIVSWBLEV7P15 | | | | | SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001348_CC_SLSC | 529900329VS14ZIML164 | | 5560163429 | SE0000171100 | SSABA SS EQUITY | SSAB AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001349_CC_SLSC | 529900J0C48FH28HNQ19 | | 5563137933 | SE0000120669 | SSABA SS EQUITY | SSAB Emea AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001350_CC_SLSC | 213800CWLTI7WZCC2R35 | | 5560010802 | | 1081Z SS EQUITY | Stena AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001351_CC_SLSC | 5299005HSK597UX55629 | | | | | SVEASKOG FÖRVALTNINGS AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001352_CC_SLSC | 549300FW5JDRV1IJ0M67 | | | | SCAB SS Equity | Svenska Cellulosa AB [SCA] | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001353_CC_SLSC | 529900ZERGNJBEQEX179 | | 55679708180004 | | | SWEDAVIA AB SWEDAVIA EKONOMI | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001354_CC_SLSC | 5493005DU3003SGUC166 | | | | | SWEDISH HOSPITAL PARTNERS AB, | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001355_CC_SLSC | 529900YVXCGNWAUYZG78 | | | SE0000310336 | SWMA SS EQUITY | Swedish Match AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001356_CC_SLSC | 213800EKD193RVI9HL76 | | 5564108917 | SE0000314304 | TEL2B SS EQUITY | Tele2 AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001357_CC_SLSC | 549300W9JLPW15XIFM52 | | 556016-0680 | XS0435008726 | ERICB SS Equity | Telefonaktiebolaget LM Ericsson | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001358_CC_SLSC | 213800FSR9RNDUOTXO25 | | | | TLSN SS Equity | TeliaSonera AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001359_CC_SLSC | 5493006LU5JO4P7HQ305 | | | | | THULE HOLDING AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001360_CC_SLSC | 213800XY16PAWG2PAD14 | | | | TRELB SS Equity | Trelleborg AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001361_CC_SLSC | 5493007LNZSEWN5KTV42 | | | SE0005769270 | SE0005769270 Corp | Vasakronan | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001362_CC_SLSC | 549300T5RZ1HA5HZ3109 | | | | VATT SS Equity | Vattenfall AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001363_CC_SLSC | 549300HGV012CNC8JD22 | | | SE0000115420 | VOLVB SS EQUITY | Volvo AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001364_CC_SLSC | 54930083GODGBHODQ153 | | 189744 | | | Global A&T Electronics Ltd. | SG | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001365_CC_SLSC | 33D7DTWH8BNIUWE0IF81 | | | | OLAM SP Equity | Olam International Ltd | SG | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001366_CC_SLSC | | | | | 7536988Z SK EQUITY | Volkswagen Slovakia A.S. | SK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001367_CC_SLSC | 549300QOGMPTKB6W7G56 | | 1,07544E+11 | USY71548BY95 | PTT TB Equity | PTT Public Company Limited | TH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001368_CC_SLSC | 8RS0AKOLN987042F2V04 | | | | NXWA GF Equity | 21st Century Fox America, Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001369_CC_SLSC | LUZQVYP4VS22CLWDAR65 | | | US88579YAF88 | MMM SE Equity | 3M Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001370_CC_SLSC | HQD377W2YR662HK5JX27 | | IL08142220 | | ABT US Equity | Abbott Laboratories | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001371_CC_SLSC | FR5LCKFTG8054YNNRU85 | | DE5126809 | | 4AB GF Equity | AbbVie Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001372_CC_SLSC | 549300T0GJTEK811VI53 | | | | WPI US EQUITY | Actavis, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001373_CC_SLSC | 549300QKBENKLBXQ8968 | | PA724325 | | AET US Equity | Aetna Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001374_CC_SLSC | LYOM0B2GCF1JWXK5ZG04 | | | | AGCO UN Equity | AGCO Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001375_CC_SLSC | QUIX8Y7A2WP0XRMW7G29 | | | | A UN Equity | Agilent Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001376_CC_SLSC | 9PO87UV78U1JHLR68X04 | | | | 8685 JT Equity | AIG Financial Products Corp. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001377_CC_SLSC | 7QEON6Y1RL5XR3R1W237 | | | | APD US Equity | Air Products & Chemicals Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001378_CC_SLSC | ABPN11VOHLHX6QR7XQ48 | | | | AA US Equity | Alcoa Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001379_CC_SLSC | XSGZFLO9YTNO9VCQV219 | | | | MO US Equity | Altria Group Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001380_CC_SLSC | ZXTILKJKG63JELOEG630 | | DE2620453 | | AMZN US Equity | Amazon.com, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001381_CC_SLSC | IWUQB36BXD6OWD6X4T14 | | DE0332421 | | AAL UW Equity | American Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001382_CC_SLSC | B6Q2VFHD1797Q7NZ3E43 | | CAC0951492 | | 7267 JT Equity | American Honda Finance Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001383_CC_SLSC | 5493006ORUSIL88JOE18 | | | | AMT US Equity | American Tower Corp [ex- American Tower System] | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001384_CC_SLSC | 549300D3L3G0R4U4VT04 | | | | APH US Equity | Amphenol Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001385_CC_SLSC | B78FQ7XBQFLP4AYJ6F79 | | | | APC US Equity | Anadarko Petroleum Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001386_CC_SLSC | 72ZZ1XRHOOU9P9X16K08 | | | | APA US Equity | Apache Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001387_CC_SLSC | HWUPKR0MPOU8FGXBT394 | | CAC0806592 | | AAPL US Equity | Apple Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001388_CC_SLSC | 42YMHYH0XMHJEXDUB065 | | | | | ARAMARK Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001389_CC_SLSC | W47HVZ7Q6FXL86RELH91 | | DE0717711 | | ACI US Equity | Arch Coal, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001390_CC_SLSC | 549300LO13MQ9HYSTR83 | | DE0152524 | | ADM US Equity | Archer-Daniels-Midland Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001391_CC_SLSC | 0C0SZC7H22UWI2NA3R46 | | | | ARRS UW Equity | Arris Group, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001392_CC_SLSC | 549300YNNLBXT8N8R512 | | NYCARREUS | | ARW US Equity | Arrow Electronics, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001393_CC_SLSC | 6O4MRU8C1MS0K34UQF79 | | KY0580261 | | ASH US Equity | Ashland Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001394_CC_SLSC | 549300Z40J86GGSTL398 | | DE2018584 | | T* MM Equity | AT&T Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001395_CC_SLSC | QVLWEGTD2S8GJMO8D383 | | | | ATO US Equity | Atmos Energy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001396_CC_SLSC | HGBOLILQXWER4SAL2I23 | | | | ADP US Equity | Automatic Data Processing | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001397_CC_SLSC | GA3JGKJ41LJKXDN23E90 | | | | | Autozone Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001398_CC_SLSC | XN8R4HH1TVC1XOCL5P21 | | | | CAR US EQUITY | Avis Budget Car Rental LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001399_CC_SLSC | XJI53DCPL7QABOWK4Z75 | | NYCAVNTUS | | AVT US Equity | Avnet, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001400_CC_SLSC | 5493007RY69UEB1F1B45 | | | | AVP US Equity | Avon Products, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001401_CC_SLSC | MF62XBVMNYTYMC18DL76 | | DE2416636 | | BA/ LN Equity | BAE Systems Holdings Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001402_CC_SLSC | | | | | BHI US EQUITY | Baker Hughes Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001403_CC_SLSC | EWRDABCN7XBHM37LIA98 | | DE2072335 | | | Beam Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001404_CC_SLSC | HL5XPTVRV0O8TUN5LL90 | | MN1K-1056 | | BBY US Equity | Best Buy Co., Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001405_CC_SLSC | KK5MZM9DIXLXZL9DZL15 | | DE2322568 | | BMW HB Equity | BMW US Capital, LLC | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001406_CC_SLSC | 549300DSFX2IE88NSX47 | | | | BWA US Equity | BorgWarner Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001407_CC_SLSC | Y6ZDD9FP4P8JSSJMW954 | | DE0874815 | | BSX UN Equity | Boston Scientific Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001408_CC_SLSC | 549300GMUCJ08527GQ81 | | IN182869-107 | | BP/ LN Equity | BP Corporation North America Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001409_CC_SLSC | 549300YYMNSW7KWZH127 | | | | BP/ LN Equity | BP Products North America Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001410_CC_SLSC | HLYYNH7UQUORYSJQCN42 | | | | BMY US EQUITY | Bristol Myers Squibb Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001411_CC_SLSC | 5493007M0RIN8HY3MM77 | | | | BG US Equity | Bunge Limited | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001412_CC_SLSC | Y7ET3D9SDOFUZ515FE28 | | DE0799956 | | CA US Equity | CA, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001413_CC_SLSC | 43R4VPJBXTU2O15HEF41 | | | | | Calpine Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001414_CC_SLSC | 5493007JDSMX8Z5Z1902 | | | | CPB US Equity | Campbell Soup Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001415_CC_SLSC | CCU46N3GJMF4OK4N7U60 | | OH535613 | | CAH US Equity | Cardinal Health, Inc.

| US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001416_CC_SLSC | QXZYQNMR4JZ5RIRN4T31 | | | | 3091Z US Equity | Cargill Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001417_CC_SLSC | EDBQKYOPJUCJKLOJDE72 | | DE0921323 | | CAT SE Equity | Caterpillar Financial Services Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001418_CC_SLSC | WRJR7GS4GTRECRRTVX92 | | | | CAT US EQUITY | Caterpillar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001419_CC_SLSC | 5KYC8KF17ROCY24M3H09 | | DE2106821 | | C5S GM Equity | CBS Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001420_CC_SLSC | CD30XVRLT4QO00B1C706 | | DE3780476 | | CE UN Equity | Celanese US Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001421_CC_SLSC | 4SIHMF0MOSTTL8CD0X64 | | | | CELG US Equity | Celgene Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001422_CC_SLSC | 21TPXMRRHFKOBHDC8J74 | | | | | CenterPoint Energy Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001423_CC_SLSC | 8E6NF1YAL0WT6CWXXV93 | | | | CSCO US EQUITY | Cisco Systems Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001424_CC_SLSC | 549300IA9XFBAGNIBW29 | | | | | CMS Energy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001425_CC_SLSC | B0QU0GIVGFFMCOP5RJ72 | | DE4789658 | | CKK GB Equity | Coca-Cola Enterprises, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001426_CC_SLSC | 2V9V7M0RUQG9M2J4IC47 | | | | | Colfax Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001427_CC_SLSC | YMEGZFW4SBUSS5BQXF88 | | DE0156313 | | CL US Equity | Colgate-Palmolive Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001428_CC_SLSC | 51M0QTTNCGUN7KFCFZ59 | | PA3039985 | | CTP GB Equity | Comcast Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001429_CC_SLSC | 549300OQS2LO07ZJ7N73 | | DE0406521 | | CMC US Equity | Commercial Metals Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001430_CC_SLSC | 6113F6JQLWIUGTBN1L36 | | | | CSC US equity | Computer Sciences Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001431_CC_SLSC | 54930035UDEIH090K650 | | DE0818944 | | CAG US Equity | ConAgra Foods, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001432_CC_SLSC | SYHS7HRDXLL4I0IQ8776 | | | | CXO US EQUITY | Concho Resources Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001433_CC_SLSC | 6VJJ5GQWIRDQ06DUXG89 | | DE0064324 | | COP US Equity | ConocoPhillips Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001434_CC_SLSC | 549300JK3KH8PWM3B226 | | DE2277631 | | CNX UN Equity | CONSOL Energy Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001435_CC_SLSC | 29DX7H14B9S6O3FD6V18 | | | | CTO GM Equity | Costco Wholesale Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001436_CC_SLSC | 549300BO9IWPF3S48F93 | | | | COTY US EQUITY | Coty Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001437_CC_SLSC | TVRMNZKRGA8LPW6XPG60 | | | | | Cox Enterprises Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001438_CC_SLSC | RPPGGRL1J75WGF2DFO04 | | PA3337938 | | CCK US Equity | Crown Americas LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001439_CC_SLSC | ZUNI8PYC725B6H8JU438 | | IN194062-043 | | CMI UN Equity | Cummins Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001440_CC_SLSC | S4BKK9OTCEWQ3YHPFM11 | | | | DHR US EQUITY | Danaher Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001441_CC_SLSC | PWFTNG3EI0Y73OXWDH08 | | | | DE US EQUITY | Deere & Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001442_CC_SLSC | 3E70L4WYANTIWWIPHC81 | | | | DELL US EQUITY | Dell Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001443_CC_SLSC | Q2CCMS6R0AS67HJMBN42 | | | | DAL US EQUITY | Delta Air Lines Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001444_CC_SLSC | 54930042348RKR3ZPN35 | | DE2155705 | | DVN US Equity | Devon Energy Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001445_CC_SLSC | F14FQJ2EEHW5VPYUHL14 | | | | DO US Equity | Diamond Offshore Drilling, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001446_CC_SLSC | 549300Z1UGYT5725XB67 | | DE3535468 | | DTV TQ Equity | DIRECTV Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001447_CC_SLSC | ILUL7B6Z54MRYCF6H308 | | | | D US EQUITY | Dominion Resources Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001448_CC_SLSC | 549300FMC2ALGA7N9E80 | | DE0412823 | | DOV UN Equity | Dover Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001449_CC_SLSC | ZQUIP1CSZO8LXRBSOU78 | | | | DOW US EQUITY | Dow Chemical Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001450_CC_SLSC | 549300IX8SD6XXD71I78 | | | | DTE US EQUITY | DTE Energy Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001451_CC_SLSC | FDPVHDGJ1IQZFK9KH630 | | DE2345566 | | EMN UN Equity | Eastman Chemical Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001452_CC_SLSC | 0NZWDMRCE180888QQE14 | | | | ETN US EQUITY | Eaton Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001453_CC_SLSC | OML71K8X303XQONU6T67 | | DE2871352 | | EBAY US Equity | eBay Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001454_CC_SLSC | FRDRIPF3EKNDJ2CQJL29 | | | | LLY US EQUITY | Eli Lilly & Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001455_CC_SLSC | FGLT0EWZSUIRRITFOA30 | | | | EMR UN Equity | Emerson Electric Co. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001456_CC_SLSC | GHFPUH0OZ5JLGJXWCO16 | | | | ESV UN Equity | ENSCO International Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001457_CC_SLSC | 4XM3TW50JULSLG8BNC79 | | | | ETR US EQUITY | Entergy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001458_CC_SLSC | 549300EVUN2BTLJ3GT74 | | DE2911438 | | EQIX US Equity | Equinix, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001459_CC_SLSC | 549300RO2XES74KQGG63 | | | | XLS US EQUITY | Exelis Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001460_CC_SLSC | 3SOUA6IRML7435B56G12 | | | | EXC US EQUITY | Exelon Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001461_CC_SLSC | CI7MUJI4USF3V0NJ1H64 | | WA601975803 | | EXPE UW Equity | Expedia, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001462_CC_SLSC | J3WHBG0MTS7O8ZVMDC91 | | NJ3793794100 | | XOM US Equity | Exxon Mobil Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001463_CC_SLSC | 549300E707U7WNPZN687 | | | | FDX US EQUITY | FedEx Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001464_CC_SLSC | 6WQI0GK1PRFVBA061U48 | | GA0110597 | | FIS UN Equity | Fidelity National Information Services, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001465_CC_SLSC | 549300NPYMLM4NHTOF27 | | | | | First Solar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001466_CC_SLSC | 549300SVYJS666PQJH88 | | OH953140 | | FE US Equity | FirstEnergy Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001467_CC_SLSC | 6Y0GK87T6V7NJKZJVM41 | | NYCDRRCUS | | FLS US Equity | Flowserve Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001468_CC_SLSC | CQ7WZ4NOFWT7FAE6Q943 | | | | FLR US EQUITY | Fluor Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001469_CC_SLSC | CKDHZ2X64EEBQCSP7013 | | | | FMC US Equity | FMC Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001470_CC_SLSC | EMQFUEY7DV1MVNKAUT87 | | DE3315658 | | FTI US Equity | FMC Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001471_CC_SLSC | 20S05OYHG0MQM4VUIC57 | | | | F US EQUITY | Ford Motor Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001472_CC_SLSC | 2MNR4Q42DBL85U7RD221 | | | | | Forest Oil Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001473_CC_SLSC | A0WMBJD47C49E2JJOM88 | | DE4594648 | | FRE GY Equity | Fresenius US Finance I, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001474_CC_SLSC | 549300FNRIXILI56M704 | | | | 0196414D US EQUITY | Gavilon LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001475_CC_SLSC | 9C1X8XOOTYY2FNYTVH06 | | | | GD US EQUITY | General Dynamics Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001476_CC_SLSC | 3C7474T6CDKPR9K6YT90 | | NYCGECYUS | | GNE FP Equity | General Electric Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001477_CC_SLSC | 2TGYMUGI08PO8X8L6150 | | | | GIS US Equity | General Mills, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001478_CC_SLSC | 549300PDWRZX0BR28B12 | | DE4717789 | | GM UN Equity | General Motors Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001479_CC_SLSC | L2EVHWFHVAQK72TMH265 | | DE4275413 | | | Georgia-Pacific LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001480_CC_SLSC | 5493002BI0S2ZQUY3437 | | | | GT US EQUITY | Goodyear Tire & Rubber Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001481_CC_SLSC | 7ZW8QJWVPR4P1J1KQY45 | | | | GOOG US EQUITY | Google Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001482_CC_SLSC | ENYF8GB5SMQZ25S06U51 | | DE2681775 | | HAL UN Equity | Halliburton Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001483_CC_SLSC | KAO98FK89NPNNPQGUZ43 | | DE0497602 | | HSC US Equity | Harsco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001484_CC_SLSC | 549300NUB6D2R1ITYR45 | | | | HAS US Equity | Hasbro, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001485_CC_SLSC | 549300PD0C69OJ0NLB27 | | | | 766481Z US EQUITY | Hertz Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001486_CC_SLSC | UASVRYNXNK17ULIGK870 | | DE0097017 | | AHC GB Equity | Hess Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001487_CC_SLSC | WHKXQACZ14C5XRO8LW03 | | | | HPQ US EQUITY | Hewlett-Packard Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001488_CC_SLSC | 5493003STKEZ2S0RNU91 | | | | HNZ US EQUITY | HJ Heinz Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001489_CC_SLSC | ISRPG12PN4EIEOEMW547 | | DE2061772 | | HON UN Equity | Honeywell International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001490_CC_SLSC | KNX4USFCNGPY45LOCE31 | | | | 4335 HK Equity | Intel Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001491_CC_SLSC | VGRQXHF3J8VDLUA7XE92 | | | | IBM US EQUITY | International Business Machines (IBM Corp) | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001492_CC_SLSC | F9HV8ZL85LRIQ6D60098 | | NVC7491-1980 | | IGT UN Equity | International Game Technology | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001493_CC_SLSC | 824LMFJDH41EY779Q875 | | | | IP US EQUITY | International Paper Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001494_CC_SLSC | 5493008IUOJ5VWTRC333 | | | | | Interpublic Group of Cos | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001495_CC_SLSC | 24F6LSZD18II6ICG6S41 | | | | | Itron Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001496_CC_SLSC | YB2O5TUONPB3W1X7WJ88 | | | | ITT US EQUITY | ITT Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001497_CC_SLSC | KD833U13JEIGETBW2749 | | | | JAH US EQUITY | Jarden Corp (fka Alltrista Corp) | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001498_CC_SLSC | 549300XR6O4ACB0KLV08 | | | | | JFB Firth Rixson, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001499_CC_SLSC | E0KSF7PFQ210NWI8Z391 | | | | DE UN Equity | John Deere Capital Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001500_CC_SLSC | 549300G0CFPGEF6X2043 | | NJ5106301000 | | JNJ GQ Equity | Johnson & Johnson | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001501_CC_SLSC | 3LB2NG8VUULSCV2NO430 | | | | JCI US EQUITY | Johnson Controls Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001502_CC_SLSC | LONOZNOJYIBXOHXWDB86 | | | | K US EQUITY | Kellogg Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001503_CC_SLSC | AGX0G2MXE54NFNNICD28 | | | | KU1 US EQUITY | Kentucky Utilities Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001504_CC_SLSC | MP3J6QPYPGN75NVW2S34 | | | | KMB UN Equity | Kimberly-Clark Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001505_CC_SLSC | 549300PDHUGWPWGOT525 | | DE2301470 | | | Kinder Morgan Energy Partners, L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001506_CC_SLSC | 5493005158BXZWGOX572 | | | | 3097Z US EQUITY | Koch Industries Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001507_CC_SLSC | 549300JF6LPRTRJ0FH50 | | | | KSS UN Equity | Kohl's Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001508_CC_SLSC | V1BYR0MM295ZFWYYS367 | | | | KRFT US EQUITY | Kraft Foods Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001509_CC_SLSC | GR3KVMWVCR54YWQNXU90 | | DE0933796 | | LTD GF Equity | L Brands, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001510_CC_SLSC | | | | | LINE US EQUITY | Linn Energy LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001511_CC_SLSC | 5493007B9BM9ZXJINO78 | | DE4009151 | | LYV UN Equity | Live Nation Entertainment, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001512_CC_SLSC | DPRBOZP0K5RM2YE8UU08 | | | | LMT US EQUITY | Lockheed Martin Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001513_CC_SLSC | WAFCR4OKGSC504WU3E95 | | NC0087443 | | LOW UN Equity | Lowe's Companies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001514_CC_SLSC | 2RTSLGQ89VMY18RHX631 | | | | | Manitowoc Co Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001515_CC_SLSC | 1FRVQX2CRLGC1XLP5727 | | DE3395371 | | MRO US Equity | Marathon Oil Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001516_CC_SLSC | 3BNYRYQHD39K4LCKQF12 | | DE4750998 | | MPC UN Equity | Marathon Petroleum Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001517_CC_SLSC | 225YDZ14ZO8E1TXUSU86 | | DE2798413 | | MAR US Equity | Marriott International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001518_CC_SLSC | 54930073HKEO6GZBSS03 | | | | 4614Z US EQUITY | Mars Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001519_CC_SLSC | 549300XMP3KDCKJXIU47 | | DE0706226 | | MMC UN Equity | Marsh & McLennan Companies, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001520_CC_SLSC | 5GCSNMQXHEYA1JO8QN11 | | DE0585027 | | MAS US Equity | Masco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001521_CC_SLSC | AR5L2ODV9HN37376R084 | | DE3390142 | | MA US Equity | MasterCard Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001522_CC_SLSC | 549300VELLG24KHTJ564 | | DE0673809 | | MAT US Equity | Mattel, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001523_CC_SLSC | UE2136O97NLB5BYP9H04 | | | | MCD US EQUITY | McDonald's Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001524_CC_SLSC | 549300WZWOM80UCFSF54 | | DE2417015 | | MCK US Equity | McKesson Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001525_CC_SLSC | 4DL8C98Z5G5IXZLH3578 | | | | MWV US Equity | MeadWestvaco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001526_CC_SLSC | D56MRZY2INAN94ZONZ37 | | | | MDT US EQUITY | Medtronic Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001527_CC_SLSC | 4YV9Y5M8S0BRK1RP0397 | | | | MRK US EQUITY | Merck & Co Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001528_CC_SLSC | INR2EJN1ERAN0W5ZP974 | | WA600413485 | | MSF NA Equity | Microsoft Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001529_CC_SLSC | 54930073LBBH6ZCBE225 | | | | TAP US EQUITY | Molson Coors Brewing Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001530_CC_SLSC | 549300DV9GIB88LZ5P30 | | VA05501796 | | KTF GF Equity | Mondelez International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001531_CC_SLSC | NONUZEX43GHIPSVDD938 | | DE3174788 | | MON US Equity | Monsanto Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001532_CC_SLSC | 6S552MUG6KGJVEBSEC55 | | DE0789650 | | MTLA GF Equity | Motorola Solutions, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001533_CC_SLSC | MOM4570XTJ5YYX7JKH83 | | DE2977161 | | NG/ LN Equity | National Grid USA | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001534_CC_SLSC | 549300VSP3RIX7FGDZ51 | | | | NEM US EQUITY | Newmont Mining Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001535_CC_SLSC | UMI46YPGBLUE4VGNNT48 | | | | NEE UN Equity | NextEra Energy Capital Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001536_CC_SLSC | 549300Z2ZSKKGUE3J147 | | | | NKE US EQUITY | Nike Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001537_CC_SLSC | ZHUWIE4VK4MIYES0UG62 | | IN2000033100151 | | NI UN Equity | NiSource Finance Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001538_CC_SLSC | 7D6DIU2QXTUJRFNNJA49 | | CAC1059173 | | 7201 JT Equity | Nissan Motor Acceptance Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001539_CC_SLSC | 02VFQXG2D1LR5ZH3K186 | | | | NBL UN Equity | Noble Energy, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001540_CC_SLSC | 549300S3IZB5P35KNV16 | | WA178071138 | | JWN US Equity | Nordstrom, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001541_CC_SLSC | RIMU48P07456QXSO0R61 | | | | NOC US EQUITY | Northrop Grumman Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001542_CC_SLSC | 6B6FQLPMMKB14LX6NY57 | | | | | Novelis Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001543_CC_SLSC | 549300GGJCRSI2TIEJ46 | | | | NUE UN Equity | Nucor Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001544_CC_SLSC | IM7X0T3ECJW4C1T7ON55 | | | | OXY US EQUITY | Occidental Petroleum | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001545_CC_SLSC | 52990006VBKYFQMQJX90 | | KvK 34311273 0000 | | OILT UD EQUITY | Oiltanking Finance B.V. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001546_CC_SLSC | HKUPACFHSSASQK8HLS17 | | | | OMC US EQUITY | Omnicom Group | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001547_CC_SLSC | 1Z4GXXU7ZHVWFCD8TV52 | | DE2457805 | | ORCL* MM Equity | Oracle Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001548_CC_SLSC | 549300TOPQ8NG4HGVK16 | | | | | Owens Corning | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001549_CC_SLSC | PH3S12DWZBHHQKVYZ297 | | WA177005077 | | PCAR US Equity | PACCAR Financial Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001550_CC_SLSC | KDTEY8BWE486IKZ3CC07 | | | | PCAR US EQUITY | Paccar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001551_CC_SLSC | SGY07Y7FNYBNLM6Z1M11 | | OR085297-86 | | BRK/A US Equity | PacifiCorp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001552_CC_SLSC | 5493002CONDB4N2HKI23 | | | | PH US EQUITY | Parker Hannifin Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001553_CC_SLSC | EJCO258LNNVSKAR2JX59 | | DE2864939 | | BTU US Equity | Peabody Energy Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001554_CC_SLSC | FJSUNZKFNQ5YPJ5OT455 | | NC0198463 | | PEP SE Equity | PepsiCo, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001555_CC_SLSC | 765LHXWGK1KXCLTFYQ30 | | | | PFE US EQUITY | Pfizer Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001556_CC_SLSC | 8YQ2GSDWYZXO2EDN3511 | | | | | PG&E Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001557_CC_SLSC | HL3H1H2BGXWVG3BSWR90 | | VA0670281-5 | | PMI SE Equity | Philip Morris International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001558_CC_SLSC | TWSEY0NEDUDCKS27AH81 | | | | | Pinnacle West Capital Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001559_CC_SLSC | 549300N2O26NW4ST6W55 | | DE0101728 | | PBI US Equity | Pitney Bowes Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001560_CC_SLSC | 5MRSWZYSSE4064ED3F25 | | | | | Plains Exploration & Production Co LP | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001561_CC_SLSC | 549300BKPEP01R3V6C59 | | PA284424 | | PPG UN Equity | PPG Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001562_CC_SLSC | ZU69GUVJQGZ6Z1UOOO79 | | | | PX US EQUITY | Praxair Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001563_CC_SLSC | 6S3X7J22E861RNTJSA74 | | | | 3252Z US EQUITY | President & Fellows of Harvard College | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001564_CC_SLSC | 2572IBTT8CCZW6AU4141 | | | | PG US EQUITY | Procter & Gamble Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001565_CC_SLSC | 5PRBRS5FEH7NREC8OR45 | | NJ0100802453 | | PRU US Equity | Prudential Financial, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001566_CC_SLSC | PUSS41EMO3E6XXNV3U28 | | | | PEG US EQUITY | Public Service Enterprise Group Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001567_CC_SLSC | 123WALMHY1GZXG2YDL90 | | | | PVH UN Equity | PVH Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001568_CC_SLSC | 8MCWUBXQ0WE04KMXBX50 | | DE2249088 | | DGX UN Equity | Quest Diagnostics Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001569_CC_SLSC | HO1QNWM0IXBZ0QSMMO20 | | | | RL UN Equity | Ralph Lauren Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001570_CC_SLSC | YR6K3WJN0KKLUPZSNL57 | | DE0472015 | | RTN US Equity | Raytheon Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001571_CC_SLSC | NKNQHM6BLECKVOQP7O46 | | | | RSG US EQUITY | Republic Services Group | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001572_CC_SLSC | PQQ60KVT5SJX0ETQT497 | | | | RKT US Equity | Rock-Tenn Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001573_CC_SLSC | VH3R4HHBHH12O0EXZJ88 | | | | ROK US Equity | Rockwell Automation, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001574_CC_SLSC | 549300LJXD867XMVE759 | | | | ROP UN Equity | Roper Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001575_CC_SLSC | K2NEH8QNVW44JIWK7Z55 | | C-38863 | | RCL NO Equity | Royal Caribbean Cruises Ltd. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001576_CC_SLSC | 549300TJCKW4BRXPJ474 | | | | RPM US Equity | RPM International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001577_CC_SLSC | 549300VXRTBPBK07QT94 | | | | 0398293Z US EQUITY | Ruby Pipeline LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001578_CC_SLSC | ZXJ6Y2OSPZXIVGRILD15 | | FL590739250 | | R US Equity | Ryder System, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001579_CC_SLSC | 549300NKZ6VCN5P3K723 | | DE2096948 | | SWY US Equity | Safeway Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001580_CC_SLSC | RLTHESQ0RNFQJWPBJN60 | | DE2258732 | | SGMS UW Equity | Scientific Games International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001581_CC_SLSC | Q0M0CZB4YN6JZ65WXI09 | | | | SEE US EQUITY | Sealed Air Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001582_CC_SLSC | PBBKGKLRK5S5C0Y4T545 | | CAC1991515 | | SRE US Equity | Sempra Energy | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001583_CC_SLSC | KAF673KJXD92C8KSLU49 | | | | SLGN US EQUITY | Silgan Holdings Inc [fka Silgan Corp] | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001584_CC_SLSC | MR92GTD0MJTTTTQDVG45 | | DE2360269 | | | Simon Property Group, L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001585_CC_SLSC | HHWAT5TDOYZMM26KKQ73 | | | | SNA US Equity | Snap-on Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001586_CC_SLSC | 549300FC3G3YU2FBZD92 | | | | | Southern Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001587_CC_SLSC | EFWMP121W54QV9MGOP87 | | DE4116263 | | SWN US Equity | Southwestern Energy Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001588_CC_SLSC | P761FCI0CPOG24I8JE10 | | | | SPW US Equity | SPX Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001589_CC_SLSC | 549300DJ09SMTO561131 | | | | SWK US Equity | Stanley Black & Decker, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001590_CC_SLSC | XQM2JINI1UL7642TU573 | | | | SPLS US Equity | Staples, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001591_CC_SLSC | 5493002F0SC4JTBU5137 | | MI148492 | | SYK US Equity | Stryker Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001592_CC_SLSC | 549300TXO070764WUH65 | | | | SPWR US EQUITY | Sunpower Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001593_CC_SLSC | YF6ZV0M6AU4FY94MK914 | | | | SYMC US Equity | Symantec Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001594_CC_SLSC | 5RGWIFLMGH3YS7KWI652 | | | | SYY US Equity | Sysco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001595_CC_SLSC | 8WDDFXB5T1Z6J0XC1L66 | | | | TGT US Equity | Target Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001596_CC_SLSC | 6HL0C5LCIE4TN8UZHL06 | | DE2980513 | | TRP UN Equity | TC PipeLines, LP | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001597_CC_SLSC | UUL85LWXB4NGSWWXIQ25 | | | | TFX US Equity | Teleflex Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001598_CC_SLSC | YAWJZJYEQ7M1SYMOS462 | | DE2106001 | | TEX UN Equity | Terex Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001599_CC_SLSC | CMTK1YBYNLPLIS3QLI53 | | | | TSO US EQUITY | Tesoro Petroleum | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001600_CC_SLSC | 549300VFZ8XJ9NUPU221 | | | | | The Estee Lauder Companies | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001601_CC_SLSC | HCHV7422L5HDJZCRFL38 | | DE0558016 | | TMO US Equity | Thermo Fisher Scientific Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001602_CC_SLSC | KNG3XRAA0RHN9H62OK76 | | | | TWX US EQUITY | Time Warner Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001603_CC_SLSC | B0I35MLPFXZSE70ASS73 | | | | TKR US EQUITY | Timken Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001604_CC_SLSC | 549300V2JRLO5DIFGE82 | | DE3058821 | | DTE GF Equity | T-Mobile USA, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001605_CC_SLSC | R1JB4KXN77XFCXOQKV49 | | DE7324254 | | TRN US Equity | Trinity Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001606_CC_SLSC | 3NWOXIHJSQCX0SM5Z749 | | DE3589359 | | TRW US Equity | TRW Automotive Inc.

| US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001607_CC_SLSC | G8NWFN4YP7CR6FOP4886 | | | | | Tupperware Brands Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001608_CC_SLSC | WD6L6041MNRW1JE49D58 | | | | TSN US Equity | Tyson Foods, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001609_CC_SLSC | MYF1DAS6G5WY7PRWCU78 | | DE0945814 | | ULVR LN Equity | Unilever Capital Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001610_CC_SLSC | K1OQBWM7XEOO08LDNP29 | | DE0890080 | | UAL UN Equity | United Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001611_CC_SLSC | D01LMJZU09ULLNCY6Z23 | | | | UPS US EQUITY | United Parcel Service Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001612_CC_SLSC | JNLUVFYJT1OZSIQ24U47 | | | | X UN Equity | United States Steel Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001613_CC_SLSC | I07WOS4YJ0N7YRFE7309 | | | | UTX US EQUITY | United Technologies Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001614_CC_SLSC | 549300VSXHFQVR770L55 | | DE4426189 | | | Univar Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001615_CC_SLSC | 549300BZXZ66F6DTIF20 | | VA0016487-1 | | UVV US Equity | Universal Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001616_CC_SLSC | 5493004XNBKB5SFUJI60 | | DE0932960 | | AAL UW Equity | US Airways, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001617_CC_SLSC | KOO0397YRO83WY5MGD97 | | | | VRX CT Equity | Valeant Pharmaceuticals International | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001618_CC_SLSC | 549300XTO5VR8SKV1V74 | | | | VLO US EQUITY | Valero Energy Corp | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001619_CC_SLSC | 2S72QS2UO2OESLG6Y829 | | | | VZ US EQUITY | Verizon Communications Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001620_CC_SLSC | CWAJJ9DJ5Z7P057HV541 | | | | VFC US EQUITY | VF Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001621_CC_SLSC | X0ST5BPF0CZG9FE5OV61 | | | | VIA US EQUITY | Viacom Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001622_CC_SLSC | 549300OBVCU4IRZFZ230 | | | | | Virgin Media Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001623_CC_SLSC | CQKUMNNZVDJLRYV2PT43 | | | | | Virginia Electric & Power Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001624_CC_SLSC | 549300JZ4OKEHW3DPJ59 | | | | V US Equity | Visa Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001625_CC_SLSC | 549300BMOJ05INE4YK86 | | DE2669712 | | | Vornado Realty L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001626_CC_SLSC | 549300UUPJ2NXDB68M19 | | DE0911551 | | | VW Credit, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001627_CC_SLSC | Y87794H0US1R65VBXU25 | | | | WMT US EQUITY | Wal-Mart Stores Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001628_CC_SLSC | 7260JQNI6SCF9FIV2392 | | | | DIS US EQUITY | Walt Disney Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001629_CC_SLSC | IQN3XTJNANI73KWRED03 | | | | | Walter Energy Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001630_CC_SLSC | 549300YX8JIID70NFS41 | | | | WM US EQUITY | Waste Management | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001631_CC_SLSC | 3CYEJKBUJZO3UW777J80 | | DE3797582 | | | WEA Finance LLC | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001632_CC_SLSC | WHENKOULSSK7WUM60H03 | | | | WHR US EQUITY | Whirlpool Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001633_CC_SLSC | D3W7PCXCBRQLL17DZ313 | | | | | World Fuel Services Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001634_CC_SLSC | T4VNTWMFQ7JQB65L7T35 | | DE3664441 | | WYN UN Equity | Wyndham Worldwide Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001635_CC_SLSC | LGJNMI9GH8XIDG5RCM61 | | MN37-AA | | XEL US Equity | Xcel Energy Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001636_CC_SLSC | 4KF48RN45X1OO8UBLY20 | | | | XRX UN Equity | Xerox Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001637_CC_SLSC | 6EY4K7ZMF9UX1CU6KC79 | | | | XIX GF Equity | Xilinx, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001638_CC_SLSC | 549300DF5MV96DRYLQ48 | | | | XYL US EQUITY | Xylem Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001639_CC_SLSC | 2P2YLDVPES3BXQ1FRB91 | | DE3343799 | | ZMH US Equity | Zimmer Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001640_CC_SLSC | 549300HD9Q1LOC9KLJ48 | | | | ZTS UN Equity | Zoetis Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001641_CC_SLSC | 5493007CO5W5OBFG7L21 | | | | | RETAIL ESTATES NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001642_CC_SLSC | 549300QSUNKAEBMYIR16 | | | | | RAVAGO S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001643_CC_SLSC | 549300O3SGMD4K45DN61 | | | BE 0404621642 | | ALCATEL-LUCENT BELL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001644_CC_SLSC | 54930031IF9XW7PCY637 | | | BE 0403992231 | | Atlas Copco Airpower | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001645_CC_SLSC | 549300PR82EONF1NKE18 | | | BE 0473566965 | | BELFIMA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001646_CC_SLSC | 549300UOBXCS79E82606 | | | BE 0404535431 | | Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001647_CC_SLSC | 549300VSM2RG55U2QU15 | | | BE 0400853488 | | BRUSSELS AIRLINES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001648_CC_SLSC | 5493007ZLRNTTT9B6384 | | | | | Carrefour Finance SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001649_CC_SLSC | 529900P0HVIO92I8AU52 | | | BE 0422362447 | | COCKERILL MAINTENANCE & INGENIERIE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001650_CC_SLSC | 549300VWVXR1GOHG0E16 | | | BE 0425702910 | | COFELY FABRICOM sa | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001651_CC_SLSC | 5493003N7PPOYDZI1G90 | | | BE 0400464795 | | COMPAGNIE D'ENTREPRISES CFE — AANNEMINGSMAATSCHAPPIJ CFE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001652_CC_SLSC | 5299009GDDJ20VCTA286 | | | BE 0404411707 | | CONTINENTAL BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001653_CC_SLSC | 549300NF0J86QSGBSV95 | | | BE 0413572663 | | DELDO AUTOBANDEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001654_CC_SLSC | 549300KT827RUL680A73 | | | BE0428741087 | | D'IETEREN Treasury | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001655_CC_SLSC | 5493000G720YN71E2S86 | | | BE 0435305514 | | DREDGING INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001656_CC_SLSC | 529900YOYR5FW12UBJ80 | | | BE 0471811661 | | EDF Luminus | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001657_CC_SLSC | 549300F203XBWYK45D98 | | | BE 0411515075 | | Emmaüs vzw | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001658_CC_SLSC | 529900T3V512W5JEJF78 | | | BE 0406183144 | | Evonik Degussa Antwerpen | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001659_CC_SLSC | 5493006GOR72R0ZYBN98 | | | BE 0860409202 | | EXMAR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001660_CC_SLSC | 52990071WX2UW1WNHC16 | | | BE 0402954628 | | FLUXYS BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001661_CC_SLSC | 529900RL1B6NSLKU7P45 | | | BE 0821382439 | | FLUXYS FINANCE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001662_CC_SLSC | 549300EL1OTYCHBFUV17 | | | BE 0442100363 | | GDF SUEZ CC SCRL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001663_CC_SLSC | 549300AS6JDY8GAUB274 | | | BE 0831958211 | | GDF SUEZ ENERGY MANAGEMENT TRADING | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001664_CC_SLSC | 6IM6CQKADLNCQGUEU352 | | | BE0439255986 | | GEMS Services SA/NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001665_CC_SLSC | 549300UFHGFY5IOON989 | | | BE 0220324117 | | Gimv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001666_CC_SLSC | 5493004EAZQ20FYJKT70 | | | BE 0438202052 | | greif services belgium | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001667_CC_SLSC | 5299004FBX5DGG463D98 | | | BE 0430060188 | | HERAEUS ELECTRO — NITE INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001668_CC_SLSC | 5493002TTO3072KC6L60 | | | BE 0402220594 | | Hewlett — Packard Belgium | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001669_CC_SLSC | 549300VI27GGJFIOCP26 | | | BE 0440113348 | | INTERNATIONAL FINANCE CENTER CFE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001670_CC_SLSC | 5493002RVRZ1S3CPUI26 | | | BE 0428750985 | | ION BEAM APPLICATIONS S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001671_CC_SLSC | 54930073JZQL85NE3817 | | | BE 0222343301 | | IVERLEK | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001672_CC_SLSC | 549300YEC7519H8CBF72 | | | BE 0473587751 | | J.C. General Services CVBA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001673_CC_SLSC | 549300U0BLKP6Y8LPX16 | | | BE 0404778426 | | Katoen Natie | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001674_CC_SLSC | 529900X1VAF3IXDZJ071 | | | | | LE PEIGNE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001675_CC_SLSC | 549300ROPVHSEKEMW107 | | | BE 0807049797 | | LOCORAIL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001676_CC_SLSC | 549300L6DOLPEQSOI005 | | | BE 0405580655 | | MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001677_CC_SLSC | 5493007JS0ZHJVBUWP18 | | | BE 0456810810 | | MOBISTAR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001678_CC_SLSC | 549300V3ES7BVGYNRZ58 | | | BE 0413630071 | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001679_CC_SLSC | 529900P78BT1RIIYWY69 | | | BE 0458885719 | | NUTRECO CAPITAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001680_CC_SLSC | 549300XHGK09MEWMOL68 | | | BE 0419457296 | | Ontex bvba | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001681_CC_SLSC | 5299009CBE6VJXABZS81 | | | BE 0436410522 | | RAFFINERIE TIRLEMONTOISE — TIENSE SUIKERRAFFINADERERIJ | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001682_CC_SLSC | 529900P4SONA6KVTRT86 | | | BE 0428343981 | | RECTICEL INTERNATIONAL SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001683_CC_SLSC | 529900LK4T42CNH2U882 | | | BE 0434475767 | | S.B. MANAGEMENT AND SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001684_CC_SLSC | 529900FTYUE9QOXMU884 | | | BE 0434284638 | | SAINT-GOBAIN BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001685_CC_SLSC | 549300CCKFF44A550J72 | | | BE 0400747580 | | SARENS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001686_CC_SLSC | 549300JTFH1WHCEMIN40 | | | BE 0407139583 | | SD WORX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001687_CC_SLSC | HB7FFAZI0OMZ8PP8OE26 | | | BE 0413330856 | | Society for Worldwide Interbank Financial Telecommunication | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001688_CC_SLSC | 213800IS5GA1OZ8RBM85 | | | BE 0473416418 | | TELENET nv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001689_CC_SLSC | 529900R7MYQQO8CHR962 | | | BE 0403063902 | | TOTAL BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001690_CC_SLSC | 5299003N2SCVNU16O909 | | | BE 0403079441 | | Total Petrochemicals & Refining SA/NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001691_CC_SLSC | 549300ZSTW3D1UXOXY91 | | | BE 0412639681 | | TRACTEBEL ENGINEERING sa | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001692_CC_SLSC | 529900F3AIQECS8ZSV61 | | | | | UMICORE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001693_CC_SLSC | 549300J5X4E65PJHE355 | | | BE 0464538245 | | VPK SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001694_CC_SLSC | 5493002MUOV04NSPT571 | 2796756-1 | | | | RBC INVESTOR SERVICES TRUST | CA | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001695_CC_SLSC | 549300G6ZUFBJVLAJQ46 | | | | | MERCURIA ENERGY TRADING SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001696_CC_SLSC | 5299009K1FINARYDEC72 | | | | | RENAULT FINANCE SA | CH | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001697_CC_SLSC | 549300WZRVQERM819Z90 | 1141987-6 | CH02039235685 | | | Schweizerische RÃ ckversicherungs-Gesellschaft AG | CH | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001698_CC_SLSC | 52990031Q7PCTSUSRW11 | 2820823-9 | HRB40498 | | | LBBW Dublin Management GmbH | DE | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001699_CC_SLSC | 529900GHE5268QPEOH13 | 2537992-6 | HRB106727 | | | LIDL IRELAND GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001700_CC_SLSC | 529900USFSZYPS075O24 | 1144838-8 | HRB3790 | | | VOLKSWAGEN FINANCIAL SERVICES AG | DE | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001701_CC_SLSC | 549300Y5BJOTCMUYT658 | | | | | ARCELORMITTAL TREASURY SNC | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001702_CC_SLSC | 969500KY4MRVCLM9HE48 | | | | | EDF ENERGIES NOUVELLES | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001703_CC_SLSC | 529900QI55ZLJVCMPA71 | | | | | TOTAL CAPITAL | FR | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001704_CC_SLSC | 2138006E2VG89XLORJ06 | | 02366682 | | | YORKSHIRE WATER SERVICES LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001705_CC_SLSC | 549300BPQYQ838KE1X51 | | | | | UNIPEC ASIA COMPANY LIMITED | HK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001706_CC_SLSC | 213800SKZTSE2L1BII69 | | | | | THAMES WATER UTILITIES CAYMAN FINANCE LIMITED | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001707_CC_SLSC | 0YQH6LCEF474UTUV4B96 | | KvK 34313428 0000 | | | ENEL FINANCE INTERNATIONAL N.V.

| NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria LC_0001708_CC_SLSC | 4ME66GO1Q4T87C52WS37 | | KvK 33134831 0000 | | | GENERAL ELECTRIC INTERNATIONAL INC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable | Counterparty credit risk | Specialized lending slotting criteria C 102.00 — Definition of Low Default Portfolios Portfolio ID | Portfolio name | Type of risk | Regulatory approach | Geographical area | Rating | Exposure class | Sector of counterparty | Default status | Type of facility | Collateralisation status | Collateral type | Counterparty | Size of counterparty | NACE code | Type of exposures | Size of exposure ---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|--- 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 IN_CIN_0001_CT_FIRB_x0_R01 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 1 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R02 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 2 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R03 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 3 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R04 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 4 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R05 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 5 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R06 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 6 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R07 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 7 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R08 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 8 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R09 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 9 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R10 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 10 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R11 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 11 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R12 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 12 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R13 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 13 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R14 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 14 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R15 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 15 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R16 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 16 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R17 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 17 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R18 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 18 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R19 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 19 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R20 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 20 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R21 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 21 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R22 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 22 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R23 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 23 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R24 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 24 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R25 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 25 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R26 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 26 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R27 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 27 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R28 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 28 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R29 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 29 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R30 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 30 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R31 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 31 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R32 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 32 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R33 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 33 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R34 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 34 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R35 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 35 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R36 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 36 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R37 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 37 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R38 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 38 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R39 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 39 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R40 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 40 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R41 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 41 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R42 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 42 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R43 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 43 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R44 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 44 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R45 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 45 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R46 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 46 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R47 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 47 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R48 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 48 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R49 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 49 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R50 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 50 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R51 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 51 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R52 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 52 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R53 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 53 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R54 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 54 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R55 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 55 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R56 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 56 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R57 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 57 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R58 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 58 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R59 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 59 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R60 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 60 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R61 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 61 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R62 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 62 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R63 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 63 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R64 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 64 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R65 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 65 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R66 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 66 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R67 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 67 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R68 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 68 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R69 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 69 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R70 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 70 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R71 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 71 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R72 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 72 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R73 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 73 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R74 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 74 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R75 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 75 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R76 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 76 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R77 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 77 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R78 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 78 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R79 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 79 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R80 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 80 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R81 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 81 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R82 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 82 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R83 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 83 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R84 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 84 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R85 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 85 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R86 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 86 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R87 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 87 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R88 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 88 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R89 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 89 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R90 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 90 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R91 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 91 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R92 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 92 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R93 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 93 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R94 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 94 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R95 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 95 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R96 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 96 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R97 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 97 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R98 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 98 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_FIRB_x0_R99 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 99 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0002_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0004_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0005_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0006_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0007_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0008_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0009_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral:

Physical collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0010_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0011_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0012_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0013_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0014_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0015_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0016_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0017_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0018_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0019_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0020_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Other facilities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_AT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_AU_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_BE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_BG_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_BR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_CA_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_CH_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_CN_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_CY_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_CZ_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_DE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_DK_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_EE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_ES_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_FI_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_FR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_GB_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_GR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_HK_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_HR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_HU_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_IE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_IL_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_IT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_JP_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_KR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_LT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_LU_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_LV_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_MT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_NL_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_NO_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_PL_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_PT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_RO_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_RU_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_SE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_SG_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_SI_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_SK_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_TR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_US_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_FIRB_x2_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R01 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 1 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R02 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 2 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R03 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 3 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R04 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 4 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R05 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 5 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R06 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 6 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R07 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 7 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R08 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 8 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R09 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 9 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R10 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 10 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R11 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 11 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R12 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 12 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R13 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 13 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R14 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 14 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R15 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 15 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R16 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 16 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R17 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 17 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R18 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 18 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R19 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 19 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R20 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 20 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R21 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 21 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R22 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 22 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R23 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 23 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R24 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 24 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R25 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 25 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R26 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 26 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R27 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 27 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R28 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 28 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R29 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 29 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R30 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 30 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R31 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 31 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R32 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 32 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R33 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 33 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R34 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 34 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R35 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 35 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R36 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 36 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R37 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 37 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R38 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 38 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R39 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 39 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R40 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 40 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R41 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 41 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R42 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 42 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R43 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 43 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R44 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 44 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R45 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 45 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R46 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 46 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R47 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 47 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R48 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 48 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R49 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 49 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R50 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 50 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R51 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 51 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R52 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 52 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R53 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 53 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R54 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 54 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R55 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 55 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R56 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 56 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R57 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 57 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R58 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 58 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R59 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 59 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R60 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 60 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R61 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 61 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R62 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 62 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R63 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 63 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R64 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 64 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R65 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 65 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R66 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 66 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R67 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 67 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R68 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 68 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R69 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 69 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R70 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 70 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R71 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 71 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R72 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 72 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R73 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 73 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R74 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 74 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R75 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 75 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R76 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 76 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R77 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 77 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R78 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 78 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R79 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 79 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R80 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 80 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R81 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 81 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R82 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 82 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R83 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 83 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R84 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 84 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R85 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 85 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R86 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 86 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R87 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 87 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R88 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 88 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R89 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 89 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R90 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 90 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R91 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 91 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R92 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 92 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R93 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 93 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R94 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 94 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R95 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 95 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R96 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 96 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R97 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 97 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R98 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 98 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_FIRB_x0_R99 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 99 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0022_CT_FIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0023_CT_FIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0024_CT_FIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0025_CT_FIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0026_CT_FIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0027_CT_FIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0028_CT_FIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0029_CT_FIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0030_CT_FIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0031_CT_FIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0032_CT_FIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0033_CT_FIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0034_CT_FIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0035_CT_FIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0036_CT_FIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0037_CT_FIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0038_CT_FIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0039_CT_FIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Other facilities | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0040_CT_FIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_AT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_AU_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_BE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_BG_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_BR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_CA_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_CH_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_CN_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_CY_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_CZ_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_DE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_DK_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_EE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_ES_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_FI_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_FR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_GB_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_GR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_HK_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_HR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_HU_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_IE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_IL_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_IT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_JP_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_KR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_LT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_LU_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_LV_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_MT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_NL_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_NO_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_PL_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_PT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_RO_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_RU_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_SE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_SG_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_SI_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_SK_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_TR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_US_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_FIRB_x2_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_AT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_AU_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_BE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_BG_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_BR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_CA_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_CH_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_CN_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_CY_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_CZ_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_DE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_DK_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_EE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_ES_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_FI_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_FR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_GB_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_GR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_HK_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_HR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_HU_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_IE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_IL_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_IT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_JP_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_KR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_LT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_LU_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_LV_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_MT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_NL_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_NO_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_PL_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_PT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_RO_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_RU_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_SE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_SG_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_SI_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_SK_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_TR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_US_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_FIRB_x2_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R01 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 1 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R02 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 2 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R03 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 3 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R04 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 4 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R05 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 5 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R06 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 6 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R07 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 7 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R08 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 8 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R09 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 9 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R10 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 10 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R11 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 11 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R12 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 12 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R13 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 13 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R14 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 14 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R15 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 15 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R16 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 16 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R17 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 17 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R18 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 18 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R19 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 19 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R20 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 20 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R21 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 21 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R22 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 22 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R23 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 23 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R24 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 24 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R25 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 25 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R26 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 26 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R27 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 27 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R28 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 28 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R29 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 29 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R30 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 30 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R31 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 31 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R32 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 32 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R33 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 33 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R34 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 34 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R35 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 35 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R36 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 36 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R37 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 37 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R38 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 38 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R39 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 39 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R40 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 40 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R41 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 41 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R42 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 42 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R43 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 43 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R44 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 44 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R45 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 45 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R46 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 46 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R47 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 47 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R48 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 48 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R49 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 49 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R50 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 50 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R51 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 51 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R52 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 52 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R53 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 53 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R54 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 54 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R55 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 55 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R56 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 56 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R57 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 57 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R58 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 58 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R59 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 59 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R60 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 60 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R61 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 61 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R62 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 62 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R63 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 63 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R64 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 64 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R65 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 65 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R66 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 66 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R67 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 67 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R68 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 68 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R69 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 69 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R70 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 70 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R71 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 71 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R72 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 72 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R73 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 73 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R74 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 74 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R75 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 75 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R76 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 76 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R77 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 77 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R78 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 78 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R79 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 79 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R80 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 80 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R81 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 81 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R82 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 82 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R83 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 83 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R84 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 84 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R85 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 85 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R86 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 86 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R87 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 87 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R88 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 88 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R89 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 89 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R90 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 90 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R91 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 91 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R92 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 92 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R93 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 93 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R94 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 94 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R95 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 95 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R96 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 96 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R97 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 97 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R98 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 98 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_FIRB_x0_R99 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 99 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0022_CT_FIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0023_CT_FIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0024_CT_FIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0025_CT_FIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0026_CT_FIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0027_CT_FIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0028_CT_FIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0029_CT_FIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0030_CT_FIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0031_CT_FIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0032_CT_FIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0033_CT_FIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0034_CT_FIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0035_CT_FIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0036_CT_FIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0037_CT_FIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0038_CT_FIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0039_CT_FIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Other facilities | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0040_CT_FIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R01 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 1 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R02 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 2 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R03 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 3 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R04 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 4 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R05 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 5 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R06 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 6 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R07 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 7 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R08 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 8 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R09 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 9 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R10 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 10 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R11 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 11 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R12 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 12 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R13 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 13 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R14 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 14 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R15 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 15 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R16 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 16 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R17 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 17 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R18 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 18 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R19 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 19 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R20 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 20 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R21 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 21 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R22 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 22 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R23 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 23 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R24 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 24 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R25 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 25 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R26 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 26 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R27 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 27 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R28 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 28 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R29 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 29 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R30 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 30 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R31 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 31 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R32 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 32 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R33 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 33 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R34 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 34 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R35 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 35 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R36 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 36 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R37 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 37 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R38 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 38 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R39 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 39 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R40 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 40 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R41 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 41 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R42 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 42 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R43 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 43 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R44 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 44 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R45 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 45 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R46 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 46 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R47 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 47 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R48 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 48 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R49 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 49 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R50 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 50 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R51 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 51 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R52 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 52 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R53 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 53 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R54 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 54 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R55 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 55 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R56 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 56 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R57 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 57 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R58 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 58 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R59 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 59 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R60 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 60 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R61 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 61 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R62 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 62 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R63 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 63 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R64 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 64 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R65 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 65 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R66 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 66 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R67 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 67 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R68 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 68 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R69 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 69 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R70 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 70 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R71 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 71 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R72 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 72 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R73 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 73 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R74 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 74 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R75 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 75 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R76 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 76 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R77 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 77 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R78 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 78 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R79 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 79 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R80 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 80 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R81 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 81 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R82 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 82 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R83 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 83 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R84 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 84 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R85 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 85 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R86 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 86 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R87 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 87 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R88 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 88 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R89 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 89 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R90 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 90 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R91 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 91 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R92 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 92 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R93 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 93 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R94 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 94 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R95 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 95 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R96 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 96 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R97 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 97 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R98 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 98 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_FIRB_x0_R99 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 99 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0042_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R01 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 1 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R02 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 2 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R03 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 3 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R04 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 4 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R05 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 5 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R06 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 6 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R07 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 7 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R08 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 8 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R09 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 9 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R10 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 10 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R11 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 11 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R12 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 12 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R13 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 13 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R14 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 14 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R15 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 15 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R16 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 16 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R17 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 17 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R18 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 18 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R19 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 19 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R20 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 20 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R21 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 21 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R22 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 22 | Institutions | Other financial corporations |

Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R23 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 23 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R24 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 24 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R25 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 25 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R26 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 26 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R27 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 27 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R28 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 28 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R29 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 29 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R30 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 30 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R31 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 31 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R32 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 32 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R33 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 33 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R34 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 34 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R35 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 35 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R36 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 36 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R37 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 37 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R38 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 38 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R39 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 39 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R40 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 40 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R41 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 41 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R42 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 42 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R43 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 43 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R44 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 44 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R45 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 45 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R46 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 46 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R47 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 47 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R48 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 48 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R49 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 49 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R50 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 50 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R51 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 51 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R52 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 52 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R53 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 53 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R54 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 54 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R55 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 55 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R56 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 56 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R57 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 57 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R58 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 58 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R59 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 59 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R60 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 60 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R61 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 61 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R62 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 62 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R63 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 63 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R64 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 64 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R65 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 65 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R66 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 66 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R67 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 67 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R68 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 68 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R69 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 69 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R70 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 70 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R71 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 71 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R72 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 72 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R73 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 73 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R74 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 74 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R75 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 75 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R76 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 76 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R77 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 77 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R78 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 78 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R79 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 79 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R80 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 80 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R81 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 81 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R82 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 82 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R83 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 83 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R84 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 84 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R85 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 85 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R86 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 86 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R87 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 87 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R88 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 88 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R89 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 89 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R90 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 90 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R91 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 91 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R92 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 92 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R93 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 93 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R94 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 94 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R95 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 95 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R96 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 96 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R97 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 97 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R98 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 98 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_FIRB_x0_R99 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 99 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0045_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0047_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0048_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0049_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0050_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0051_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0052_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0053_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0054_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0055_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0056_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0057_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0058_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0059_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0060_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0061_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0062_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0063_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Other facilities | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0064_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0065_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0066_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0067_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0068_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0069_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral:

Physical collateral | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0070_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0071_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0072_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0073_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0074_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0075_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0076_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0077_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0078_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0079_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0080_CT_FIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Other facilities | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_AT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_AU_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_BE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_BG_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_BR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_CA_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_CH_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_CN_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_CY_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_CZ_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_DE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_DK_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_EE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_ES_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_FI_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_FR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_GB_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_GR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_HK_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_HR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_HU_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_IE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_IL_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_IT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_JP_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_KR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_LT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_LU_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_LV_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_MT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_NL_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_NO_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_PL_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_PT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_RO_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_RU_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_SE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_SG_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_SI_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_SK_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_TR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_US_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_FIRB_x2_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_AT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_AU_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_BE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_BG_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_BR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_CA_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_CH_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_CN_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_CY_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_CZ_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_DE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_DK_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_EE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_ES_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_FI_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_FR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_GB_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_GR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_HK_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_HR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_HU_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_IE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_IL_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_IT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_JP_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_KR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_LT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_LU_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_LV_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_MT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_NL_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_NO_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_PL_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_PT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_RO_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_RU_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_SE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_SG_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_SI_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_SK_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_TR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_US_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_FIRB_x2_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R01 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 1 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R02 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 2 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R03 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 3 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R04 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 4 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R05 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 5 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R06 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 6 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R07 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 7 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R08 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 8 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R09 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 9 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R10 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 10 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R11 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 11 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R12 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 12 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R13 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 13 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R14 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 14 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R15 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 15 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R16 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 16 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R17 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 17 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R18 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 18 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R19 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 19 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R20 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 20 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R21 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 21 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R22 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 22 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R23 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 23 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R24 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 24 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R25 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 25 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R26 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 26 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R27 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 27 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R28 | Sovereign | Credit risk,

Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 28 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R29 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 29 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R30 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 30 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R31 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 31 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R32 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 32 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R33 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 33 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R34 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 34 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R35 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 35 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R36 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 36 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R37 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 37 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R38 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 38 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R39 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 39 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R40 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 40 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R41 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 41 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R42 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 42 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R43 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 43 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R44 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 44 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R45 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 45 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R46 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 46 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R47 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 47 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R48 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 48 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R49 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 49 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R50 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 50 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R51 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 51 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R52 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 52 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R53 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 53 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R54 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 54 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R55 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 55 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R56 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 56 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R57 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 57 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R58 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 58 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R59 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 59 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R60 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 60 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R61 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 61 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R62 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 62 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R63 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 63 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R64 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 64 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R65 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 65 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R66 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 66 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R67 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 67 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R68 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 68 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R69 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 69 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R70 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 70 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R71 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 71 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R72 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 72 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R73 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 73 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R74 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 74 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R75 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 75 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R76 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 76 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R77 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 77 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R78 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 78 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R79 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 79 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R80 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 80 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R81 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 81 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R82 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 82 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R83 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 83 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R84 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 84 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R85 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 85 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R86 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 86 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R87 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 87 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R88 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 88 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R89 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 89 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R90 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 90 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R91 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 91 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R92 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 92 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R93 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 93 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R94 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 94 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R95 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 95 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R96 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 96 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R97 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 97 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R98 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 98 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_FIRB_x0_R99 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 99 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0042_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R01 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 1 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R02 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 2 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R03 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 3 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R04 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 4 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R05 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 5 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R06 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 6 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R07 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 7 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R08 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 8 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R09 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 9 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R10 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 10 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R11 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 11 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R12 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 12 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R13 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 13 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R14 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 14 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R15 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 15 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R16 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 16 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R17 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 17 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R18 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 18 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R19 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 19 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R20 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 20 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R21 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 21 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R22 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 22 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R23 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 23 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R24 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 24 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R25 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 25 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R26 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 26 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R27 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 27 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R28 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 28 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R29 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 29 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R30 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 30 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R31 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 31 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R32 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 32 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R33 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 33 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R34 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 34 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R35 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 35 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R36 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 36 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R37 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 37 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R38 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 38 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R39 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 39 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R40 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 40 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R41 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 41 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R42 |

Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 42 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R43 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 43 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R44 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 44 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R45 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 45 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R46 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 46 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R47 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 47 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R48 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 48 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R49 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 49 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R50 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 50 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R51 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 51 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R52 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 52 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R53 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 53 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R54 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 54 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R55 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 55 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R56 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 56 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R57 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 57 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R58 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 58 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R59 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 59 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R60 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 60 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R61 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 61 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R62 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 62 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R63 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 63 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R64 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 64 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R65 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 65 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R66 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 66 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R67 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 67 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R68 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 68 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R69 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 69 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R70 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 70 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R71 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 71 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R72 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 72 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R73 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 73 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R74 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 74 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R75 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 75 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R76 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 76 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R77 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 77 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R78 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 78 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R79 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 79 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R80 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 80 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R81 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 81 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R82 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 82 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R83 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 83 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R84 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 84 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R85 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 85 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R86 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 86 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R87 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 87 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R88 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 88 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R89 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 89 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R90 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 90 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R91 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 91 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R92 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 92 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R93 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 93 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R94 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 94 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R95 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 95 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R96 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 96 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R97 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 97 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R98 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 98 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_FIRB_x0_R99 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 99 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0045_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0047_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0048_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0049_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0050_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0051_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0052_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0053_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0054_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0055_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0056_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0057_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0058_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0059_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0060_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0061_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0062_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0063_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Other facilities | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0064_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0065_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0066_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0067_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0068_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0069_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral:

Physical collateral | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0070_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0071_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0072_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0073_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0074_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0075_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0076_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0077_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0078_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0079_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0080_CT_FIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Other facilities | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_AT_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_AU_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_BE_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_BG_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_BR_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_CA_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_CH_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_CN_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_CY_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_CZ_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_DE_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_DK_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_EE_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_ES_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_FI_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_FR_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_GB_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_GR_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_HK_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_HR_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_HU_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_IE_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_IL_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_IT_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_JP_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_KR_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_LT_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_LU_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_LV_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_MT_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_NL_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_NO_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_PL_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_PT_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_RO_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_RU_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_SE_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_SG_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_SI_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_SK_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_TR_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_US_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_FIRB_x2_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_AT_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_AU_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_BE_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_BG_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_BR_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_CA_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_CH_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_CN_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_CY_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_CZ_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_DE_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_DK_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_EE_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_ES_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_FI_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_FR_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_GB_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_GR_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_HK_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_HR_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_HU_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_IE_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_IL_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_IT_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_JP_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_KR_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_LT_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_LU_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_LV_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_MT_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_NL_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_NO_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_PL_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_PT_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_RO_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_RU_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_SE_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_SG_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_SI_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_SK_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_TR_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_US_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_FIRB_x2_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R01 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R02 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R03 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R04 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R05 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R06 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R07 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R08 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R09 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R10 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R11 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R12 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R13 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R14 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R15 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R16 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R17 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R18 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R19 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R20 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R21 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R22 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R23 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R24 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R25 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 |

Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R26 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R27 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R28 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R29 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R30 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R31 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R32 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R33 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R34 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R35 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R36 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R37 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R38 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R39 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R40 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R41 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R42 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R43 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R44 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R45 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R46 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R47 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R48 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R49 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R50 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R51 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R52 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R53 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R54 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 54 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R55 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 55 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R56 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 56 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R57 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 57 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R58 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 58 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R59 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 59 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R60 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 60 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R61 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 61 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R62 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 62 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R63 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 63 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R64 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 64 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R65 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 65 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R66 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 66 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R67 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 67 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R68 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 68 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R69 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 69 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R70 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 70 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R71 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 71 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R72 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 72 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R73 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 73 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R74 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 74 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R75 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 75 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R76 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 76 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R77 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 77 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R78 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R79 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R80 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 80 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R81 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 81 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R82 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 82 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R83 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 83 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R84 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R85 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R86 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R87 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R88 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R89 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R90 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R91 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R92 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R93 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R94 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R95 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R96 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R97 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R98 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CT_AIRB_x0_R99 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0002_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0004_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0005_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0006_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0007_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0008_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0009_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral:

Physical collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0010_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0011_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0012_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0013_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0014_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0015_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0016_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0017_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0018_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0019_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0020_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Other facilities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_AT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_AU_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_BE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_BG_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_BR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_CA_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_CH_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_CN_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_CY_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_CZ_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_DE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_DK_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_EE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_ES_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_FI_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_FR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_GB_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_GR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_HK_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_HR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_HU_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_IE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_IL_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_IT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_JP_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_KR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_LT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_LU_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_LV_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_MT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_NL_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_NO_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_PL_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_PT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_RO_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_RU_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_SE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_SG_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_SI_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_SK_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_TR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_US_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CT_AIRB_x2_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R01 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R02 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R03 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R04 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R05 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R06 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R07 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R08 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R09 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R10 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R11 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R12 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R13 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R14 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R15 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R16 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R17 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R18 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R19 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R20 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R21 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R22 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R23 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R24 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R25 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R26 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R27 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R28 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R29 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R30 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R31 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R32 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R33 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R34 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R35 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R36 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R37 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R38 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R39 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R40 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R41 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R42 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R43 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R44 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R45 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R46 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R47 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R48 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R49 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R50 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R51 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R52 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R53 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R54 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 54 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R55 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 55 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R56 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 56 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R57 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 57 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R58 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 58 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R59 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 59 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R60 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 60 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R61 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 61 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R62 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 62 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R63 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 63 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R64 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 64 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R65 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 65 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R66 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 66 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R67 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 67 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R68 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 68 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R69 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 69 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R70 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 70 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R71 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 71 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R72 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 72 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R73 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 73 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R74 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 74 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R75 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 75 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R76 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 76 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R77 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 77 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R78 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R79 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R80 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 80 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R81 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 81 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R82 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 82 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R83 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 83 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R84 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R85 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R86 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R87 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R88 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R89 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R90 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R91 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R92 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R93 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R94 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R95 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R96 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R97 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R98 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_AIRB_x0_R99 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0022_CT_AIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0023_CT_AIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0024_CT_AIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0025_CT_AIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0026_CT_AIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0027_CT_AIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0028_CT_AIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0029_CT_AIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0030_CT_AIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0031_CT_AIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0032_CT_AIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0033_CT_AIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0034_CT_AIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0035_CT_AIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0036_CT_AIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0037_CT_AIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0038_CT_AIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0039_CT_AIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Other facilities | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0040_CT_AIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_AT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_AU_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_BE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_BG_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_BR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_CA_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_CH_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_CN_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_CY_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_CZ_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_DE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_DK_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_EE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_ES_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_FI_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_FR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_GB_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_GR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_HK_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_HR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_HU_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_IE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_IL_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_IT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_JP_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_KR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_LT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_LU_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_LV_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_MT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_NL_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_NO_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_PL_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_PT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_RO_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_RU_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_SE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_SG_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_SI_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_SK_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_TR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_US_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_AIRB_x2_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_AT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_AU_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_BE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_BG_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_BR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_CA_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_CH_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_CN_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_CY_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_CZ_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_DE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_DK_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_EE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_ES_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_FI_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_FR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_GB_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_GR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_HK_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_HR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_HU_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_IE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_IL_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_IT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_JP_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_KR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_LT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_LU_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_LV_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_MT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_NL_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_NO_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_PL_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_PT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_RO_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_RU_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_SE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_SG_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_SI_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_SK_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_TR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_US_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_AIRB_x2_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R01 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R02 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R03 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R04 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R05 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R06 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R07 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R08 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R09 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R10 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R11 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R12 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R13 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R14 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R15 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R16 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R17 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R18 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R19 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R20 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R21 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R22 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R23 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R24 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R25 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R26 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R27 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R28 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R29 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R30 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R31 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R32 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R33 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R34 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R35 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R36 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R37 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R38 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R39 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R40 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R41 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R42 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R43 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R44 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R45 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R46 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R47 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R48 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R49 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R50 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R51 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R52 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R53 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R54 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 54 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R55 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 55 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R56 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 56 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R57 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 57 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R58 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 58 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R59 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 59 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R60 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 60 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R61 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 61 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R62 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 62 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R63 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 63 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R64 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 64 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R65 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 65 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R66 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 66 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R67 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 67 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R68 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 68 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R69 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 69 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R70 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 70 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R71 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 71 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R72 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 72 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R73 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 73 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R74 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 74 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R75 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 75 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R76 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 76 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R77 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 77 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R78 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R79 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R80 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 80 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R81 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 81 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R82 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 82 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R83 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 83 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R84 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R85 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R86 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R87 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R88 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R89 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R90 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R91 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R92 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R93 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R94 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R95 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R96 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R97 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R98 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_AIRB_x0_R99 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0022_CT_AIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0023_CT_AIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0024_CT_AIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0025_CT_AIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0026_CT_AIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0027_CT_AIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0028_CT_AIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0029_CT_AIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0030_CT_AIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0031_CT_AIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0032_CT_AIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0033_CT_AIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0034_CT_AIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0035_CT_AIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0036_CT_AIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0037_CT_AIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0038_CT_AIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0039_CT_AIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Other facilities | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0040_CT_AIRB_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R01 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R02 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R03 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R04 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R05 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R06 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R07 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R08 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R09 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R10 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R11 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R12 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R13 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R14 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R15 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R16 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R17 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R18 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R19 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R20 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R21 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R22 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R23 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R24 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R25 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R26 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R27 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R28 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R29 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R30 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R31 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R32 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R33 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R34 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R35 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R36 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R37 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R38 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R39 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R40 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R41 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R42 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R43 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R44 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R45 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R46 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R47 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R48 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R49 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R50 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R51 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R52 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R53 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R54 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 54 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R55 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 55 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R56 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 56 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R57 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 57 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R58 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 58 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R59 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 59 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R60 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 60 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R61 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 61 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R62 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 62 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R63 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 63 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R64 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 64 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R65 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 65 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R66 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 66 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R67 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 67 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R68 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 68 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R69 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 69 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R70 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 70 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R71 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 71 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R72 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 72 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R73 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 73 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R74 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 74 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R75 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 75 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R76 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 76 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R77 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 77 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R78 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R79 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R80 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 80 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R81 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 81 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R82 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 82 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R83 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 83 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R84 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R85 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R86 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R87 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R88 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R89 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R90 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R91 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R92 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R93 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R94 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R95 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R96 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R97 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R98 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CT_AIRB_x0_R99 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0042_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R01 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R02 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R03 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R04 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R05 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R06 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R07 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R08 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R09 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R10 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R11 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R12 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R13 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R14 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R15 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R16 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R17 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R18 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R19 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R20 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R21 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R22 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R23 | Institutions | Credit risk, Counterparty credit risk and

free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R24 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R25 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R26 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R27 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R28 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R29 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R30 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R31 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R32 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R33 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R34 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R35 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R36 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R37 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R38 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R39 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R40 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R41 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R42 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R43 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R44 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R45 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R46 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R47 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R48 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R49 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R50 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R51 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R52 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R53 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R54 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 54 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R55 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 55 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R56 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 56 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R57 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 57 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R58 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 58 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R59 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 59 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R60 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 60 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R61 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 61 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R62 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 62 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R63 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 63 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R64 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 64 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R65 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 65 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R66 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 66 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R67 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 67 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R68 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 68 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R69 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 69 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R70 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 70 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R71 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 71 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R72 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 72 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R73 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 73 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R74 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 74 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R75 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 75 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R76 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 76 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R77 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 77 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R78 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R79 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R80 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 80 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R81 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 81 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R82 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 82 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R83 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 83 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R84 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R85 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R86 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R87 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R88 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R89 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R90 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R91 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R92 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R93 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R94 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R95 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R96 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R97 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R98 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CT_AIRB_x0_R99 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0045_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0047_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0048_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0049_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0050_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0051_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0052_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0053_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0054_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0055_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0056_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0057_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0058_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0059_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0060_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0061_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0062_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0063_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Other facilities | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0064_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0065_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0066_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0067_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0068_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0069_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral:

Physical collateral | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0070_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0071_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0072_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0073_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0074_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0075_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0076_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0077_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0078_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0079_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0080_CT_AIRB_x0_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Other facilities | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_AT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_AU_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_BE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_BG_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_BR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_CA_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_CH_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_CN_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_CY_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_CZ_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_DE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_DK_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_EE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_ES_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_FI_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_FR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_GB_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_GR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_HK_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_HR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_HU_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_IE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_IL_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_IT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_JP_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_KR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_LT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_LU_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_LV_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_MT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_NL_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_NO_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_PL_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_PT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_RO_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_RU_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_SE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_SG_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_SI_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_SK_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_TR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_US_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CT_AIRB_x2_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_AT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_AU_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_BE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_BG_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_BR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_CA_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_CH_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_CN_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_CY_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_CZ_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_DE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_DK_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_EE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_ES_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_FI_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_FR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_GB_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_GR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_HK_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_HR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_HU_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_IE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_IL_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_IT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_JP_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_KR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_LT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_LU_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_LV_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_MT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_NL_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_NO_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_PL_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_PT_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_RO_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_RU_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_SE_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_SG_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_SI_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_SK_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_TR_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_US_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CT_AIRB_x2_Rx0 | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R01 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R02 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R03 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R04 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R05 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R06 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R07 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R08 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R09 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R10 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R11 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R12 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R13 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R14 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R15 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R16 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R17 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R18 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R19 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R20 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R21 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R22 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R23 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R24 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R25 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R26 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R27 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R28 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable |

Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R29 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R30 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R31 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R32 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R33 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R34 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R35 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R36 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R37 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R38 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R39 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R40 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R41 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R42 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R43 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R44 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R45 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R46 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R47 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R48 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R49 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R50 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R51 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R52 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R53 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R54 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 54 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R55 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 55 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R56 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 56 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R57 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 57 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R58 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 58 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R59 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 59 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R60 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 60 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R61 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 61 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R62 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 62 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R63 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 63 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R64 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 64 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R65 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 65 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R66 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 66 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R67 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 67 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R68 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 68 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R69 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 69 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R70 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 70 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R71 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 71 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R72 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 72 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R73 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 73 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R74 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 74 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R75 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 75 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R76 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 76 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R77 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 77 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R78 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R79 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R80 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 80 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R81 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 81 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R82 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 82 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R83 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 83 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R84 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R85 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R86 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R87 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R88 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R89 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R90 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R91 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R92 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R93 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R94 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R95 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R96 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R97 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R98 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CT_AIRB_x0_R99 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0042_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R01 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R02 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R03 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R04 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R05 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R06 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R07 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R08 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R09 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R10 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R11 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R12 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R13 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R14 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R15 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R16 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R17 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R18 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R19 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R20 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R21 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R22 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R23 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R24 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R25 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R26 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R27 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R28 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R29 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R30 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R31 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R32 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R33 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R34 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R35 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R36 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R37 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R38 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R39 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R40 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R41 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R42 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R43 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB

approach | Not applicable | Rating 43 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R44 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R45 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R46 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R47 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R48 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R49 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R50 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R51 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R52 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R53 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R54 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 54 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R55 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 55 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R56 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 56 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R57 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 57 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R58 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 58 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R59 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 59 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R60 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 60 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R61 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 61 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R62 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 62 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R63 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 63 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R64 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 64 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R65 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 65 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R66 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 66 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R67 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 67 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R68 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 68 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R69 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 69 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R70 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 70 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R71 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 71 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R72 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 72 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R73 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 73 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R74 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 74 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R75 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 75 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R76 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 76 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R77 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 77 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R78 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R79 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R80 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 80 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R81 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 81 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R82 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 82 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R83 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 83 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R84 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R85 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R86 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R87 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R88 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R89 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R90 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R91 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R92 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R93 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R94 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R95 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R96 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R97 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R98 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CT_AIRB_x0_R99 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0045_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0047_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0048_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0049_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0050_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0051_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0052_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0053_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0054_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0055_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0056_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0057_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0058_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0059_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0060_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0061_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0062_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0063_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Other facilities | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0064_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0065_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0066_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0067_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0068_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0069_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral:

Physical collateral | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0070_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0071_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0072_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0073_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0074_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0075_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0076_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0077_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0078_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0079_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0080_CT_AIRB_x0_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Other facilities | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_AT_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_AU_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_BE_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_BG_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_BR_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_CA_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_CH_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_CN_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_CY_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_CZ_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_DE_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_DK_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_EE_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_ES_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_FI_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_FR_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_GB_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_GR_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_HK_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_HR_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_HU_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_IE_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_IL_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_IT_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_JP_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_KR_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_LT_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_LU_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_LV_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_MT_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_NL_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_NO_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_PL_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_PT_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_RO_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_RU_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_SE_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_SG_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_SI_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_SK_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_TR_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_US_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CT_AIRB_x2_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_AT_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_AU_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_BE_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_BG_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_BR_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_CA_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_CH_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_CN_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_CY_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_CZ_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_DE_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_DK_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_EE_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_ES_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_FI_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_FR_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_GB_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_GR_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_HK_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_HR_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_HU_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_IE_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_IL_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_IT_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_JP_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_KR_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_LT_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_LU_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_LV_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_MT_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_NL_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_NO_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_PL_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_PT_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_RO_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_RU_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_SE_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_SG_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_SI_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_SK_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_TR_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_US_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CT_AIRB_x2_Rx0 | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R01 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 1 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R02 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 2 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R03 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 3 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R04 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 4 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R05 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 5 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R06 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 6 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R07 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 7 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R08 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 8 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R09 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 9 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R10 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 10 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R11 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 11 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R12 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 12 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R13 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 13 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R14 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 14 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R15 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 15 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R16 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 16 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R17 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 17 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R18 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 18 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R19 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 19 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R20 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 20 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R21 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 21 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R22 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 22 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R23 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 23 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R24 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 24 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R25 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 25 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R26 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 26 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R27 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 27 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R28 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 28 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R29 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 29 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R30 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 30 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R31 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 31 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R32 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 32 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R33 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 33 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R34 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 34 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R35 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 35 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R36 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 36 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R37 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 37 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R38 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 38 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R39 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 39 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R40 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 40 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R41 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 41 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R42 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 42 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R43 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 43 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R44 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 44 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R45 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 45 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R46 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 46 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R47 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 47 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R48 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 48 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R49 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 49 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R50 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 50 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R51 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 51 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R52 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 52 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R53 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 53 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R54 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 54 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R55 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 55 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R56 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 56 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R57 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 57 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R58 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 58 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R59 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 59 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R60 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 60 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R61 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 61 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R62 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 62 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R63 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 63 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R64 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 64 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R65 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 65 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R66 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 66 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R67 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 67 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R68 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 68 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R69 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 69 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R70 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 70 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R71 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 71 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R72 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 72 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R73 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 73 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R74 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 74 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R75 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 75 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R76 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 76 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R77 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 77 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R78 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 78 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R79 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 79 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R80 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 80 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R81 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 81 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R82 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 82 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R83 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 83 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R84 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 84 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R85 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 85 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R86 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 86 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R87 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 87 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R88 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 88 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R89 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 89 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R90 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 90 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R91 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 91 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R92 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 92 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R93 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 93 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R94 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 94 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R95 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 95 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R96 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 96 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R97 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 97 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R98 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 98 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CT_SLSC_x0_R99 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 99 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0022_CT_SLSC_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0023_CT_SLSC_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0024_CT_SLSC_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0025_CT_SLSC_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0026_CT_SLSC_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0027_CT_SLSC_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0028_CT_SLSC_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0029_CT_SLSC_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0030_CT_SLSC_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0031_CT_SLSC_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0032_CT_SLSC_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0033_CT_SLSC_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0034_CT_SLSC_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0035_CT_SLSC_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0036_CT_SLSC_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0037_CT_SLSC_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0038_CT_SLSC_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0039_CT_SLSC_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Other facilities | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0040_CT_SLSC_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_AT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | AT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_AU_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | AU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_BE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | BE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_BG_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | BG | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_BR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | BR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_CA_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | CA | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_CH_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | CH | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_CN_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | CN | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_CY_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | CY | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_CZ_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | CZ | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_DE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | DE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_DK_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | DK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_EE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | EE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_ES_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | ES | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_FI_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | FI | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_FR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | FR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_GB_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | GB | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_GR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | GR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_HK_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | HK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_HR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | HR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_HU_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | HU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_IE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | IE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_IL_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | IL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_IT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | IT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_JP_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | JP | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_KR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | KR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_LT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | LT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_LU_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | LU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_LV_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | LV | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_MT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | MT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_NL_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | NL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_NO_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | NO | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_PL_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | PL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_PT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | PT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_RO_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | RO | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_RU_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | RU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_SE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | SE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_SG_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | SG | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_SI_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | SI | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_SK_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | SK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_TR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | TR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_US_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | US | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CT_SLSC_x2_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Other countries | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_x0_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_AT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | AT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_AU_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | AU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_BE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | BE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_BG_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | BG | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_BR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | BR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_CA_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | CA | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_CH_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | CH | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_CN_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | CN | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_CY_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | CY | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_CZ_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | CZ | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_DE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | DE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_DK_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | DK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_EE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | EE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_ES_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | ES | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_FI_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | FI | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_FR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | FR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_GB_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | GB | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_GR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | GR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_HK_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | HK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_HR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | HR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_HU_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | HU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_IE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | IE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_IL_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | IL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_IT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | IT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_JP_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | JP | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_KR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | KR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_LT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | LT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_LU_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | LU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_LV_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | LV | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_MT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | MT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_NL_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | NL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_NO_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | NO | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_PL_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | PL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_PT_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | PT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_RO_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | RO | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_RU_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | RU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_SE_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | SE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_SG_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | SG | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_SI_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | SI | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_SK_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | SK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_TR_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | TR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_US_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | US | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CT_SLSC_x2_Rx0 | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Other countries | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R01 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 1 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R02 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 2 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R03 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 3 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R04 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 4 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R05 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 5 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R06 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 6 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R07 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 7 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R08 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 8 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R09 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 9 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R10 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 10 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R11 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 11 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R12 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 12 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R13 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 13 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R14 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 14 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R15 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 15 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R16 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 16 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R17 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 17 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R18 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 18 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R19 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 19 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R20 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 20 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R21 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 21 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R22 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 22 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R23 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 23 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R24 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 24 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R25 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 25 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R26 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 26 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R27 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 27 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R28 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 28 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R29 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 29 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R30 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 30 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R31 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 31 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R32 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 32 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R33 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 33 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R34 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 34 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R35 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 35 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R36 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 36 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R37 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 37 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R38 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 38 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R39 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 39 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R40 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 40 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R41 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 41 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R42 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 42 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R43 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 43 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R44 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 44 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R45 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 45 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R46 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 46 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R47 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 47 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R48 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 48 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R49 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 49 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R50 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 50 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R51 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 51 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R52 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 52 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R53 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 53 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R54 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 54 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R55 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 55 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R56 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 56 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R57 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 57 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R58 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 58 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R59 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 59 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R60 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 60 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R61 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 61 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R62 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 62 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R63 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 63 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R64 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 64 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R65 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 65 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R66 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 66 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R67 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 67 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R68 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 68 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R69 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 69 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R70 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 70 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R71 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 71 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R72 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 72 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R73 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 73 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R74 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 74 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R75 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 75 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R76 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 76 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R77 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 77 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R78 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 78 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R79 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 79 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R80 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 80 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R81 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 81 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R82 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 82 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R83 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 83 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R84 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 84 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R85 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 85 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R86 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 86 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R87 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 87 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R88 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 88 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R89 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 89 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R90 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 90 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R91 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 91 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R92 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 92 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R93 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 93 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R94 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 94 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R95 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 95 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R96 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 96 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R97 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 97 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R98 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 98 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CT_SLSC_x0_R99 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 99 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0022_CT_SLSC_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0023_CT_SLSC_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0024_CT_SLSC_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0025_CT_SLSC_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0026_CT_SLSC_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0027_CT_SLSC_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0028_CT_SLSC_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0029_CT_SLSC_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0030_CT_SLSC_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0031_CT_SLSC_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0032_CT_SLSC_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0033_CT_SLSC_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0034_CT_SLSC_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0035_CT_SLSC_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0036_CT_SLSC_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0037_CT_SLSC_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0038_CT_SLSC_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0039_CT_SLSC_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Other facilities | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0040_CT_SLSC_x0_Rx0 | Large corporate sample | Credit risk, Counterparty credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R01 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 1 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R02 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 2 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R03 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 3 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R04 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 4 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R05 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 5 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R06 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 6 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R07 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 7 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R08 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 8 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R09 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 9 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R10 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 10 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R11 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 11 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R12 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 12 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R13 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 13 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R14 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 14 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R15 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 15 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R16 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 16 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R17 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 17 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R18 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 18 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R19 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 19 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R20 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 20 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R21 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 21 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R22 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 22 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R23 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 23 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R24 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 24 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R25 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 25 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R26 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 26 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R27 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 27 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R28 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 28 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R29 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 29 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R30 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 30 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R31 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 31 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R32 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 32 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R33 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 33 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R34 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 34 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R35 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 35 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R36 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 36 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R37 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 37 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R38 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 38 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R39 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 39 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R40 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 40 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R41 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 41 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R42 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 42 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R43 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 43 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R44 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 44 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R45 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 45 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R46 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 46 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R47 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 47 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R48 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 48 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R49 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 49 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R50 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 50 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R51 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 51 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R52 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 52 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R53 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 53 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R54 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 54 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R55 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 55 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R56 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 56 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R57 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 57 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R58 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 58 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R59 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 59 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R60 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 60 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R61 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 61 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R62 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 62 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R63 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 63 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R64 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 64 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R65 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 65 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R66 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 66 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R67 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 67 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R68 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 68 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R69 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 69 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R70 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 70 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R71 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 71 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R72 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 72 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R73 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 73 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R74 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 74 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R75 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 75 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R76 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 76 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R77 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 77 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R78 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 78 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R79 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 79 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R80 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 80 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R81 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 81 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R82 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 82 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R83 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 83 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R84 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 84 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R85 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 85 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R86 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 86 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R87 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 87 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R88 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 88 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R89 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 89 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R90 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 90 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R91 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 91 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R92 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 92 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R93 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 93 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R94 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 94 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R95 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 95 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R96 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 96 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R97 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 97 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R98 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 98 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_FIRB_x0_R99 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 99 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0002_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0004_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0005_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0006_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0007_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0008_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0009_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral:

Physical collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0010_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0011_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0012_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0013_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0014_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0015_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0016_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0017_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0018_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0019_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0020_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Other facilities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_AT_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | AT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_AU_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | AU | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_BE_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | BE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_BG_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | BG | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_BR_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | BR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_CA_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | CA | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_CH_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | CH | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_CN_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | CN | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_CY_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | CY | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_CZ_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | CZ | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_DE_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | DE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_DK_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | DK | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_EE_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | EE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_ES_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | ES | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_FI_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | FI | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_FR_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | FR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_GB_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | GB | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_GR_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | GR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_HK_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | HK | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_HR_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | HR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_HU_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | HU | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_IE_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | IE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_IL_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | IL | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_IT_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | IT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_JP_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | JP | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_KR_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | KR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_LT_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | LT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_LU_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | LU | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_LV_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | LV | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_MT_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | MT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_NL_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | NL | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_NO_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | NO | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_PL_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | PL | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_PT_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | PT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_RO_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | RO | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_RU_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | RU | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_SE_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | SE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_SG_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | SG | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_SI_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | SI | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_SK_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | SK | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_TR_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | TR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_US_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | US | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_FIRB_x2_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Other countries | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R01 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 1 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R02 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 2 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R03 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 3 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R04 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 4 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R05 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 5 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R06 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 6 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R07 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 7 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R08 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 8 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R09 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 9 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R10 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 10 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R11 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 11 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R12 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 12 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R13 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 13 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R14 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 14 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R15 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 15 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R16 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 16 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R17 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 17 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R18 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 18 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R19 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 19 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R20 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 20 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R21 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 21 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R22 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 22 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R23 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 23 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R24 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 24 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R25 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 25 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R26 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 26 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R27 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 27 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R28 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 28 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R29 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 29 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R30 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 30 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R31 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 31 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R32 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 32 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R33 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 33 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R34 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 34 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R35 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 35 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R36 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 36 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R37 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 37 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R38 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 38 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R39 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 39 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R40 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 40 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R41 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 41 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R42 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 42 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R43 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 43 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R44 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 44 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R45 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 45 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R46 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 46 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R47 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 47 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R48 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 48 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R49 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 49 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R50 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 50 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R51 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 51 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R52 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 52 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R53 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 53 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R54 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 54 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R55 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 55 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R56 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 56 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R57 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 57 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R58 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 58 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R59 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 59 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R60 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 60 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R61 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 61 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R62 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 62 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R63 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 63 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R64 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 64 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R65 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 65 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R66 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 66 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R67 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 67 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R68 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 68 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R69 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 69 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R70 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 70 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R71 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 71 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R72 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 72 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R73 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 73 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R74 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 74 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R75 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 75 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R76 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 76 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R77 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 77 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R78 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 78 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R79 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 79 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R80 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 80 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R81 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 81 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R82 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 82 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R83 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 83 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R84 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 84 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R85 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 85 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R86 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 86 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R87 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 87 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R88 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 88 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R89 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 89 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R90 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 90 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R91 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 91 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R92 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 92 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R93 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 93 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R94 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 94 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R95 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 95 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R96 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 96 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R97 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 97 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R98 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 98 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_FIRB_x0_R99 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 99 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0022_CR_FIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0023_CR_FIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0024_CR_FIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0025_CR_FIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0026_CR_FIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0027_CR_FIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0028_CR_FIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0029_CR_FIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0030_CR_FIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0031_CR_FIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0032_CR_FIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0033_CR_FIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0034_CR_FIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0035_CR_FIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0036_CR_FIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0037_CR_FIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0038_CR_FIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0039_CR_FIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Other facilities | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0040_CR_FIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_AT_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | AT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_AU_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | AU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_BE_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | BE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_BG_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | BG | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_BR_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | BR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_CA_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | CA | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_CH_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | CH | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_CN_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | CN | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_CY_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | CY | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_CZ_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | CZ | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_DE_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | DE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_DK_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | DK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_EE_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | EE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_ES_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | ES | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_FI_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | FI | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_FR_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | FR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_GB_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | GB | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_GR_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | GR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_HK_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | HK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_HR_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | HR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_HU_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | HU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_IE_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | IE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_IL_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | IL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_IT_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | IT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_JP_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | JP | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_KR_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | KR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_LT_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | LT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_LU_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | LU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_LV_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | LV | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_MT_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | MT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_NL_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | NL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_NO_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | NO | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_PL_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | PL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_PT_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | PT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_RO_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | RO | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_RU_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | RU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_SE_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | SE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_SG_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | SG | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_SI_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | SI | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_SK_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | SK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_TR_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | TR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_US_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | US | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_FIRB_x2_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Other countries | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_AT_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | AT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_AU_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | AU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_BE_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | BE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_BG_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | BG | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_BR_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | BR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_CA_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | CA | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_CH_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | CH | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_CN_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | CN | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_CY_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | CY | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_CZ_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | CZ | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_DE_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | DE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_DK_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | DK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_EE_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | EE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_ES_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | ES | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_FI_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | FI | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_FR_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | FR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_GB_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | GB | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_GR_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | GR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_HK_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | HK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_HR_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | HR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_HU_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | HU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_IE_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | IE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_IL_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | IL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_IT_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | IT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_JP_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | JP | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_KR_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | KR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_LT_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | LT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_LU_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | LU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_LV_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | LV | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_MT_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | MT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_NL_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | NL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_NO_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | NO | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_PL_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | PL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_PT_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | PT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_RO_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | RO | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_RU_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | RU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_SE_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | SE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_SG_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | SG | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_SI_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | SI | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_SK_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | SK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_TR_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | TR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_US_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | US | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_FIRB_x2_Rx0 | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Other countries | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R01 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 1 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R02 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 2 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R03 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 3 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R04 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 4 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R05 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 5 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R06 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 6 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R07 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 7 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R08 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 8 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R09 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 9 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R10 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 10 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R11 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 11 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R12 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 12 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R13 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 13 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R14 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 14 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R15 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 15 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R16 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 16 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R17 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 17 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R18 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 18 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R19 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 19 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R20 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 20 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R21 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 21 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R22 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 22 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R23 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 23 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R24 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 24 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R25 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 25 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R26 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 26 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R27 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 27 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R28 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 28 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R29 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 29 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R30 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 30 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R31 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 31 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R32 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 32 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R33 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 33 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R34 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 34 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R35 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 35 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R36 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 36 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R37 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 37 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R38 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 38 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R39 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 39 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R40 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 40 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R41 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 41 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R42 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 42 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R43 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 43 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R44 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 44 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R45 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 45 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R46 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 46 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R47 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 47 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R48 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 48 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R49 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 49 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R50 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 50 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R51 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 51 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R52 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 52 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R53 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 53 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R54 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 54 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R55 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 55 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R56 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 56 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R57 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 57 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R58 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 58 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R59 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 59 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R60 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 60 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R61 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 61 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R62 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 62 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R63 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 63 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R64 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 64 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R65 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 65 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R66 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 66 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R67 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 67 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R68 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 68 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R69 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 69 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R70 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 70 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R71 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 71 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R72 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 72 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R73 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 73 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R74 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 74 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R75 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 75 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R76 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 76 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R77 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 77 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R78 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 78 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R79 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 79 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R80 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 80 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R81 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 81 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R82 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 82 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R83 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 83 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R84 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 84 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R85 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 85 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R86 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 86 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R87 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 87 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R88 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 88 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R89 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 89 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R90 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 90 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R91 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 91 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R92 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 92 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R93 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 93 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R94 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 94 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R95 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 95 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R96 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 96 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R97 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 97 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R98 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 98 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_FIRB_x0_R99 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 99 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0022_CR_FIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0023_CR_FIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0024_CR_FIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0025_CR_FIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0026_CR_FIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0027_CR_FIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0028_CR_FIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0029_CR_FIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0030_CR_FIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0031_CR_FIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0032_CR_FIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0033_CR_FIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0034_CR_FIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0035_CR_FIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0036_CR_FIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0037_CR_FIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0038_CR_FIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0039_CR_FIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Other facilities | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0040_CR_FIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R01 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 1 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R02 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 2 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R03 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 3 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R04 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 4 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R05 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 5 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R06 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 6 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R07 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 7 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R08 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 8 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R09 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 9 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R10 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 10 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R11 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 11 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R12 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 12 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R13 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 13 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R14 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 14 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R15 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 15 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R16 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 16 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R17 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 17 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R18 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 18 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R19 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 19 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R20 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 20 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R21 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 21 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R22 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 22 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R23 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 23 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R24 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 24 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R25 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 25 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R26 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 26 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R27 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 27 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R28 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 28 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R29 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 29 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R30 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 30 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R31 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 31 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R32 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 32 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R33 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 33 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R34 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 34 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R35 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 35 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R36 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 36 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R37 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 37 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R38 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 38 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R39 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 39 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R40 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 40 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R41 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 41 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R42 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 42 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R43 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 43 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R44 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 44 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R45 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 45 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R46 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 46 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R47 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 47 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R48 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 48 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R49 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 49 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R50 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 50 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R51 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 51 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R52 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 52 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R53 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 53 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R54 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 54 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R55 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 55 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R56 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 56 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R57 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 57 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R58 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 58 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R59 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 59 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R60 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 60 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R61 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 61 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R62 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 62 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R63 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 63 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R64 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 64 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R65 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 65 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R66 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 66 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R67 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 67 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R68 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 68 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R69 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 69 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R70 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 70 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R71 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 71 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R72 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 72 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R73 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 73 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R74 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 74 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R75 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 75 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R76 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 76 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R77 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 77 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R78 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 78 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R79 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 79 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R80 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 80 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R81 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 81 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R82 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 82 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R83 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 83 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R84 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 84 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R85 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 85 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R86 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 86 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R87 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 87 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R88 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 88 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R89 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 89 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R90 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 90 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R91 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 91 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R92 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 92 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R93 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 93 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R94 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 94 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R95 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 95 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R96 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 96 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R97 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 97 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R98 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 98 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_FIRB_x0_R99 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 99 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0042_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R01 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 1 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R02 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 2 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R03 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 3 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R04 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 4 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R05 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 5 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R06 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 6 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R07 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 7 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R08 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 8 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R09 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 9 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R10 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 10 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R11 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 11 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R12 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 12 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R13 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 13 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R14 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 14 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R15 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 15 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R16 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 16 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R17 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 17 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R18 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 18 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R19 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 19 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R20 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 20 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R21 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 21 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R22 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 22 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R23 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 23 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R24 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 24 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R25 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 25 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R26 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 26 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R27 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 27 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R28 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 28 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R29 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 29 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R30 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 30 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R31 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 31 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not

applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R32 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 32 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R33 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 33 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R34 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 34 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R35 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 35 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R36 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 36 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R37 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 37 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R38 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 38 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R39 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 39 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R40 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 40 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R41 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 41 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R42 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 42 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R43 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 43 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R44 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 44 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R45 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 45 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R46 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 46 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R47 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 47 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R48 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 48 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R49 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 49 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R50 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 50 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R51 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 51 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R52 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 52 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R53 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 53 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R54 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 54 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R55 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 55 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R56 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 56 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R57 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 57 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R58 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 58 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R59 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 59 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R60 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 60 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R61 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 61 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R62 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 62 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R63 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 63 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R64 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 64 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R65 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 65 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R66 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 66 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R67 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 67 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R68 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 68 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R69 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 69 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R70 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 70 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R71 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 71 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R72 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 72 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R73 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 73 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R74 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 74 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R75 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 75 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R76 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 76 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R77 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 77 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R78 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 78 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R79 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 79 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R80 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 80 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R81 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 81 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R82 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 82 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R83 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 83 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R84 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 84 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R85 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 85 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R86 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 86 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R87 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 87 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R88 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 88 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R89 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 89 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R90 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 90 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R91 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 91 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R92 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 92 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R93 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 93 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R94 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 94 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R95 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 95 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R96 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 96 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R97 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 97 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R98 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 98 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_FIRB_x0_R99 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 99 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0045_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0047_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0048_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0049_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0050_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0051_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0052_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0053_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0054_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0055_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0056_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0057_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0058_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0059_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0060_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0061_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0062_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0063_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Other facilities | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0064_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0065_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0066_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0067_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0068_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0069_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral:

Physical collateral | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0070_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0071_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0072_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0073_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0074_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0075_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0076_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0077_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0078_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0079_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0080_CR_FIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Other facilities | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_AT_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | AT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_AU_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | AU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_BE_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | BE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_BG_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | BG | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_BR_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | BR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_CA_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | CA | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_CH_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | CH | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_CN_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | CN | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_CY_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | CY | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_CZ_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | CZ | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_DE_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | DE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_DK_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | DK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_EE_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | EE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_ES_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | ES | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_FI_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | FI | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_FR_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | FR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_GB_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | GB | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_GR_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | GR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_HK_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | HK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_HR_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | HR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_HU_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | HU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_IE_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | IE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_IL_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | IL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_IT_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | IT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_JP_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | JP | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_KR_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | KR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_LT_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | LT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_LU_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | LU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_LV_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | LV | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_MT_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | MT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_NL_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | NL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_NO_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | NO | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_PL_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | PL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_PT_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | PT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_RO_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | RO | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_RU_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | RU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_SE_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | SE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_SG_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | SG | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_SI_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | SI | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_SK_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | SK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_TR_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | TR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_US_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | US | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_FIRB_x2_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Other countries | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_AT_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | AT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_AU_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | AU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_BE_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | BE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_BG_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | BG | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_BR_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | BR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_CA_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | CA | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_CH_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | CH | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_CN_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | CN | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_CY_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | CY | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_CZ_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | CZ | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_DE_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | DE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_DK_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | DK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_EE_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | EE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_ES_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | ES | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_FI_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | FI | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_FR_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | FR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_GB_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | GB | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_GR_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | GR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_HK_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | HK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_HR_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | HR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_HU_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | HU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_IE_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | IE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_IL_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | IL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_IT_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | IT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_JP_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | JP | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_KR_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | KR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_LT_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | LT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_LU_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | LU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_LV_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | LV | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_MT_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | MT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_NL_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | NL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_NO_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | NO | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_PL_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | PL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_PT_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | PT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_RO_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | RO | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_RU_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | RU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_SE_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | SE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_SG_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | SG | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_SI_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | SI | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_SK_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | SK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_TR_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | TR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_US_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | US | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_FIRB_x2_Rx0 | Institutions | Credit risk and free deliveries | Foundation IRB approach | Other countries | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R01 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 1 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R02 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 2 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R03 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 3 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R04 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 4 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R05 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 5 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R06 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 6 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R07 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 7 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R08 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 8 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R09 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 9 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R10 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 10 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R11 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 11 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R12 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 12 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R13 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 13 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R14 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 14 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R15 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 15 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R16 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 16 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R17 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 17 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R18 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 18 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R19 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 19 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R20 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 20 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R21 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 21 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R22 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 22 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R23 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 23 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R24 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 24 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R25 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 25 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R26 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 26 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R27 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 27 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R28 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 28 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R29 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 29 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R30 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 30 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R31 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 31 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R32 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 32 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R33 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 33 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R34 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 34 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R35 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 35 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R36 | Sovereign | Credit risk and free deliveries |

Foundation IRB approach | Not applicable | Rating 36 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R37 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 37 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R38 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 38 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R39 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 39 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R40 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 40 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R41 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 41 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R42 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 42 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R43 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 43 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R44 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 44 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R45 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 45 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R46 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 46 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R47 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 47 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R48 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 48 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R49 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 49 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R50 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 50 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R51 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 51 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R52 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 52 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R53 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 53 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R54 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 54 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R55 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 55 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R56 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 56 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R57 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 57 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R58 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 58 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R59 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 59 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R60 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 60 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R61 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 61 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R62 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 62 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R63 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 63 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R64 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 64 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R65 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 65 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R66 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 66 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R67 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 67 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R68 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 68 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R69 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 69 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R70 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 70 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R71 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 71 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R72 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 72 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R73 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 73 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R74 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 74 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R75 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 75 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R76 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 76 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R77 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 77 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R78 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 78 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R79 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 79 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R80 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 80 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R81 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 81 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R82 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 82 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R83 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 83 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R84 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 84 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R85 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 85 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R86 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 86 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R87 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 87 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R88 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 88 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R89 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 89 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R90 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 90 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R91 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 91 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R92 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 92 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R93 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 93 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R94 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 94 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R95 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 95 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R96 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 96 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R97 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 97 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R98 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 98 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_FIRB_x0_R99 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 99 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0042_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R01 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 1 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R02 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 2 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R03 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 3 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R04 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 4 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R05 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 5 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R06 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 6 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R07 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 7 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R08 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 8 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R09 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 9 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R10 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 10 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R11 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 11 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R12 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 12 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R13 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 13 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R14 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 14 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R15 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 15 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R16 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 16 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R17 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 17 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R18 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 18 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R19 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 19 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R20 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 20 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R21 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 21 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R22 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 22 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R23 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 23 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R24 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 24 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R25 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 25 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R26 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 26 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R27 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 27 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R28 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 28 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R29 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 29 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R30 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 30 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R31 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 31 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R32 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 32 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R33 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 33 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R34 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 34 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R35 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 35 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R36 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 36 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R37 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 37 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R38 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 38 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R39 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 39 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R40 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 40 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R41 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 41 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R42 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 42 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R43 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 43 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R44 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 44 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R45 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 45 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R46 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 46 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R47 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 47 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R48 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 48 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R49 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 49 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R50 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 50 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R51 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 51 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R52 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 52 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R53 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 53 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R54 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 54 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R55 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 55 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R56 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 56 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R57 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 57 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R58 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 58 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility |

Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R59 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 59 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R60 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 60 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R61 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 61 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R62 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 62 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R63 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 63 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R64 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 64 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R65 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 65 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R66 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 66 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R67 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 67 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R68 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 68 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R69 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 69 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R70 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 70 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R71 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 71 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R72 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 72 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R73 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 73 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R74 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 74 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R75 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 75 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R76 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 76 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R77 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 77 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R78 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 78 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R79 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 79 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R80 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 80 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R81 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 81 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R82 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 82 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R83 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 83 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R84 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 84 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R85 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 85 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R86 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 86 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R87 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 87 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R88 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 88 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R89 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 89 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R90 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 90 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R91 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 91 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R92 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 92 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R93 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 93 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R94 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 94 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R95 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 95 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R96 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 96 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R97 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 97 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R98 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 98 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_FIRB_x0_R99 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 99 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0045_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0047_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0048_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0049_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0050_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0051_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0052_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0053_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0054_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0055_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0056_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0057_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0058_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0059_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0060_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0061_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0062_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0063_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Other facilities | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0064_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0065_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0066_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0067_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0068_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0069_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral:

Physical collateral | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0070_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0071_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0072_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0073_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0074_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0075_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0076_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0077_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0078_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0079_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0080_CR_FIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Other facilities | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_AT_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | AT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_AU_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | AU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_BE_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | BE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_BG_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | BG | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_BR_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | BR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_CA_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | CA | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_CH_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | CH | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_CN_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | CN | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_CY_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | CY | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_CZ_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | CZ | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_DE_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | DE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_DK_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | DK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_EE_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | EE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_ES_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | ES | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_FI_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | FI | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_FR_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | FR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_GB_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | GB | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_GR_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | GR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_HK_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | HK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_HR_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | HR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_HU_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | HU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_IE_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | IE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_IL_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | IL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_IT_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | IT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_JP_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | JP | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_KR_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | KR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_LT_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | LT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_LU_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | LU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_LV_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | LV | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_MT_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | MT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_NL_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | NL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_NO_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | NO | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_PL_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | PL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_PT_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | PT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_RO_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | RO | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_RU_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | RU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_SE_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | SE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_SG_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | SG | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_SI_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | SI | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_SK_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | SK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_TR_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | TR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_US_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | US | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_FIRB_x2_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Other countries | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_AT_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | AT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_AU_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | AU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_BE_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | BE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_BG_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | BG | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_BR_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | BR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_CA_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | CA | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_CH_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | CH | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_CN_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | CN | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_CY_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | CY | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_CZ_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | CZ | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_DE_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | DE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_DK_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | DK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_EE_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | EE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_ES_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | ES | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_FI_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | FI | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_FR_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | FR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_GB_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | GB | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_GR_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | GR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_HK_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | HK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_HR_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | HR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_HU_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | HU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_IE_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | IE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_IL_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | IL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_IT_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | IT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_JP_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | JP | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_KR_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | KR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_LT_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | LT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_LU_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | LU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_LV_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | LV | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_MT_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | MT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_NL_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | NL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_NO_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | NO | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_PL_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | PL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_PT_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | PT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_RO_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | RO | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_RU_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | RU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_SE_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | SE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_SG_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | SG | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_SI_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | SI | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_SK_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | SK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_TR_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | TR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_US_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | US | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_FIRB_x2_Rx0 | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Other countries | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R01 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R02 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R03 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R04 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R05 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R06 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R07 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R08 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R09 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R10 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R11 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R12 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R13 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R14 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R15 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R16 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R17 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R18 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R19 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R20 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R21 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R22 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R23 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R24 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R25 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R26 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R27 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R28 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R29 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R30 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R31 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R32 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R33 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R34 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R35 | Institutions | Credit risk and

free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R36 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R37 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R38 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R39 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R40 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R41 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R42 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R43 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R44 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R45 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R46 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R47 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R48 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R49 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R50 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R51 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R52 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R53 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R54 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 54 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R55 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 55 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R56 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 56 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R57 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 57 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R58 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 58 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R59 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 59 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R60 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 60 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R61 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 61 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R62 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 62 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R63 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 63 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R64 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 64 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R65 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 65 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R66 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 66 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R67 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 67 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R68 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 68 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R69 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 69 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R70 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 70 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R71 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 71 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R72 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 72 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R73 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 73 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R74 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 74 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R75 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 75 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R76 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 76 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R77 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 77 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R78 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R79 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R80 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 80 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R81 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 81 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R82 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 82 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R83 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 83 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R84 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R85 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R86 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R87 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R88 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R89 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R90 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R91 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R92 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R93 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R94 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R95 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R96 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R97 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R98 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CR_AIRB_x0_R99 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0002_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0004_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0005_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0006_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0007_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0008_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0009_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0010_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0011_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0012_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0013_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0014_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0015_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0016_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0017_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0018_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0019_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0020_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Other facilities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_AT_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_AU_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_BE_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_BG_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_BR_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_CA_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_CH_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_CN_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_CY_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_CZ_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_DE_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_DK_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_EE_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_ES_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_FI_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_FR_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_GB_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_GR_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_HK_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_HR_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_HU_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_IE_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_IL_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_IT_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_JP_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_KR_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_LT_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_LU_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_LV_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_MT_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_NL_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_NO_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_PL_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_PT_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_RO_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_RU_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_SE_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_SG_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_SI_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_SK_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_TR_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_US_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CR_AIRB_x2_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R01 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R02 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R03 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R04 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R05 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R06 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R07 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R08 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R09 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R10 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R11 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R12 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R13 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R14 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R15 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R16 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R17 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R18 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R19 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R20 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R21 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R22 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R23 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R24 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R25 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R26 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R27 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R28 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R29 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R30 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R31 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R32 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R33 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R34 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R35 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R36 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R37 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R38 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R39 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R40 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R41 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R42 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R43 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R44 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R45 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R46 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R47 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R48 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R49 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R50 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R51 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R52 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R53 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R54 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 54 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R55 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 55 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R56 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 56 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R57 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 57 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R58 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 58 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R59 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 59 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R60 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 60 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R61 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 61 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R62 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 62 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R63 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 63 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R64 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 64 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R65 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 65 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R66 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 66 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R67 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 67 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R68 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 68 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R69 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 69 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R70 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 70 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R71 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 71 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R72 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 72 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R73 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 73 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R74 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 74 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R75 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 75 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R76 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 76 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R77 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 77 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R78 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R79 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R80 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 80 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R81 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 81 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R82 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 82 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R83 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 83 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R84 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R85 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R86 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R87 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R88 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R89 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R90 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R91 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R92 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R93 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R94 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R95 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R96 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R97 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R98 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_AIRB_x0_R99 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0022_CR_AIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0023_CR_AIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0024_CR_AIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0025_CR_AIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0026_CR_AIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0027_CR_AIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0028_CR_AIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0029_CR_AIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0030_CR_AIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0031_CR_AIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0032_CR_AIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0033_CR_AIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0034_CR_AIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0035_CR_AIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0036_CR_AIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0037_CR_AIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0038_CR_AIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0039_CR_AIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Other facilities | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0040_CR_AIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_AT_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_AU_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_BE_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_BG_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_BR_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_CA_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_CH_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_CN_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_CY_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_CZ_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_DE_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_DK_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_EE_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_ES_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_FI_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_FR_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_GB_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_GR_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_HK_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_HR_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_HU_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_IE_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_IL_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_IT_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_JP_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_KR_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_LT_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_LU_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_LV_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_MT_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_NL_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_NO_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_PL_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_PT_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_RO_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_RU_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_SE_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_SG_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_SI_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_SK_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_TR_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_US_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_AIRB_x2_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_x0_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_AT_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_AU_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_BE_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_BG_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_BR_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_CA_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_CH_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_CN_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_CY_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_CZ_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_DE_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_DK_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_EE_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_ES_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_FI_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_FR_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_GB_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_GR_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_HK_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_HR_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_HU_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_IE_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_IL_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_IT_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_JP_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_KR_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_LT_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_LU_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_LV_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_MT_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_NL_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_NO_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_PL_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_PT_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_RO_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_RU_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_SE_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_SG_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_SI_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_SK_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_TR_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_US_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_AIRB_x2_Rx0 | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R01 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R02 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R03 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R04 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R05 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R06 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R07 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R08 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R09 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R10 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R11 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R12 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R13 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R14 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R15 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R16 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R17 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R18 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R19 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R20 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R21 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R22 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R23 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R24 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R25 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R26 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R27 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R28 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R29 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R30 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R31 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R32 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R33 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R34 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R35 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R36 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R37 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R38 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R39 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R40 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R41 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R42 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R43 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R44 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R45 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R46 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R47 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R48 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R49 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R50 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R51 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R52 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R53 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R54 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 54 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R55 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 55 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R56 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 56 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R57 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 57 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R58 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 58 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R59 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 59 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R60 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 60 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R61 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 61 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R62 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 62 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R63 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 63 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R64 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 64 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R65 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 65 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R66 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 66 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R67 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 67 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R68 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 68 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R69 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 69 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R70 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 70 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R71 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 71 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R72 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 72 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R73 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 73 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R74 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 74 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R75 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 75 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R76 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 76 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R77 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 77 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R78 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R79 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R80 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 80 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R81 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 81 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R82 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 82 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R83 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 83 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R84 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R85 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R86 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R87 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R88 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R89 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R90 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R91 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R92 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R93 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R94 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R95 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R96 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R97 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R98 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_AIRB_x0_R99 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0022_CR_AIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0023_CR_AIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0024_CR_AIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0025_CR_AIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable CS_LCO_0026_CR_AIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0027_CR_AIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0028_CR_AIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0029_CR_AIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0030_CR_AIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0031_CR_AIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0032_CR_AIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0033_CR_AIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0034_CR_AIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0035_CR_AIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0036_CR_AIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0037_CR_AIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0038_CR_AIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0039_CR_AIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Other facilities | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0040_CR_AIRB_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R01 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R02 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R03 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R04 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R05 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R06 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R07 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R08 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R09 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R10 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R11 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R12 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R13 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R14 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R15 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R16 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R17 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R18 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R19 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R20 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R21 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R22 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R23 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R24 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R25 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R26 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R27 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R28 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R29 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R30 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R31 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R32 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R33 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R34 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R35 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R36 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R37 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R38 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R39 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R40 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R41 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R42 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R43 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R44 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R45 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R46 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R47 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R48 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R49 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R50 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R51 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R52 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R53 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R54 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 54 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R55 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 55 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R56 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 56 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R57 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 57 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R58 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 58 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R59 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 59 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R60 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 60 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R61 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 61 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R62 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 62 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R63 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 63 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R64 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 64 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R65 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 65 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R66 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 66 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R67 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 67 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R68 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 68 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R69 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 69 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R70 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 70 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R71 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 71 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R72 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 72 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R73 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 73 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R74 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 74 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R75 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 75 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R76 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 76 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R77 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 77 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R78 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R79 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R80 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 80 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R81 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 81 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R82 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 82 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R83 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 83 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R84 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R85 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R86 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R87 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R88 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R89 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R90 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R91 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R92 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R93 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R94 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R95 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R96 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R97 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R98 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CR_AIRB_x0_R99 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0042_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R01 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R02 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R03 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R04 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R05 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R06 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R07 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R08 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R09 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R10 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R11 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R12 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R13 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R14 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R15 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R16 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R17 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R18 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R19 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R20 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R21 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R22 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R23 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R24 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R25 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R26 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R27 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R28 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R29 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R30 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R31 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R32 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Institutions | Other financial corporations | Non-defaulted | Drawn credit

facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R33 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R34 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R35 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R36 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R37 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R38 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R39 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R40 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R41 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R42 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R43 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R44 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R45 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R46 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R47 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R48 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R49 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R50 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R51 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R52 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R53 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R54 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 54 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R55 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 55 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R56 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 56 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R57 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 57 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R58 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 58 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R59 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 59 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R60 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 60 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R61 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 61 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R62 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 62 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R63 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 63 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R64 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 64 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R65 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 65 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R66 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 66 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R67 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 67 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R68 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 68 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R69 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 69 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R70 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 70 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R71 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 71 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R72 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 72 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R73 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 73 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R74 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 74 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R75 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 75 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R76 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 76 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R77 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 77 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R78 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R79 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R80 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 80 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R81 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 81 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R82 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 82 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R83 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 83 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R84 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R85 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R86 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R87 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R88 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R89 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R90 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R91 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R92 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R93 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R94 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R95 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R96 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R97 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R98 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CR_AIRB_x0_R99 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0045_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0047_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0048_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0049_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0050_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0051_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0052_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0053_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0054_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0055_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0056_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0057_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0058_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0059_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0060_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0061_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0062_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0063_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Other facilities | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0064_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0065_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0066_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0067_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0068_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0069_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral:

Physical collateral | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0070_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0071_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0072_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0073_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0074_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0075_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0076_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0077_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0078_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0079_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0080_CR_AIRB_x0_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Other facilities | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_AT_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_AU_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_BE_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_BG_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_BR_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_CA_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_CH_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_CN_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_CY_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_CZ_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_DE_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_DK_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_EE_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_ES_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_FI_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_FR_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_GB_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_GR_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_HK_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_HR_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_HU_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_IE_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_IL_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_IT_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_JP_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_KR_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_LT_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_LU_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_LV_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_MT_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_NL_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_NO_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_PL_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_PT_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_RO_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_RU_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_SE_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_SG_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_SI_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_SK_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_TR_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_US_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CR_AIRB_x2_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_AT_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_AU_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_BE_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_BG_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_BR_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_CA_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_CH_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_CN_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_CY_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_CZ_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_DE_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_DK_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_EE_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_ES_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_FI_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_FR_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_GB_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_GR_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_HK_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_HR_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_HU_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_IE_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_IL_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_IT_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_JP_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_KR_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_LT_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_LU_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_LV_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_MT_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_NL_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_NO_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_PL_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_PT_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_RO_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_RU_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_SE_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_SG_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_SI_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_SK_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_TR_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_US_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CR_AIRB_x2_Rx0 | Institutions | Credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R01 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R02 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R03 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R04 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R05 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R06 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R07 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R08 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R09 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R10 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R11 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R12 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R13 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R14 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R15 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R16 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R17 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R18 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R19 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R20 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R21 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R22 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R23 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R24 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R25 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R26 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R27 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R28 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R29 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R30 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R31 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R32 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R33 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R34 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R35 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R36 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not

applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R37 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R38 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R39 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R40 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R41 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R42 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R43 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R44 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R45 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R46 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R47 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R48 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R49 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R50 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R51 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R52 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R53 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R54 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 54 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R55 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 55 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R56 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 56 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R57 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 57 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R58 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 58 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R59 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 59 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R60 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 60 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R61 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 61 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R62 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 62 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R63 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 63 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R64 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 64 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R65 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 65 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R66 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 66 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R67 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 67 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R68 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 68 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R69 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 69 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R70 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 70 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R71 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 71 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R72 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 72 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R73 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 73 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R74 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 74 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R75 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 75 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R76 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 76 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R77 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 77 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R78 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R79 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R80 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 80 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R81 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 81 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R82 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 82 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R83 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 83 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R84 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R85 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R86 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R87 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R88 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R89 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R90 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R91 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R92 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R93 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R94 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R95 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R96 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R97 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R98 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CR_AIRB_x0_R99 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0042_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R01 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R02 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R03 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R04 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R05 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R06 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R07 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R08 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R09 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R10 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R11 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R12 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R13 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R14 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R15 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R16 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R17 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R18 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R19 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R20 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R21 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R22 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R23 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R24 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R25 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R26 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R27 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R28 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R29 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R30 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R31 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R32 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R33 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R34 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R35 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R36 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R37 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R38 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R39 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R40 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R41 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R42 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R43 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R44 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R45 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R46 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R47 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R48 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R49 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R50 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R51 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R52 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R53 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R54 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 54 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R55 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 55 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R56 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 56 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R57 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 57 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R58 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 58 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R59 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 59 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable

GG_SOV_0044_CR_AIRB_x0_R60 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 60 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R61 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 61 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R62 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 62 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R63 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 63 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R64 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 64 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R65 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 65 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R66 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 66 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R67 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 67 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R68 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 68 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R69 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 69 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R70 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 70 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R71 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 71 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R72 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 72 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R73 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 73 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R74 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 74 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R75 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 75 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R76 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 76 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R77 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 77 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R78 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R79 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R80 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 80 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R81 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 81 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R82 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 82 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R83 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 83 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R84 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R85 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R86 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R87 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R88 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R89 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R90 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R91 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R92 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R93 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R94 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R95 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R96 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R97 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R98 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CR_AIRB_x0_R99 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0045_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0047_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0048_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0049_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0050_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0051_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0052_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0053_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0054_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0055_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0056_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0057_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0058_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0059_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0060_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0061_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0062_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0063_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Other facilities | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0064_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0065_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0066_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0067_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0068_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0069_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral:

Physical collateral | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0070_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0071_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0072_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0073_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0074_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0075_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0076_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0077_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0078_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0079_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0080_CR_AIRB_x0_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Other facilities | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_AT_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_AU_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_BE_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_BG_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_BR_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_CA_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_CH_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_CN_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_CY_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_CZ_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_DE_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_DK_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_EE_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_ES_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_FI_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_FR_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_GB_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_GR_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_HK_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_HR_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_HU_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_IE_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_IL_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_IT_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_JP_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_KR_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_LT_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_LU_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_LV_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_MT_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_NL_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_NO_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_PL_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_PT_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_RO_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_RU_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_SE_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_SG_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_SI_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_SK_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_TR_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_US_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CR_AIRB_x2_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_AT_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_AU_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_BE_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_BG_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_BR_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_CA_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_CH_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_CN_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_CY_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_CZ_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_DE_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_DK_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_EE_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_ES_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_FI_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_FR_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_GB_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_GR_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_HK_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_HR_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_HU_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_IE_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_IL_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_IT_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_JP_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_KR_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_LT_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_LU_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_LV_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_MT_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_NL_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_NO_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_PL_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_PT_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_RO_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_RU_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_SE_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_SG_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_SI_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_SK_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_TR_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_US_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CR_AIRB_x2_Rx0 | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R01 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 1 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R02 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 2 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R03 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 3 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R04 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 4 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R05 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 5 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R06 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 6 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R07 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 7 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R08 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 8 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R09 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 9 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R10 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 10 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R11 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 11 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R12 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 12 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R13 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 13 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R14 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 14 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R15 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 15 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R16 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 16 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R17 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 17 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R18 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 18 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R19 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 19 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R20 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 20 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R21 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 21 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R22 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 22 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R23 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 23 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R24 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 24 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R25 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 25 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R26 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 26 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R27 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 27 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R28 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 28 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R29 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 29 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R30 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 30 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R31 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 31 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R32 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 32 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R33 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 33 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R34 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 34 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R35 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 35 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R36 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 36 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R37 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 37 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R38 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 38 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R39 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 39 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R40 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 40 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R41 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 41 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R42 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 42 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R43 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 43 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R44 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 44 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R45 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 45 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R46 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 46 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R47 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 47 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R48 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 48 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R49 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 49 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R50 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 50 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R51 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 51 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R52 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 52 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R53 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 53 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R54 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 54 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R55 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 55 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R56 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 56 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R57 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 57 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R58 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 58 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R59 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 59 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R60 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 60 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R61 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 61 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R62 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 62 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R63 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 63 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R64 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 64 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R65 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 65 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R66 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 66 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R67 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 67 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R68 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 68 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R69 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 69 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R70 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 70 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R71 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 71 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R72 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 72 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R73 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 73 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R74 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 74 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R75 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 75 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R76 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 76 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R77 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 77 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R78 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 78 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R79 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 79 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R80 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 80 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R81 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 81 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R82 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 82 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R83 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 83 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R84 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 84 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R85 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 85 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R86 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 86 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R87 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 87 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R88 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 88 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R89 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 89 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R90 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 90 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R91 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 91 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R92 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 92 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R93 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 93 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R94 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 94 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R95 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 95 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R96 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 96 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R97 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 97 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R98 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 98 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CR_SLSC_x0_R99 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 99 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0022_CR_SLSC_x0_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0023_CR_SLSC_x0_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0024_CR_SLSC_x0_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0025_CR_SLSC_x0_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0026_CR_SLSC_x0_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0027_CR_SLSC_x0_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0028_CR_SLSC_x0_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0029_CR_SLSC_x0_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0030_CR_SLSC_x0_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0031_CR_SLSC_x0_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0032_CR_SLSC_x0_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0033_CR_SLSC_x0_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0034_CR_SLSC_x0_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0035_CR_SLSC_x0_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0036_CR_SLSC_x0_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0037_CR_SLSC_x0_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0038_CR_SLSC_x0_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0039_CR_SLSC_x0_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Other facilities | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0040_CR_SLSC_x0_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_x0_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_AT_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | AT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_AU_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | AU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_BE_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | BE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_BG_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | BG | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_BR_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | BR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_CA_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | CA | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_CH_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | CH | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_CN_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | CN | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_CY_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | CY | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_CZ_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | CZ | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_DE_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | DE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_DK_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | DK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_EE_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | EE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_ES_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | ES | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_FI_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | FI | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_FR_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | FR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_GB_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | GB | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_GR_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | GR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_HK_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | HK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_HR_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | HR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_HU_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | HU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_IE_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | IE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_IL_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | IL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_IT_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | IT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_JP_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | JP | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_KR_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | KR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_LT_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | LT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_LU_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | LU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_LV_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | LV | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_MT_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | MT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_NL_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | NL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_NO_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | NO | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_PL_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | PL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_PT_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | PT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_RO_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | RO | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_RU_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | RU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_SE_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | SE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_SG_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | SG | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_SI_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | SI | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_SK_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | SK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_TR_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | TR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_US_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | US | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CR_SLSC_x2_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Other countries | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_x0_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_AT_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | AT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_AU_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | AU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_BE_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | BE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_BG_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | BG | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_BR_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | BR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_CA_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | CA | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_CH_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | CH | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_CN_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | CN | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_CY_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | CY | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_CZ_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | CZ | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_DE_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | DE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_DK_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | DK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_EE_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | EE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_ES_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | ES | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_FI_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | FI | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_FR_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | FR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_GB_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | GB | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_GR_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | GR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_HK_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | HK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_HR_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | HR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_HU_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | HU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_IE_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | IE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_IL_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | IL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_IT_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | IT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_JP_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | JP | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_KR_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | KR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_LT_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | LT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_LU_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | LU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_LV_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | LV | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_MT_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | MT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_NL_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | NL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_NO_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | NO | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_PL_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | PL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_PT_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | PT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_RO_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | RO | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_RU_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | RU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_SE_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | SE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_SG_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | SG | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_SI_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | SI | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_SK_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | SK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_TR_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | TR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_US_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | US | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CR_SLSC_x2_Rx0 | Large corporate | Credit risk and free deliveries | Specialized lending slotting criteria | Other countries | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R01 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 1 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R02 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 2 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R03 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 3 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R04 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 4 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R05 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 5 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R06 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 6 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R07 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 7 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R08 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 8 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R09 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 9 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R10 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 10 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R11 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 11 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R12 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 12 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R13 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 13 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R14 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 14 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R15 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 15 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R16 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 16 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R17 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 17 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R18 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 18 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R19 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 19 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R20 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 20 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R21 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 21 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R22 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 22 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R23 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 23 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R24 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 24 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R25 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 25 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R26 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 26 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R27 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 27 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R28 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 28 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R29 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 29 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R30 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 30 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R31 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 31 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R32 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 32 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R33 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 33 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R34 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 34 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R35 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 35 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R36 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 36 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R37 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 37 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R38 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 38 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R39 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 39 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R40 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 40 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R41 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 41 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R42 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 42 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R43 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 43 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R44 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 44 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R45 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 45 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R46 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 46 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R47 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 47 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R48 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 48 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R49 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 49 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R50 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 50 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R51 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 51 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R52 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 52 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R53 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 53 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R54 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 54 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R55 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 55 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R56 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 56 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R57 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 57 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R58 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 58 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R59 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 59 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R60 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 60 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R61 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 61 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R62 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 62 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R63 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 63 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R64 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 64 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R65 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 65 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R66 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 66 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R67 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 67 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R68 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 68 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R69 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 69 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R70 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 70 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R71 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 71 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R72 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 72 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R73 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 73 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R74 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 74 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R75 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 75 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R76 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 76 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R77 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 77 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R78 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 78 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R79 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 79 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R80 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 80 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R81 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 81 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R82 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 82 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R83 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 83 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R84 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 84 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R85 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 85 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R86 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 86 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R87 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 87 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R88 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 88 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R89 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 89 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R90 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 90 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R91 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 91 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R92 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 92 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R93 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 93 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R94 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 94 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R95 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 95 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R96 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 96 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R97 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 97 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R98 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 98 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CR_SLSC_x0_R99 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Rating 99 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0022_CR_SLSC_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0023_CR_SLSC_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0024_CR_SLSC_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable CS_LCO_0025_CR_SLSC_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0026_CR_SLSC_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0027_CR_SLSC_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0028_CR_SLSC_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0029_CR_SLSC_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0030_CR_SLSC_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0031_CR_SLSC_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0032_CR_SLSC_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0033_CR_SLSC_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0034_CR_SLSC_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0035_CR_SLSC_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0036_CR_SLSC_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0037_CR_SLSC_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0038_CR_SLSC_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0039_CR_SLSC_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Other facilities | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0040_CR_SLSC_x0_Rx0 | Large corporate sample | Credit risk and free deliveries | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R01 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 1 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R02 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 2 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R03 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 3 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R04 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 4 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R05 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 5 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R06 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 6 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R07 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 7 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R08 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 8 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R09 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 9 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R10 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 10 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R11 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 11 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R12 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 12 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R13 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 13 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R14 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 14 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R15 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 15 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R16 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 16 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R17 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 17 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R18 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 18 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R19 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 19 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R20 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 20 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R21 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 21 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R22 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 22 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R23 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 23 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R24 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 24 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R25 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 25 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R26 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 26 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R27 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 27 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R28 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 28 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R29 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 29 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R30 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 30 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R31 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 31 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R32 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 32 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R33 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 33 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R34 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 34 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R35 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 35 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R36 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 36 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R37 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 37 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R38 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 38 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R39 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 39 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R40 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 40 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R41 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 41 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R42 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 42 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R43 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 43 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R44 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 44 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R45 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 45 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R46 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 46 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R47 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 47 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R48 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 48 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R49 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 49 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R50 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 50 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R51 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 51 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R52 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 52 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R53 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 53 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R54 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 54 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R55 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 55 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R56 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 56 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R57 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 57 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R58 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 58 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R59 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 59 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R60 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 60 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R61 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 61 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R62 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 62 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R63 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 63 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R64 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 64 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R65 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 65 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R66 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 66 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R67 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 67 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R68 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 68 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R69 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 69 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R70 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 70 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R71 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 71 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R72 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 72 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R73 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 73 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R74 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 74 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R75 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 75 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R76 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 76 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R77 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 77 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R78 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 78 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R79 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 79 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R80 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 80 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R81 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 81 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R82 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 82 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R83 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 83 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R84 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 84 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R85 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 85 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R86 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 86 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R87 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 87 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R88 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 88 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R89 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 89 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R90 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 90 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R91 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 91 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R92 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 92 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R93 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 93 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R94 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 94 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R95 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 95 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R96 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 96 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R97 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 97 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R98 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 98 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_FIRB_x0_R99 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 99 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0002_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0004_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0005_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0006_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0007_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0008_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0009_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral:

Physical collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0010_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0011_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0012_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0013_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0014_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0015_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0016_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0017_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0018_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0019_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0020_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Other facilities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_AT_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | AT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_AU_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | AU | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_BE_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | BE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_BG_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | BG | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_BR_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | BR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_CA_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | CA | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_CH_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | CH | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_CN_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | CN | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_CY_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | CY | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_CZ_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | CZ | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_DE_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | DE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_DK_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | DK | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_EE_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | EE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_ES_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | ES | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_FI_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | FI | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_FR_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | FR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_GB_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | GB | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_GR_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | GR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_HK_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | HK | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_HR_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | HR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_HU_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | HU | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_IE_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | IE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_IL_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | IL | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_IT_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | IT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_JP_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | JP | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_KR_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | KR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_LT_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | LT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_LU_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | LU | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_LV_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | LV | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_MT_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | MT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_NL_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | NL | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_NO_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | NO | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_PL_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | PL | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_PT_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | PT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_RO_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | RO | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_RU_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | RU | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_SE_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | SE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_SG_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | SG | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_SI_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | SI | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_SK_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | SK | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_TR_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | TR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_US_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | US | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_FIRB_x2_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Other countries | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R01 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 1 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R02 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 2 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R03 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 3 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R04 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 4 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R05 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 5 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R06 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 6 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R07 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 7 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R08 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 8 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R09 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 9 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R10 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 10 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R11 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 11 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R12 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 12 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R13 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 13 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R14 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 14 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R15 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 15 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R16 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 16 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R17 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 17 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R18 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 18 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R19 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 19 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R20 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 20 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R21 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 21 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R22 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 22 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R23 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 23 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R24 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 24 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R25 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 25 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R26 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 26 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R27 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 27 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R28 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 28 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R29 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 29 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R30 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 30 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R31 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 31 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R32 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 32 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R33 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 33 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R34 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 34 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R35 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 35 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R36 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 36 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R37 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 37 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R38 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 38 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R39 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 39 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R40 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 40 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R41 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 41 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R42 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 42 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R43 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 43 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R44 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 44 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R45 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 45 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R46 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 46 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R47 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 47 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R48 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 48 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R49 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 49 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R50 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 50 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R51 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 51 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R52 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 52 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R53 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 53 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R54 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 54 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R55 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 55 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R56 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 56 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R57 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 57 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R58 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 58 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R59 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 59 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R60 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 60 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R61 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 61 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R62 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 62 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R63 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 63 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R64 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 64 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R65 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 65 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R66 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 66 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R67 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 67 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R68 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 68 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R69 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 69 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R70 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 70 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R71 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 71 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R72 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 72 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R73 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 73 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R74 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 74 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R75 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 75 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R76 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 76 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R77 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 77 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R78 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 78 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R79 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 79 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R80 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 80 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R81 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 81 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R82 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 82 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R83 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 83 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R84 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 84 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R85 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 85 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R86 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 86 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R87 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 87 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R88 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 88 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R89 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 89 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R90 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 90 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R91 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 91 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R92 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 92 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R93 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 93 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R94 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 94 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R95 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 95 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R96 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 96 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R97 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 97 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R98 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 98 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_FIRB_x0_R99 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 99 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0022_CC_FIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0023_CC_FIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0024_CC_FIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0025_CC_FIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0026_CC_FIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0027_CC_FIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0028_CC_FIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0029_CC_FIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0030_CC_FIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0031_CC_FIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0032_CC_FIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0033_CC_FIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0034_CC_FIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0035_CC_FIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0036_CC_FIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0037_CC_FIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0038_CC_FIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0039_CC_FIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Other facilities | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0040_CC_FIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_AT_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | AT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_AU_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | AU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_BE_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | BE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_BG_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | BG | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_BR_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | BR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_CA_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | CA | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_CH_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | CH | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_CN_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | CN | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_CY_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | CY | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_CZ_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | CZ | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_DE_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | DE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_DK_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | DK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_EE_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | EE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_ES_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | ES | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_FI_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | FI | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_FR_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | FR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_GB_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | GB | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_GR_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | GR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_HK_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | HK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_HR_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | HR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_HU_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | HU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_IE_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | IE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_IL_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | IL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_IT_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | IT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_JP_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | JP | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_KR_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | KR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_LT_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | LT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_LU_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | LU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_LV_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | LV | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_MT_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | MT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_NL_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | NL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_NO_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | NO | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_PL_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | PL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_PT_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | PT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_RO_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | RO | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_RU_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | RU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_SE_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | SE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_SG_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | SG | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_SI_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | SI | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_SK_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | SK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_TR_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | TR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_US_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | US | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_FIRB_x2_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | Other countries | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_AT_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | AT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_AU_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | AU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_BE_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | BE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_BG_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | BG | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_BR_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | BR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_CA_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | CA | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_CH_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | CH | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_CN_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | CN | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_CY_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | CY | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_CZ_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | CZ | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_DE_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | DE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_DK_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | DK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_EE_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | EE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_ES_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | ES | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_FI_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | FI | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_FR_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | FR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_GB_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | GB | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_GR_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | GR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_HK_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | HK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_HR_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | HR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_HU_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | HU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_IE_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | IE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_IL_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | IL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_IT_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | IT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_JP_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | JP | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_KR_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | KR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_LT_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | LT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_LU_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | LU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_LV_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | LV | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_MT_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | MT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_NL_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | NL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_NO_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | NO | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_PL_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | PL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_PT_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | PT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_RO_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | RO | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_RU_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | RU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_SE_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | SE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_SG_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | SG | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_SI_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | SI | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_SK_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | SK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_TR_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | TR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_US_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | US | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_FIRB_x2_Rx0 | Large corporate | Counterparty credit risk | Foundation IRB approach | Other countries | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R01 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 1 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R02 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 2 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R03 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 3 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R04 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 4 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R05 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 5 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R06 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 6 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R07 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 7 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R08 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 8 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R09 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 9 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R10 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 10 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R11 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 11 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R12 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 12 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R13 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 13 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R14 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 14 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R15 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 15 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R16 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 16 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R17 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 17 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R18 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 18 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R19 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 19 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R20 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 20 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R21 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 21 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R22 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 22 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R23 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 23 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R24 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 24 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R25 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 25 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R26 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 26 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R27 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 27 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R28 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 28 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R29 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 29 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R30 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 30 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R31 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 31 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R32 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 32 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R33 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 33 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R34 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 34 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R35 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 35 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R36 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 36 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R37 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 37 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R38 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 38 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R39 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 39 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R40 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 40 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R41 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 41 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R42 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 42 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R43 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 43 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R44 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 44 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R45 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 45 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R46 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 46 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R47 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 47 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R48 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 48 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R49 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 49 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R50 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 50 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R51 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 51 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R52 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 52 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R53 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 53 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R54 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 54 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R55 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 55 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R56 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 56 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R57 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 57 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R58 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 58 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R59 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 59 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R60 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 60 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R61 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 61 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R62 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 62 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R63 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 63 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R64 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 64 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R65 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 65 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R66 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 66 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R67 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 67 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R68 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 68 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R69 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 69 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R70 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 70 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R71 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 71 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R72 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 72 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R73 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 73 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R74 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 74 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R75 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 75 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R76 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 76 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R77 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 77 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R78 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 78 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R79 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 79 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R80 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 80 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R81 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 81 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R82 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 82 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R83 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 83 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R84 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 84 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R85 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 85 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R86 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 86 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R87 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 87 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R88 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 88 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R89 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 89 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R90 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 90 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R91 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 91 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R92 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 92 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R93 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 93 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R94 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 94 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R95 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 95 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R96 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 96 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R97 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 97 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R98 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 98 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_FIRB_x0_R99 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 99 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0022_CC_FIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0023_CC_FIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0024_CC_FIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0025_CC_FIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0026_CC_FIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0027_CC_FIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0028_CC_FIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0029_CC_FIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0030_CC_FIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0031_CC_FIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0032_CC_FIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0033_CC_FIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0034_CC_FIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0035_CC_FIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0036_CC_FIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0037_CC_FIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0038_CC_FIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0039_CC_FIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Other facilities | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0040_CC_FIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R01 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 1 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R02 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 2 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R03 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 3 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R04 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 4 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R05 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 5 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R06 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 6 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R07 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 7 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R08 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 8 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R09 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 9 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R10 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 10 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R11 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 11 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R12 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 12 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R13 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 13 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R14 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 14 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R15 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 15 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R16 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 16 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R17 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 17 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R18 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 18 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R19 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 19 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R20 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 20 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R21 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 21 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R22 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 22 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R23 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 23 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R24 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 24 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R25 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 25 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R26 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 26 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R27 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 27 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R28 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 28 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R29 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 29 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R30 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 30 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R31 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 31 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R32 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 32 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R33 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 33 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R34 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 34 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R35 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 35 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R36 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 36 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R37 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 37 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R38 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 38 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R39 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 39 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R40 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 40 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R41 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 41 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R42 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 42 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R43 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 43 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R44 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 44 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R45 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 45 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R46 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 46 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R47 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 47 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R48 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 48 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R49 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 49 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R50 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 50 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R51 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 51 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R52 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 52 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R53 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 53 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R54 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 54 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R55 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 55 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R56 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 56 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R57 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 57 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R58 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 58 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R59 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 59 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R60 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 60 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R61 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 61 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R62 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 62 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R63 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 63 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R64 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 64 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R65 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 65 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R66 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 66 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R67 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 67 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R68 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 68 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R69 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 69 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R70 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 70 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R71 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 71 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R72 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 72 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R73 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 73 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R74 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 74 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R75 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 75 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R76 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 76 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R77 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 77 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R78 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 78 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R79 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 79 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R80 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 80 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R81 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 81 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R82 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 82 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R83 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 83 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R84 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 84 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R85 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 85 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R86 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 86 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R87 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 87 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R88 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 88 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R89 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 89 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R90 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 90 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R91 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 91 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R92 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 92 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R93 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 93 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R94 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 94 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R95 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 95 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R96 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 96 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R97 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 97 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R98 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 98 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_FIRB_x0_R99 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 99 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0042_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R01 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 1 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R02 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 2 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R03 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 3 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R04 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 4 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R05 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 5 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R06 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 6 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R07 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 7 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R08 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 8 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R09 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 9 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R10 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 10 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R11 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 11 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R12 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 12 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R13 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 13 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R14 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 14 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R15 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 15 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R16 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 16 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R17 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 17 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R18 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 18 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R19 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 19 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R20 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 20 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R21 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 21 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R22 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 22 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R23 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 23 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R24 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 24 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R25 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 25 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R26 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 26 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R27 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 27 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R28 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 28 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R29 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 29 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R30 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 30 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R31 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 31 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R32 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 32 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R33 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 33 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R34 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 34 | Institutions | Other financial corporations | Non-defaulted |

Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R35 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 35 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R36 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 36 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R37 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 37 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R38 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 38 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R39 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 39 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R40 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 40 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R41 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 41 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R42 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 42 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R43 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 43 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R44 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 44 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R45 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 45 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R46 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 46 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R47 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 47 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R48 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 48 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R49 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 49 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R50 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 50 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R51 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 51 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R52 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 52 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R53 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 53 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R54 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 54 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R55 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 55 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R56 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 56 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R57 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 57 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R58 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 58 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R59 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 59 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R60 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 60 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R61 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 61 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R62 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 62 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R63 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 63 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R64 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 64 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R65 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 65 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R66 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 66 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R67 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 67 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R68 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 68 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R69 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 69 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R70 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 70 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R71 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 71 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R72 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 72 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R73 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 73 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R74 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 74 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R75 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 75 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R76 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 76 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R77 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 77 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R78 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 78 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R79 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 79 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R80 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 80 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R81 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 81 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R82 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 82 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R83 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 83 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R84 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 84 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R85 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 85 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R86 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 86 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R87 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 87 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R88 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 88 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R89 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 89 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R90 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 90 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R91 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 91 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R92 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 92 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R93 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 93 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R94 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 94 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R95 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 95 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R96 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 96 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R97 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 97 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R98 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 98 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_FIRB_x0_R99 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 99 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0045_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0047_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0048_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0049_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0050_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0051_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0052_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0053_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0054_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0055_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0056_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0057_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0058_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0059_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0060_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0061_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0062_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0063_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Other facilities | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0064_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0065_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0066_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0067_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0068_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0069_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral:

Physical collateral | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0070_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0071_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0072_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0073_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0074_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0075_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0076_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0077_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0078_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0079_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0080_CC_FIRB_x0_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Other facilities | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_AT_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | AT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_AU_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | AU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_BE_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | BE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_BG_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | BG | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_BR_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | BR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_CA_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | CA | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_CH_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | CH | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_CN_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | CN | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_CY_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | CY | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_CZ_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | CZ | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_DE_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | DE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_DK_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | DK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_EE_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | EE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_ES_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | ES | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_FI_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | FI | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_FR_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | FR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_GB_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | GB | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_GR_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | GR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_HK_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | HK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_HR_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | HR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_HU_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | HU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_IE_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | IE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_IL_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | IL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_IT_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | IT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_JP_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | JP | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_KR_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | KR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_LT_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | LT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_LU_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | LU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_LV_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | LV | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_MT_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | MT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_NL_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | NL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_NO_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | NO | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_PL_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | PL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_PT_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | PT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_RO_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | RO | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_RU_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | RU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_SE_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | SE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_SG_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | SG | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_SI_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | SI | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_SK_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | SK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_TR_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | TR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_US_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | US | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_FIRB_x2_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Other countries | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_AT_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | AT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_AU_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | AU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_BE_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | BE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_BG_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | BG | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_BR_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | BR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_CA_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | CA | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_CH_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | CH | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_CN_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | CN | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_CY_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | CY | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_CZ_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | CZ | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_DE_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | DE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_DK_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | DK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_EE_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | EE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_ES_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | ES | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_FI_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | FI | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_FR_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | FR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_GB_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | GB | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_GR_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | GR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_HK_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | HK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_HR_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | HR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_HU_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | HU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_IE_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | IE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_IL_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | IL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_IT_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | IT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_JP_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | JP | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_KR_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | KR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_LT_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | LT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_LU_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | LU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_LV_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | LV | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_MT_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | MT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_NL_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | NL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_NO_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | NO | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_PL_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | PL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_PT_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | PT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_RO_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | RO | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_RU_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | RU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_SE_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | SE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_SG_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | SG | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_SI_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | SI | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_SK_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | SK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_TR_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | TR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_US_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | US | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_FIRB_x2_Rx0 | Institutions | Counterparty credit risk | Foundation IRB approach | Other countries | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R01 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 1 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R02 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 2 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R03 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 3 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R04 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 4 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R05 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 5 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R06 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 6 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R07 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 7 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R08 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 8 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R09 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 9 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R10 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 10 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R11 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 11 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R12 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 12 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R13 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 13 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R14 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 14 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R15 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 15 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R16 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 16 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R17 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 17 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R18 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 18 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R19 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 19 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R20 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 20 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R21 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 21 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R22 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 22 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R23 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 23 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R24 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 24 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R25 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 25 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R26 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 26 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R27 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 27 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R28 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 28 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R29 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 29 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R30 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 30 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R31 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 31 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R32 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 32 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R33 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 33 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R34 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 34 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R35 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 35 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R36 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 36 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R37 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 37 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R38 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 38 | Central governments and central banks | Central banks and central governments | Non-defaulted

| Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R39 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 39 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R40 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 40 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R41 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 41 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R42 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 42 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R43 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 43 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R44 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 44 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R45 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 45 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R46 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 46 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R47 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 47 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R48 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 48 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R49 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 49 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R50 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 50 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R51 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 51 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R52 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 52 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R53 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 53 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R54 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 54 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R55 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 55 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R56 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 56 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R57 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 57 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R58 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 58 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R59 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 59 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R60 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 60 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R61 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 61 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R62 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 62 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R63 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 63 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R64 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 64 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R65 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 65 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R66 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 66 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R67 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 67 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R68 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 68 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R69 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 69 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R70 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 70 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R71 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 71 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R72 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 72 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R73 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 73 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R74 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 74 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R75 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 75 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R76 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 76 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R77 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 77 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R78 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 78 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R79 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 79 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R80 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 80 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R81 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 81 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R82 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 82 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R83 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 83 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R84 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 84 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R85 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 85 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R86 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 86 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R87 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 87 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R88 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 88 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R89 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 89 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R90 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 90 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R91 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 91 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R92 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 92 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R93 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 93 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R94 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 94 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R95 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 95 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R96 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 96 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R97 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 97 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R98 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 98 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_FIRB_x0_R99 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 99 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0042_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R01 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 1 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R02 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 2 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R03 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 3 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R04 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 4 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R05 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 5 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R06 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 6 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R07 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 7 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R08 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 8 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R09 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 9 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R10 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 10 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R11 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 11 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R12 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 12 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R13 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 13 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R14 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 14 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R15 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 15 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R16 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 16 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R17 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 17 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R18 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 18 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R19 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 19 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R20 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 20 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R21 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 21 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R22 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 22 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R23 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 23 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R24 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 24 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R25 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 25 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R26 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 26 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R27 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 27 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R28 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 28 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R29 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 29 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R30 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 30 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R31 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 31 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R32 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 32 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R33 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 33 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R34 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 34 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R35 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 35 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R36 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 36 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R37 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 37 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R38 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 38 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R39 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 39 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R40 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 40 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R41 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 41 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R42 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 42 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R43 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 43 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R44 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 44 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R45 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 45 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R46 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 46 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R47 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 47 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R48 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 48 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R49 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 49 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R50 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 50 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R51 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 51 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R52 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 52 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R53 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 53 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R54 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 54 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R55 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 55 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R56 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 56 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R57 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 57 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R58 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 58 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R59 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 59 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R60 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 60 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R61 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 61 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R62 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 62 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R63 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 63 | Central governments and central banks | Central banks and central governments |

Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R64 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 64 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R65 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 65 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R66 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 66 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R67 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 67 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R68 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 68 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R69 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 69 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R70 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 70 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R71 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 71 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R72 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 72 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R73 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 73 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R74 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 74 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R75 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 75 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R76 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 76 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R77 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 77 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R78 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 78 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R79 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 79 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R80 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 80 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R81 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 81 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R82 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 82 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R83 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 83 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R84 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 84 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R85 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 85 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R86 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 86 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R87 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 87 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R88 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 88 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R89 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 89 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R90 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 90 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R91 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 91 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R92 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 92 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R93 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 93 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R94 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 94 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R95 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 95 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R96 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 96 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R97 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 97 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R98 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 98 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_FIRB_x0_R99 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Rating 99 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0045_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0047_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0048_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0049_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0050_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0051_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0052_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0053_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0054_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0055_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0056_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0057_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0058_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0059_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0060_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0061_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0062_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0063_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Other facilities | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0064_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0065_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0066_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0067_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0068_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0069_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral:

Physical collateral | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0070_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0071_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0072_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0073_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0074_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0075_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0076_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0077_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0078_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0079_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0080_CC_FIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Other facilities | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_AT_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | AT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_AU_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | AU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_BE_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | BE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_BG_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | BG | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_BR_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | BR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_CA_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | CA | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_CH_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | CH | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_CN_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | CN | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_CY_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | CY | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_CZ_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | CZ | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_DE_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | DE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_DK_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | DK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_EE_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | EE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_ES_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | ES | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_FI_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | FI | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_FR_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | FR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_GB_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | GB | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_GR_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | GR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_HK_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | HK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_HR_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | HR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_HU_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | HU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_IE_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | IE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_IL_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | IL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_IT_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | IT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_JP_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | JP | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_KR_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | KR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_LT_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | LT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_LU_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | LU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_LV_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | LV | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_MT_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | MT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_NL_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | NL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_NO_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | NO | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_PL_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | PL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_PT_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | PT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_RO_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | RO | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_RU_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | RU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_SE_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | SE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_SG_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | SG | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_SI_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | SI | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_SK_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | SK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_TR_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | TR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_US_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | US | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_FIRB_x2_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Other countries | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_AT_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | AT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_AU_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | AU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_BE_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | BE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_BG_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | BG | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_BR_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | BR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_CA_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | CA | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_CH_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | CH | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_CN_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | CN | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_CY_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | CY | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_CZ_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | CZ | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_DE_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | DE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_DK_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | DK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_EE_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | EE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_ES_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | ES | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_FI_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | FI | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_FR_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | FR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_GB_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | GB | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_GR_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | GR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_HK_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | HK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_HR_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | HR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_HU_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | HU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_IE_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | IE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_IL_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | IL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_IT_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | IT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_JP_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | JP | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_KR_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | KR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_LT_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | LT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_LU_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | LU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_LV_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | LV | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_MT_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | MT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_NL_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | NL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_NO_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | NO | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_PL_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | PL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_PT_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | PT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_RO_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | RO | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_RU_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | RU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_SE_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | SE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_SG_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | SG | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_SI_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | SI | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_SK_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | SK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_TR_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | TR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_US_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | US | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_FIRB_x2_Rx0 | Sovereign | Counterparty credit risk | Foundation IRB approach | Other countries | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R01 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 1 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R02 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 2 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R03 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 3 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R04 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 4 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R05 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 5 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R06 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 6 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R07 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 7 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R08 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 8 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R09 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 9 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R10 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 10 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R11 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 11 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R12 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 12 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R13 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 13 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R14 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 14 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R15 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 15 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R16 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 16 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R17 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 17 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R18 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 18 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R19 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 19 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R20 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 20 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R21 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 21 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R22 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 22 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R23 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 23 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R24 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 24 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R25 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 25 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R26 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 26 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R27 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 27 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R28 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 28 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R29 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 29 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R30 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 30 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R31 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 31 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R32 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 32 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R33 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 33 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R34 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 34 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R35 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 35 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R36 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 36 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R37 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 37 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable

IN_CIN_0001_CC_AIRB_x0_R38 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 38 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R39 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 39 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R40 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 40 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R41 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 41 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R42 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 42 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R43 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 43 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R44 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 44 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R45 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 45 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R46 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 46 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R47 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 47 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R48 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 48 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R49 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 49 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R50 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 50 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R51 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 51 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R52 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 52 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R53 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 53 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R54 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 54 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R55 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 55 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R56 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 56 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R57 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 57 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R58 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 58 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R59 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 59 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R60 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 60 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R61 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 61 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R62 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 62 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R63 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 63 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R64 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 64 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R65 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 65 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R66 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 66 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R67 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 67 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R68 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 68 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R69 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 69 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R70 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 70 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R71 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 71 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R72 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 72 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R73 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 73 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R74 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 74 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R75 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 75 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R76 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 76 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R77 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 77 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R78 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 78 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R79 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 79 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R80 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 80 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R81 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 81 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R82 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 82 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R83 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 83 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R84 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 84 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R85 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 85 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R86 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 86 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R87 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 87 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R88 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 88 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R89 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 89 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R90 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 90 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R91 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 91 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R92 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 92 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R93 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 93 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R94 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 94 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R95 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 95 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R96 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 96 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R97 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 97 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R98 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 98 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0001_CC_AIRB_x0_R99 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 99 | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0002_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0004_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0005_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0006_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0007_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0008_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0009_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0010_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0011_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0012_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0013_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0014_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0015_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0016_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0017_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0018_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0019_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0020_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Other facilities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_AT_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | AT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_AU_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | AU | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_BE_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | BE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_BG_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | BG | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_BR_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | BR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_CA_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | CA | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_CH_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | CH | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_CN_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | CN | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_CY_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | CY | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_CZ_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | CZ | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_DE_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | DE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_DK_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | DK | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_EE_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | EE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_ES_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | ES | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_FI_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | FI | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_FR_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | FR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_GB_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | GB | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_GR_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | GR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_HK_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | HK | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_HR_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | HR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_HU_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | HU | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_IE_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | IE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_IL_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | IL | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_IT_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | IT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_JP_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | JP | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_KR_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | KR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_LT_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | LT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_LU_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | LU | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_LV_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | LV | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_MT_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | MT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_NL_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | NL | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_NO_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | NO | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_PL_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | PL | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_PT_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | PT | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_RO_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | RO | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_RU_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | RU | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_SE_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | SE | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_SG_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | SG | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_SI_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | SI | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_SK_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | SK | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_TR_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | TR | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_US_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | US | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IN_CIN_0003_CC_AIRB_x2_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Other countries | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R01 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 1 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R02 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 2 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R03 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 3 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R04 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 4 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R05 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 5 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R06 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 6 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R07 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 7 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R08 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 8 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R09 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 9 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R10 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 10 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R11 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 11 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R12 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 12 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R13 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 13 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R14 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 14 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R15 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 15 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R16 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 16 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R17 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 17 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R18 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 18 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R19 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 19 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R20 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 20 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R21 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 21 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R22 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 22 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R23 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 23 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R24 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 24 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R25 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 25 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R26 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 26 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R27 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 27 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R28 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 28 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R29 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 29 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R30 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 30 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R31 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 31 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R32 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 32 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R33 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 33 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R34 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 34 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R35 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 35 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R36 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 36 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R37 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 37 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R38 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 38 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R39 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 39 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R40 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 40 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R41 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 41 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R42 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 42 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R43 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 43 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R44 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 44 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R45 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 45 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R46 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 46 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R47 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 47 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R48 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 48 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R49 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 49 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R50 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 50 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R51 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 51 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R52 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 52 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R53 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 53 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R54 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 54 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R55 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 55 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R56 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 56 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R57 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 57 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R58 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 58 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R59 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 59 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R60 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 60 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R61 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 61 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R62 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 62 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R63 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 63 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R64 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 64 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R65 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 65 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R66 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 66 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R67 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 67 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R68 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 68 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R69 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 69 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R70 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 70 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R71 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 71 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R72 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 72 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R73 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 73 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R74 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 74 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R75 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 75 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R76 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 76 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R77 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 77 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R78 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 78 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R79 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 79 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R80 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 80 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R81 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 81 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R82 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 82 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R83 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 83 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R84 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 84 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R85 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 85 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R86 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 86 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R87 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 87 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R88 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 88 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R89 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 89 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R90 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 90 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R91 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 91 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R92 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 92 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R93 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 93 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R94 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 94 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R95 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 95 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R96 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 96 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R97 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 97 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R98 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 98 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_AIRB_x0_R99 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 99 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0022_CC_AIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0023_CC_AIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0024_CC_AIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0025_CC_AIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0026_CC_AIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0027_CC_AIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0028_CC_AIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0029_CC_AIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0030_CC_AIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0031_CC_AIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0032_CC_AIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0033_CC_AIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0034_CC_AIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0035_CC_AIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0036_CC_AIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0037_CC_AIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0038_CC_AIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0039_CC_AIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Other facilities | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0040_CC_AIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_AT_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | AT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_AU_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | AU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_BE_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | BE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_BG_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | BG | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_BR_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | BR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_CA_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | CA | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_CH_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | CH | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_CN_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | CN | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_CY_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | CY | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_CZ_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | CZ | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_DE_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | DE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_DK_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | DK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_EE_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | EE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_ES_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | ES | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_FI_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | FI | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_FR_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | FR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_GB_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | GB | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_GR_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | GR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_HK_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | HK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_HR_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | HR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_HU_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | HU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_IE_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | IE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_IL_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | IL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_IT_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | IT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_JP_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | JP | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_KR_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | KR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_LT_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | LT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_LU_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | LU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_LV_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | LV | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_MT_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | MT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_NL_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | NL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_NO_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | NO | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_PL_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | PL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_PT_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | PT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_RO_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | RO | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_RU_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | RU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_SE_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | SE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_SG_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | SG | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_SI_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | SI | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_SK_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | SK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_TR_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | TR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_US_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | US | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_AIRB_x2_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | Other countries | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_x0_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_AT_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | AT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_AU_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | AU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_BE_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | BE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_BG_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | BG | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_BR_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | BR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_CA_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | CA | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_CH_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | CH | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_CN_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | CN | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_CY_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | CY | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_CZ_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | CZ | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_DE_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | DE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_DK_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | DK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_EE_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | EE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_ES_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | ES | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_FI_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | FI | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_FR_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | FR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_GB_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | GB | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_GR_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | GR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_HK_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | HK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_HR_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | HR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_HU_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | HU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_IE_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | IE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_IL_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | IL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_IT_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | IT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_JP_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | JP | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_KR_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | KR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_LT_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | LT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_LU_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | LU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_LV_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | LV | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_MT_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | MT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_NL_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | NL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_NO_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | NO | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_PL_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | PL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_PT_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | PT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_RO_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | RO | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_RU_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | RU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_SE_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | SE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_SG_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | SG | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_SI_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | SI | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_SK_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | SK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_TR_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | TR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_US_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | US | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_AIRB_x2_Rx0 | Large corporate | Counterparty credit risk | Advanced IRB approach | Other countries | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R01 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 1 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R02 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 2 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R03 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 3 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R04 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 4 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R05 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 5 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R06 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 6 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R07 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 7 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R08 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 8 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R09 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 9 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R10 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 10 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R11 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 11 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R12 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 12 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R13 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 13 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R14 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 14 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R15 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 15 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R16 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 16 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R17 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 17 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R18 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 18 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R19 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 19 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R20 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 20 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R21 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 21 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R22 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 22 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R23 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 23 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R24 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 24 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R25 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 25 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R26 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 26 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R27 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 27 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R28 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 28 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R29 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 29 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R30 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 30 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R31 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 31 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R32 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 32 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R33 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 33 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R34 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 34 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R35 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 35 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R36 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 36 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R37 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 37 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R38 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 38 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R39 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 39 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R40 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 40 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R41 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 41 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R42 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 42 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R43 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 43 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R44 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 44 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R45 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 45 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R46 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 46 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R47 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 47 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R48 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 48 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R49 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 49 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R50 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 50 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R51 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 51 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R52 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 52 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R53 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 53 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R54 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 54 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R55 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 55 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R56 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 56 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R57 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 57 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R58 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 58 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R59 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 59 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R60 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 60 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R61 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 61 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R62 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 62 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R63 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 63 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R64 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 64 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R65 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 65 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R66 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 66 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R67 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 67 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R68 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 68 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R69 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 69 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R70 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 70 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R71 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 71 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R72 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 72 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R73 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 73 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R74 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 74 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R75 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 75 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R76 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 76 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R77 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 77 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R78 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 78 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R79 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 79 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R80 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 80 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R81 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 81 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R82 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 82 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R83 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 83 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R84 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 84 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R85 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 85 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R86 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 86 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R87 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 87 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R88 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 88 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R89 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 89 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R90 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 90 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R91 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 91 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R92 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 92 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R93 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 93 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R94 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 94 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R95 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 95 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R96 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 96 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R97 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 97 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R98 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 98 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_AIRB_x0_R99 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 99 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0022_CC_AIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0023_CC_AIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0024_CC_AIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0025_CC_AIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0026_CC_AIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0027_CC_AIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0028_CC_AIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0029_CC_AIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0030_CC_AIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0031_CC_AIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0032_CC_AIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0033_CC_AIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0034_CC_AIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0035_CC_AIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable CS_LCO_0036_CC_AIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0037_CC_AIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0038_CC_AIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0039_CC_AIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Other facilities | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0040_CC_AIRB_x0_Rx0 | Large corporate sample | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R01 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 1 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R02 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 2 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R03 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 3 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R04 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 4 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R05 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 5 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R06 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 6 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R07 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 7 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R08 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 8 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R09 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 9 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R10 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 10 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R11 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 11 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R12 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 12 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R13 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 13 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R14 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 14 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R15 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 15 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R16 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 16 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R17 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 17 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R18 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 18 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R19 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 19 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R20 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 20 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R21 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 21 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R22 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 22 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R23 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 23 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R24 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 24 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R25 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 25 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R26 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 26 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R27 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 27 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R28 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 28 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R29 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 29 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R30 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 30 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R31 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 31 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R32 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 32 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R33 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 33 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R34 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 34 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R35 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 35 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R36 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 36 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R37 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 37 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R38 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 38 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R39 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 39 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R40 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 40 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R41 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 41 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R42 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 42 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R43 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 43 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R44 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 44 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R45 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 45 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R46 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 46 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R47 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 47 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R48 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 48 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R49 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 49 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R50 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 50 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R51 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 51 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R52 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 52 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R53 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 53 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R54 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 54 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R55 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 55 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R56 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 56 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R57 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 57 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R58 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 58 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R59 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 59 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R60 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 60 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R61 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 61 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R62 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 62 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R63 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 63 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R64 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 64 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R65 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 65 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R66 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 66 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R67 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 67 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R68 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 68 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R69 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 69 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R70 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 70 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R71 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 71 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R72 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 72 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R73 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 73 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R74 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 74 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R75 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 75 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R76 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 76 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R77 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 77 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R78 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 78 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R79 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 79 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R80 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 80 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R81 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 81 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R82 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 82 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R83 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 83 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R84 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 84 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R85 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 85 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R86 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 86 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R87 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 87 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R88 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 88 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R89 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 89 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R90 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 90 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R91 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 91 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R92 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 92 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R93 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 93 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R94 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 94 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R95 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 95 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R96 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 96 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R97 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 97 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R98 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 98 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0041_CC_AIRB_x0_R99 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 99 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0042_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R01 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 1 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R02 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 2 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R03 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 3 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R04 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 4 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R05 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 5 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R06 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 6 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R07 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 7 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R08 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 8 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R09 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 9 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R10 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 10 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R11 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 11 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R12 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 12 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R13 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 13 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R14 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 14 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R15 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 15 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R16 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 16 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R17 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 17 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R18 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 18 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R19 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 19 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R20 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 20 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R21 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 21 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R22 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 22 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R23 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 23 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R24 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 24 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R25 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 25 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R26 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 26 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R27 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 27 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R28 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 28 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R29 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 29 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R30 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 30 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R31 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 31 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R32 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 32 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R33 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 33 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R34 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 34 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R35 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 35 |

Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R36 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 36 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R37 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 37 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R38 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 38 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R39 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 39 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R40 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 40 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R41 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 41 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R42 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 42 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R43 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 43 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R44 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 44 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R45 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 45 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R46 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 46 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R47 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 47 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R48 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 48 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R49 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 49 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R50 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 50 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R51 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 51 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R52 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 52 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R53 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 53 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R54 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 54 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R55 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 55 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R56 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 56 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R57 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 57 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R58 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 58 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R59 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 59 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R60 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 60 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R61 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 61 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R62 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 62 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R63 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 63 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R64 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 64 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R65 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 65 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R66 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 66 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R67 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 67 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R68 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 68 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R69 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 69 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R70 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 70 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R71 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 71 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R72 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 72 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R73 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 73 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R74 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 74 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R75 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 75 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R76 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 76 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R77 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 77 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R78 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 78 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R79 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 79 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R80 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 80 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R81 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 81 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R82 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 82 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R83 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 83 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R84 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 84 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R85 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 85 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R86 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 86 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R87 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 87 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R88 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 88 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R89 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 89 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R90 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 90 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R91 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 91 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R92 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 92 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R93 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 93 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R94 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 94 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R95 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 95 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R96 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 96 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R97 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 97 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R98 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 98 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0044_CC_AIRB_x0_R99 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 99 | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0045_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0047_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0048_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0049_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0050_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0051_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0052_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0053_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0054_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0055_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0056_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0057_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0058_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0059_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0060_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0061_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0062_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0063_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Other facilities | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0064_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0065_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0066_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0067_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0068_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0069_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral:

Physical collateral | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0070_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0071_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0072_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0073_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0074_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0075_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0076_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0077_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0078_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0079_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0080_CC_AIRB_x0_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Other facilities | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_AT_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | AT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_AU_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | AU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_BE_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | BE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_BG_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | BG | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_BR_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | BR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_CA_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | CA | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_CH_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | CH | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_CN_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | CN | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_CY_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | CY | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_CZ_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | CZ | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_DE_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | DE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_DK_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | DK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_EE_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | EE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_ES_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | ES | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_FI_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | FI | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_FR_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | FR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_GB_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | GB | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_GR_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | GR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_HK_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | HK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_HR_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | HR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_HU_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | HU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_IE_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | IE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_IL_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | IL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_IT_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | IT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_JP_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | JP | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_KR_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | KR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_LT_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | LT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_LU_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | LU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_LV_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | LV | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_MT_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | MT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_NL_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | NL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_NO_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | NO | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_PL_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | PL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_PT_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | PT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_RO_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | RO | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_RU_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | RU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_SE_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | SE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_SG_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | SG | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_SI_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | SI | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_SK_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | SK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_TR_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | TR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_US_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | US | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0043_CC_AIRB_x2_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Other countries | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_AT_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | AT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_AU_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | AU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_BE_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | BE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_BG_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | BG | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_BR_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | BR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_CA_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | CA | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_CH_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | CH | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_CN_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | CN | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_CY_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | CY | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_CZ_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | CZ | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_DE_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | DE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_DK_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | DK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_EE_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | EE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_ES_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | ES | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_FI_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | FI | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_FR_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | FR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_GB_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | GB | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_GR_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | GR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_HK_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | HK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_HR_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | HR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_HU_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | HU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_IE_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | IE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_IL_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | IL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_IT_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | IT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_JP_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | JP | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_KR_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | KR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_LT_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | LT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_LU_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | LU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_LV_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | LV | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_MT_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | MT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_NL_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | NL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_NO_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | NO | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_PL_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | PL | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_PT_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | PT | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_RO_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | RO | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_RU_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | RU | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_SE_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | SE | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_SG_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | SG | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_SI_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | SI | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_SK_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | SK | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_TR_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | TR | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_US_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | US | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable IN_OFC_0046_CC_AIRB_x2_Rx0 | Institutions | Counterparty credit risk | Advanced IRB approach | Other countries | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R01 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 1 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R02 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 2 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R03 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 3 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R04 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 4 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R05 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 5 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R06 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 6 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R07 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 7 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R08 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 8 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R09 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 9 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R10 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 10 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R11 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 11 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R12 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 12 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R13 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 13 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R14 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 14 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R15 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 15 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R16 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 16 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R17 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 17 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R18 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 18 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R19 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 19 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R20 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 20 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R21 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 21 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R22 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 22 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R23 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 23 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R24 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 24 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R25 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 25 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R26 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 26 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R27 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 27 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R28 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 28 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R29 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 29 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R30 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 30 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R31 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 31 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R32 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 32 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R33 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 33 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R34 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 34 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R35 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 35 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R36 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 36 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R37 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 37 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R38 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 38 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R39 | Sovereign | Counterparty credit risk | Advanced IRB approach |

Not applicable | Rating 39 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R40 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 40 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R41 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 41 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R42 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 42 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R43 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 43 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R44 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 44 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R45 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 45 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R46 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 46 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R47 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 47 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R48 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 48 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R49 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 49 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R50 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 50 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R51 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 51 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R52 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 52 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R53 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 53 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R54 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 54 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R55 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 55 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R56 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 56 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R57 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 57 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R58 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 58 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R59 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 59 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R60 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 60 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R61 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 61 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R62 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 62 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R63 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 63 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R64 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 64 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R65 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 65 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R66 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 66 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R67 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 67 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R68 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 68 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R69 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 69 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R70 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 70 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R71 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 71 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R72 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 72 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R73 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 73 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R74 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 74 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R75 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 75 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R76 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 76 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R77 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 77 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R78 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 78 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R79 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 79 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R80 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 80 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R81 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 81 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R82 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 82 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R83 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 83 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R84 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 84 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R85 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 85 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R86 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 86 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R87 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 87 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R88 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 88 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R89 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 89 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R90 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 90 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R91 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 91 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R92 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 92 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R93 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 93 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R94 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 94 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R95 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 95 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R96 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 96 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R97 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 97 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R98 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 98 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0041_CC_AIRB_x0_R99 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 99 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0042_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R01 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 1 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R02 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 2 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R03 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 3 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R04 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 4 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R05 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 5 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R06 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 6 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R07 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 7 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R08 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 8 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R09 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 9 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R10 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 10 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R11 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 11 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R12 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 12 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R13 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 13 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R14 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 14 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R15 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 15 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R16 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 16 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R17 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 17 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R18 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 18 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R19 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 19 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R20 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 20 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R21 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 21 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R22 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 22 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R23 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 23 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R24 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 24 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R25 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 25 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R26 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 26 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R27 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 27 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R28 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 28 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R29 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 29 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R30 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 30 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R31 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 31 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R32 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 32 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R33 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 33 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R34 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 34 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R35 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 35 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R36 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 36 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R37 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 37 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R38 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 38 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R39 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 39 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R40 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 40 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R41 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 41 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R42 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 42 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R43 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 43 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R44 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 44 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R45 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 45 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R46 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 46 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R47 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 47 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R48 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 48 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R49 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 49 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R50 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 50 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R51 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 51 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R52 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 52 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R53 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 53 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R54 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 54 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R55 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 55 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R56 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 56 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R57 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 57 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R58 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 58 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R59 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 59 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R60 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 60 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R61 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 61 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R62 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 62 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R63 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 63 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R64 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 64 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not

applicable GG_SOV_0044_CC_AIRB_x0_R65 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 65 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R66 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 66 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R67 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 67 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R68 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 68 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R69 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 69 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R70 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 70 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R71 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 71 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R72 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 72 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R73 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 73 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R74 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 74 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R75 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 75 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R76 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 76 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R77 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 77 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R78 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 78 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R79 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 79 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R80 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 80 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R81 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 81 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R82 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 82 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R83 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 83 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R84 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 84 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R85 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 85 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R86 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 86 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R87 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 87 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R88 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 88 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R89 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 89 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R90 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 90 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R91 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 91 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R92 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 92 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R93 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 93 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R94 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 94 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R95 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 95 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R96 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 96 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R97 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 97 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R98 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 98 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0044_CC_AIRB_x0_R99 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Rating 99 | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0045_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0047_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0048_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0049_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0050_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0051_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0052_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0053_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0054_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0055_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0056_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0057_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0058_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0059_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0060_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0061_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0062_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0063_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Other facilities | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0064_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0065_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0066_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0067_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0068_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0069_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral:

Physical collateral | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0070_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0071_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0072_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0073_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0074_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0075_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0076_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0077_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0078_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0079_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0080_CC_AIRB_x0_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Other facilities | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_AT_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | AT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_AU_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | AU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_BE_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | BE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_BG_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | BG | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_BR_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | BR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_CA_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | CA | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_CH_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | CH | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_CN_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | CN | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_CY_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | CY | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_CZ_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | CZ | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_DE_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | DE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_DK_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | DK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_EE_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | EE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_ES_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | ES | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_FI_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | FI | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_FR_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | FR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_GB_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | GB | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_GR_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | GR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_HK_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | HK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_HR_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | HR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_HU_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | HU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_IE_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | IE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_IL_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | IL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_IT_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | IT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_JP_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | JP | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_KR_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | KR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_LT_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | LT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_LU_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | LU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_LV_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | LV | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_MT_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | MT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_NL_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | NL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_NO_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | NO | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_PL_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | PL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_PT_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | PT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_RO_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | RO | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_RU_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | RU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_SE_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | SE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_SG_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | SG | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_SI_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | SI | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_SK_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | SK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_TR_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | TR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_US_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | US | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0043_CC_AIRB_x2_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Other countries | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_AT_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | AT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_AU_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | AU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_BE_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | BE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_BG_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | BG | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_BR_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | BR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_CA_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | CA | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_CH_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | CH | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_CN_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | CN | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_CY_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | CY | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_CZ_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | CZ | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_DE_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | DE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_DK_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | DK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_EE_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | EE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_ES_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | ES | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_FI_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | FI | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_FR_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | FR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_GB_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | GB | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_GR_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | GR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_HK_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | HK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_HR_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | HR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_HU_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | HU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_IE_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | IE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_IL_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | IL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_IT_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | IT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_JP_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | JP | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_KR_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | KR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_LT_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | LT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_LU_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | LU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_LV_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | LV | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_MT_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | MT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_NL_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | NL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_NO_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | NO | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_PL_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | PL | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_PT_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | PT | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_RO_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | RO | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_RU_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | RU | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_SE_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | SE | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_SG_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | SG | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_SI_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | SI | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_SK_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | SK | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_TR_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | TR | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_US_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | US | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable GG_SOV_0046_CC_AIRB_x2_Rx0 | Sovereign | Counterparty credit risk | Advanced IRB approach | Other countries | Not applicable | Central governments and central banks | Central banks and central governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R01 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 1 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R02 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 2 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R03 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 3 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R04 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 4 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R05 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 5 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R06 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 6 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R07 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 7 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R08 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 8 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R09 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 9 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R10 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 10 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R11 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 11 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R12 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 12 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R13 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 13 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R14 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 14 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R15 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 15 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R16 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 16 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R17 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 17 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R18 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 18 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R19 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 19 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R20 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 20 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R21 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 21 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R22 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 22 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R23 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 23 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R24 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 24 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R25 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 25 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R26 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 26 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R27 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 27 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R28 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 28 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R29 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 29 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R30 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 30 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R31 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 31 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R32 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 32 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R33 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 33 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R34 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 34 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R35 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 35 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R36 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 36 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R37 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 37 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R38 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 38 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R39 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 39 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R40 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 40 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R41 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 41 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R42 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 42 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R43 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 43 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R44 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 44 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R45 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 45 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R46 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 46 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R47 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 47 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R48 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 48 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R49 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 49 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R50 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 50 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R51 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 51 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R52 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 52 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R53 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 53 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R54 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 54 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R55 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 55 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R56 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 56 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R57 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 57 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R58 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 58 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R59 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 59 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R60 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 60 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R61 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 61 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R62 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 62 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R63 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 63 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R64 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 64 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R65 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 65 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R66 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 66 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R67 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 67 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R68 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 68 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R69 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 69 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R70 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 70 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R71 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 71 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R72 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 72 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R73 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 73 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R74 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 74 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R75 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 75 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R76 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 76 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R77 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 77 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R78 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 78 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R79 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 79 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R80 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 80 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R81 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 81 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R82 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 82 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R83 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 83 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R84 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 84 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R85 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 85 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R86 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 86 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R87 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 87 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R88 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 88 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R89 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 89 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R90 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 90 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R91 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 91 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R92 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 92 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R93 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 93 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R94 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 94 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R95 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 95 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R96 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 96 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R97 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 97 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R98 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 98 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0021_CC_SLSC_x0_R99 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 99 | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0022_CC_SLSC_x0_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0023_CC_SLSC_x0_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0024_CC_SLSC_x0_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0025_CC_SLSC_x0_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0026_CC_SLSC_x0_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0027_CC_SLSC_x0_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0028_CC_SLSC_x0_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0029_CC_SLSC_x0_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0030_CC_SLSC_x0_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0031_CC_SLSC_x0_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0032_CC_SLSC_x0_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0033_CC_SLSC_x0_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0034_CC_SLSC_x0_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0035_CC_SLSC_x0_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0036_CC_SLSC_x0_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0037_CC_SLSC_x0_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0038_CC_SLSC_x0_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0039_CC_SLSC_x0_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Other facilities | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_LCO_0040_CC_SLSC_x0_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_x0_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_AT_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | AT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_AU_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | AU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_BE_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | BE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_BG_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | BG | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_BR_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | BR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_CA_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | CA | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_CH_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | CH | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_CN_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | CN | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_CY_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | CY | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_CZ_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | CZ | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_DE_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | DE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_DK_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | DK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_EE_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | EE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_ES_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | ES | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_FI_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | FI | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_FR_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | FR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_GB_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | GB | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_GR_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | GR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_HK_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | HK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_HR_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | HR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_HU_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | HU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_IE_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | IE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_IL_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | IL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_IT_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | IT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_JP_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | JP | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_KR_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | KR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_LT_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | LT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_LU_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | LU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_LV_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | LV | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_MT_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | MT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_NL_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | NL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_NO_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | NO | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_PL_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | PL | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_PT_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | PT | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_RO_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | RO | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_RU_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | RU | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_SE_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | SE | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_SG_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | SG | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_SI_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | SI | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_SK_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | SK | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_TR_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | TR | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_US_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | US | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_NFC_0040_CC_SLSC_x2_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Other countries | Not applicable | Corporates — Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_x0_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_AT_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | AT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_AU_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | AU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_BE_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | BE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_BG_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | BG | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_BR_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | BR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_CA_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | CA | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_CH_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | CH | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_CN_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | CN | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_CY_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | CY | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_CZ_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | CZ | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_DE_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | DE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_DK_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | DK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_EE_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | EE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_ES_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | ES | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_FI_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | FI | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_FR_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | FR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_GB_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | GB | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_GR_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | GR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_HK_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | HK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_HR_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | HR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_HU_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | HU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_IE_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | IE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_IL_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | IL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_IT_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | IT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_JP_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | JP | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_KR_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | KR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_LT_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | LT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_LU_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | LU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_LV_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | LV | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_MT_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | MT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_NL_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | NL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_NO_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | NO | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_PL_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | PL | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_PT_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | PT | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_RO_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | RO | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_RU_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | RU | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_SE_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | SE | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_SG_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | SG | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_SI_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | SI | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_SK_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | SK | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_TR_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | TR | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_US_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | US | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC_OFC_0040_CC_SLSC_x2_Rx0 | Large corporate | Counterparty credit risk | Specialized lending slotting criteria | Other countries | Not applicable | Corporates — Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R01 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 1 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R02 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 2 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R03 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 3 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R04 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 4 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R05 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 5 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R06 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 6 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R07 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 7 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R08 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 8 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R09 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 9 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R10 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 10 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R11 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 11 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R12 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 12 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R13 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 13 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R14 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 14 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R15 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 15 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R16 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 16 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R17 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 17 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R18 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 18 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R19 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 19 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R20 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 20 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R21 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 21 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R22 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 22 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R23 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 23 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R24 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 24 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R25 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 25 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R26 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 26 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R27 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 27 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R28 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 28 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R29 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 29 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R30 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 30 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R31 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 31 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R32 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 32 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R33 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 33 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R34 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 34 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R35 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 35 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R36 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 36 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R37 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 37 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R38 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 38 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R39 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 39 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R40 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 40 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R41 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 41 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R42 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 42 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R43 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 43 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R44 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 44 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R45 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 45 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R46 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 46 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R47 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 47 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R48 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 48 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R49 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 49 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R50 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 50 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R51 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 51 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R52 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 52 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R53 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 53 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R54 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 54 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R55 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 55 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R56 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 56 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R57 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 57 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R58 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 58 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R59 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 59 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R60 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 60 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R61 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 61 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R62 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 62 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R63 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 63 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R64 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 64 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R65 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 65 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R66 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 66 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R67 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 67 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R68 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 68 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R69 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 69 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R70 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 70 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R71 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 71 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R72 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 72 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R73 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 73 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R74 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 74 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R75 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 75 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R76 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 76 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R77 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 77 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R78 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 78 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R79 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 79 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R80 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 80 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R81 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 81 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R82 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 82 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R83 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 83 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R84 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 84 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R85 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 85 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R86 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 86 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R87 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 87 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R88 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 88 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R89 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 89 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R90 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 90 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R91 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 91 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R92 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 92 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R93 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 93 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R94 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 94 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R95 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 95 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R96 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 96 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R97 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 97 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R98 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 98 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0021_CC_SLSC_x0_R99 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Rating 99 | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0022_CC_SLSC_x0_Rx0 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0023_CC_SLSC_x0_Rx0 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0024_CC_SLSC_x0_Rx0 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Eligible financial collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0025_CC_SLSC_x0_Rx0 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Receivables | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0026_CC_SLSC_x0_Rx0 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Residential Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0027_CC_SLSC_x0_Rx0 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Commercial Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0028_CC_SLSC_x0_Rx0 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other eligible collateral: Physical collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0029_CC_SLSC_x0_Rx0 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with funded credit protection | Other funded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0030_CC_SLSC_x0_Rx0 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Drawn credit facility | Exposures with unfunded credit protection | Unfunded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0031_CC_SLSC_x0_Rx0 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable CS_LCO_0032_CC_SLSC_x0_Rx0 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0033_CC_SLSC_x0_Rx0 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0034_CC_SLSC_x0_Rx0 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0035_CC_SLSC_x0_Rx0 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0036_CC_SLSC_x0_Rx0 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0037_CC_SLSC_x0_Rx0 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0038_CC_SLSC_x0_Rx0 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0039_CC_SLSC_x0_Rx0 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Other facilities | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable CS_LCO_0040_CC_SLSC_x0_Rx0 | Large corporate sample | Counterparty credit risk | Specialized lending slotting criteria | Not applicable | Not applicable | Not applicable | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable C 103.00 — Definition of High Default Portfolios Portfolio ID | Portfolio name | Geographical area | Exposure class | Type of risk | Default status | Rating | Type of facility | Collateralisation status | NACE code | Sector of counterparty | Size of counterparty | Collateral type | Type of exposures | Size of exposure | Indexed Loan to value range ---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|--- 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 ATCORP0001 | CORP Non-defaulted Secured Construction | AT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0002 | CORP Non-defaulted Secured Other | AT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0003 | CORP Non-defaulted Secured | AT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ATCORP0004 | CORP Defaulted | AT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0005 | CORP Non-defaulted Unsecured Construction | AT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0006 | CORP Non-defaulted Unsecured Other | AT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0007 | CORP Non-Defaulted | AT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0008 | CORP Non-defaulted Secured | AT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ATCORP0009 | CORP Non-defaulted Unsecured | AT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATMORT0001 | Mortgages Non-defaulted ILTV <=25 % | AT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % ATMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | AT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % ATMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | AT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % ATMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | AT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % ATMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | AT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % ATMORT0006 | Mortgages Non-defaulted ILTV >125 % | AT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % ATMORT0007 | Mortgages Non-defaulted funded CRM | AT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable ATMORT0008 | Mortgages Non-defaulted Unfunded CRM | AT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable ATMORT0009 | Mortgages Defaulted | AT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ATMORT0010 | Mortgages Non-defaulted | AT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0001 | SMEC Non-defaulted Secured Construction | AT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0002 | SMEC Non-defaulted Secured Other | AT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0003 | SMEC Non-defaulted Secured | AT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ATSMEC0004 | SMEC Defaulted | AT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0005 | SMEC Non-defaulted Unsecured Construction | AT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0006 | SMEC Non-defaulted Unsecured Other | AT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0007 | SMEC Non-defaulted Unsecured | AT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0008 | SMEC Non-Defaulted | AT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0009 | SMEC Non-defaulted Secured | AT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ATSMER0001 | SMER Non-defaulted Secured Construction | AT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0002 | SMER Non-defaulted Secured Other | AT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0003 | SMER Non-defaulted Secured | AT | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ATSMER0004 | SMER Defaulted | AT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0005 | SMER Non-defaulted Unsecured Construction | AT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0006 | SMER Non-defaulted Unsecured Other | AT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0007 | SMER Non-defaulted Unsecured | AT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0008 | SMER Non-Defaulted | AT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0009 | SMER Non-defaulted Secured | AT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BECORP0001 | CORP Non-defaulted Secured Construction | BE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0002 | CORP Non-defaulted Secured Other | BE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0003 | CORP Non-defaulted Secured | BE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BECORP0004 | CORP Defaulted | BE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0005 | CORP Non-defaulted Unsecured Construction | BE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0006 | CORP Non-defaulted Unsecured Other | BE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0007 | CORP Non-Defaulted | BE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0008 | CORP Non-defaulted Secured | BE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BECORP0009 | CORP Non-defaulted Unsecured | BE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BEMORT0001 | Mortgages Non-defaulted ILTV <=25 % | BE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % BEMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | BE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % BEMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | BE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % BEMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | BE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % BEMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | BE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % BEMORT0006 | Mortgages Non-defaulted ILTV >125 % | BE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % BEMORT0007 | Mortgages Non-defaulted funded CRM | BE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable BEMORT0008 | Mortgages Non-defaulted Unfunded CRM | BE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable BEMORT0009 | Mortgages Defaulted | BE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable BEMORT0010 | Mortgages Non-defaulted | BE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0001 | SMEC Non-defaulted Secured Construction | BE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0002 | SMEC Non-defaulted Secured Other | BE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0003 | SMEC Non-defaulted Secured | BE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BESMEC0004 | SMEC Defaulted | BE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0005 | SMEC Non-defaulted Unsecured Construction | BE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0006 | SMEC Non-defaulted Unsecured Other | BE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0007 | SMEC Non-defaulted Unsecured | BE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0008 | SMEC Non-Defaulted | BE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0009 | SMEC Non-defaulted Secured | BE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BESMER0001 | SMER Non-defaulted Secured Construction | BE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0002 | SMER Non-defaulted Secured Other | BE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0003 | SMER Non-defaulted Secured | BE | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BESMER0004 | SMER Defaulted | BE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0005 | SMER Non-defaulted Unsecured Construction | BE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0006 | SMER Non-defaulted Unsecured Other | BE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0007 | SMER Non-defaulted Unsecured | BE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0008 | SMER Non-Defaulted | BE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0009 | SMER Non-defaulted Secured | BE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BGCORP0001 | CORP Non-defaulted Secured Construction | BG | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0002 | CORP Non-defaulted Secured Other | BG | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0003 | CORP Non-defaulted Secured | BG | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BGCORP0004 | CORP Defaulted | BG | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0005 | CORP Non-defaulted Unsecured Construction | BG | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0006 | CORP Non-defaulted Unsecured Other | BG | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0007 | CORP Non-Defaulted | BG | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0008 | CORP Non-defaulted Secured | BG | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BGCORP0009 | CORP Non-defaulted Unsecured | BG | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGMORT0001 | Mortgages Non-defaulted ILTV <=25 % | BG | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % BGMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | BG | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % BGMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | BG | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % BGMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | BG | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % BGMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | BG | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % BGMORT0006 | Mortgages Non-defaulted ILTV >125 % | BG | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % BGMORT0007 | Mortgages Non-defaulted funded CRM | BG | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable BGMORT0008 | Mortgages Non-defaulted Unfunded CRM | BG | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable BGMORT0009 | Mortgages Defaulted | BG | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable BGMORT0010 | Mortgages Non-defaulted | BG | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0001 | SMEC Non-defaulted Secured Construction | BG | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0002 | SMEC Non-defaulted Secured Other | BG | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0003 | SMEC Non-defaulted Secured | BG | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BGSMEC0004 | SMEC Defaulted | BG | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0005 | SMEC Non-defaulted Unsecured Construction | BG | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0006 | SMEC Non-defaulted Unsecured Other | BG | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0007 | SMEC Non-defaulted Unsecured | BG | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0008 | SMEC Non-Defaulted | BG | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0009 | SMEC Non-defaulted Secured | BG | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BGSMER0001 | SMER Non-defaulted Secured Construction | BG | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0002 | SMER Non-defaulted Secured Other | BG | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0003 | SMER Non-defaulted Secured | BG | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BGSMER0004 | SMER Defaulted | BG | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0005 | SMER Non-defaulted Unsecured Construction | BG | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0006 | SMER Non-defaulted Unsecured Other | BG | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0007 | SMER Non-defaulted Unsecured | BG | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0008 | SMER Non-Defaulted | BG | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0009 | SMER Non-defaulted Secured | BG | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CORP0007 | CORP Non-Defaulted | Not applicable | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0001 | CORP Non-defaulted Secured Construction | CY | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0002 | CORP Non-defaulted Secured Other | CY | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0003 | CORP Non-defaulted Secured | CY | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CYCORP0004 | CORP Defaulted | CY | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0005 | CORP Non-defaulted Unsecured Construction | CY | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0006 | CORP Non-defaulted Unsecured Other | CY | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0007 | CORP Non-Defaulted | CY | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0008 | CORP Non-defaulted Secured | CY | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CYCORP0009 | CORP Non-defaulted Unsecured | CY | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable CYMORT0001 | Mortgages Non-defaulted ILTV <=25 % | CY | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % CYMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | CY | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % CYMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | CY | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % CYMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | CY | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % CYMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | CY | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % CYMORT0006 | Mortgages Non-defaulted ILTV >125 % | CY | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % CYMORT0007 | Mortgages Non-defaulted funded CRM | CY | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable CYMORT0008 | Mortgages Non-defaulted Unfunded CRM | CY | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable CYMORT0009 | Mortgages Defaulted | CY | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable CYMORT0010 | Mortgages Non-defaulted | CY | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0001 | SMEC Non-defaulted Secured Construction | CY | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0002 | SMEC Non-defaulted Secured Other | CY | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0003 | SMEC Non-defaulted Secured | CY | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CYSMEC0004 | SMEC Defaulted | CY | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0005 | SMEC Non-defaulted Unsecured Construction | CY | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0006 | SMEC Non-defaulted Unsecured Other | CY | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0007 | SMEC Non-defaulted Unsecured | CY | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0008 | SMEC Non-Defaulted | CY | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0009 | SMEC Non-defaulted Secured | CY | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CYSMER0001 | SMER Non-defaulted Secured Construction | CY | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0002 | SMER Non-defaulted Secured Other | CY | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0003 | SMER Non-defaulted Secured | CY | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CYSMER0004 | SMER Defaulted | CY | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0005 | SMER Non-defaulted Unsecured Construction | CY | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0006 | SMER Non-defaulted Unsecured Other | CY | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0007 | SMER Non-defaulted Unsecured | CY | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0008 | SMER Non-Defaulted | CY | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0009 | SMER Non-defaulted Secured | CY | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CZCORP0001 | CORP Non-defaulted Secured Construction | CZ | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0002 | CORP Non-defaulted Secured Other | CZ | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0003 | CORP Non-defaulted Secured | CZ | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CZCORP0004 | CORP Defaulted | CZ | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0005 | CORP Non-defaulted Unsecured Construction | CZ | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0006 | CORP Non-defaulted Unsecured Other | CZ | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0007 | CORP Non-Defaulted | CZ | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0008 | CORP Non-defaulted Secured | CZ | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CZCORP0009 | CORP Non-defaulted Unsecured | CZ | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZMORT0001 | Mortgages Non-defaulted ILTV <=25 % | CZ | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % CZMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | CZ | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % CZMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | CZ | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % CZMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | CZ | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % CZMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | CZ | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % CZMORT0006 | Mortgages Non-defaulted ILTV >125 % | CZ | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % CZMORT0007 | Mortgages Non-defaulted funded CRM | CZ | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable CZMORT0008 | Mortgages Non-defaulted Unfunded CRM | CZ | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable CZMORT0009 | Mortgages Defaulted | CZ | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable CZMORT0010 | Mortgages Non-defaulted | CZ | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0001 | SMEC Non-defaulted Secured Construction | CZ | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0002 | SMEC Non-defaulted Secured Other | CZ | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0003 | SMEC Non-defaulted Secured | CZ | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CZSMEC0004 | SMEC Defaulted | CZ | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0005 | SMEC Non-defaulted Unsecured Construction | CZ | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0006 | SMEC Non-defaulted Unsecured Other | CZ | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0007 | SMEC Non-defaulted Unsecured | CZ | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0008 | SMEC Non-Defaulted | CZ | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0009 | SMEC Non-defaulted Secured | CZ | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CZSMER0001 | SMER Non-defaulted Secured Construction | CZ | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0002 | SMER Non-defaulted Secured Other | CZ | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0003 | SMER Non-defaulted Secured | CZ | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CZSMER0004 | SMER Defaulted | CZ | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0005 | SMER Non-defaulted Unsecured Construction | CZ | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0006 | SMER Non-defaulted Unsecured Other | CZ | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0007 | SMER Non-defaulted Unsecured | CZ | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0008 | SMER Non-Defaulted | CZ | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0009 | SMER Non-defaulted Secured | CZ | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DECORP0001 | CORP Non-defaulted Secured Construction | DE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0002 | CORP Non-defaulted Secured Other | DE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0003 | CORP Non-defaulted Secured | DE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DECORP0004 | CORP Defaulted | DE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0005 | CORP Non-defaulted Unsecured Construction | DE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0006 | CORP Non-defaulted Unsecured Other | DE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0007 | CORP Non-Defaulted | DE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0008 | CORP Non-defaulted Secured | DE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DECORP0009 | CORP Non-defaulted Unsecured | DE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DEMORT0001 | Mortgages Non-defaulted ILTV <=25 % | DE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % DEMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | DE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % DEMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | DE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % DEMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | DE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % DEMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | DE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % DEMORT0006 | Mortgages Non-defaulted ILTV >125 % | DE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % DEMORT0007 | Mortgages Non-defaulted funded CRM | DE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable DEMORT0008 | Mortgages Non-defaulted Unfunded CRM | DE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable DEMORT0009 | Mortgages Defaulted | DE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable DEMORT0010 | Mortgages Non-defaulted | DE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0001 | SMEC Non-defaulted Secured Construction | DE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0002 | SMEC Non-defaulted Secured Other | DE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0003 | SMEC Non-defaulted Secured | DE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DESMEC0004 | SMEC Defaulted | DE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0005 | SMEC Non-defaulted Unsecured Construction | DE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0006 | SMEC Non-defaulted Unsecured Other | DE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0007 | SMEC Non-defaulted Unsecured | DE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0008 | SMEC Non-Defaulted | DE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0009 | SMEC Non-defaulted Secured | DE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DESMER0001 | SMER Non-defaulted Secured Construction | DE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0002 | SMER Non-defaulted Secured Other | DE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0003 | SMER Non-defaulted Secured | DE | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DESMER0004 | SMER Defaulted | DE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0005 | SMER Non-defaulted Unsecured Construction | DE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0006 | SMER Non-defaulted Unsecured Other | DE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0007 | SMER Non-defaulted Unsecured | DE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0008 | SMER Non-Defaulted | DE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0009 | SMER Non-defaulted Secured | DE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DKCORP0001 | CORP Non-defaulted Secured Construction | DK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0002 | CORP Non-defaulted Secured Other | DK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0003 | CORP Non-defaulted Secured | DK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DKCORP0004 | CORP Defaulted | DK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0005 | CORP Non-defaulted Unsecured Construction | DK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0006 | CORP Non-defaulted Unsecured Other | DK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0007 | CORP Non-Defaulted | DK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0008 | CORP Non-defaulted Secured | DK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DKCORP0009 | CORP Non-defaulted Unsecured | DK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKMORT0001 | Mortgages Non-defaulted ILTV <=25 % | DK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % DKMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | DK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % DKMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | DK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % DKMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | DK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % DKMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | DK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % DKMORT0006 | Mortgages Non-defaulted ILTV >125 % | DK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % DKMORT0007 | Mortgages Non-defaulted funded CRM | DK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable DKMORT0008 | Mortgages Non-defaulted Unfunded CRM | DK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable DKMORT0009 | Mortgages Defaulted | DK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable DKMORT0010 | Mortgages Non-defaulted | DK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0001 | SMEC Non-defaulted Secured Construction | DK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0002 | SMEC Non-defaulted Secured Other | DK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0003 | SMEC Non-defaulted Secured | DK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DKSMEC0004 | SMEC Defaulted | DK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0005 | SMEC Non-defaulted Unsecured Construction | DK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0006 | SMEC Non-defaulted Unsecured Other | DK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0007 | SMEC Non-defaulted Unsecured | DK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0008 | SMEC Non-Defaulted | DK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0009 | SMEC Non-defaulted Secured | DK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DKSMER0001 | SMER Non-defaulted Secured Construction | DK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0002 | SMER Non-defaulted Secured Other | DK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0003 | SMER Non-defaulted Secured | DK | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DKSMER0004 | SMER Defaulted | DK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0005 | SMER Non-defaulted Unsecured Construction | DK | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0006 | SMER Non-defaulted Unsecured Other | DK | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0007 | SMER Non-defaulted Unsecured | DK | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0008 | SMER Non-Defaulted | DK | Retail — Secured by real estate SME;

Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0009 | SMER Non-defaulted Secured | DK | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable EECORP0001 | CORP Non-defaulted Secured Construction | EE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0002 | CORP Non-defaulted Secured Other | EE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0003 | CORP Non-defaulted Secured | EE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable EECORP0004 | CORP Defaulted | EE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0005 | CORP Non-defaulted Unsecured Construction | EE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0006 | CORP Non-defaulted Unsecured Other | EE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0007 | CORP Non-Defaulted | EE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0008 | CORP Non-defaulted Secured | EE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable EECORP0009 | CORP Non-defaulted Unsecured | EE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EEMORT0001 | Mortgages Non-defaulted ILTV <=25 % | EE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % EEMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | EE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % EEMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | EE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % EEMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | EE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % EEMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | EE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % EEMORT0006 | Mortgages Non-defaulted ILTV >125 % | EE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % EEMORT0007 | Mortgages Non-defaulted funded CRM | EE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable EEMORT0008 | Mortgages Non-defaulted Unfunded CRM | EE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable EEMORT0009 | Mortgages Defaulted | EE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable EEMORT0010 | Mortgages Non-defaulted | EE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0001 | SMEC Non-defaulted Secured Construction | EE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0002 | SMEC Non-defaulted Secured Other | EE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0003 | SMEC Non-defaulted Secured | EE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable EESMEC0004 | SMEC Defaulted | EE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0005 | SMEC Non-defaulted Unsecured Construction | EE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0006 | SMEC Non-defaulted Unsecured Other | EE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0007 | SMEC Non-defaulted Unsecured | EE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0008 | SMEC Non-Defaulted | EE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0009 | SMEC Non-defaulted Secured | EE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable EESMER0001 | SMER Non-defaulted Secured Construction | EE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0002 | SMER Non-defaulted Secured Other | EE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0003 | SMER Non-defaulted Secured | EE | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable EESMER0004 | SMER Defaulted | EE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0005 | SMER Non-defaulted Unsecured Construction | EE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0006 | SMER Non-defaulted Unsecured Other | EE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0007 | SMER Non-defaulted Unsecured | EE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0008 | SMER Non-Defaulted | EE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0009 | SMER Non-defaulted Secured | EE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ESCORP0001 | CORP Non-defaulted Secured Construction | ES | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0002 | CORP Non-defaulted Secured Other | ES | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0003 | CORP Non-defaulted Secured | ES | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ESCORP0004 | CORP Defaulted | ES | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0005 | CORP Non-defaulted Unsecured Construction | ES | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0006 | CORP Non-defaulted Unsecured Other | ES | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0007 | CORP Non-Defaulted | ES | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0008 | CORP Non-defaulted Secured | ES | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ESCORP0009 | CORP Non-defaulted Unsecured | ES | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESMORT0001 | Mortgages Non-defaulted ILTV <=25 % | ES | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % ESMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | ES | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % ESMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | ES | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % ESMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | ES | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % ESMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | ES | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % ESMORT0006 | Mortgages Non-defaulted ILTV >125 % | ES | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % ESMORT0007 | Mortgages Non-defaulted funded CRM | ES | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable ESMORT0008 | Mortgages Non-defaulted Unfunded CRM | ES | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable ESMORT0009 | Mortgages Defaulted | ES | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ESMORT0010 | Mortgages Non-defaulted | ES | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0001 | SMEC Non-defaulted Secured Construction | ES | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0002 | SMEC Non-defaulted Secured Other | ES | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0003 | SMEC Non-defaulted Secured | ES | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ESSMEC0004 | SMEC Defaulted | ES | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0005 | SMEC Non-defaulted Unsecured Construction | ES | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0006 | SMEC Non-defaulted Unsecured Other | ES | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0007 | SMEC Non-defaulted Unsecured | ES | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0008 | SMEC Non-Defaulted | ES | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0009 | SMEC Non-defaulted Secured | ES | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ESSMER0001 | SMER Non-defaulted Secured Construction | ES | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0002 | SMER Non-defaulted Secured Other | ES | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0003 | SMER Non-defaulted Secured | ES | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ESSMER0004 | SMER Defaulted | ES | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0005 | SMER Non-defaulted Unsecured Construction | ES | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0006 | SMER Non-defaulted Unsecured Other | ES | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0007 | SMER Non-defaulted Unsecured | ES | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0008 | SMER Non-Defaulted | ES | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0009 | SMER Non-defaulted Secured | ES | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FICORP0001 | CORP Non-defaulted Secured Construction | FI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0002 | CORP Non-defaulted Secured Other | FI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0003 | CORP Non-defaulted Secured | FI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FICORP0004 | CORP Defaulted | FI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0005 | CORP Non-defaulted Unsecured Construction | FI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0006 | CORP Non-defaulted Unsecured Other | FI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0007 | CORP Non-Defaulted | FI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0008 | CORP Non-defaulted Secured | FI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FICORP0009 | CORP Non-defaulted Unsecured | FI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FIMORT0001 | Mortgages Non-defaulted ILTV <=25 % | FI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % FIMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | FI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % FIMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | FI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % FIMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | FI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % FIMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | FI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % FIMORT0006 | Mortgages Non-defaulted ILTV >125 % | FI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % FIMORT0007 | Mortgages Non-defaulted funded CRM | FI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable FIMORT0008 | Mortgages Non-defaulted Unfunded CRM | FI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable FIMORT0009 | Mortgages Defaulted | FI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable FIMORT0010 | Mortgages Non-defaulted | FI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0001 | SMEC Non-defaulted Secured Construction | FI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0002 | SMEC Non-defaulted Secured Other | FI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0003 | SMEC Non-defaulted Secured | FI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FISMEC0004 | SMEC Defaulted | FI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0005 | SMEC Non-defaulted Unsecured Construction | FI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0006 | SMEC Non-defaulted Unsecured Other | FI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0007 | SMEC Non-defaulted Unsecured | FI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0008 | SMEC Non-Defaulted | FI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0009 | SMEC Non-defaulted Secured | FI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FISMER0001 | SMER Non-defaulted Secured Construction | FI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0002 | SMER Non-defaulted Secured Other | FI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0003 | SMER Non-defaulted Secured | FI | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FISMER0004 | SMER Defaulted | FI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0005 | SMER Non-defaulted Unsecured Construction | FI | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0006 | SMER Non-defaulted Unsecured Other | FI | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0007 | SMER Non-defaulted Unsecured | FI | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0008 | SMER Non-Defaulted | FI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0009 | SMER Non-defaulted Secured | FI | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FRCORP0001 | CORP Non-defaulted Secured Construction | FR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0002 | CORP Non-defaulted Secured Other | FR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0003 | CORP Non-defaulted Secured | FR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FRCORP0004 | CORP Defaulted | FR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0005 | CORP Non-defaulted Unsecured Construction | FR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0006 | CORP Non-defaulted Unsecured Other | FR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0007 | CORP Non-Defaulted | FR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0008 | CORP Non-defaulted Secured | FR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FRCORP0009 | CORP Non-defaulted Unsecured | FR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRMORT0001 | Mortgages Non-defaulted ILTV <=25 % | FR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % FRMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | FR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % FRMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | FR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % FRMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | FR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % FRMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | FR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % FRMORT0006 | Mortgages Non-defaulted ILTV >125 % | FR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % FRMORT0007 | Mortgages Non-defaulted funded CRM | FR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable FRMORT0008 | Mortgages Non-defaulted Unfunded CRM | FR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable FRMORT0009 | Mortgages Defaulted | FR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable FRMORT0010 | Mortgages Non-defaulted | FR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0001 | SMEC Non-defaulted Secured Construction | FR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0002 | SMEC Non-defaulted Secured Other | FR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0003 | SMEC Non-defaulted Secured | FR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FRSMEC0004 | SMEC Defaulted | FR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0005 | SMEC Non-defaulted Unsecured Construction | FR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0006 | SMEC Non-defaulted Unsecured Other | FR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln.

| Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0007 | SMEC Non-defaulted Unsecured | FR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0008 | SMEC Non-Defaulted | FR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0009 | SMEC Non-defaulted Secured | FR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FRSMER0001 | SMER Non-defaulted Secured Construction | FR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0002 | SMER Non-defaulted Secured Other | FR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0003 | SMER Non-defaulted Secured | FR | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FRSMER0004 | SMER Defaulted | FR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0005 | SMER Non-defaulted Unsecured Construction | FR | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0006 | SMER Non-defaulted Unsecured Other | FR | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0007 | SMER Non-defaulted Unsecured | FR | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0008 | SMER Non-Defaulted | FR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0009 | SMER Non-defaulted Secured | FR | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GBCORP0001 | CORP Non-defaulted Secured Construction | GB | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0002 | CORP Non-defaulted Secured Other | GB | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0003 | CORP Non-defaulted Secured | GB | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GBCORP0004 | CORP Defaulted | GB | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0005 | CORP Non-defaulted Unsecured Construction | GB | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0006 | CORP Non-defaulted Unsecured Other | GB | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0007 | CORP Non-Defaulted | GB | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0008 | CORP Non-defaulted Secured | GB | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GBCORP0009 | CORP Non-defaulted Unsecured | GB | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBMORT0001 | Mortgages Non-defaulted ILTV <=25 % | GB | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % GBMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | GB | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % GBMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | GB | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % GBMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | GB | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % GBMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | GB | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % GBMORT0006 | Mortgages Non-defaulted ILTV >125 % | GB | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % GBMORT0007 | Mortgages Non-defaulted funded CRM | GB | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable GBMORT0008 | Mortgages Non-defaulted Unfunded CRM | GB | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable GBMORT0009 | Mortgages Defaulted | GB | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GBMORT0010 | Mortgages Non-defaulted | GB | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0001 | SMEC Non-defaulted Secured Construction | GB | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0002 | SMEC Non-defaulted Secured Other | GB | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0003 | SMEC Non-defaulted Secured | GB | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GBSMEC0004 | SMEC Defaulted | GB | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0005 | SMEC Non-defaulted Unsecured Construction | GB | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0006 | SMEC Non-defaulted Unsecured Other | GB | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0007 | SMEC Non-defaulted Unsecured | GB | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0008 | SMEC Non-Defaulted | GB | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0009 | SMEC Non-defaulted Secured | GB | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GBSMER0001 | SMER Non-defaulted Secured Construction | GB | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0002 | SMER Non-defaulted Secured Other | GB | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0003 | SMER Non-defaulted Secured | GB | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GBSMER0004 | SMER Defaulted | GB | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0005 | SMER Non-defaulted Unsecured Construction | GB | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0006 | SMER Non-defaulted Unsecured Other | GB | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0007 | SMER Non-defaulted Unsecured | GB | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0008 | SMER Non-Defaulted | GB | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0009 | SMER Non-defaulted Secured | GB | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GRCORP0001 | CORP Non-defaulted Secured Construction | GR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0002 | CORP Non-defaulted Secured Other | GR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0003 | CORP Non-defaulted Secured | GR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GRCORP0004 | CORP Defaulted | GR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0005 | CORP Non-defaulted Unsecured Construction | GR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0006 | CORP Non-defaulted Unsecured Other | GR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0007 | CORP Non-Defaulted | GR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0008 | CORP Non-defaulted Secured | GR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GRCORP0009 | CORP Non-defaulted Unsecured | GR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRMORT0001 | Mortgages Non-defaulted ILTV <=25 % | GR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % GRMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | GR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % GRMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | GR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % GRMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | GR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % GRMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | GR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % GRMORT0006 | Mortgages Non-defaulted ILTV >125 % | GR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % GRMORT0007 | Mortgages Non-defaulted funded CRM | GR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable GRMORT0008 | Mortgages Non-defaulted Unfunded CRM | GR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable GRMORT0009 | Mortgages Defaulted | GR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GRMORT0010 | Mortgages Non-defaulted | GR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0001 | SMEC Non-defaulted Secured Construction | GR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0002 | SMEC Non-defaulted Secured Other | GR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0003 | SMEC Non-defaulted Secured | GR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GRSMEC0004 | SMEC Defaulted | GR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0005 | SMEC Non-defaulted Unsecured Construction | GR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0006 | SMEC Non-defaulted Unsecured Other | GR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0007 | SMEC Non-defaulted Unsecured | GR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0008 | SMEC Non-Defaulted | GR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0009 | SMEC Non-defaulted Secured | GR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GRSMER0001 | SMER Non-defaulted Secured Construction | GR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0002 | SMER Non-defaulted Secured Other | GR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0003 | SMER Non-defaulted Secured | GR | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GRSMER0004 | SMER Defaulted | GR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0005 | SMER Non-defaulted Unsecured Construction | GR | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0006 | SMER Non-defaulted Unsecured Other | GR | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0007 | SMER Non-defaulted Unsecured | GR | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0008 | SMER Non-Defaulted | GR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0009 | SMER Non-defaulted Secured | GR | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HRCORP0001 | CORP Non-defaulted Secured Construction | HR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0002 | CORP Non-defaulted Secured Other | HR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0003 | CORP Non-defaulted Secured | HR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HRCORP0004 | CORP Defaulted | HR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0005 | CORP Non-defaulted Unsecured Construction | HR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0006 | CORP Non-defaulted Unsecured Other | HR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0007 | CORP Non-Defaulted | HR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0008 | CORP Non-defaulted Secured | HR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HRCORP0009 | CORP Non-defaulted Unsecured | HR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRMORT0001 | Mortgages Non-defaulted ILTV <=25 % | HR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % HRMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | HR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % HRMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | HR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % HRMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | HR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % HRMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | HR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % HRMORT0006 | Mortgages Non-defaulted ILTV >125 % | HR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % HRMORT0007 | Mortgages Non-defaulted funded CRM | HR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable HRMORT0008 | Mortgages Non-defaulted Unfunded CRM | HR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable HRMORT0009 | Mortgages Defaulted | HR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable HRMORT0010 | Mortgages Non-defaulted | HR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0001 | SMEC Non-defaulted Secured Construction | HR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0002 | SMEC Non-defaulted Secured Other | HR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0003 | SMEC Non-defaulted Secured | HR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HRSMEC0004 | SMEC Defaulted | HR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0005 | SMEC Non-defaulted Unsecured Construction | HR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0006 | SMEC Non-defaulted Unsecured Other | HR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0007 | SMEC Non-defaulted Unsecured | HR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0008 | SMEC Non-Defaulted | HR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0009 | SMEC Non-defaulted Secured | HR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HRSMER0001 | SMER Non-defaulted Secured Construction | HR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0002 | SMER Non-defaulted Secured Other | HR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0003 | SMER Non-defaulted Secured | HR | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HRSMER0004 | SMER Defaulted | HR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0005 | SMER Non-defaulted Unsecured Construction | HR | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0006 | SMER Non-defaulted Unsecured Other | HR | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0007 | SMER Non-defaulted Unsecured | HR | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0008 | SMER Non-Defaulted | HR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0009 | SMER Non-defaulted Secured | HR | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HUCORP0001 | CORP Non-defaulted Secured Construction | HU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0002 | CORP Non-defaulted Secured Other | HU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0003 | CORP Non-defaulted Secured | HU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HUCORP0004 | CORP Defaulted | HU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0005 | CORP Non-defaulted Unsecured Construction | HU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0006 | CORP Non-defaulted Unsecured Other | HU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0007 | CORP Non-Defaulted | HU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0008 | CORP Non-defaulted Secured | HU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HUCORP0009 | CORP Non-defaulted Unsecured | HU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable HUMORT0001 | Mortgages Non-defaulted ILTV <=25 % | HU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % HUMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | HU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % HUMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | HU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % HUMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | HU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % HUMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | HU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % HUMORT0006 | Mortgages Non-defaulted ILTV >125 % | HU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % HUMORT0007 | Mortgages Non-defaulted funded CRM | HU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable HUMORT0008 | Mortgages Non-defaulted Unfunded CRM | HU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable HUMORT0009 | Mortgages Defaulted | HU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable HUMORT0010 | Mortgages Non-defaulted | HU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0001 | SMEC Non-defaulted Secured Construction | HU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0002 | SMEC Non-defaulted Secured Other | HU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0003 | SMEC Non-defaulted Secured | HU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HUSMEC0004 | SMEC Defaulted | HU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0005 | SMEC Non-defaulted Unsecured Construction | HU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0006 | SMEC Non-defaulted Unsecured Other | HU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0007 | SMEC Non-defaulted Unsecured | HU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0008 | SMEC Non-Defaulted | HU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0009 | SMEC Non-defaulted Secured | HU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HUSMER0001 | SMER Non-defaulted Secured Construction | HU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0002 | SMER Non-defaulted Secured Other | HU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0003 | SMER Non-defaulted Secured | HU | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HUSMER0004 | SMER Defaulted | HU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0005 | SMER Non-defaulted Unsecured Construction | HU | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0006 | SMER Non-defaulted Unsecured Other | HU | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0007 | SMER Non-defaulted Unsecured | HU | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0008 | SMER Non-Defaulted | HU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0009 | SMER Non-defaulted Secured | HU | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable IECORP0001 | CORP Non-defaulted Secured Construction | IE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0002 | CORP Non-defaulted Secured Other | IE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0003 | CORP Non-defaulted Secured | IE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable IECORP0004 | CORP Defaulted | IE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0005 | CORP Non-defaulted Unsecured Construction | IE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0006 | CORP Non-defaulted Unsecured Other | IE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0007 | CORP Non-Defaulted | IE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0008 | CORP Non-defaulted Secured | IE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable IECORP0009 | CORP Non-defaulted Unsecured | IE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IEMORT0001 | Mortgages Non-defaulted ILTV <=25 % | IE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % IEMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | IE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % IEMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | IE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % IEMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | IE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % IEMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | IE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % IEMORT0006 | Mortgages Non-defaulted ILTV >125 % | IE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % IEMORT0007 | Mortgages Non-defaulted funded CRM | IE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable IEMORT0008 | Mortgages Non-defaulted Unfunded CRM | IE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable IEMORT0009 | Mortgages Defaulted | IE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IEMORT0010 | Mortgages Non-defaulted | IE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0001 | SMEC Non-defaulted Secured Construction | IE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0002 | SMEC Non-defaulted Secured Other | IE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0003 | SMEC Non-defaulted Secured | IE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable IESMEC0004 | SMEC Defaulted | IE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0005 | SMEC Non-defaulted Unsecured Construction | IE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0006 | SMEC Non-defaulted Unsecured Other | IE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0007 | SMEC Non-defaulted Unsecured | IE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0008 | SMEC Non-Defaulted | IE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0009 | SMEC Non-defaulted Secured | IE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable IESMER0001 | SMER Non-defaulted Secured Construction | IE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0002 | SMER Non-defaulted Secured Other | IE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0003 | SMER Non-defaulted Secured | IE | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable IESMER0004 | SMER Defaulted | IE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0005 | SMER Non-defaulted Unsecured Construction | IE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0006 | SMER Non-defaulted Unsecured Other | IE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0007 | SMER Non-defaulted Unsecured | IE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0008 | SMER Non-Defaulted | IE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0009 | SMER Non-defaulted Secured | IE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ITCORP0001 | CORP Non-defaulted Secured Construction | IT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0002 | CORP Non-defaulted Secured Other | IT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0003 | CORP Non-defaulted Secured | IT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ITCORP0004 | CORP Defaulted | IT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0005 | CORP Non-defaulted Unsecured Construction | IT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0006 | CORP Non-defaulted Unsecured Other | IT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0007 | CORP Non-Defaulted | IT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0008 | CORP Non-defaulted Secured | IT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ITCORP0009 | CORP Non-defaulted Unsecured | IT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITMORT0001 | Mortgages Non-defaulted ILTV <=25 % | IT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % ITMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | IT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % ITMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | IT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % ITMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | IT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % ITMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | IT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % ITMORT0006 | Mortgages Non-defaulted ILTV >125 % | IT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % ITMORT0007 | Mortgages Non-defaulted funded CRM | IT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable ITMORT0008 | Mortgages Non-defaulted Unfunded CRM | IT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable ITMORT0009 | Mortgages Defaulted | IT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ITMORT0010 | Mortgages Non-defaulted | IT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0001 | SMEC Non-defaulted Secured Construction | IT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0002 | SMEC Non-defaulted Secured Other | IT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0003 | SMEC Non-defaulted Secured | IT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ITSMEC0004 | SMEC Defaulted | IT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0005 | SMEC Non-defaulted Unsecured Construction | IT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0006 | SMEC Non-defaulted Unsecured Other | IT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0007 | SMEC Non-defaulted Unsecured | IT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0008 | SMEC Non-Defaulted | IT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0009 | SMEC Non-defaulted Secured | IT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ITSMER0001 | SMER Non-defaulted Secured Construction | IT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0002 | SMER Non-defaulted Secured Other | IT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0003 | SMER Non-defaulted Secured | IT | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ITSMER0004 | SMER Defaulted | IT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0005 | SMER Non-defaulted Unsecured Construction | IT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0006 | SMER Non-defaulted Unsecured Other | IT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0007 | SMER Non-defaulted Unsecured | IT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0008 | SMER Non-Defaulted | IT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0009 | SMER Non-defaulted Secured | IT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LTCORP0001 | CORP Non-defaulted Secured Construction | LT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0002 | CORP Non-defaulted Secured Other | LT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0003 | CORP Non-defaulted Secured | LT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LTCORP0004 | CORP Defaulted | LT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0005 | CORP Non-defaulted Unsecured Construction | LT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0006 | CORP Non-defaulted Unsecured Other | LT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0007 | CORP Non-Defaulted | LT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0008 | CORP Non-defaulted Secured | LT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LTCORP0009 | CORP Non-defaulted Unsecured | LT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTMORT0001 | Mortgages Non-defaulted ILTV <=25 % | LT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % LTMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | LT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % LTMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | LT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % LTMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | LT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % LTMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | LT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % LTMORT0006 | Mortgages Non-defaulted ILTV >125 % | LT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % LTMORT0007 | Mortgages Non-defaulted funded CRM | LT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable LTMORT0008 | Mortgages Non-defaulted Unfunded CRM | LT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable LTMORT0009 | Mortgages Defaulted | LT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LTMORT0010 | Mortgages Non-defaulted | LT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0001 | SMEC Non-defaulted Secured Construction | LT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0002 | SMEC Non-defaulted Secured Other | LT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0003 | SMEC Non-defaulted Secured | LT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LTSMEC0004 | SMEC Defaulted | LT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0005 | SMEC Non-defaulted Unsecured Construction | LT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0006 | SMEC Non-defaulted Unsecured Other | LT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0007 | SMEC Non-defaulted Unsecured | LT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0008 | SMEC Non-Defaulted | LT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0009 | SMEC Non-defaulted Secured | LT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LTSMER0001 | SMER Non-defaulted Secured Construction | LT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0002 | SMER Non-defaulted Secured Other | LT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0003 | SMER Non-defaulted Secured | LT | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LTSMER0004 | SMER Defaulted | LT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0005 | SMER Non-defaulted Unsecured Construction | LT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0006 | SMER Non-defaulted Unsecured Other | LT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0007 | SMER Non-defaulted Unsecured | LT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0008 | SMER Non-Defaulted | LT | Retail — Secured by real estate SME;

Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0009 | SMER Non-defaulted Secured | LT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LUCORP0001 | CORP Non-defaulted Secured Construction | LU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0002 | CORP Non-defaulted Secured Other | LU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0003 | CORP Non-defaulted Secured | LU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LUCORP0004 | CORP Defaulted | LU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0005 | CORP Non-defaulted Unsecured Construction | LU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0006 | CORP Non-defaulted Unsecured Other | LU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0007 | CORP Non-Defaulted | LU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0008 | CORP Non-defaulted Secured | LU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LUCORP0009 | CORP Non-defaulted Unsecured | LU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUMORT0001 | Mortgages Non-defaulted ILTV <=25 % | LU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % LUMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | LU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % LUMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | LU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % LUMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | LU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % LUMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | LU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % LUMORT0006 | Mortgages Non-defaulted ILTV >125 % | LU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % LUMORT0007 | Mortgages Non-defaulted funded CRM | LU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable LUMORT0008 | Mortgages Non-defaulted Unfunded CRM | LU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable LUMORT0009 | Mortgages Defaulted | LU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LUMORT0010 | Mortgages Non-defaulted | LU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0001 | SMEC Non-defaulted Secured Construction | LU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0002 | SMEC Non-defaulted Secured Other | LU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0003 | SMEC Non-defaulted Secured | LU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LUSMEC0004 | SMEC Defaulted | LU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0005 | SMEC Non-defaulted Unsecured Construction | LU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0006 | SMEC Non-defaulted Unsecured Other | LU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0007 | SMEC Non-defaulted Unsecured | LU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0008 | SMEC Non-Defaulted | LU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0009 | SMEC Non-defaulted Secured | LU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LUSMER0001 | SMER Non-defaulted Secured Construction | LU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0002 | SMER Non-defaulted Secured Other | LU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0003 | SMER Non-defaulted Secured | LU | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LUSMER0004 | SMER Defaulted | LU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0005 | SMER Non-defaulted Unsecured Construction | LU | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0006 | SMER Non-defaulted Unsecured Other | LU | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0007 | SMER Non-defaulted Unsecured | LU | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0008 | SMER Non-Defaulted | LU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0009 | SMER Non-defaulted Secured | LU | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LVCORP0001 | CORP Non-defaulted Secured Construction | LV | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0002 | CORP Non-defaulted Secured Other | LV | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0003 | CORP Non-defaulted Secured | LV | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LVCORP0004 | CORP Defaulted | LV | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0005 | CORP Non-defaulted Unsecured Construction | LV | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0006 | CORP Non-defaulted Unsecured Other | LV | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0007 | CORP Non-Defaulted | LV | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0008 | CORP Non-defaulted Secured | LV | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LVCORP0009 | CORP Non-defaulted Unsecured | LV | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVMORT0001 | Mortgages Non-defaulted ILTV <=25 % | LV | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % LVMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | LV | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % LVMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | LV | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % LVMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | LV | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % LVMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | LV | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % LVMORT0006 | Mortgages Non-defaulted ILTV >125 % | LV | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % LVMORT0007 | Mortgages Non-defaulted funded CRM | LV | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable LVMORT0008 | Mortgages Non-defaulted Unfunded CRM | LV | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable LVMORT0009 | Mortgages Defaulted | LV | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LVMORT0010 | Mortgages Non-defaulted | LV | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0001 | SMEC Non-defaulted Secured Construction | LV | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0002 | SMEC Non-defaulted Secured Other | LV | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0003 | SMEC Non-defaulted Secured | LV | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LVSMEC0004 | SMEC Defaulted | LV | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0005 | SMEC Non-defaulted Unsecured Construction | LV | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0006 | SMEC Non-defaulted Unsecured Other | LV | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0007 | SMEC Non-defaulted Unsecured | LV | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0008 | SMEC Non-Defaulted | LV | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0009 | SMEC Non-defaulted Secured | LV | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LVSMER0001 | SMER Non-defaulted Secured Construction | LV | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0002 | SMER Non-defaulted Secured Other | LV | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0003 | SMER Non-defaulted Secured | LV | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LVSMER0004 | SMER Defaulted | LV | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0005 | SMER Non-defaulted Unsecured Construction | LV | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0006 | SMER Non-defaulted Unsecured Other | LV | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0007 | SMER Non-defaulted Unsecured | LV | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0008 | SMER Non-Defaulted | LV | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0009 | SMER Non-defaulted Secured | LV | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable MORT0010 | Mortgages Non-defaulted | Not applicable | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0001 | CORP Non-defaulted Secured Construction | MT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0002 | CORP Non-defaulted Secured Other | MT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0003 | CORP Non-defaulted Secured | MT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable MTCORP0004 | CORP Defaulted | MT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0005 | CORP Non-defaulted Unsecured Construction | MT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0006 | CORP Non-defaulted Unsecured Other | MT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0007 | CORP Non-Defaulted | MT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0008 | CORP Non-defaulted Secured | MT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable MTCORP0009 | CORP Non-defaulted Unsecured | MT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTMORT0001 | Mortgages Non-defaulted ILTV <=25 % | MT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % MTMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | MT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % MTMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | MT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % MTMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | MT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % MTMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | MT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % MTMORT0006 | Mortgages Non-defaulted ILTV >125 % | MT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % MTMORT0007 | Mortgages Non-defaulted funded CRM | MT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable MTMORT0008 | Mortgages Non-defaulted Unfunded CRM | MT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable MTMORT0009 | Mortgages Defaulted | MT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable MTMORT0010 | Mortgages Non-defaulted | MT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0001 | SMEC Non-defaulted Secured Construction | MT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0002 | SMEC Non-defaulted Secured Other | MT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0003 | SMEC Non-defaulted Secured | MT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable MTSMEC0004 | SMEC Defaulted | MT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0005 | SMEC Non-defaulted Unsecured Construction | MT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0006 | SMEC Non-defaulted Unsecured Other | MT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0007 | SMEC Non-defaulted Unsecured | MT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0008 | SMEC Non-Defaulted | MT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0009 | SMEC Non-defaulted Secured | MT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable MTSMER0001 | SMER Non-defaulted Secured Construction | MT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0002 | SMER Non-defaulted Secured Other | MT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0003 | SMER Non-defaulted Secured | MT | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable MTSMER0004 | SMER Defaulted | MT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0005 | SMER Non-defaulted Unsecured Construction | MT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0006 | SMER Non-defaulted Unsecured Other | MT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0007 | SMER Non-defaulted Unsecured | MT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0008 | SMER Non-Defaulted | MT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0009 | SMER Non-defaulted Secured | MT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NLCORP0001 | CORP Non-defaulted Secured Construction | NL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0002 | CORP Non-defaulted Secured Other | NL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0003 | CORP Non-defaulted Secured | NL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NLCORP0004 | CORP Defaulted | NL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0005 | CORP Non-defaulted Unsecured Construction | NL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0006 | CORP Non-defaulted Unsecured Other | NL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0007 | CORP Non-Defaulted | NL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0008 | CORP Non-defaulted Secured | NL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NLCORP0009 | CORP Non-defaulted Unsecured | NL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLMORT0001 | Mortgages Non-defaulted ILTV <=25 % | NL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % NLMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | NL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % NLMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | NL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % NLMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | NL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % NLMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | NL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % NLMORT0006 | Mortgages Non-defaulted ILTV >125 % | NL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % NLMORT0007 | Mortgages Non-defaulted funded CRM | NL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable NLMORT0008 | Mortgages Non-defaulted Unfunded CRM | NL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable NLMORT0009 | Mortgages Defaulted | NL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable NLMORT0010 | Mortgages Non-defaulted | NL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0001 | SMEC Non-defaulted Secured Construction | NL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0002 | SMEC Non-defaulted Secured Other | NL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0003 | SMEC Non-defaulted Secured | NL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NLSMEC0004 | SMEC Defaulted | NL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0005 | SMEC Non-defaulted Unsecured Construction | NL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln.

| Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0006 | SMEC Non-defaulted Unsecured Other | NL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0007 | SMEC Non-defaulted Unsecured | NL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0008 | SMEC Non-Defaulted | NL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0009 | SMEC Non-defaulted Secured | NL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NLSMER0001 | SMER Non-defaulted Secured Construction | NL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0002 | SMER Non-defaulted Secured Other | NL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0003 | SMER Non-defaulted Secured | NL | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NLSMER0004 | SMER Defaulted | NL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0005 | SMER Non-defaulted Unsecured Construction | NL | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0006 | SMER Non-defaulted Unsecured Other | NL | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0007 | SMER Non-defaulted Unsecured | NL | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0008 | SMER Non-Defaulted | NL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0009 | SMER Non-defaulted Secured | NL | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NOCORP0001 | CORP Non-defaulted Secured Construction | NO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0002 | CORP Non-defaulted Secured Other | NO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0003 | CORP Non-defaulted Secured | NO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NOCORP0004 | CORP Defaulted | NO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0005 | CORP Non-defaulted Unsecured Construction | NO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0006 | CORP Non-defaulted Unsecured Other | NO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0007 | CORP Non-Defaulted | NO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0008 | CORP Non-defaulted Secured | NO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NOCORP0009 | CORP Non-defaulted Unsecured | NO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOMORT0001 | Mortgages Non-defaulted ILTV <=25 % | NO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % NOMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | NO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % NOMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | NO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % NOMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | NO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % NOMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | NO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % NOMORT0006 | Mortgages Non-defaulted ILTV >125 % | NO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % NOMORT0007 | Mortgages Non-defaulted funded CRM | NO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable NOMORT0008 | Mortgages Non-defaulted Unfunded CRM | NO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable NOMORT0009 | Mortgages Defaulted | NO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable NOMORT0010 | Mortgages Non-defaulted | NO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0001 | SMEC Non-defaulted Secured Construction | NO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0002 | SMEC Non-defaulted Secured Other | NO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0003 | SMEC Non-defaulted Secured | NO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NOSMEC0004 | SMEC Defaulted | NO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0005 | SMEC Non-defaulted Unsecured Construction | NO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0006 | SMEC Non-defaulted Unsecured Other | NO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0007 | SMEC Non-defaulted Unsecured | NO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0008 | SMEC Non-Defaulted | NO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0009 | SMEC Non-defaulted Secured | NO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NOSMER0001 | SMER Non-defaulted Secured Construction | NO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0002 | SMER Non-defaulted Secured Other | NO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0003 | SMER Non-defaulted Secured | NO | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NOSMER0004 | SMER Defaulted | NO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0005 | SMER Non-defaulted Unsecured Construction | NO | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0006 | SMER Non-defaulted Unsecured Other | NO | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0007 | SMER Non-defaulted Unsecured | NO | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0008 | SMER Non-Defaulted | NO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0009 | SMER Non-defaulted Secured | NO | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PLCORP0001 | CORP Non-defaulted Secured Construction | PL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0002 | CORP Non-defaulted Secured Other | PL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0003 | CORP Non-defaulted Secured | PL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PLCORP0004 | CORP Defaulted | PL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0005 | CORP Non-defaulted Unsecured Construction | PL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0006 | CORP Non-defaulted Unsecured Other | PL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0007 | CORP Non-Defaulted | PL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0008 | CORP Non-defaulted Secured | PL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PLCORP0009 | CORP Non-defaulted Unsecured | PL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLMORT0001 | Mortgages Non-defaulted ILTV <=25 % | PL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % PLMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | PL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % PLMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | PL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % PLMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | PL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % PLMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | PL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % PLMORT0006 | Mortgages Non-defaulted ILTV >125 % | PL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % PLMORT0007 | Mortgages Non-defaulted funded CRM | PL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable PLMORT0008 | Mortgages Non-defaulted Unfunded CRM | PL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable PLMORT0009 | Mortgages Defaulted | PL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable PLMORT0010 | Mortgages Non-defaulted | PL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0001 | SMEC Non-defaulted Secured Construction | PL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0002 | SMEC Non-defaulted Secured Other | PL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0003 | SMEC Non-defaulted Secured | PL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PLSMEC0004 | SMEC Defaulted | PL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0005 | SMEC Non-defaulted Unsecured Construction | PL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0006 | SMEC Non-defaulted Unsecured Other | PL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0007 | SMEC Non-defaulted Unsecured | PL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0008 | SMEC Non-Defaulted | PL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0009 | SMEC Non-defaulted Secured | PL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PLSMER0001 | SMER Non-defaulted Secured Construction | PL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0002 | SMER Non-defaulted Secured Other | PL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0003 | SMER Non-defaulted Secured | PL | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PLSMER0004 | SMER Defaulted | PL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0005 | SMER Non-defaulted Unsecured Construction | PL | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0006 | SMER Non-defaulted Unsecured Other | PL | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0007 | SMER Non-defaulted Unsecured | PL | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0008 | SMER Non-Defaulted | PL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0009 | SMER Non-defaulted Secured | PL | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PTCORP0001 | CORP Non-defaulted Secured Construction | PT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0002 | CORP Non-defaulted Secured Other | PT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0003 | CORP Non-defaulted Secured | PT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PTCORP0004 | CORP Defaulted | PT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0005 | CORP Non-defaulted Unsecured Construction | PT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0006 | CORP Non-defaulted Unsecured Other | PT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0007 | CORP Non-Defaulted | PT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0008 | CORP Non-defaulted Secured | PT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PTCORP0009 | CORP Non-defaulted Unsecured | PT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTMORT0001 | Mortgages Non-defaulted ILTV <=25 % | PT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % PTMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | PT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % PTMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | PT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % PTMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | PT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % PTMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | PT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % PTMORT0006 | Mortgages Non-defaulted ILTV >125 % | PT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % PTMORT0007 | Mortgages Non-defaulted funded CRM | PT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable PTMORT0008 | Mortgages Non-defaulted Unfunded CRM | PT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable PTMORT0009 | Mortgages Defaulted | PT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable PTMORT0010 | Mortgages Non-defaulted | PT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0001 | SMEC Non-defaulted Secured Construction | PT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0002 | SMEC Non-defaulted Secured Other | PT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0003 | SMEC Non-defaulted Secured | PT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PTSMEC0004 | SMEC Defaulted | PT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0005 | SMEC Non-defaulted Unsecured Construction | PT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0006 | SMEC Non-defaulted Unsecured Other | PT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0007 | SMEC Non-defaulted Unsecured | PT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0008 | SMEC Non-Defaulted | PT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0009 | SMEC Non-defaulted Secured | PT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PTSMER0001 | SMER Non-defaulted Secured Construction | PT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0002 | SMER Non-defaulted Secured Other | PT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0003 | SMER Non-defaulted Secured | PT | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PTSMER0004 | SMER Defaulted | PT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0005 | SMER Non-defaulted Unsecured Construction | PT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0006 | SMER Non-defaulted Unsecured Other | PT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0007 | SMER Non-defaulted Unsecured | PT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0008 | SMER Non-Defaulted | PT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0009 | SMER Non-defaulted Secured | PT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ROCORP0001 | CORP Non-defaulted Secured Construction | RO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0002 | CORP Non-defaulted Secured Other | RO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0003 | CORP Non-defaulted Secured | RO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ROCORP0004 | CORP Defaulted | RO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0005 | CORP Non-defaulted Unsecured Construction | RO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0006 | CORP Non-defaulted Unsecured Other | RO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0007 | CORP Non-Defaulted | RO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0008 | CORP Non-defaulted Secured | RO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ROCORP0009 | CORP Non-defaulted Unsecured | RO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable ROMORT0001 | Mortgages Non-defaulted ILTV <=25 % | RO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % ROMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | RO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % ROMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | RO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % ROMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | RO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % ROMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | RO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % ROMORT0006 | Mortgages Non-defaulted ILTV >125 % | RO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % ROMORT0007 | Mortgages Non-defaulted funded CRM | RO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable ROMORT0008 | Mortgages Non-defaulted Unfunded CRM | RO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable ROMORT0009 | Mortgages Defaulted | RO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ROMORT0010 | Mortgages Non-defaulted | RO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0001 | SMEC Non-defaulted Secured Construction | RO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0002 | SMEC Non-defaulted Secured Other | RO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0003 | SMEC Non-defaulted Secured | RO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ROSMEC0004 | SMEC Defaulted | RO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0005 | SMEC Non-defaulted Unsecured Construction | RO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0006 | SMEC Non-defaulted Unsecured Other | RO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0007 | SMEC Non-defaulted Unsecured | RO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0008 | SMEC Non-Defaulted | RO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0009 | SMEC Non-defaulted Secured | RO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ROSMER0001 | SMER Non-defaulted Secured Construction | RO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0002 | SMER Non-defaulted Secured Other | RO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0003 | SMER Non-defaulted Secured | RO | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ROSMER0004 | SMER Defaulted | RO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0005 | SMER Non-defaulted Unsecured Construction | RO | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0006 | SMER Non-defaulted Unsecured Other | RO | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0007 | SMER Non-defaulted Unsecured | RO | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0008 | SMER Non-Defaulted | RO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0009 | SMER Non-defaulted Secured | RO | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SECORP0001 | CORP Non-defaulted Secured Construction | SE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0002 | CORP Non-defaulted Secured Other | SE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0003 | CORP Non-defaulted Secured | SE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SECORP0004 | CORP Defaulted | SE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0005 | CORP Non-defaulted Unsecured Construction | SE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0006 | CORP Non-defaulted Unsecured Other | SE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0007 | CORP Non-Defaulted | SE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0008 | CORP Non-defaulted Secured | SE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SECORP0009 | CORP Non-defaulted Unsecured | SE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SEMORT0001 | Mortgages Non-defaulted ILTV <=25 % | SE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % SEMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | SE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % SEMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | SE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % SEMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | SE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % SEMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | SE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % SEMORT0006 | Mortgages Non-defaulted ILTV >125 % | SE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % SEMORT0007 | Mortgages Non-defaulted funded CRM | SE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable SEMORT0008 | Mortgages Non-defaulted Unfunded CRM | SE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable SEMORT0009 | Mortgages Defaulted | SE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SEMORT0010 | Mortgages Non-defaulted | SE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0001 | SMEC Non-defaulted Secured Construction | SE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0002 | SMEC Non-defaulted Secured Other | SE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0003 | SMEC Non-defaulted Secured | SE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SESMEC0004 | SMEC Defaulted | SE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0005 | SMEC Non-defaulted Unsecured Construction | SE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0006 | SMEC Non-defaulted Unsecured Other | SE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0007 | SMEC Non-defaulted Unsecured | SE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0008 | SMEC Non-Defaulted | SE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0009 | SMEC Non-defaulted Secured | SE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SESMER0001 | SMER Non-defaulted Secured Construction | SE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0002 | SMER Non-defaulted Secured Other | SE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0003 | SMER Non-defaulted Secured | SE | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SESMER0004 | SMER Defaulted | SE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0005 | SMER Non-defaulted Unsecured Construction | SE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0006 | SMER Non-defaulted Unsecured Other | SE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0007 | SMER Non-defaulted Unsecured | SE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0008 | SMER Non-Defaulted | SE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0009 | SMER Non-defaulted Secured | SE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SICORP0001 | CORP Non-defaulted Secured Construction | SI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0002 | CORP Non-defaulted Secured Other | SI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0003 | CORP Non-defaulted Secured | SI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SICORP0004 | CORP Defaulted | SI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0005 | CORP Non-defaulted Unsecured Construction | SI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0006 | CORP Non-defaulted Unsecured Other | SI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0007 | CORP Non-Defaulted | SI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0008 | CORP Non-defaulted Secured | SI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SICORP0009 | CORP Non-defaulted Unsecured | SI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SIMORT0001 | Mortgages Non-defaulted ILTV <=25 % | SI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % SIMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | SI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % SIMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | SI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % SIMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | SI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % SIMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | SI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % SIMORT0006 | Mortgages Non-defaulted ILTV >125 % | SI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % SIMORT0007 | Mortgages Non-defaulted funded CRM | SI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable SIMORT0008 | Mortgages Non-defaulted Unfunded CRM | SI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable SIMORT0009 | Mortgages Defaulted | SI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SIMORT0010 | Mortgages Non-defaulted | SI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0001 | SMEC Non-defaulted Secured Construction | SI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0002 | SMEC Non-defaulted Secured Other | SI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0003 | SMEC Non-defaulted Secured | SI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SISMEC0004 | SMEC Defaulted | SI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0005 | SMEC Non-defaulted Unsecured Construction | SI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0006 | SMEC Non-defaulted Unsecured Other | SI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0007 | SMEC Non-defaulted Unsecured | SI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0008 | SMEC Non-Defaulted | SI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0009 | SMEC Non-defaulted Secured | SI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SISMER0001 | SMER Non-defaulted Secured Construction | SI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0002 | SMER Non-defaulted Secured Other | SI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0003 | SMER Non-defaulted Secured | SI | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SISMER0004 | SMER Defaulted | SI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0005 | SMER Non-defaulted Unsecured Construction | SI | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0006 | SMER Non-defaulted Unsecured Other | SI | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0007 | SMER Non-defaulted Unsecured | SI | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0008 | SMER Non-Defaulted | SI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0009 | SMER Non-defaulted Secured | SI | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SKCORP0001 | CORP Non-defaulted Secured Construction | SK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0002 | CORP Non-defaulted Secured Other | SK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0003 | CORP Non-defaulted Secured | SK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SKCORP0004 | CORP Defaulted | SK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0005 | CORP Non-defaulted Unsecured Construction | SK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0006 | CORP Non-defaulted Unsecured Other | SK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0007 | CORP Non-Defaulted | SK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0008 | CORP Non-defaulted Secured | SK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SKCORP0009 | CORP Non-defaulted Unsecured | SK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKMORT0001 | Mortgages Non-defaulted ILTV <=25 % | SK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % SKMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | SK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % SKMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | SK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % SKMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | SK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % SKMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | SK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % SKMORT0006 | Mortgages Non-defaulted ILTV >125 % | SK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % SKMORT0007 | Mortgages Non-defaulted funded CRM | SK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable SKMORT0008 | Mortgages Non-defaulted Unfunded CRM | SK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable SKMORT0009 | Mortgages Defaulted | SK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SKMORT0010 | Mortgages Non-defaulted | SK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0001 | SMEC Non-defaulted Secured Construction | SK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0002 | SMEC Non-defaulted Secured Other | SK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0003 | SMEC Non-defaulted Secured | SK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SKSMEC0004 | SMEC Defaulted | SK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0005 | SMEC Non-defaulted Unsecured Construction | SK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0006 | SMEC Non-defaulted Unsecured Other | SK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0007 | SMEC Non-defaulted Unsecured | SK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0008 | SMEC Non-Defaulted | SK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0009 | SMEC Non-defaulted Secured | SK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SKSMER0001 | SMER Non-defaulted Secured Construction | SK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0002 | SMER Non-defaulted Secured Other | SK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0003 | SMER Non-defaulted Secured | SK | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SKSMER0004 | SMER Defaulted | SK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0005 | SMER Non-defaulted Unsecured Construction | SK | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0006 | SMER Non-defaulted Unsecured Other | SK | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0007 | SMER Non-defaulted Unsecured | SK | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0008 | SMER Non-Defaulted | SK | Retail — Secured by real estate SME;

Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0009 | SMER Non-defaulted Secured | SK | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SMEC0008 | SMEC Non-Defaulted | Not applicable | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SMER0008 | SMER Non-Defaulted | Not applicable | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CORP0004 | CORP Defaulted | Not applicable | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MORT0009 | Mortgages Defaulted | Not applicable | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SMEC0004 | SMEC Defaulted | Not applicable | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SMER0004 | SMER Defaulted | Not applicable | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0001CC | CORP Non-defaulted Secured Construction | AT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0002CC | CORP Non-defaulted Secured Other | AT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0003CC | CORP Non-defaulted Secured | AT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ATCORP0004CC | CORP Defaulted | AT | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0005CC | CORP Non-defaulted Unsecured Construction | AT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0006CC | CORP Non-defaulted Unsecured Other | AT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0007CC | CORP Non-Defaulted | AT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0008CC | CORP Non-defaulted Secured | AT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ATCORP0009CC | CORP Non-defaulted Unsecured | AT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | AT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % ATMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | AT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % ATMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | AT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % ATMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | AT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % ATMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | AT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % ATMORT0006CC | Mortgages Non-defaulted ILTV >125 % | AT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % ATMORT0007CC | Mortgages Non-defaulted funded CRM | AT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable ATMORT0008CC | Mortgages Non-defaulted Unfunded CRM | AT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable ATMORT0009CC | Mortgages Defaulted | AT | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ATMORT0010CC | Mortgages Non-defaulted | AT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0001CC | SMEC Non-defaulted Secured Construction | AT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0002CC | SMEC Non-defaulted Secured Other | AT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0003CC | SMEC Non-defaulted Secured | AT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ATSMEC0004CC | SMEC Defaulted | AT | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0005CC | SMEC Non-defaulted Unsecured Construction | AT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0006CC | SMEC Non-defaulted Unsecured Other | AT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0007CC | SMEC Non-defaulted Unsecured | AT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0008CC | SMEC Non-Defaulted | AT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0009CC | SMEC Non-defaulted Secured | AT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ATSMER0001CC | SMER Non-defaulted Secured Construction | AT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0002CC | SMER Non-defaulted Secured Other | AT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0003CC | SMER Non-defaulted Secured | AT | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ATSMER0004CC | SMER Defaulted | AT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0005CC | SMER Non-defaulted Unsecured Construction | AT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0006CC | SMER Non-defaulted Unsecured Other | AT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0007CC | SMER Non-defaulted Unsecured | AT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0008CC | SMER Non-Defaulted | AT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0009CC | SMER Non-defaulted Secured | AT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BECORP0001CC | CORP Non-defaulted Secured Construction | BE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0002CC | CORP Non-defaulted Secured Other | BE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0003CC | CORP Non-defaulted Secured | BE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BECORP0004CC | CORP Defaulted | BE | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0005CC | CORP Non-defaulted Unsecured Construction | BE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0006CC | CORP Non-defaulted Unsecured Other | BE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0007CC | CORP Non-Defaulted | BE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0008CC | CORP Non-defaulted Secured | BE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BECORP0009CC | CORP Non-defaulted Unsecured | BE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BEMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | BE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % BEMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | BE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % BEMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | BE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % BEMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | BE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % BEMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | BE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % BEMORT0006CC | Mortgages Non-defaulted ILTV >125 % | BE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % BEMORT0007CC | Mortgages Non-defaulted funded CRM | BE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable BEMORT0008CC | Mortgages Non-defaulted Unfunded CRM | BE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable BEMORT0009CC | Mortgages Defaulted | BE | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable BEMORT0010CC | Mortgages Non-defaulted | BE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0001CC | SMEC Non-defaulted Secured Construction | BE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0002CC | SMEC Non-defaulted Secured Other | BE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0003CC | SMEC Non-defaulted Secured | BE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BESMEC0004CC | SMEC Defaulted | BE | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0005CC | SMEC Non-defaulted Unsecured Construction | BE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0006CC | SMEC Non-defaulted Unsecured Other | BE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0007CC | SMEC Non-defaulted Unsecured | BE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0008CC | SMEC Non-Defaulted | BE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0009CC | SMEC Non-defaulted Secured | BE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BESMER0001CC | SMER Non-defaulted Secured Construction | BE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0002CC | SMER Non-defaulted Secured Other | BE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0003CC | SMER Non-defaulted Secured | BE | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BESMER0004CC | SMER Defaulted | BE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0005CC | SMER Non-defaulted Unsecured Construction | BE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0006CC | SMER Non-defaulted Unsecured Other | BE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0007CC | SMER Non-defaulted Unsecured | BE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0008CC | SMER Non-Defaulted | BE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0009CC | SMER Non-defaulted Secured | BE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BGCORP0001CC | CORP Non-defaulted Secured Construction | BG | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0002CC | CORP Non-defaulted Secured Other | BG | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0003CC | CORP Non-defaulted Secured | BG | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BGCORP0004CC | CORP Defaulted | BG | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0005CC | CORP Non-defaulted Unsecured Construction | BG | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0006CC | CORP Non-defaulted Unsecured Other | BG | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0007CC | CORP Non-Defaulted | BG | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0008CC | CORP Non-defaulted Secured | BG | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BGCORP0009CC | CORP Non-defaulted Unsecured | BG | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | BG | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % BGMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | BG | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % BGMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | BG | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % BGMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | BG | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % BGMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | BG | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % BGMORT0006CC | Mortgages Non-defaulted ILTV >125 % | BG | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % BGMORT0007CC | Mortgages Non-defaulted funded CRM | BG | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable BGMORT0008CC | Mortgages Non-defaulted Unfunded CRM | BG | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable BGMORT0009CC | Mortgages Defaulted | BG | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable BGMORT0010CC | Mortgages Non-defaulted | BG | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0001CC | SMEC Non-defaulted Secured Construction | BG | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0002CC | SMEC Non-defaulted Secured Other | BG | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0003CC | SMEC Non-defaulted Secured | BG | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BGSMEC0004CC | SMEC Defaulted | BG | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0005CC | SMEC Non-defaulted Unsecured Construction | BG | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0006CC | SMEC Non-defaulted Unsecured Other | BG | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0007CC | SMEC Non-defaulted Unsecured | BG | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0008CC | SMEC Non-Defaulted | BG | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0009CC | SMEC Non-defaulted Secured | BG | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BGSMER0001CC | SMER Non-defaulted Secured Construction | BG | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0002CC | SMER Non-defaulted Secured Other | BG | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0003CC | SMER Non-defaulted Secured | BG | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BGSMER0004CC | SMER Defaulted | BG | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0005CC | SMER Non-defaulted Unsecured Construction | BG | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0006CC | SMER Non-defaulted Unsecured Other | BG | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0007CC | SMER Non-defaulted Unsecured | BG | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0008CC | SMER Non-Defaulted | BG | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0009CC | SMER Non-defaulted Secured | BG | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CORP0007CC | CORP Non-Defaulted | Not applicable | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0001CC | CORP Non-defaulted Secured Construction | CY | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0002CC | CORP Non-defaulted Secured Other | CY | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0003CC | CORP Non-defaulted Secured | CY | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CYCORP0004CC | CORP Defaulted | CY | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0005CC | CORP Non-defaulted Unsecured Construction | CY | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0006CC | CORP Non-defaulted Unsecured Other | CY | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0007CC | CORP Non-Defaulted | CY | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0008CC | CORP Non-defaulted Secured | CY | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CYCORP0009CC | CORP Non-defaulted Unsecured | CY | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | CY | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % CYMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | CY | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % CYMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | CY | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % CYMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | CY | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % CYMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | CY | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % CYMORT0006CC | Mortgages Non-defaulted ILTV >125 % | CY | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % CYMORT0007CC | Mortgages Non-defaulted funded CRM | CY | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable CYMORT0008CC | Mortgages Non-defaulted Unfunded CRM | CY | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable CYMORT0009CC | Mortgages Defaulted | CY | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable CYMORT0010CC | Mortgages Non-defaulted | CY | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0001CC | SMEC Non-defaulted Secured Construction | CY | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0002CC | SMEC Non-defaulted Secured Other | CY | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0003CC | SMEC Non-defaulted Secured | CY | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CYSMEC0004CC | SMEC Defaulted | CY | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0005CC | SMEC Non-defaulted Unsecured Construction | CY | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0006CC | SMEC Non-defaulted Unsecured Other | CY | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0007CC | SMEC Non-defaulted Unsecured | CY | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0008CC | SMEC Non-Defaulted | CY | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0009CC | SMEC Non-defaulted Secured | CY | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CYSMER0001CC | SMER Non-defaulted Secured Construction | CY | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0002CC | SMER Non-defaulted Secured Other | CY | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0003CC | SMER Non-defaulted Secured | CY | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral:

Real estate | Not applicable | Not applicable | Not applicable CYSMER0004CC | SMER Defaulted | CY | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0005CC | SMER Non-defaulted Unsecured Construction | CY | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0006CC | SMER Non-defaulted Unsecured Other | CY | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0007CC | SMER Non-defaulted Unsecured | CY | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0008CC | SMER Non-Defaulted | CY | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0009CC | SMER Non-defaulted Secured | CY | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CZCORP0001CC | CORP Non-defaulted Secured Construction | CZ | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0002CC | CORP Non-defaulted Secured Other | CZ | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0003CC | CORP Non-defaulted Secured | CZ | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CZCORP0004CC | CORP Defaulted | CZ | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0005CC | CORP Non-defaulted Unsecured Construction | CZ | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0006CC | CORP Non-defaulted Unsecured Other | CZ | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0007CC | CORP Non-Defaulted | CZ | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0008CC | CORP Non-defaulted Secured | CZ | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CZCORP0009CC | CORP Non-defaulted Unsecured | CZ | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | CZ | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % CZMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | CZ | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % CZMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | CZ | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % CZMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | CZ | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % CZMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | CZ | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % CZMORT0006CC | Mortgages Non-defaulted ILTV >125 % | CZ | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % CZMORT0007CC | Mortgages Non-defaulted funded CRM | CZ | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable CZMORT0008CC | Mortgages Non-defaulted Unfunded CRM | CZ | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable CZMORT0009CC | Mortgages Defaulted | CZ | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable CZMORT0010CC | Mortgages Non-defaulted | CZ | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0001CC | SMEC Non-defaulted Secured Construction | CZ | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0002CC | SMEC Non-defaulted Secured Other | CZ | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0003CC | SMEC Non-defaulted Secured | CZ | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CZSMEC0004CC | SMEC Defaulted | CZ | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0005CC | SMEC Non-defaulted Unsecured Construction | CZ | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0006CC | SMEC Non-defaulted Unsecured Other | CZ | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0007CC | SMEC Non-defaulted Unsecured | CZ | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0008CC | SMEC Non-Defaulted | CZ | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0009CC | SMEC Non-defaulted Secured | CZ | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CZSMER0001CC | SMER Non-defaulted Secured Construction | CZ | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0002CC | SMER Non-defaulted Secured Other | CZ | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0003CC | SMER Non-defaulted Secured | CZ | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CZSMER0004CC | SMER Defaulted | CZ | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0005CC | SMER Non-defaulted Unsecured Construction | CZ | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0006CC | SMER Non-defaulted Unsecured Other | CZ | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0007CC | SMER Non-defaulted Unsecured | CZ | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0008CC | SMER Non-Defaulted | CZ | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0009CC | SMER Non-defaulted Secured | CZ | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DECORP0001CC | CORP Non-defaulted Secured Construction | DE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0002CC | CORP Non-defaulted Secured Other | DE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0003CC | CORP Non-defaulted Secured | DE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DECORP0004CC | CORP Defaulted | DE | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0005CC | CORP Non-defaulted Unsecured Construction | DE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0006CC | CORP Non-defaulted Unsecured Other | DE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0007CC | CORP Non-Defaulted | DE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0008CC | CORP Non-defaulted Secured | DE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DECORP0009CC | CORP Non-defaulted Unsecured | DE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DEMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | DE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % DEMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | DE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % DEMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | DE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % DEMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | DE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % DEMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | DE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % DEMORT0006CC | Mortgages Non-defaulted ILTV >125 % | DE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % DEMORT0007CC | Mortgages Non-defaulted funded CRM | DE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable DEMORT0008CC | Mortgages Non-defaulted Unfunded CRM | DE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable DEMORT0009CC | Mortgages Defaulted | DE | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable DEMORT0010CC | Mortgages Non-defaulted | DE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0001CC | SMEC Non-defaulted Secured Construction | DE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0002CC | SMEC Non-defaulted Secured Other | DE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0003CC | SMEC Non-defaulted Secured | DE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DESMEC0004CC | SMEC Defaulted | DE | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0005CC | SMEC Non-defaulted Unsecured Construction | DE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0006CC | SMEC Non-defaulted Unsecured Other | DE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0007CC | SMEC Non-defaulted Unsecured | DE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0008CC | SMEC Non-Defaulted | DE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0009CC | SMEC Non-defaulted Secured | DE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DESMER0001CC | SMER Non-defaulted Secured Construction | DE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0002CC | SMER Non-defaulted Secured Other | DE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0003CC | SMER Non-defaulted Secured | DE | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DESMER0004CC | SMER Defaulted | DE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0005CC | SMER Non-defaulted Unsecured Construction | DE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0006CC | SMER Non-defaulted Unsecured Other | DE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0007CC | SMER Non-defaulted Unsecured | DE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0008CC | SMER Non-Defaulted | DE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0009CC | SMER Non-defaulted Secured | DE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DKCORP0001CC | CORP Non-defaulted Secured Construction | DK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0002CC | CORP Non-defaulted Secured Other | DK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0003CC | CORP Non-defaulted Secured | DK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DKCORP0004CC | CORP Defaulted | DK | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0005CC | CORP Non-defaulted Unsecured Construction | DK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0006CC | CORP Non-defaulted Unsecured Other | DK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0007CC | CORP Non-Defaulted | DK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0008CC | CORP Non-defaulted Secured | DK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DKCORP0009CC | CORP Non-defaulted Unsecured | DK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | DK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % DKMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | DK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % DKMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | DK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % DKMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | DK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % DKMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | DK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % DKMORT0006CC | Mortgages Non-defaulted ILTV >125 % | DK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % DKMORT0007CC | Mortgages Non-defaulted funded CRM | DK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable DKMORT0008CC | Mortgages Non-defaulted Unfunded CRM | DK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable DKMORT0009CC | Mortgages Defaulted | DK | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable DKMORT0010CC | Mortgages Non-defaulted | DK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0001CC | SMEC Non-defaulted Secured Construction | DK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0002CC | SMEC Non-defaulted Secured Other | DK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0003CC | SMEC Non-defaulted Secured | DK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DKSMEC0004CC | SMEC Defaulted | DK | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0005CC | SMEC Non-defaulted Unsecured Construction | DK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0006CC | SMEC Non-defaulted Unsecured Other | DK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0007CC | SMEC Non-defaulted Unsecured | DK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0008CC | SMEC Non-Defaulted | DK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0009CC | SMEC Non-defaulted Secured | DK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DKSMER0001CC | SMER Non-defaulted Secured Construction | DK | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0002CC | SMER Non-defaulted Secured Other | DK | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0003CC | SMER Non-defaulted Secured | DK | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DKSMER0004CC | SMER Defaulted | DK | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0005CC | SMER Non-defaulted Unsecured Construction | DK | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0006CC | SMER Non-defaulted Unsecured Other | DK | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0007CC | SMER Non-defaulted Unsecured | DK | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0008CC | SMER Non-Defaulted | DK | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0009CC | SMER Non-defaulted Secured | DK | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable EECORP0001CC | CORP Non-defaulted Secured Construction | EE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0002CC | CORP Non-defaulted Secured Other | EE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0003CC | CORP Non-defaulted Secured | EE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable EECORP0004CC | CORP Defaulted | EE | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0005CC | CORP Non-defaulted Unsecured Construction | EE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0006CC | CORP Non-defaulted Unsecured Other | EE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0007CC | CORP Non-Defaulted | EE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0008CC | CORP Non-defaulted Secured | EE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable EECORP0009CC | CORP Non-defaulted Unsecured | EE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EEMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | EE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % EEMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | EE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % EEMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | EE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % EEMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | EE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % EEMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | EE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % EEMORT0006CC | Mortgages Non-defaulted ILTV >125 % | EE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % EEMORT0007CC | Mortgages Non-defaulted funded CRM | EE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable EEMORT0008CC | Mortgages Non-defaulted Unfunded CRM | EE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable EEMORT0009CC | Mortgages Defaulted | EE | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable EEMORT0010CC | Mortgages Non-defaulted | EE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0001CC | SMEC Non-defaulted Secured Construction | EE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0002CC | SMEC Non-defaulted Secured Other | EE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0003CC | SMEC Non-defaulted Secured | EE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable EESMEC0004CC | SMEC Defaulted | EE | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0005CC | SMEC Non-defaulted Unsecured Construction | EE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0006CC | SMEC Non-defaulted Unsecured Other | EE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0007CC | SMEC Non-defaulted Unsecured | EE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0008CC | SMEC Non-Defaulted | EE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0009CC | SMEC Non-defaulted Secured | EE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable EESMER0001CC | SMER Non-defaulted Secured Construction | EE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0002CC | SMER Non-defaulted Secured Other | EE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0003CC | SMER Non-defaulted Secured | EE | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable EESMER0004CC | SMER Defaulted | EE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0005CC | SMER Non-defaulted Unsecured Construction | EE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0006CC | SMER Non-defaulted Unsecured Other | EE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln.

| Not applicable | Not applicable | Not applicable | Not applicable EESMER0007CC | SMER Non-defaulted Unsecured | EE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0008CC | SMER Non-Defaulted | EE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0009CC | SMER Non-defaulted Secured | EE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ESCORP0001CC | CORP Non-defaulted Secured Construction | ES | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0002CC | CORP Non-defaulted Secured Other | ES | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0003CC | CORP Non-defaulted Secured | ES | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ESCORP0004CC | CORP Defaulted | ES | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0005CC | CORP Non-defaulted Unsecured Construction | ES | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0006CC | CORP Non-defaulted Unsecured Other | ES | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0007CC | CORP Non-Defaulted | ES | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0008CC | CORP Non-defaulted Secured | ES | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ESCORP0009CC | CORP Non-defaulted Unsecured | ES | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | ES | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % ESMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | ES | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % ESMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | ES | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % ESMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | ES | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % ESMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | ES | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % ESMORT0006CC | Mortgages Non-defaulted ILTV >125 % | ES | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % ESMORT0007CC | Mortgages Non-defaulted funded CRM | ES | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable ESMORT0008CC | Mortgages Non-defaulted Unfunded CRM | ES | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable ESMORT0009CC | Mortgages Defaulted | ES | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ESMORT0010CC | Mortgages Non-defaulted | ES | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0001CC | SMEC Non-defaulted Secured Construction | ES | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0002CC | SMEC Non-defaulted Secured Other | ES | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0003CC | SMEC Non-defaulted Secured | ES | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ESSMEC0004CC | SMEC Defaulted | ES | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0005CC | SMEC Non-defaulted Unsecured Construction | ES | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0006CC | SMEC Non-defaulted Unsecured Other | ES | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0007CC | SMEC Non-defaulted Unsecured | ES | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0008CC | SMEC Non-Defaulted | ES | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0009CC | SMEC Non-defaulted Secured | ES | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ESSMER0001CC | SMER Non-defaulted Secured Construction | ES | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0002CC | SMER Non-defaulted Secured Other | ES | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0003CC | SMER Non-defaulted Secured | ES | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ESSMER0004CC | SMER Defaulted | ES | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0005CC | SMER Non-defaulted Unsecured Construction | ES | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0006CC | SMER Non-defaulted Unsecured Other | ES | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0007CC | SMER Non-defaulted Unsecured | ES | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0008CC | SMER Non-Defaulted | ES | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0009CC | SMER Non-defaulted Secured | ES | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FICORP0001CC | CORP Non-defaulted Secured Construction | FI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0002CC | CORP Non-defaulted Secured Other | FI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0003CC | CORP Non-defaulted Secured | FI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FICORP0004CC | CORP Defaulted | FI | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0005CC | CORP Non-defaulted Unsecured Construction | FI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0006CC | CORP Non-defaulted Unsecured Other | FI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0007CC | CORP Non-Defaulted | FI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0008CC | CORP Non-defaulted Secured | FI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FICORP0009CC | CORP Non-defaulted Unsecured | FI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FIMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | FI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % FIMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | FI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % FIMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | FI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % FIMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | FI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % FIMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | FI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % FIMORT0006CC | Mortgages Non-defaulted ILTV >125 % | FI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % FIMORT0007CC | Mortgages Non-defaulted funded CRM | FI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable FIMORT0008CC | Mortgages Non-defaulted Unfunded CRM | FI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable FIMORT0009CC | Mortgages Defaulted | FI | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable FIMORT0010CC | Mortgages Non-defaulted | FI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0001CC | SMEC Non-defaulted Secured Construction | FI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0002CC | SMEC Non-defaulted Secured Other | FI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0003CC | SMEC Non-defaulted Secured | FI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FISMEC0004CC | SMEC Defaulted | FI | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0005CC | SMEC Non-defaulted Unsecured Construction | FI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0006CC | SMEC Non-defaulted Unsecured Other | FI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0007CC | SMEC Non-defaulted Unsecured | FI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0008CC | SMEC Non-Defaulted | FI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0009CC | SMEC Non-defaulted Secured | FI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FISMER0001CC | SMER Non-defaulted Secured Construction | FI | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0002CC | SMER Non-defaulted Secured Other | FI | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0003CC | SMER Non-defaulted Secured | FI | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FISMER0004CC | SMER Defaulted | FI | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0005CC | SMER Non-defaulted Unsecured Construction | FI | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0006CC | SMER Non-defaulted Unsecured Other | FI | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0007CC | SMER Non-defaulted Unsecured | FI | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0008CC | SMER Non-Defaulted | FI | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0009CC | SMER Non-defaulted Secured | FI | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FRCORP0001CC | CORP Non-defaulted Secured Construction | FR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0002CC | CORP Non-defaulted Secured Other | FR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0003CC | CORP Non-defaulted Secured | FR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FRCORP0004CC | CORP Defaulted | FR | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0005CC | CORP Non-defaulted Unsecured Construction | FR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0006CC | CORP Non-defaulted Unsecured Other | FR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0007CC | CORP Non-Defaulted | FR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0008CC | CORP Non-defaulted Secured | FR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FRCORP0009CC | CORP Non-defaulted Unsecured | FR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | FR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % FRMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | FR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % FRMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | FR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % FRMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | FR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % FRMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | FR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % FRMORT0006CC | Mortgages Non-defaulted ILTV >125 % | FR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % FRMORT0007CC | Mortgages Non-defaulted funded CRM | FR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable FRMORT0008CC | Mortgages Non-defaulted Unfunded CRM | FR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable FRMORT0009CC | Mortgages Defaulted | FR | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable FRMORT0010CC | Mortgages Non-defaulted | FR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0001CC | SMEC Non-defaulted Secured Construction | FR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0002CC | SMEC Non-defaulted Secured Other | FR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0003CC | SMEC Non-defaulted Secured | FR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FRSMEC0004CC | SMEC Defaulted | FR | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0005CC | SMEC Non-defaulted Unsecured Construction | FR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0006CC | SMEC Non-defaulted Unsecured Other | FR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0007CC | SMEC Non-defaulted Unsecured | FR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0008CC | SMEC Non-Defaulted | FR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0009CC | SMEC Non-defaulted Secured | FR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FRSMER0001CC | SMER Non-defaulted Secured Construction | FR | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0002CC | SMER Non-defaulted Secured Other | FR | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0003CC | SMER Non-defaulted Secured | FR | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FRSMER0004CC | SMER Defaulted | FR | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0005CC | SMER Non-defaulted Unsecured Construction | FR | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0006CC | SMER Non-defaulted Unsecured Other | FR | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0007CC | SMER Non-defaulted Unsecured | FR | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0008CC | SMER Non-Defaulted | FR | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0009CC | SMER Non-defaulted Secured | FR | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GBCORP0001CC | CORP Non-defaulted Secured Construction | GB | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0002CC | CORP Non-defaulted Secured Other | GB | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0003CC | CORP Non-defaulted Secured | GB | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GBCORP0004CC | CORP Defaulted | GB | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0005CC | CORP Non-defaulted Unsecured Construction | GB | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0006CC | CORP Non-defaulted Unsecured Other | GB | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0007CC | CORP Non-Defaulted | GB | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0008CC | CORP Non-defaulted Secured | GB | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GBCORP0009CC | CORP Non-defaulted Unsecured | GB | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | GB | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % GBMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | GB | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % GBMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | GB | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % GBMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | GB | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % GBMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | GB | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % GBMORT0006CC | Mortgages Non-defaulted ILTV >125 % | GB | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % GBMORT0007CC | Mortgages Non-defaulted funded CRM | GB | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable GBMORT0008CC | Mortgages Non-defaulted Unfunded CRM | GB | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable GBMORT0009CC | Mortgages Defaulted | GB | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GBMORT0010CC | Mortgages Non-defaulted | GB | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0001CC | SMEC Non-defaulted Secured Construction | GB | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0002CC | SMEC Non-defaulted Secured Other | GB | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0003CC | SMEC Non-defaulted Secured | GB | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GBSMEC0004CC | SMEC Defaulted | GB | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0005CC | SMEC Non-defaulted Unsecured Construction | GB | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0006CC | SMEC Non-defaulted Unsecured Other | GB | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0007CC | SMEC Non-defaulted Unsecured | GB | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0008CC | SMEC Non-Defaulted | GB | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0009CC | SMEC Non-defaulted Secured | GB | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GBSMER0001CC | SMER Non-defaulted Secured Construction | GB | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0002CC | SMER Non-defaulted Secured Other | GB | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0003CC | SMER Non-defaulted Secured | GB | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GBSMER0004CC | SMER Defaulted | GB | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0005CC | SMER Non-defaulted Unsecured Construction | GB | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0006CC | SMER Non-defaulted Unsecured Other | GB | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0007CC | SMER Non-defaulted Unsecured | GB | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0008CC | SMER Non-Defaulted | GB | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0009CC | SMER Non-defaulted Secured | GB | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln.

| Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GRCORP0001CC | CORP Non-defaulted Secured Construction | GR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0002CC | CORP Non-defaulted Secured Other | GR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0003CC | CORP Non-defaulted Secured | GR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GRCORP0004CC | CORP Defaulted | GR | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0005CC | CORP Non-defaulted Unsecured Construction | GR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0006CC | CORP Non-defaulted Unsecured Other | GR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0007CC | CORP Non-Defaulted | GR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0008CC | CORP Non-defaulted Secured | GR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GRCORP0009CC | CORP Non-defaulted Unsecured | GR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | GR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % GRMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | GR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % GRMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | GR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % GRMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | GR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % GRMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | GR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % GRMORT0006CC | Mortgages Non-defaulted ILTV >125 % | GR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % GRMORT0007CC | Mortgages Non-defaulted funded CRM | GR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable GRMORT0008CC | Mortgages Non-defaulted Unfunded CRM | GR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable GRMORT0009CC | Mortgages Defaulted | GR | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GRMORT0010CC | Mortgages Non-defaulted | GR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0001CC | SMEC Non-defaulted Secured Construction | GR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0002CC | SMEC Non-defaulted Secured Other | GR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0003CC | SMEC Non-defaulted Secured | GR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GRSMEC0004CC | SMEC Defaulted | GR | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0005CC | SMEC Non-defaulted Unsecured Construction | GR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0006CC | SMEC Non-defaulted Unsecured Other | GR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0007CC | SMEC Non-defaulted Unsecured | GR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0008CC | SMEC Non-Defaulted | GR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0009CC | SMEC Non-defaulted Secured | GR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GRSMER0001CC | SMER Non-defaulted Secured Construction | GR | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0002CC | SMER Non-defaulted Secured Other | GR | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0003CC | SMER Non-defaulted Secured | GR | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GRSMER0004CC | SMER Defaulted | GR | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0005CC | SMER Non-defaulted Unsecured Construction | GR | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0006CC | SMER Non-defaulted Unsecured Other | GR | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0007CC | SMER Non-defaulted Unsecured | GR | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0008CC | SMER Non-Defaulted | GR | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0009CC | SMER Non-defaulted Secured | GR | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HRCORP0001CC | CORP Non-defaulted Secured Construction | HR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0002CC | CORP Non-defaulted Secured Other | HR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0003CC | CORP Non-defaulted Secured | HR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HRCORP0004CC | CORP Defaulted | HR | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0005CC | CORP Non-defaulted Unsecured Construction | HR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0006CC | CORP Non-defaulted Unsecured Other | HR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0007CC | CORP Non-Defaulted | HR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0008CC | CORP Non-defaulted Secured | HR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HRCORP0009CC | CORP Non-defaulted Unsecured | HR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | HR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % HRMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | HR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % HRMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | HR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % HRMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | HR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % HRMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | HR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % HRMORT0006CC | Mortgages Non-defaulted ILTV >125 % | HR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % HRMORT0007CC | Mortgages Non-defaulted funded CRM | HR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable HRMORT0008CC | Mortgages Non-defaulted Unfunded CRM | HR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable HRMORT0009CC | Mortgages Defaulted | HR | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable HRMORT0010CC | Mortgages Non-defaulted | HR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0001CC | SMEC Non-defaulted Secured Construction | HR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0002CC | SMEC Non-defaulted Secured Other | HR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0003CC | SMEC Non-defaulted Secured | HR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HRSMEC0004CC | SMEC Defaulted | HR | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0005CC | SMEC Non-defaulted Unsecured Construction | HR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0006CC | SMEC Non-defaulted Unsecured Other | HR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0007CC | SMEC Non-defaulted Unsecured | HR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0008CC | SMEC Non-Defaulted | HR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0009CC | SMEC Non-defaulted Secured | HR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HRSMER0001CC | SMER Non-defaulted Secured Construction | HR | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0002CC | SMER Non-defaulted Secured Other | HR | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0003CC | SMER Non-defaulted Secured | HR | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HRSMER0004CC | SMER Defaulted | HR | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0005CC | SMER Non-defaulted Unsecured Construction | HR | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0006CC | SMER Non-defaulted Unsecured Other | HR | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0007CC | SMER Non-defaulted Unsecured | HR | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0008CC | SMER Non-Defaulted | HR | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0009CC | SMER Non-defaulted Secured | HR | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HUCORP0001CC | CORP Non-defaulted Secured Construction | HU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0002CC | CORP Non-defaulted Secured Other | HU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0003CC | CORP Non-defaulted Secured | HU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HUCORP0004CC | CORP Defaulted | HU | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0005CC | CORP Non-defaulted Unsecured Construction | HU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0006CC | CORP Non-defaulted Unsecured Other | HU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0007CC | CORP Non-Defaulted | HU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0008CC | CORP Non-defaulted Secured | HU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HUCORP0009CC | CORP Non-defaulted Unsecured | HU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | HU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % HUMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | HU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % HUMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | HU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % HUMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | HU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % HUMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | HU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % HUMORT0006CC | Mortgages Non-defaulted ILTV >125 % | HU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % HUMORT0007CC | Mortgages Non-defaulted funded CRM | HU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable HUMORT0008CC | Mortgages Non-defaulted Unfunded CRM | HU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable HUMORT0009CC | Mortgages Defaulted | HU | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable HUMORT0010CC | Mortgages Non-defaulted | HU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0001CC | SMEC Non-defaulted Secured Construction | HU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0002CC | SMEC Non-defaulted Secured Other | HU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0003CC | SMEC Non-defaulted Secured | HU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HUSMEC0004CC | SMEC Defaulted | HU | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0005CC | SMEC Non-defaulted Unsecured Construction | HU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0006CC | SMEC Non-defaulted Unsecured Other | HU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0007CC | SMEC Non-defaulted Unsecured | HU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0008CC | SMEC Non-Defaulted | HU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0009CC | SMEC Non-defaulted Secured | HU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HUSMER0001CC | SMER Non-defaulted Secured Construction | HU | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0002CC | SMER Non-defaulted Secured Other | HU | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0003CC | SMER Non-defaulted Secured | HU | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HUSMER0004CC | SMER Defaulted | HU | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0005CC | SMER Non-defaulted Unsecured Construction | HU | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0006CC | SMER Non-defaulted Unsecured Other | HU | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0007CC | SMER Non-defaulted Unsecured | HU | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0008CC | SMER Non-Defaulted | HU | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0009CC | SMER Non-defaulted Secured | HU | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable IECORP0001CC | CORP Non-defaulted Secured Construction | IE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0002CC | CORP Non-defaulted Secured Other | IE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0003CC | CORP Non-defaulted Secured | IE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable IECORP0004CC | CORP Defaulted | IE | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0005CC | CORP Non-defaulted Unsecured Construction | IE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0006CC | CORP Non-defaulted Unsecured Other | IE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0007CC | CORP Non-Defaulted | IE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0008CC | CORP Non-defaulted Secured | IE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable IECORP0009CC | CORP Non-defaulted Unsecured | IE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IEMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | IE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % IEMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | IE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % IEMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | IE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % IEMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | IE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % IEMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | IE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % IEMORT0006CC | Mortgages Non-defaulted ILTV >125 % | IE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % IEMORT0007CC | Mortgages Non-defaulted funded CRM | IE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable IEMORT0008CC | Mortgages Non-defaulted Unfunded CRM | IE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable IEMORT0009CC | Mortgages Defaulted | IE | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IEMORT0010CC | Mortgages Non-defaulted | IE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0001CC | SMEC Non-defaulted Secured Construction | IE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0002CC | SMEC Non-defaulted Secured Other | IE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0003CC | SMEC Non-defaulted Secured | IE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable IESMEC0004CC | SMEC Defaulted | IE | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0005CC | SMEC Non-defaulted Unsecured Construction | IE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0006CC | SMEC Non-defaulted Unsecured Other | IE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0007CC | SMEC Non-defaulted Unsecured | IE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0008CC | SMEC Non-Defaulted | IE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0009CC | SMEC Non-defaulted Secured | IE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable IESMER0001CC | SMER Non-defaulted Secured Construction | IE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0002CC | SMER Non-defaulted Secured Other | IE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0003CC | SMER Non-defaulted Secured | IE | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable IESMER0004CC | SMER Defaulted | IE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0005CC | SMER Non-defaulted Unsecured Construction | IE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0006CC | SMER Non-defaulted Unsecured Other | IE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0007CC | SMER Non-defaulted Unsecured | IE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0008CC | SMER Non-Defaulted | IE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0009CC | SMER Non-defaulted Secured | IE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ITCORP0001CC | CORP Non-defaulted Secured Construction | IT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0002CC | CORP Non-defaulted Secured Other | IT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0003CC | CORP Non-defaulted Secured | IT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln.

| Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ITCORP0004CC | CORP Defaulted | IT | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0005CC | CORP Non-defaulted Unsecured Construction | IT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0006CC | CORP Non-defaulted Unsecured Other | IT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0007CC | CORP Non-Defaulted | IT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0008CC | CORP Non-defaulted Secured | IT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ITCORP0009CC | CORP Non-defaulted Unsecured | IT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | IT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % ITMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | IT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % ITMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | IT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % ITMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | IT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % ITMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | IT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % ITMORT0006CC | Mortgages Non-defaulted ILTV >125 % | IT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % ITMORT0007CC | Mortgages Non-defaulted funded CRM | IT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable ITMORT0008CC | Mortgages Non-defaulted Unfunded CRM | IT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable ITMORT0009CC | Mortgages Defaulted | IT | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ITMORT0010CC | Mortgages Non-defaulted | IT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0001CC | SMEC Non-defaulted Secured Construction | IT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0002CC | SMEC Non-defaulted Secured Other | IT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0003CC | SMEC Non-defaulted Secured | IT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ITSMEC0004CC | SMEC Defaulted | IT | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0005CC | SMEC Non-defaulted Unsecured Construction | IT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0006CC | SMEC Non-defaulted Unsecured Other | IT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0007CC | SMEC Non-defaulted Unsecured | IT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0008CC | SMEC Non-Defaulted | IT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0009CC | SMEC Non-defaulted Secured | IT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ITSMER0001CC | SMER Non-defaulted Secured Construction | IT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0002CC | SMER Non-defaulted Secured Other | IT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0003CC | SMER Non-defaulted Secured | IT | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ITSMER0004CC | SMER Defaulted | IT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0005CC | SMER Non-defaulted Unsecured Construction | IT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0006CC | SMER Non-defaulted Unsecured Other | IT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0007CC | SMER Non-defaulted Unsecured | IT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0008CC | SMER Non-Defaulted | IT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0009CC | SMER Non-defaulted Secured | IT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LTCORP0001CC | CORP Non-defaulted Secured Construction | LT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0002CC | CORP Non-defaulted Secured Other | LT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0003CC | CORP Non-defaulted Secured | LT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LTCORP0004CC | CORP Defaulted | LT | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0005CC | CORP Non-defaulted Unsecured Construction | LT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0006CC | CORP Non-defaulted Unsecured Other | LT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0007CC | CORP Non-Defaulted | LT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0008CC | CORP Non-defaulted Secured | LT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LTCORP0009CC | CORP Non-defaulted Unsecured | LT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | LT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % LTMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | LT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % LTMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | LT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % LTMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | LT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % LTMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | LT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % LTMORT0006CC | Mortgages Non-defaulted ILTV >125 % | LT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % LTMORT0007CC | Mortgages Non-defaulted funded CRM | LT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable LTMORT0008CC | Mortgages Non-defaulted Unfunded CRM | LT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable LTMORT0009CC | Mortgages Defaulted | LT | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LTMORT0010CC | Mortgages Non-defaulted | LT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0001CC | SMEC Non-defaulted Secured Construction | LT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0002CC | SMEC Non-defaulted Secured Other | LT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0003CC | SMEC Non-defaulted Secured | LT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LTSMEC0004CC | SMEC Defaulted | LT | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0005CC | SMEC Non-defaulted Unsecured Construction | LT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0006CC | SMEC Non-defaulted Unsecured Other | LT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0007CC | SMEC Non-defaulted Unsecured | LT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0008CC | SMEC Non-Defaulted | LT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0009CC | SMEC Non-defaulted Secured | LT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LTSMER0001CC | SMER Non-defaulted Secured Construction | LT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0002CC | SMER Non-defaulted Secured Other | LT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0003CC | SMER Non-defaulted Secured | LT | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LTSMER0004CC | SMER Defaulted | LT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0005CC | SMER Non-defaulted Unsecured Construction | LT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0006CC | SMER Non-defaulted Unsecured Other | LT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0007CC | SMER Non-defaulted Unsecured | LT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0008CC | SMER Non-Defaulted | LT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0009CC | SMER Non-defaulted Secured | LT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LUCORP0001CC | CORP Non-defaulted Secured Construction | LU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0002CC | CORP Non-defaulted Secured Other | LU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0003CC | CORP Non-defaulted Secured | LU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LUCORP0004CC | CORP Defaulted | LU | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0005CC | CORP Non-defaulted Unsecured Construction | LU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0006CC | CORP Non-defaulted Unsecured Other | LU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0007CC | CORP Non-Defaulted | LU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0008CC | CORP Non-defaulted Secured | LU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LUCORP0009CC | CORP Non-defaulted Unsecured | LU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | LU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % LUMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | LU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % LUMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | LU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % LUMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | LU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % LUMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | LU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % LUMORT0006CC | Mortgages Non-defaulted ILTV >125 % | LU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % LUMORT0007CC | Mortgages Non-defaulted funded CRM | LU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable LUMORT0008CC | Mortgages Non-defaulted Unfunded CRM | LU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable LUMORT0009CC | Mortgages Defaulted | LU | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LUMORT0010CC | Mortgages Non-defaulted | LU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0001CC | SMEC Non-defaulted Secured Construction | LU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0002CC | SMEC Non-defaulted Secured Other | LU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0003CC | SMEC Non-defaulted Secured | LU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LUSMEC0004CC | SMEC Defaulted | LU | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0005CC | SMEC Non-defaulted Unsecured Construction | LU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0006CC | SMEC Non-defaulted Unsecured Other | LU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0007CC | SMEC Non-defaulted Unsecured | LU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0008CC | SMEC Non-Defaulted | LU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0009CC | SMEC Non-defaulted Secured | LU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LUSMER0001CC | SMER Non-defaulted Secured Construction | LU | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0002CC | SMER Non-defaulted Secured Other | LU | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0003CC | SMER Non-defaulted Secured | LU | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LUSMER0004CC | SMER Defaulted | LU | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0005CC | SMER Non-defaulted Unsecured Construction | LU | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0006CC | SMER Non-defaulted Unsecured Other | LU | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0007CC | SMER Non-defaulted Unsecured | LU | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0008CC | SMER Non-Defaulted | LU | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0009CC | SMER Non-defaulted Secured | LU | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LVCORP0001CC | CORP Non-defaulted Secured Construction | LV | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0002CC | CORP Non-defaulted Secured Other | LV | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0003CC | CORP Non-defaulted Secured | LV | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LVCORP0004CC | CORP Defaulted | LV | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0005CC | CORP Non-defaulted Unsecured Construction | LV | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0006CC | CORP Non-defaulted Unsecured Other | LV | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0007CC | CORP Non-Defaulted | LV | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0008CC | CORP Non-defaulted Secured | LV | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LVCORP0009CC | CORP Non-defaulted Unsecured | LV | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | LV | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % LVMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | LV | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % LVMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | LV | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % LVMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | LV | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % LVMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | LV | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % LVMORT0006CC | Mortgages Non-defaulted ILTV >125 % | LV | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % LVMORT0007CC | Mortgages Non-defaulted funded CRM | LV | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable LVMORT0008CC | Mortgages Non-defaulted Unfunded CRM | LV | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable LVMORT0009CC | Mortgages Defaulted | LV | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LVMORT0010CC | Mortgages Non-defaulted | LV | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0001CC | SMEC Non-defaulted Secured Construction | LV | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0002CC | SMEC Non-defaulted Secured Other | LV | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0003CC | SMEC Non-defaulted Secured | LV | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LVSMEC0004CC | SMEC Defaulted | LV | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0005CC | SMEC Non-defaulted Unsecured Construction | LV | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0006CC | SMEC Non-defaulted Unsecured Other | LV | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0007CC | SMEC Non-defaulted Unsecured | LV | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0008CC | SMEC Non-Defaulted | LV | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0009CC | SMEC Non-defaulted Secured | LV | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LVSMER0001CC | SMER Non-defaulted Secured Construction | LV | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0002CC | SMER Non-defaulted Secured Other | LV | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0003CC | SMER Non-defaulted Secured | LV | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LVSMER0004CC | SMER Defaulted | LV | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0005CC | SMER Non-defaulted Unsecured Construction | LV | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0006CC | SMER Non-defaulted Unsecured Other | LV | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0007CC | SMER Non-defaulted Unsecured | LV | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0008CC | SMER Non-Defaulted | LV | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0009CC | SMER Non-defaulted Secured | LV | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable MORT0010CC | Mortgages Non-defaulted | Not applicable | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0001CC | CORP Non-defaulted Secured Construction | MT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0002CC | CORP Non-defaulted Secured Other | MT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0003CC | CORP Non-defaulted Secured | MT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable MTCORP0004CC | CORP Defaulted | MT | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0005CC | CORP Non-defaulted Unsecured Construction | MT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable MTCORP0006CC | CORP Non-defaulted Unsecured Other | MT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0007CC | CORP Non-Defaulted | MT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0008CC | CORP Non-defaulted Secured | MT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable MTCORP0009CC | CORP Non-defaulted Unsecured | MT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | MT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % MTMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | MT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % MTMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | MT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % MTMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | MT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % MTMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | MT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % MTMORT0006CC | Mortgages Non-defaulted ILTV >125 % | MT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % MTMORT0007CC | Mortgages Non-defaulted funded CRM | MT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable MTMORT0008CC | Mortgages Non-defaulted Unfunded CRM | MT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable MTMORT0009CC | Mortgages Defaulted | MT | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable MTMORT0010CC | Mortgages Non-defaulted | MT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0001CC | SMEC Non-defaulted Secured Construction | MT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0002CC | SMEC Non-defaulted Secured Other | MT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0003CC | SMEC Non-defaulted Secured | MT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable MTSMEC0004CC | SMEC Defaulted | MT | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0005CC | SMEC Non-defaulted Unsecured Construction | MT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0006CC | SMEC Non-defaulted Unsecured Other | MT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0007CC | SMEC Non-defaulted Unsecured | MT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0008CC | SMEC Non-Defaulted | MT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0009CC | SMEC Non-defaulted Secured | MT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable MTSMER0001CC | SMER Non-defaulted Secured Construction | MT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0002CC | SMER Non-defaulted Secured Other | MT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0003CC | SMER Non-defaulted Secured | MT | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable MTSMER0004CC | SMER Defaulted | MT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0005CC | SMER Non-defaulted Unsecured Construction | MT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0006CC | SMER Non-defaulted Unsecured Other | MT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0007CC | SMER Non-defaulted Unsecured | MT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0008CC | SMER Non-Defaulted | MT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0009CC | SMER Non-defaulted Secured | MT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NLCORP0001CC | CORP Non-defaulted Secured Construction | NL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0002CC | CORP Non-defaulted Secured Other | NL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0003CC | CORP Non-defaulted Secured | NL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NLCORP0004CC | CORP Defaulted | NL | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0005CC | CORP Non-defaulted Unsecured Construction | NL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0006CC | CORP Non-defaulted Unsecured Other | NL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0007CC | CORP Non-Defaulted | NL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0008CC | CORP Non-defaulted Secured | NL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NLCORP0009CC | CORP Non-defaulted Unsecured | NL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | NL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % NLMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | NL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % NLMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | NL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % NLMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | NL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % NLMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | NL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % NLMORT0006CC | Mortgages Non-defaulted ILTV >125 % | NL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % NLMORT0007CC | Mortgages Non-defaulted funded CRM | NL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable NLMORT0008CC | Mortgages Non-defaulted Unfunded CRM | NL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable NLMORT0009CC | Mortgages Defaulted | NL | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable NLMORT0010CC | Mortgages Non-defaulted | NL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0001CC | SMEC Non-defaulted Secured Construction | NL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0002CC | SMEC Non-defaulted Secured Other | NL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0003CC | SMEC Non-defaulted Secured | NL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NLSMEC0004CC | SMEC Defaulted | NL | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0005CC | SMEC Non-defaulted Unsecured Construction | NL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0006CC | SMEC Non-defaulted Unsecured Other | NL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0007CC | SMEC Non-defaulted Unsecured | NL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0008CC | SMEC Non-Defaulted | NL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0009CC | SMEC Non-defaulted Secured | NL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NLSMER0001CC | SMER Non-defaulted Secured Construction | NL | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0002CC | SMER Non-defaulted Secured Other | NL | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0003CC | SMER Non-defaulted Secured | NL | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NLSMER0004CC | SMER Defaulted | NL | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0005CC | SMER Non-defaulted Unsecured Construction | NL | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0006CC | SMER Non-defaulted Unsecured Other | NL | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0007CC | SMER Non-defaulted Unsecured | NL | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0008CC | SMER Non-Defaulted | NL | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0009CC | SMER Non-defaulted Secured | NL | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NOCORP0001CC | CORP Non-defaulted Secured Construction | NO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0002CC | CORP Non-defaulted Secured Other | NO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0003CC | CORP Non-defaulted Secured | NO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NOCORP0004CC | CORP Defaulted | NO | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0005CC | CORP Non-defaulted Unsecured Construction | NO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0006CC | CORP Non-defaulted Unsecured Other | NO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0007CC | CORP Non-Defaulted | NO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0008CC | CORP Non-defaulted Secured | NO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NOCORP0009CC | CORP Non-defaulted Unsecured | NO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | NO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % NOMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | NO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % NOMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | NO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % NOMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | NO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % NOMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | NO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % NOMORT0006CC | Mortgages Non-defaulted ILTV >125 % | NO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % NOMORT0007CC | Mortgages Non-defaulted funded CRM | NO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable NOMORT0008CC | Mortgages Non-defaulted Unfunded CRM | NO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable NOMORT0009CC | Mortgages Defaulted | NO | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable NOMORT0010CC | Mortgages Non-defaulted | NO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0001CC | SMEC Non-defaulted Secured Construction | NO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0002CC | SMEC Non-defaulted Secured Other | NO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0003CC | SMEC Non-defaulted Secured | NO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NOSMEC0004CC | SMEC Defaulted | NO | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0005CC | SMEC Non-defaulted Unsecured Construction | NO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0006CC | SMEC Non-defaulted Unsecured Other | NO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0007CC | SMEC Non-defaulted Unsecured | NO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0008CC | SMEC Non-Defaulted | NO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0009CC | SMEC Non-defaulted Secured | NO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NOSMER0001CC | SMER Non-defaulted Secured Construction | NO | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0002CC | SMER Non-defaulted Secured Other | NO | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0003CC | SMER Non-defaulted Secured | NO | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NOSMER0004CC | SMER Defaulted | NO | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0005CC | SMER Non-defaulted Unsecured Construction | NO | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0006CC | SMER Non-defaulted Unsecured Other | NO | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0007CC | SMER Non-defaulted Unsecured | NO | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0008CC | SMER Non-Defaulted | NO | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0009CC | SMER Non-defaulted Secured | NO | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PLCORP0001CC | CORP Non-defaulted Secured Construction | PL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0002CC | CORP Non-defaulted Secured Other | PL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0003CC | CORP Non-defaulted Secured | PL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PLCORP0004CC | CORP Defaulted | PL | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0005CC | CORP Non-defaulted Unsecured Construction | PL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0006CC | CORP Non-defaulted Unsecured Other | PL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0007CC | CORP Non-Defaulted | PL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0008CC | CORP Non-defaulted Secured | PL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PLCORP0009CC | CORP Non-defaulted Unsecured | PL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | PL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % PLMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | PL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % PLMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | PL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % PLMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | PL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % PLMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | PL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % PLMORT0006CC | Mortgages Non-defaulted ILTV >125 % | PL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % PLMORT0007CC | Mortgages Non-defaulted funded CRM | PL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable PLMORT0008CC | Mortgages Non-defaulted Unfunded CRM | PL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable PLMORT0009CC | Mortgages Defaulted | PL | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable PLMORT0010CC | Mortgages Non-defaulted | PL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0001CC | SMEC Non-defaulted Secured Construction | PL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0002CC | SMEC Non-defaulted Secured Other | PL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0003CC | SMEC Non-defaulted Secured | PL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PLSMEC0004CC | SMEC Defaulted | PL | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0005CC | SMEC Non-defaulted Unsecured Construction | PL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0006CC | SMEC Non-defaulted Unsecured Other | PL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0007CC | SMEC Non-defaulted Unsecured | PL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0008CC | SMEC Non-Defaulted | PL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0009CC | SMEC Non-defaulted Secured | PL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PLSMER0001CC | SMER Non-defaulted Secured Construction | PL | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0002CC | SMER Non-defaulted Secured Other | PL | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0003CC | SMER Non-defaulted Secured | PL | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PLSMER0004CC | SMER Defaulted | PL | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0005CC | SMER Non-defaulted Unsecured Construction | PL | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0006CC | SMER Non-defaulted Unsecured Other | PL | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0007CC | SMER Non-defaulted Unsecured | PL | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0008CC | SMER Non-Defaulted | PL | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0009CC | SMER Non-defaulted Secured | PL | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PTCORP0001CC | CORP Non-defaulted Secured Construction | PT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0002CC | CORP Non-defaulted Secured Other | PT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0003CC | CORP Non-defaulted Secured | PT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PTCORP0004CC | CORP Defaulted | PT | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0005CC | CORP Non-defaulted Unsecured Construction | PT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0006CC | CORP Non-defaulted Unsecured Other | PT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0007CC | CORP Non-Defaulted | PT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0008CC | CORP Non-defaulted Secured | PT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral:

Real estate | Not applicable | Not applicable | Not applicable PTCORP0009CC | CORP Non-defaulted Unsecured | PT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | PT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % PTMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | PT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % PTMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | PT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % PTMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | PT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % PTMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | PT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % PTMORT0006CC | Mortgages Non-defaulted ILTV >125 % | PT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % PTMORT0007CC | Mortgages Non-defaulted funded CRM | PT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable PTMORT0008CC | Mortgages Non-defaulted Unfunded CRM | PT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable PTMORT0009CC | Mortgages Defaulted | PT | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable PTMORT0010CC | Mortgages Non-defaulted | PT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0001CC | SMEC Non-defaulted Secured Construction | PT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0002CC | SMEC Non-defaulted Secured Other | PT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0003CC | SMEC Non-defaulted Secured | PT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PTSMEC0004CC | SMEC Defaulted | PT | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0005CC | SMEC Non-defaulted Unsecured Construction | PT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0006CC | SMEC Non-defaulted Unsecured Other | PT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0007CC | SMEC Non-defaulted Unsecured | PT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0008CC | SMEC Non-Defaulted | PT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0009CC | SMEC Non-defaulted Secured | PT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PTSMER0001CC | SMER Non-defaulted Secured Construction | PT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0002CC | SMER Non-defaulted Secured Other | PT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0003CC | SMER Non-defaulted Secured | PT | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PTSMER0004CC | SMER Defaulted | PT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0005CC | SMER Non-defaulted Unsecured Construction | PT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0006CC | SMER Non-defaulted Unsecured Other | PT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0007CC | SMER Non-defaulted Unsecured | PT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0008CC | SMER Non-Defaulted | PT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0009CC | SMER Non-defaulted Secured | PT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ROCORP0001CC | CORP Non-defaulted Secured Construction | RO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0002CC | CORP Non-defaulted Secured Other | RO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0003CC | CORP Non-defaulted Secured | RO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ROCORP0004CC | CORP Defaulted | RO | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0005CC | CORP Non-defaulted Unsecured Construction | RO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0006CC | CORP Non-defaulted Unsecured Other | RO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0007CC | CORP Non-Defaulted | RO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0008CC | CORP Non-defaulted Secured | RO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ROCORP0009CC | CORP Non-defaulted Unsecured | RO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | RO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % ROMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | RO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % ROMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | RO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % ROMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | RO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % ROMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | RO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % ROMORT0006CC | Mortgages Non-defaulted ILTV >125 % | RO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % ROMORT0007CC | Mortgages Non-defaulted funded CRM | RO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable ROMORT0008CC | Mortgages Non-defaulted Unfunded CRM | RO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable ROMORT0009CC | Mortgages Defaulted | RO | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ROMORT0010CC | Mortgages Non-defaulted | RO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0001CC | SMEC Non-defaulted Secured Construction | RO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0002CC | SMEC Non-defaulted Secured Other | RO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0003CC | SMEC Non-defaulted Secured | RO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ROSMEC0004CC | SMEC Defaulted | RO | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0005CC | SMEC Non-defaulted Unsecured Construction | RO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0006CC | SMEC Non-defaulted Unsecured Other | RO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0007CC | SMEC Non-defaulted Unsecured | RO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0008CC | SMEC Non-Defaulted | RO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0009CC | SMEC Non-defaulted Secured | RO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ROSMER0001CC | SMER Non-defaulted Secured Construction | RO | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0002CC | SMER Non-defaulted Secured Other | RO | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0003CC | SMER Non-defaulted Secured | RO | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ROSMER0004CC | SMER Defaulted | RO | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0005CC | SMER Non-defaulted Unsecured Construction | RO | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0006CC | SMER Non-defaulted Unsecured Other | RO | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0007CC | SMER Non-defaulted Unsecured | RO | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0008CC | SMER Non-Defaulted | RO | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0009CC | SMER Non-defaulted Secured | RO | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SECORP0001CC | CORP Non-defaulted Secured Construction | SE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0002CC | CORP Non-defaulted Secured Other | SE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0003CC | CORP Non-defaulted Secured | SE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SECORP0004CC | CORP Defaulted | SE | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0005CC | CORP Non-defaulted Unsecured Construction | SE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0006CC | CORP Non-defaulted Unsecured Other | SE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0007CC | CORP Non-Defaulted | SE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0008CC | CORP Non-defaulted Secured | SE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SECORP0009CC | CORP Non-defaulted Unsecured | SE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SEMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | SE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % SEMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | SE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % SEMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | SE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % SEMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | SE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % SEMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | SE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % SEMORT0006CC | Mortgages Non-defaulted ILTV >125 % | SE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % SEMORT0007CC | Mortgages Non-defaulted funded CRM | SE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable SEMORT0008CC | Mortgages Non-defaulted Unfunded CRM | SE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable SEMORT0009CC | Mortgages Defaulted | SE | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SEMORT0010CC | Mortgages Non-defaulted | SE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0001CC | SMEC Non-defaulted Secured Construction | SE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0002CC | SMEC Non-defaulted Secured Other | SE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0003CC | SMEC Non-defaulted Secured | SE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SESMEC0004CC | SMEC Defaulted | SE | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0005CC | SMEC Non-defaulted Unsecured Construction | SE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0006CC | SMEC Non-defaulted Unsecured Other | SE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0007CC | SMEC Non-defaulted Unsecured | SE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0008CC | SMEC Non-Defaulted | SE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0009CC | SMEC Non-defaulted Secured | SE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SESMER0001CC | SMER Non-defaulted Secured Construction | SE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0002CC | SMER Non-defaulted Secured Other | SE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0003CC | SMER Non-defaulted Secured | SE | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SESMER0004CC | SMER Defaulted | SE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0005CC | SMER Non-defaulted Unsecured Construction | SE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0006CC | SMER Non-defaulted Unsecured Other | SE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0007CC | SMER Non-defaulted Unsecured | SE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0008CC | SMER Non-Defaulted | SE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0009CC | SMER Non-defaulted Secured | SE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SICORP0001CC | CORP Non-defaulted Secured Construction | SI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0002CC | CORP Non-defaulted Secured Other | SI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0003CC | CORP Non-defaulted Secured | SI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SICORP0004CC | CORP Defaulted | SI | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0005CC | CORP Non-defaulted Unsecured Construction | SI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0006CC | CORP Non-defaulted Unsecured Other | SI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0007CC | CORP Non-Defaulted | SI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0008CC | CORP Non-defaulted Secured | SI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SICORP0009CC | CORP Non-defaulted Unsecured | SI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SIMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | SI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % SIMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | SI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % SIMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | SI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % SIMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | SI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % SIMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | SI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % SIMORT0006CC | Mortgages Non-defaulted ILTV >125 % | SI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % SIMORT0007CC | Mortgages Non-defaulted funded CRM | SI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable SIMORT0008CC | Mortgages Non-defaulted Unfunded CRM | SI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable SIMORT0009CC | Mortgages Defaulted | SI | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SIMORT0010CC | Mortgages Non-defaulted | SI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0001CC | SMEC Non-defaulted Secured Construction | SI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0002CC | SMEC Non-defaulted Secured Other | SI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0003CC | SMEC Non-defaulted Secured | SI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SISMEC0004CC | SMEC Defaulted | SI | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0005CC | SMEC Non-defaulted Unsecured Construction | SI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0006CC | SMEC Non-defaulted Unsecured Other | SI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0007CC | SMEC Non-defaulted Unsecured | SI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0008CC | SMEC Non-Defaulted | SI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0009CC | SMEC Non-defaulted Secured | SI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SISMER0001CC | SMER Non-defaulted Secured Construction | SI | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0002CC | SMER Non-defaulted Secured Other | SI | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0003CC | SMER Non-defaulted Secured | SI | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SISMER0004CC | SMER Defaulted | SI | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0005CC | SMER Non-defaulted Unsecured Construction | SI | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0006CC | SMER Non-defaulted Unsecured Other | SI | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0007CC | SMER Non-defaulted Unsecured | SI | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0008CC | SMER Non-Defaulted | SI | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0009CC | SMER Non-defaulted Secured | SI | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SKCORP0001CC | CORP Non-defaulted Secured Construction | SK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0002CC | CORP Non-defaulted Secured Other | SK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0003CC | CORP Non-defaulted Secured | SK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SKCORP0004CC | CORP Defaulted | SK | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0005CC | CORP Non-defaulted Unsecured Construction | SK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0006CC | CORP Non-defaulted Unsecured Other | SK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0007CC | CORP Non-Defaulted | SK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0008CC | CORP Non-defaulted Secured | SK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SKCORP0009CC | CORP Non-defaulted Unsecured | SK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable SKMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | SK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % SKMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | SK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % SKMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | SK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % SKMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | SK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % SKMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | SK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % SKMORT0006CC | Mortgages Non-defaulted ILTV >125 % | SK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % SKMORT0007CC | Mortgages Non-defaulted funded CRM | SK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable SKMORT0008CC | Mortgages Non-defaulted Unfunded CRM | SK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable SKMORT0009CC | Mortgages Defaulted | SK | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SKMORT0010CC | Mortgages Non-defaulted | SK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0001CC | SMEC Non-defaulted Secured Construction | SK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0002CC | SMEC Non-defaulted Secured Other | SK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0003CC | SMEC Non-defaulted Secured | SK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SKSMEC0004CC | SMEC Defaulted | SK | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0005CC | SMEC Non-defaulted Unsecured Construction | SK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0006CC | SMEC Non-defaulted Unsecured Other | SK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0007CC | SMEC Non-defaulted Unsecured | SK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0008CC | SMEC Non-Defaulted | SK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0009CC | SMEC Non-defaulted Secured | SK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SKSMER0001CC | SMER Non-defaulted Secured Construction | SK | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0002CC | SMER Non-defaulted Secured Other | SK | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0003CC | SMER Non-defaulted Secured | SK | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SKSMER0004CC | SMER Defaulted | SK | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0005CC | SMER Non-defaulted Unsecured Construction | SK | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0006CC | SMER Non-defaulted Unsecured Other | SK | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0007CC | SMER Non-defaulted Unsecured | SK | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0008CC | SMER Non-Defaulted | SK | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0009CC | SMER Non-defaulted Secured | SK | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SMEC0008CC | SMEC Non-Defaulted | Not applicable | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SMER0008CC | SMER Non-Defaulted | Not applicable | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CORP0004CC | CORP Defaulted | Not applicable | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MORT0009CC | Mortgages Defaulted | Not applicable | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SMEC0004CC | SMEC Defaulted | Not applicable | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SMER0004CC | SMER Defaulted | Not applicable | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0001CR | CORP Non-defaulted Secured Construction | AT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0002CR | CORP Non-defaulted Secured Other | AT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0003CR | CORP Non-defaulted Secured | AT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ATCORP0004CR | CORP Defaulted | AT | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0005CR | CORP Non-defaulted Unsecured Construction | AT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0006CR | CORP Non-defaulted Unsecured Other | AT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0007CR | CORP Non-Defaulted | AT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0008CR | CORP Non-defaulted Secured | AT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ATCORP0009CR | CORP Non-defaulted Unsecured | AT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | AT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % ATMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | AT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % ATMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | AT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % ATMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | AT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % ATMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | AT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % ATMORT0006CR | Mortgages Non-defaulted ILTV >125 % | AT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % ATMORT0007CR | Mortgages Non-defaulted funded CRM | AT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable ATMORT0008CR | Mortgages Non-defaulted Unfunded CRM | AT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable ATMORT0009CR | Mortgages Defaulted | AT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ATMORT0010CR | Mortgages Non-defaulted | AT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0001CR | SMEC Non-defaulted Secured Construction | AT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0002CR | SMEC Non-defaulted Secured Other | AT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0003CR | SMEC Non-defaulted Secured | AT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ATSMEC0004CR | SMEC Defaulted | AT | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0005CR | SMEC Non-defaulted Unsecured Construction | AT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0006CR | SMEC Non-defaulted Unsecured Other | AT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0007CR | SMEC Non-defaulted Unsecured | AT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0008CR | SMEC Non-Defaulted | AT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0009CR | SMEC Non-defaulted Secured | AT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ATSMER0001CR | SMER Non-defaulted Secured Construction | AT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0002CR | SMER Non-defaulted Secured Other | AT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0003CR | SMER Non-defaulted Secured | AT | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ATSMER0004CR | SMER Defaulted | AT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0005CR | SMER Non-defaulted Unsecured Construction | AT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0006CR | SMER Non-defaulted Unsecured Other | AT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0007CR | SMER Non-defaulted Unsecured | AT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0008CR | SMER Non-Defaulted | AT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0009CR | SMER Non-defaulted Secured | AT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BECORP0001CR | CORP Non-defaulted Secured Construction | BE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0002CR | CORP Non-defaulted Secured Other | BE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0003CR | CORP Non-defaulted Secured | BE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BECORP0004CR | CORP Defaulted | BE | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0005CR | CORP Non-defaulted Unsecured Construction | BE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0006CR | CORP Non-defaulted Unsecured Other | BE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0007CR | CORP Non-Defaulted | BE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0008CR | CORP Non-defaulted Secured | BE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BECORP0009CR | CORP Non-defaulted Unsecured | BE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BEMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | BE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % BEMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | BE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % BEMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | BE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % BEMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | BE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % BEMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | BE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % BEMORT0006CR | Mortgages Non-defaulted ILTV >125 % | BE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % BEMORT0007CR | Mortgages Non-defaulted funded CRM | BE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable BEMORT0008CR | Mortgages Non-defaulted Unfunded CRM | BE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable BEMORT0009CR | Mortgages Defaulted | BE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable BEMORT0010CR | Mortgages Non-defaulted | BE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0001CR | SMEC Non-defaulted Secured Construction | BE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0002CR | SMEC Non-defaulted Secured Other | BE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0003CR | SMEC Non-defaulted Secured | BE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BESMEC0004CR | SMEC Defaulted | BE | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0005CR | SMEC Non-defaulted Unsecured Construction | BE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0006CR | SMEC Non-defaulted Unsecured Other | BE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0007CR | SMEC Non-defaulted Unsecured | BE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0008CR | SMEC Non-Defaulted | BE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0009CR | SMEC Non-defaulted Secured | BE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BESMER0001CR | SMER Non-defaulted Secured Construction | BE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0002CR | SMER Non-defaulted Secured Other | BE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0003CR | SMER Non-defaulted Secured | BE | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BESMER0004CR | SMER Defaulted | BE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0005CR | SMER Non-defaulted Unsecured Construction | BE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0006CR | SMER Non-defaulted Unsecured Other | BE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0007CR | SMER Non-defaulted Unsecured | BE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0008CR | SMER Non-Defaulted | BE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0009CR | SMER Non-defaulted Secured | BE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BGCORP0001CR | CORP Non-defaulted Secured Construction | BG | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0002CR | CORP Non-defaulted Secured Other | BG | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0003CR | CORP Non-defaulted Secured | BG | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BGCORP0004CR | CORP Defaulted | BG | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0005CR | CORP Non-defaulted Unsecured Construction | BG | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0006CR | CORP Non-defaulted Unsecured Other | BG | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0007CR | CORP Non-Defaulted | BG | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0008CR | CORP Non-defaulted Secured | BG | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BGCORP0009CR | CORP Non-defaulted Unsecured | BG | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | BG | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % BGMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | BG | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % BGMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | BG | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % BGMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | BG | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % BGMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | BG | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % BGMORT0006CR | Mortgages Non-defaulted ILTV >125 % | BG | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % BGMORT0007CR | Mortgages Non-defaulted funded CRM | BG | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable BGMORT0008CR | Mortgages Non-defaulted Unfunded CRM | BG | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable BGMORT0009CR | Mortgages Defaulted | BG | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable BGMORT0010CR | Mortgages Non-defaulted | BG | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0001CR | SMEC Non-defaulted Secured Construction | BG | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0002CR | SMEC Non-defaulted Secured Other | BG | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0003CR | SMEC Non-defaulted Secured | BG | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BGSMEC0004CR | SMEC Defaulted | BG | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0005CR | SMEC Non-defaulted Unsecured Construction | BG | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0006CR | SMEC Non-defaulted Unsecured Other | BG | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0007CR | SMEC Non-defaulted Unsecured | BG | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0008CR | SMEC Non-Defaulted | BG | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0009CR | SMEC Non-defaulted Secured | BG | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BGSMER0001CR | SMER Non-defaulted Secured Construction | BG | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0002CR | SMER Non-defaulted Secured Other | BG | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0003CR | SMER Non-defaulted Secured | BG | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BGSMER0004CR | SMER Defaulted | BG | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0005CR | SMER Non-defaulted Unsecured Construction | BG | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0006CR | SMER Non-defaulted Unsecured Other | BG | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0007CR | SMER Non-defaulted Unsecured | BG | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0008CR | SMER Non-Defaulted | BG | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0009CR | SMER Non-defaulted Secured | BG | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CORP0007CR | CORP Non-Defaulted | Not applicable | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0001CR | CORP Non-defaulted Secured Construction | CY | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0002CR | CORP Non-defaulted Secured Other | CY | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0003CR | CORP Non-defaulted Secured | CY | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln.

| Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CYCORP0004CR | CORP Defaulted | CY | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0005CR | CORP Non-defaulted Unsecured Construction | CY | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0006CR | CORP Non-defaulted Unsecured Other | CY | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0007CR | CORP Non-Defaulted | CY | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0008CR | CORP Non-defaulted Secured | CY | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CYCORP0009CR | CORP Non-defaulted Unsecured | CY | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | CY | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % CYMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | CY | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % CYMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | CY | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % CYMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | CY | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % CYMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | CY | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % CYMORT0006CR | Mortgages Non-defaulted ILTV >125 % | CY | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % CYMORT0007CR | Mortgages Non-defaulted funded CRM | CY | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable CYMORT0008CR | Mortgages Non-defaulted Unfunded CRM | CY | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable CYMORT0009CR | Mortgages Defaulted | CY | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable CYMORT0010CR | Mortgages Non-defaulted | CY | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0001CR | SMEC Non-defaulted Secured Construction | CY | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0002CR | SMEC Non-defaulted Secured Other | CY | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0003CR | SMEC Non-defaulted Secured | CY | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CYSMEC0004CR | SMEC Defaulted | CY | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0005CR | SMEC Non-defaulted Unsecured Construction | CY | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0006CR | SMEC Non-defaulted Unsecured Other | CY | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0007CR | SMEC Non-defaulted Unsecured | CY | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0008CR | SMEC Non-Defaulted | CY | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0009CR | SMEC Non-defaulted Secured | CY | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CYSMER0001CR | SMER Non-defaulted Secured Construction | CY | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0002CR | SMER Non-defaulted Secured Other | CY | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0003CR | SMER Non-defaulted Secured | CY | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CYSMER0004CR | SMER Defaulted | CY | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0005CR | SMER Non-defaulted Unsecured Construction | CY | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0006CR | SMER Non-defaulted Unsecured Other | CY | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0007CR | SMER Non-defaulted Unsecured | CY | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0008CR | SMER Non-Defaulted | CY | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0009CR | SMER Non-defaulted Secured | CY | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CZCORP0001CR | CORP Non-defaulted Secured Construction | CZ | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0002CR | CORP Non-defaulted Secured Other | CZ | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0003CR | CORP Non-defaulted Secured | CZ | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CZCORP0004CR | CORP Defaulted | CZ | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0005CR | CORP Non-defaulted Unsecured Construction | CZ | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0006CR | CORP Non-defaulted Unsecured Other | CZ | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0007CR | CORP Non-Defaulted | CZ | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0008CR | CORP Non-defaulted Secured | CZ | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CZCORP0009CR | CORP Non-defaulted Unsecured | CZ | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | CZ | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % CZMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | CZ | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % CZMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | CZ | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % CZMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | CZ | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % CZMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | CZ | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % CZMORT0006CR | Mortgages Non-defaulted ILTV >125 % | CZ | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % CZMORT0007CR | Mortgages Non-defaulted funded CRM | CZ | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable CZMORT0008CR | Mortgages Non-defaulted Unfunded CRM | CZ | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable CZMORT0009CR | Mortgages Defaulted | CZ | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable CZMORT0010CR | Mortgages Non-defaulted | CZ | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0001CR | SMEC Non-defaulted Secured Construction | CZ | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0002CR | SMEC Non-defaulted Secured Other | CZ | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0003CR | SMEC Non-defaulted Secured | CZ | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CZSMEC0004CR | SMEC Defaulted | CZ | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0005CR | SMEC Non-defaulted Unsecured Construction | CZ | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0006CR | SMEC Non-defaulted Unsecured Other | CZ | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0007CR | SMEC Non-defaulted Unsecured | CZ | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0008CR | SMEC Non-Defaulted | CZ | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0009CR | SMEC Non-defaulted Secured | CZ | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CZSMER0001CR | SMER Non-defaulted Secured Construction | CZ | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0002CR | SMER Non-defaulted Secured Other | CZ | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0003CR | SMER Non-defaulted Secured | CZ | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CZSMER0004CR | SMER Defaulted | CZ | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0005CR | SMER Non-defaulted Unsecured Construction | CZ | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0006CR | SMER Non-defaulted Unsecured Other | CZ | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0007CR | SMER Non-defaulted Unsecured | CZ | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0008CR | SMER Non-Defaulted | CZ | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0009CR | SMER Non-defaulted Secured | CZ | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DECORP0001CR | CORP Non-defaulted Secured Construction | DE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0002CR | CORP Non-defaulted Secured Other | DE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0003CR | CORP Non-defaulted Secured | DE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DECORP0004CR | CORP Defaulted | DE | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0005CR | CORP Non-defaulted Unsecured Construction | DE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0006CR | CORP Non-defaulted Unsecured Other | DE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0007CR | CORP Non-Defaulted | DE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0008CR | CORP Non-defaulted Secured | DE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DECORP0009CR | CORP Non-defaulted Unsecured | DE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DEMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | DE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % DEMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | DE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % DEMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | DE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % DEMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | DE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % DEMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | DE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % DEMORT0006CR | Mortgages Non-defaulted ILTV >125 % | DE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % DEMORT0007CR | Mortgages Non-defaulted funded CRM | DE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable DEMORT0008CR | Mortgages Non-defaulted Unfunded CRM | DE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable DEMORT0009CR | Mortgages Defaulted | DE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable DEMORT0010CR | Mortgages Non-defaulted | DE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0001CR | SMEC Non-defaulted Secured Construction | DE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0002CR | SMEC Non-defaulted Secured Other | DE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0003CR | SMEC Non-defaulted Secured | DE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DESMEC0004CR | SMEC Defaulted | DE | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0005CR | SMEC Non-defaulted Unsecured Construction | DE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0006CR | SMEC Non-defaulted Unsecured Other | DE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0007CR | SMEC Non-defaulted Unsecured | DE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0008CR | SMEC Non-Defaulted | DE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0009CR | SMEC Non-defaulted Secured | DE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DESMER0001CR | SMER Non-defaulted Secured Construction | DE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0002CR | SMER Non-defaulted Secured Other | DE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0003CR | SMER Non-defaulted Secured | DE | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DESMER0004CR | SMER Defaulted | DE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0005CR | SMER Non-defaulted Unsecured Construction | DE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0006CR | SMER Non-defaulted Unsecured Other | DE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0007CR | SMER Non-defaulted Unsecured | DE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0008CR | SMER Non-Defaulted | DE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0009CR | SMER Non-defaulted Secured | DE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DKCORP0001CR | CORP Non-defaulted Secured Construction | DK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0002CR | CORP Non-defaulted Secured Other | DK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0003CR | CORP Non-defaulted Secured | DK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DKCORP0004CR | CORP Defaulted | DK | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0005CR | CORP Non-defaulted Unsecured Construction | DK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0006CR | CORP Non-defaulted Unsecured Other | DK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0007CR | CORP Non-Defaulted | DK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0008CR | CORP Non-defaulted Secured | DK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DKCORP0009CR | CORP Non-defaulted Unsecured | DK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | DK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % DKMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | DK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % DKMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | DK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % DKMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | DK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % DKMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | DK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % DKMORT0006CR | Mortgages Non-defaulted ILTV >125 % | DK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % DKMORT0007CR | Mortgages Non-defaulted funded CRM | DK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable DKMORT0008CR | Mortgages Non-defaulted Unfunded CRM | DK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable DKMORT0009CR | Mortgages Defaulted | DK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable DKMORT0010CR | Mortgages Non-defaulted | DK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0001CR | SMEC Non-defaulted Secured Construction | DK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0002CR | SMEC Non-defaulted Secured Other | DK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0003CR | SMEC Non-defaulted Secured | DK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DKSMEC0004CR | SMEC Defaulted | DK | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0005CR | SMEC Non-defaulted Unsecured Construction | DK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0006CR | SMEC Non-defaulted Unsecured Other | DK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0007CR | SMEC Non-defaulted Unsecured | DK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0008CR | SMEC Non-Defaulted | DK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0009CR | SMEC Non-defaulted Secured | DK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DKSMER0001CR | SMER Non-defaulted Secured Construction | DK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0002CR | SMER Non-defaulted Secured Other | DK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0003CR | SMER Non-defaulted Secured | DK | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DKSMER0004CR | SMER Defaulted | DK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0005CR | SMER Non-defaulted Unsecured Construction | DK | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0006CR | SMER Non-defaulted Unsecured Other | DK | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0007CR | SMER Non-defaulted Unsecured | DK | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0008CR | SMER Non-Defaulted | DK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0009CR | SMER Non-defaulted Secured | DK | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable EECORP0001CR | CORP Non-defaulted Secured Construction | EE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0002CR | CORP Non-defaulted Secured Other | EE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable EECORP0003CR | CORP Non-defaulted Secured | EE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable EECORP0004CR | CORP Defaulted | EE | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0005CR | CORP Non-defaulted Unsecured Construction | EE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0006CR | CORP Non-defaulted Unsecured Other | EE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0007CR | CORP Non-Defaulted | EE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0008CR | CORP Non-defaulted Secured | EE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable EECORP0009CR | CORP Non-defaulted Unsecured | EE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EEMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | EE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % EEMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | EE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % EEMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | EE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % EEMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | EE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % EEMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | EE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % EEMORT0006CR | Mortgages Non-defaulted ILTV >125 % | EE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % EEMORT0007CR | Mortgages Non-defaulted funded CRM | EE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable EEMORT0008CR | Mortgages Non-defaulted Unfunded CRM | EE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable EEMORT0009CR | Mortgages Defaulted | EE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable EEMORT0010CR | Mortgages Non-defaulted | EE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0001CR | SMEC Non-defaulted Secured Construction | EE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0002CR | SMEC Non-defaulted Secured Other | EE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0003CR | SMEC Non-defaulted Secured | EE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable EESMEC0004CR | SMEC Defaulted | EE | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0005CR | SMEC Non-defaulted Unsecured Construction | EE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0006CR | SMEC Non-defaulted Unsecured Other | EE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0007CR | SMEC Non-defaulted Unsecured | EE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0008CR | SMEC Non-Defaulted | EE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0009CR | SMEC Non-defaulted Secured | EE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable EESMER0001CR | SMER Non-defaulted Secured Construction | EE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0002CR | SMER Non-defaulted Secured Other | EE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0003CR | SMER Non-defaulted Secured | EE | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable EESMER0004CR | SMER Defaulted | EE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0005CR | SMER Non-defaulted Unsecured Construction | EE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0006CR | SMER Non-defaulted Unsecured Other | EE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0007CR | SMER Non-defaulted Unsecured | EE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0008CR | SMER Non-Defaulted | EE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0009CR | SMER Non-defaulted Secured | EE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ESCORP0001CR | CORP Non-defaulted Secured Construction | ES | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0002CR | CORP Non-defaulted Secured Other | ES | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0003CR | CORP Non-defaulted Secured | ES | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ESCORP0004CR | CORP Defaulted | ES | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0005CR | CORP Non-defaulted Unsecured Construction | ES | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0006CR | CORP Non-defaulted Unsecured Other | ES | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0007CR | CORP Non-Defaulted | ES | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0008CR | CORP Non-defaulted Secured | ES | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ESCORP0009CR | CORP Non-defaulted Unsecured | ES | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | ES | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % ESMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | ES | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % ESMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | ES | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % ESMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | ES | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % ESMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | ES | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % ESMORT0006CR | Mortgages Non-defaulted ILTV >125 % | ES | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % ESMORT0007CR | Mortgages Non-defaulted funded CRM | ES | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable ESMORT0008CR | Mortgages Non-defaulted Unfunded CRM | ES | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable ESMORT0009CR | Mortgages Defaulted | ES | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ESMORT0010CR | Mortgages Non-defaulted | ES | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0001CR | SMEC Non-defaulted Secured Construction | ES | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0002CR | SMEC Non-defaulted Secured Other | ES | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0003CR | SMEC Non-defaulted Secured | ES | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ESSMEC0004CR | SMEC Defaulted | ES | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0005CR | SMEC Non-defaulted Unsecured Construction | ES | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0006CR | SMEC Non-defaulted Unsecured Other | ES | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0007CR | SMEC Non-defaulted Unsecured | ES | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0008CR | SMEC Non-Defaulted | ES | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0009CR | SMEC Non-defaulted Secured | ES | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ESSMER0001CR | SMER Non-defaulted Secured Construction | ES | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0002CR | SMER Non-defaulted Secured Other | ES | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0003CR | SMER Non-defaulted Secured | ES | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ESSMER0004CR | SMER Defaulted | ES | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0005CR | SMER Non-defaulted Unsecured Construction | ES | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0006CR | SMER Non-defaulted Unsecured Other | ES | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0007CR | SMER Non-defaulted Unsecured | ES | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0008CR | SMER Non-Defaulted | ES | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0009CR | SMER Non-defaulted Secured | ES | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FICORP0001CR | CORP Non-defaulted Secured Construction | FI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0002CR | CORP Non-defaulted Secured Other | FI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0003CR | CORP Non-defaulted Secured | FI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FICORP0004CR | CORP Defaulted | FI | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0005CR | CORP Non-defaulted Unsecured Construction | FI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0006CR | CORP Non-defaulted Unsecured Other | FI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0007CR | CORP Non-Defaulted | FI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0008CR | CORP Non-defaulted Secured | FI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FICORP0009CR | CORP Non-defaulted Unsecured | FI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FIMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | FI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % FIMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | FI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % FIMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | FI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % FIMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | FI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % FIMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | FI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % FIMORT0006CR | Mortgages Non-defaulted ILTV >125 % | FI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % FIMORT0007CR | Mortgages Non-defaulted funded CRM | FI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable FIMORT0008CR | Mortgages Non-defaulted Unfunded CRM | FI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable FIMORT0009CR | Mortgages Defaulted | FI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable FIMORT0010CR | Mortgages Non-defaulted | FI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0001CR | SMEC Non-defaulted Secured Construction | FI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0002CR | SMEC Non-defaulted Secured Other | FI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0003CR | SMEC Non-defaulted Secured | FI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FISMEC0004CR | SMEC Defaulted | FI | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0005CR | SMEC Non-defaulted Unsecured Construction | FI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0006CR | SMEC Non-defaulted Unsecured Other | FI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0007CR | SMEC Non-defaulted Unsecured | FI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0008CR | SMEC Non-Defaulted | FI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0009CR | SMEC Non-defaulted Secured | FI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FISMER0001CR | SMER Non-defaulted Secured Construction | FI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0002CR | SMER Non-defaulted Secured Other | FI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0003CR | SMER Non-defaulted Secured | FI | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FISMER0004CR | SMER Defaulted | FI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0005CR | SMER Non-defaulted Unsecured Construction | FI | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0006CR | SMER Non-defaulted Unsecured Other | FI | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0007CR | SMER Non-defaulted Unsecured | FI | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0008CR | SMER Non-Defaulted | FI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0009CR | SMER Non-defaulted Secured | FI | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FRCORP0001CR | CORP Non-defaulted Secured Construction | FR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0002CR | CORP Non-defaulted Secured Other | FR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0003CR | CORP Non-defaulted Secured | FR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FRCORP0004CR | CORP Defaulted | FR | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0005CR | CORP Non-defaulted Unsecured Construction | FR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0006CR | CORP Non-defaulted Unsecured Other | FR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0007CR | CORP Non-Defaulted | FR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0008CR | CORP Non-defaulted Secured | FR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FRCORP0009CR | CORP Non-defaulted Unsecured | FR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | FR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % FRMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | FR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % FRMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | FR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % FRMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | FR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % FRMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | FR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % FRMORT0006CR | Mortgages Non-defaulted ILTV >125 % | FR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % FRMORT0007CR | Mortgages Non-defaulted funded CRM | FR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable FRMORT0008CR | Mortgages Non-defaulted Unfunded CRM | FR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable FRMORT0009CR | Mortgages Defaulted | FR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable FRMORT0010CR | Mortgages Non-defaulted | FR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0001CR | SMEC Non-defaulted Secured Construction | FR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0002CR | SMEC Non-defaulted Secured Other | FR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0003CR | SMEC Non-defaulted Secured | FR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FRSMEC0004CR | SMEC Defaulted | FR | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0005CR | SMEC Non-defaulted Unsecured Construction | FR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0006CR | SMEC Non-defaulted Unsecured Other | FR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0007CR | SMEC Non-defaulted Unsecured | FR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0008CR | SMEC Non-Defaulted | FR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0009CR | SMEC Non-defaulted Secured | FR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FRSMER0001CR | SMER Non-defaulted Secured Construction | FR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0002CR | SMER Non-defaulted Secured Other | FR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0003CR | SMER Non-defaulted Secured | FR | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FRSMER0004CR | SMER Defaulted | FR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0005CR | SMER Non-defaulted Unsecured Construction | FR | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0006CR | SMER Non-defaulted Unsecured Other | FR | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0007CR | SMER Non-defaulted Unsecured | FR | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0008CR | SMER Non-Defaulted | FR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0009CR | SMER Non-defaulted Secured | FR | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GBCORP0001CR | CORP Non-defaulted Secured Construction | GB | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable GBCORP0002CR | CORP Non-defaulted Secured Other | GB | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0003CR | CORP Non-defaulted Secured | GB | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GBCORP0004CR | CORP Defaulted | GB | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0005CR | CORP Non-defaulted Unsecured Construction | GB | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0006CR | CORP Non-defaulted Unsecured Other | GB | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0007CR | CORP Non-Defaulted | GB | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0008CR | CORP Non-defaulted Secured | GB | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GBCORP0009CR | CORP Non-defaulted Unsecured | GB | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | GB | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % GBMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | GB | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % GBMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | GB | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % GBMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | GB | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % GBMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | GB | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % GBMORT0006CR | Mortgages Non-defaulted ILTV >125 % | GB | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % GBMORT0007CR | Mortgages Non-defaulted funded CRM | GB | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable GBMORT0008CR | Mortgages Non-defaulted Unfunded CRM | GB | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable GBMORT0009CR | Mortgages Defaulted | GB | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GBMORT0010CR | Mortgages Non-defaulted | GB | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0001CR | SMEC Non-defaulted Secured Construction | GB | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0002CR | SMEC Non-defaulted Secured Other | GB | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0003CR | SMEC Non-defaulted Secured | GB | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GBSMEC0004CR | SMEC Defaulted | GB | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0005CR | SMEC Non-defaulted Unsecured Construction | GB | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0006CR | SMEC Non-defaulted Unsecured Other | GB | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0007CR | SMEC Non-defaulted Unsecured | GB | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0008CR | SMEC Non-Defaulted | GB | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0009CR | SMEC Non-defaulted Secured | GB | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GBSMER0001CR | SMER Non-defaulted Secured Construction | GB | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0002CR | SMER Non-defaulted Secured Other | GB | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0003CR | SMER Non-defaulted Secured | GB | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GBSMER0004CR | SMER Defaulted | GB | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0005CR | SMER Non-defaulted Unsecured Construction | GB | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0006CR | SMER Non-defaulted Unsecured Other | GB | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0007CR | SMER Non-defaulted Unsecured | GB | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0008CR | SMER Non-Defaulted | GB | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0009CR | SMER Non-defaulted Secured | GB | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GRCORP0001CR | CORP Non-defaulted Secured Construction | GR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0002CR | CORP Non-defaulted Secured Other | GR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0003CR | CORP Non-defaulted Secured | GR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GRCORP0004CR | CORP Defaulted | GR | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0005CR | CORP Non-defaulted Unsecured Construction | GR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0006CR | CORP Non-defaulted Unsecured Other | GR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0007CR | CORP Non-Defaulted | GR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0008CR | CORP Non-defaulted Secured | GR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GRCORP0009CR | CORP Non-defaulted Unsecured | GR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | GR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % GRMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | GR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % GRMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | GR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % GRMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | GR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % GRMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | GR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % GRMORT0006CR | Mortgages Non-defaulted ILTV >125 % | GR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % GRMORT0007CR | Mortgages Non-defaulted funded CRM | GR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable GRMORT0008CR | Mortgages Non-defaulted Unfunded CRM | GR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable GRMORT0009CR | Mortgages Defaulted | GR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GRMORT0010CR | Mortgages Non-defaulted | GR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0001CR | SMEC Non-defaulted Secured Construction | GR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0002CR | SMEC Non-defaulted Secured Other | GR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0003CR | SMEC Non-defaulted Secured | GR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GRSMEC0004CR | SMEC Defaulted | GR | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0005CR | SMEC Non-defaulted Unsecured Construction | GR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0006CR | SMEC Non-defaulted Unsecured Other | GR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0007CR | SMEC Non-defaulted Unsecured | GR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0008CR | SMEC Non-Defaulted | GR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0009CR | SMEC Non-defaulted Secured | GR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GRSMER0001CR | SMER Non-defaulted Secured Construction | GR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0002CR | SMER Non-defaulted Secured Other | GR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0003CR | SMER Non-defaulted Secured | GR | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GRSMER0004CR | SMER Defaulted | GR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0005CR | SMER Non-defaulted Unsecured Construction | GR | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0006CR | SMER Non-defaulted Unsecured Other | GR | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0007CR | SMER Non-defaulted Unsecured | GR | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0008CR | SMER Non-Defaulted | GR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0009CR | SMER Non-defaulted Secured | GR | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HRCORP0001CR | CORP Non-defaulted Secured Construction | HR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0002CR | CORP Non-defaulted Secured Other | HR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0003CR | CORP Non-defaulted Secured | HR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HRCORP0004CR | CORP Defaulted | HR | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0005CR | CORP Non-defaulted Unsecured Construction | HR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0006CR | CORP Non-defaulted Unsecured Other | HR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0007CR | CORP Non-Defaulted | HR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0008CR | CORP Non-defaulted Secured | HR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HRCORP0009CR | CORP Non-defaulted Unsecured | HR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | HR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % HRMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | HR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % HRMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | HR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % HRMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | HR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % HRMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | HR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % HRMORT0006CR | Mortgages Non-defaulted ILTV >125 % | HR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % HRMORT0007CR | Mortgages Non-defaulted funded CRM | HR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable HRMORT0008CR | Mortgages Non-defaulted Unfunded CRM | HR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable HRMORT0009CR | Mortgages Defaulted | HR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable HRMORT0010CR | Mortgages Non-defaulted | HR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0001CR | SMEC Non-defaulted Secured Construction | HR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0002CR | SMEC Non-defaulted Secured Other | HR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0003CR | SMEC Non-defaulted Secured | HR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HRSMEC0004CR | SMEC Defaulted | HR | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0005CR | SMEC Non-defaulted Unsecured Construction | HR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0006CR | SMEC Non-defaulted Unsecured Other | HR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0007CR | SMEC Non-defaulted Unsecured | HR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0008CR | SMEC Non-Defaulted | HR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0009CR | SMEC Non-defaulted Secured | HR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HRSMER0001CR | SMER Non-defaulted Secured Construction | HR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0002CR | SMER Non-defaulted Secured Other | HR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0003CR | SMER Non-defaulted Secured | HR | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HRSMER0004CR | SMER Defaulted | HR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0005CR | SMER Non-defaulted Unsecured Construction | HR | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0006CR | SMER Non-defaulted Unsecured Other | HR | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0007CR | SMER Non-defaulted Unsecured | HR | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0008CR | SMER Non-Defaulted | HR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0009CR | SMER Non-defaulted Secured | HR | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HUCORP0001CR | CORP Non-defaulted Secured Construction | HU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0002CR | CORP Non-defaulted Secured Other | HU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0003CR | CORP Non-defaulted Secured | HU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HUCORP0004CR | CORP Defaulted | HU | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0005CR | CORP Non-defaulted Unsecured Construction | HU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0006CR | CORP Non-defaulted Unsecured Other | HU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0007CR | CORP Non-Defaulted | HU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0008CR | CORP Non-defaulted Secured | HU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HUCORP0009CR | CORP Non-defaulted Unsecured | HU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | HU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % HUMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | HU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % HUMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | HU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % HUMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | HU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % HUMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | HU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % HUMORT0006CR | Mortgages Non-defaulted ILTV >125 % | HU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % HUMORT0007CR | Mortgages Non-defaulted funded CRM | HU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable HUMORT0008CR | Mortgages Non-defaulted Unfunded CRM | HU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable HUMORT0009CR | Mortgages Defaulted | HU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable HUMORT0010CR | Mortgages Non-defaulted | HU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0001CR | SMEC Non-defaulted Secured Construction | HU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0002CR | SMEC Non-defaulted Secured Other | HU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0003CR | SMEC Non-defaulted Secured | HU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HUSMEC0004CR | SMEC Defaulted | HU | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0005CR | SMEC Non-defaulted Unsecured Construction | HU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0006CR | SMEC Non-defaulted Unsecured Other | HU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0007CR | SMEC Non-defaulted Unsecured | HU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0008CR | SMEC Non-Defaulted | HU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0009CR | SMEC Non-defaulted Secured | HU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HUSMER0001CR | SMER Non-defaulted Secured Construction | HU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0002CR | SMER Non-defaulted Secured Other | HU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0003CR | SMER Non-defaulted Secured | HU | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HUSMER0004CR | SMER Defaulted | HU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0005CR | SMER Non-defaulted Unsecured Construction | HU | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0006CR | SMER Non-defaulted Unsecured Other | HU | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0007CR | SMER Non-defaulted Unsecured | HU | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0008CR | SMER Non-Defaulted | HU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0009CR | SMER Non-defaulted Secured | HU | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln.

| Non Real estate funded collateral | Not applicable | Not applicable | Not applicable IECORP0001CR | CORP Non-defaulted Secured Construction | IE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0002CR | CORP Non-defaulted Secured Other | IE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0003CR | CORP Non-defaulted Secured | IE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable IECORP0004CR | CORP Defaulted | IE | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0005CR | CORP Non-defaulted Unsecured Construction | IE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0006CR | CORP Non-defaulted Unsecured Other | IE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0007CR | CORP Non-Defaulted | IE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0008CR | CORP Non-defaulted Secured | IE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable IECORP0009CR | CORP Non-defaulted Unsecured | IE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IEMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | IE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % IEMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | IE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % IEMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | IE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % IEMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | IE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % IEMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | IE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % IEMORT0006CR | Mortgages Non-defaulted ILTV >125 % | IE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % IEMORT0007CR | Mortgages Non-defaulted funded CRM | IE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable IEMORT0008CR | Mortgages Non-defaulted Unfunded CRM | IE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable IEMORT0009CR | Mortgages Defaulted | IE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IEMORT0010CR | Mortgages Non-defaulted | IE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0001CR | SMEC Non-defaulted Secured Construction | IE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0002CR | SMEC Non-defaulted Secured Other | IE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0003CR | SMEC Non-defaulted Secured | IE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable IESMEC0004CR | SMEC Defaulted | IE | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0005CR | SMEC Non-defaulted Unsecured Construction | IE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0006CR | SMEC Non-defaulted Unsecured Other | IE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0007CR | SMEC Non-defaulted Unsecured | IE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0008CR | SMEC Non-Defaulted | IE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0009CR | SMEC Non-defaulted Secured | IE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable IESMER0001CR | SMER Non-defaulted Secured Construction | IE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0002CR | SMER Non-defaulted Secured Other | IE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0003CR | SMER Non-defaulted Secured | IE | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable IESMER0004CR | SMER Defaulted | IE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0005CR | SMER Non-defaulted Unsecured Construction | IE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0006CR | SMER Non-defaulted Unsecured Other | IE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0007CR | SMER Non-defaulted Unsecured | IE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0008CR | SMER Non-Defaulted | IE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0009CR | SMER Non-defaulted Secured | IE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ITCORP0001CR | CORP Non-defaulted Secured Construction | IT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0002CR | CORP Non-defaulted Secured Other | IT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0003CR | CORP Non-defaulted Secured | IT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ITCORP0004CR | CORP Defaulted | IT | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0005CR | CORP Non-defaulted Unsecured Construction | IT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0006CR | CORP Non-defaulted Unsecured Other | IT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0007CR | CORP Non-Defaulted | IT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0008CR | CORP Non-defaulted Secured | IT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ITCORP0009CR | CORP Non-defaulted Unsecured | IT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | IT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % ITMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | IT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % ITMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | IT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % ITMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | IT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % ITMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | IT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % ITMORT0006CR | Mortgages Non-defaulted ILTV >125 % | IT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % ITMORT0007CR | Mortgages Non-defaulted funded CRM | IT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable ITMORT0008CR | Mortgages Non-defaulted Unfunded CRM | IT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable ITMORT0009CR | Mortgages Defaulted | IT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ITMORT0010CR | Mortgages Non-defaulted | IT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0001CR | SMEC Non-defaulted Secured Construction | IT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0002CR | SMEC Non-defaulted Secured Other | IT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0003CR | SMEC Non-defaulted Secured | IT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ITSMEC0004CR | SMEC Defaulted | IT | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0005CR | SMEC Non-defaulted Unsecured Construction | IT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0006CR | SMEC Non-defaulted Unsecured Other | IT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0007CR | SMEC Non-defaulted Unsecured | IT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0008CR | SMEC Non-Defaulted | IT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0009CR | SMEC Non-defaulted Secured | IT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ITSMER0001CR | SMER Non-defaulted Secured Construction | IT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0002CR | SMER Non-defaulted Secured Other | IT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0003CR | SMER Non-defaulted Secured | IT | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ITSMER0004CR | SMER Defaulted | IT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0005CR | SMER Non-defaulted Unsecured Construction | IT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0006CR | SMER Non-defaulted Unsecured Other | IT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0007CR | SMER Non-defaulted Unsecured | IT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0008CR | SMER Non-Defaulted | IT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0009CR | SMER Non-defaulted Secured | IT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LTCORP0001CR | CORP Non-defaulted Secured Construction | LT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0002CR | CORP Non-defaulted Secured Other | LT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0003CR | CORP Non-defaulted Secured | LT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LTCORP0004CR | CORP Defaulted | LT | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0005CR | CORP Non-defaulted Unsecured Construction | LT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0006CR | CORP Non-defaulted Unsecured Other | LT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0007CR | CORP Non-Defaulted | LT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0008CR | CORP Non-defaulted Secured | LT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LTCORP0009CR | CORP Non-defaulted Unsecured | LT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | LT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % LTMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | LT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % LTMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | LT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % LTMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | LT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % LTMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | LT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % LTMORT0006CR | Mortgages Non-defaulted ILTV >125 % | LT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % LTMORT0007CR | Mortgages Non-defaulted funded CRM | LT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable LTMORT0008CR | Mortgages Non-defaulted Unfunded CRM | LT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable LTMORT0009CR | Mortgages Defaulted | LT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LTMORT0010CR | Mortgages Non-defaulted | LT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0001CR | SMEC Non-defaulted Secured Construction | LT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0002CR | SMEC Non-defaulted Secured Other | LT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0003CR | SMEC Non-defaulted Secured | LT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LTSMEC0004CR | SMEC Defaulted | LT | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0005CR | SMEC Non-defaulted Unsecured Construction | LT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0006CR | SMEC Non-defaulted Unsecured Other | LT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0007CR | SMEC Non-defaulted Unsecured | LT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0008CR | SMEC Non-Defaulted | LT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0009CR | SMEC Non-defaulted Secured | LT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LTSMER0001CR | SMER Non-defaulted Secured Construction | LT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0002CR | SMER Non-defaulted Secured Other | LT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0003CR | SMER Non-defaulted Secured | LT | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LTSMER0004CR | SMER Defaulted | LT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0005CR | SMER Non-defaulted Unsecured Construction | LT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0006CR | SMER Non-defaulted Unsecured Other | LT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0007CR | SMER Non-defaulted Unsecured | LT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0008CR | SMER Non-Defaulted | LT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0009CR | SMER Non-defaulted Secured | LT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LUCORP0001CR | CORP Non-defaulted Secured Construction | LU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0002CR | CORP Non-defaulted Secured Other | LU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0003CR | CORP Non-defaulted Secured | LU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LUCORP0004CR | CORP Defaulted | LU | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0005CR | CORP Non-defaulted Unsecured Construction | LU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0006CR | CORP Non-defaulted Unsecured Other | LU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0007CR | CORP Non-Defaulted | LU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0008CR | CORP Non-defaulted Secured | LU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LUCORP0009CR | CORP Non-defaulted Unsecured | LU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | LU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % LUMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | LU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % LUMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | LU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % LUMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | LU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % LUMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | LU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % LUMORT0006CR | Mortgages Non-defaulted ILTV >125 % | LU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % LUMORT0007CR | Mortgages Non-defaulted funded CRM | LU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable LUMORT0008CR | Mortgages Non-defaulted Unfunded CRM | LU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable LUMORT0009CR | Mortgages Defaulted | LU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LUMORT0010CR | Mortgages Non-defaulted | LU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0001CR | SMEC Non-defaulted Secured Construction | LU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0002CR | SMEC Non-defaulted Secured Other | LU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0003CR | SMEC Non-defaulted Secured | LU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LUSMEC0004CR | SMEC Defaulted | LU | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0005CR | SMEC Non-defaulted Unsecured Construction | LU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0006CR | SMEC Non-defaulted Unsecured Other | LU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0007CR | SMEC Non-defaulted Unsecured | LU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0008CR | SMEC Non-Defaulted | LU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0009CR | SMEC Non-defaulted Secured | LU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LUSMER0001CR | SMER Non-defaulted Secured Construction | LU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0002CR | SMER Non-defaulted Secured Other | LU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0003CR | SMER Non-defaulted Secured | LU | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LUSMER0004CR | SMER Defaulted | LU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0005CR | SMER Non-defaulted Unsecured Construction | LU | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0006CR | SMER Non-defaulted Unsecured Other | LU | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0007CR | SMER Non-defaulted Unsecured | LU | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0008CR | SMER Non-Defaulted | LU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Not applicable | Not applicable | Not applicable LUSMER0009CR | SMER Non-defaulted Secured | LU | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LVCORP0001CR | CORP Non-defaulted Secured Construction | LV | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0002CR | CORP Non-defaulted Secured Other | LV | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0003CR | CORP Non-defaulted Secured | LV | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LVCORP0004CR | CORP Defaulted | LV | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0005CR | CORP Non-defaulted Unsecured Construction | LV | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0006CR | CORP Non-defaulted Unsecured Other | LV | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0007CR | CORP Non-Defaulted | LV | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0008CR | CORP Non-defaulted Secured | LV | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LVCORP0009CR | CORP Non-defaulted Unsecured | LV | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | LV | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % LVMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | LV | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % LVMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | LV | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % LVMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | LV | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % LVMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | LV | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % LVMORT0006CR | Mortgages Non-defaulted ILTV >125 % | LV | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % LVMORT0007CR | Mortgages Non-defaulted funded CRM | LV | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable LVMORT0008CR | Mortgages Non-defaulted Unfunded CRM | LV | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable LVMORT0009CR | Mortgages Defaulted | LV | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LVMORT0010CR | Mortgages Non-defaulted | LV | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0001CR | SMEC Non-defaulted Secured Construction | LV | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0002CR | SMEC Non-defaulted Secured Other | LV | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0003CR | SMEC Non-defaulted Secured | LV | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LVSMEC0004CR | SMEC Defaulted | LV | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0005CR | SMEC Non-defaulted Unsecured Construction | LV | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0006CR | SMEC Non-defaulted Unsecured Other | LV | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0007CR | SMEC Non-defaulted Unsecured | LV | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0008CR | SMEC Non-Defaulted | LV | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0009CR | SMEC Non-defaulted Secured | LV | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LVSMER0001CR | SMER Non-defaulted Secured Construction | LV | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0002CR | SMER Non-defaulted Secured Other | LV | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0003CR | SMER Non-defaulted Secured | LV | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LVSMER0004CR | SMER Defaulted | LV | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0005CR | SMER Non-defaulted Unsecured Construction | LV | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0006CR | SMER Non-defaulted Unsecured Other | LV | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0007CR | SMER Non-defaulted Unsecured | LV | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0008CR | SMER Non-Defaulted | LV | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0009CR | SMER Non-defaulted Secured | LV | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable MORT0010CR | Mortgages Non-defaulted | Not applicable | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0001CR | CORP Non-defaulted Secured Construction | MT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0002CR | CORP Non-defaulted Secured Other | MT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0003CR | CORP Non-defaulted Secured | MT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable MTCORP0004CR | CORP Defaulted | MT | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0005CR | CORP Non-defaulted Unsecured Construction | MT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0006CR | CORP Non-defaulted Unsecured Other | MT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0007CR | CORP Non-Defaulted | MT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0008CR | CORP Non-defaulted Secured | MT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable MTCORP0009CR | CORP Non-defaulted Unsecured | MT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | MT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % MTMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | MT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % MTMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | MT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % MTMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | MT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % MTMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | MT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % MTMORT0006CR | Mortgages Non-defaulted ILTV >125 % | MT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % MTMORT0007CR | Mortgages Non-defaulted funded CRM | MT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable MTMORT0008CR | Mortgages Non-defaulted Unfunded CRM | MT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable MTMORT0009CR | Mortgages Defaulted | MT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable MTMORT0010CR | Mortgages Non-defaulted | MT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0001CR | SMEC Non-defaulted Secured Construction | MT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0002CR | SMEC Non-defaulted Secured Other | MT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0003CR | SMEC Non-defaulted Secured | MT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable MTSMEC0004CR | SMEC Defaulted | MT | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0005CR | SMEC Non-defaulted Unsecured Construction | MT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0006CR | SMEC Non-defaulted Unsecured Other | MT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0007CR | SMEC Non-defaulted Unsecured | MT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0008CR | SMEC Non-Defaulted | MT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0009CR | SMEC Non-defaulted Secured | MT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable MTSMER0001CR | SMER Non-defaulted Secured Construction | MT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0002CR | SMER Non-defaulted Secured Other | MT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0003CR | SMER Non-defaulted Secured | MT | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable MTSMER0004CR | SMER Defaulted | MT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0005CR | SMER Non-defaulted Unsecured Construction | MT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0006CR | SMER Non-defaulted Unsecured Other | MT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0007CR | SMER Non-defaulted Unsecured | MT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0008CR | SMER Non-Defaulted | MT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0009CR | SMER Non-defaulted Secured | MT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NLCORP0001CR | CORP Non-defaulted Secured Construction | NL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0002CR | CORP Non-defaulted Secured Other | NL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0003CR | CORP Non-defaulted Secured | NL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NLCORP0004CR | CORP Defaulted | NL | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0005CR | CORP Non-defaulted Unsecured Construction | NL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0006CR | CORP Non-defaulted Unsecured Other | NL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0007CR | CORP Non-Defaulted | NL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0008CR | CORP Non-defaulted Secured | NL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NLCORP0009CR | CORP Non-defaulted Unsecured | NL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | NL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % NLMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | NL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % NLMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | NL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % NLMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | NL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % NLMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | NL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % NLMORT0006CR | Mortgages Non-defaulted ILTV >125 % | NL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % NLMORT0007CR | Mortgages Non-defaulted funded CRM | NL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable NLMORT0008CR | Mortgages Non-defaulted Unfunded CRM | NL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable NLMORT0009CR | Mortgages Defaulted | NL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable NLMORT0010CR | Mortgages Non-defaulted | NL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0001CR | SMEC Non-defaulted Secured Construction | NL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0002CR | SMEC Non-defaulted Secured Other | NL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0003CR | SMEC Non-defaulted Secured | NL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NLSMEC0004CR | SMEC Defaulted | NL | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0005CR | SMEC Non-defaulted Unsecured Construction | NL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0006CR | SMEC Non-defaulted Unsecured Other | NL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0007CR | SMEC Non-defaulted Unsecured | NL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0008CR | SMEC Non-Defaulted | NL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0009CR | SMEC Non-defaulted Secured | NL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NLSMER0001CR | SMER Non-defaulted Secured Construction | NL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0002CR | SMER Non-defaulted Secured Other | NL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0003CR | SMER Non-defaulted Secured | NL | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NLSMER0004CR | SMER Defaulted | NL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0005CR | SMER Non-defaulted Unsecured Construction | NL | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0006CR | SMER Non-defaulted Unsecured Other | NL | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0007CR | SMER Non-defaulted Unsecured | NL | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0008CR | SMER Non-Defaulted | NL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0009CR | SMER Non-defaulted Secured | NL | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NOCORP0001CR | CORP Non-defaulted Secured Construction | NO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0002CR | CORP Non-defaulted Secured Other | NO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0003CR | CORP Non-defaulted Secured | NO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NOCORP0004CR | CORP Defaulted | NO | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0005CR | CORP Non-defaulted Unsecured Construction | NO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0006CR | CORP Non-defaulted Unsecured Other | NO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0007CR | CORP Non-Defaulted | NO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0008CR | CORP Non-defaulted Secured | NO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NOCORP0009CR | CORP Non-defaulted Unsecured | NO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | NO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % NOMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | NO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % NOMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | NO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % NOMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | NO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % NOMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | NO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % NOMORT0006CR | Mortgages Non-defaulted ILTV >125 % | NO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % NOMORT0007CR | Mortgages Non-defaulted funded CRM | NO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable NOMORT0008CR | Mortgages Non-defaulted Unfunded CRM | NO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable NOMORT0009CR | Mortgages Defaulted | NO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable NOMORT0010CR | Mortgages Non-defaulted | NO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0001CR | SMEC Non-defaulted Secured Construction | NO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0002CR | SMEC Non-defaulted Secured Other | NO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0003CR | SMEC Non-defaulted Secured | NO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NOSMEC0004CR | SMEC Defaulted | NO | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0005CR | SMEC Non-defaulted Unsecured Construction | NO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0006CR | SMEC Non-defaulted Unsecured Other | NO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0007CR | SMEC Non-defaulted Unsecured | NO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0008CR | SMEC Non-Defaulted | NO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0009CR | SMEC Non-defaulted Secured | NO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NOSMER0001CR | SMER Non-defaulted Secured Construction | NO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0002CR | SMER Non-defaulted Secured Other | NO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0003CR | SMER Non-defaulted Secured | NO | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NOSMER0004CR | SMER Defaulted | NO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0005CR | SMER Non-defaulted Unsecured Construction | NO | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0006CR | SMER Non-defaulted Unsecured Other | NO | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln.

| Not applicable | Not applicable | Not applicable | Not applicable NOSMER0007CR | SMER Non-defaulted Unsecured | NO | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0008CR | SMER Non-Defaulted | NO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0009CR | SMER Non-defaulted Secured | NO | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PLCORP0001CR | CORP Non-defaulted Secured Construction | PL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0002CR | CORP Non-defaulted Secured Other | PL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0003CR | CORP Non-defaulted Secured | PL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PLCORP0004CR | CORP Defaulted | PL | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0005CR | CORP Non-defaulted Unsecured Construction | PL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0006CR | CORP Non-defaulted Unsecured Other | PL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0007CR | CORP Non-Defaulted | PL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0008CR | CORP Non-defaulted Secured | PL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PLCORP0009CR | CORP Non-defaulted Unsecured | PL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | PL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % PLMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | PL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % PLMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | PL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % PLMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | PL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % PLMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | PL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % PLMORT0006CR | Mortgages Non-defaulted ILTV >125 % | PL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % PLMORT0007CR | Mortgages Non-defaulted funded CRM | PL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable PLMORT0008CR | Mortgages Non-defaulted Unfunded CRM | PL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable PLMORT0009CR | Mortgages Defaulted | PL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable PLMORT0010CR | Mortgages Non-defaulted | PL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0001CR | SMEC Non-defaulted Secured Construction | PL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0002CR | SMEC Non-defaulted Secured Other | PL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0003CR | SMEC Non-defaulted Secured | PL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PLSMEC0004CR | SMEC Defaulted | PL | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0005CR | SMEC Non-defaulted Unsecured Construction | PL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0006CR | SMEC Non-defaulted Unsecured Other | PL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0007CR | SMEC Non-defaulted Unsecured | PL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0008CR | SMEC Non-Defaulted | PL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0009CR | SMEC Non-defaulted Secured | PL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PLSMER0001CR | SMER Non-defaulted Secured Construction | PL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0002CR | SMER Non-defaulted Secured Other | PL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0003CR | SMER Non-defaulted Secured | PL | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PLSMER0004CR | SMER Defaulted | PL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0005CR | SMER Non-defaulted Unsecured Construction | PL | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0006CR | SMER Non-defaulted Unsecured Other | PL | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0007CR | SMER Non-defaulted Unsecured | PL | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0008CR | SMER Non-Defaulted | PL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0009CR | SMER Non-defaulted Secured | PL | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PTCORP0001CR | CORP Non-defaulted Secured Construction | PT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0002CR | CORP Non-defaulted Secured Other | PT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0003CR | CORP Non-defaulted Secured | PT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PTCORP0004CR | CORP Defaulted | PT | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0005CR | CORP Non-defaulted Unsecured Construction | PT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0006CR | CORP Non-defaulted Unsecured Other | PT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0007CR | CORP Non-Defaulted | PT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0008CR | CORP Non-defaulted Secured | PT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PTCORP0009CR | CORP Non-defaulted Unsecured | PT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | PT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % PTMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | PT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % PTMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | PT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % PTMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | PT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % PTMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | PT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % PTMORT0006CR | Mortgages Non-defaulted ILTV >125 % | PT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % PTMORT0007CR | Mortgages Non-defaulted funded CRM | PT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable PTMORT0008CR | Mortgages Non-defaulted Unfunded CRM | PT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable PTMORT0009CR | Mortgages Defaulted | PT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable PTMORT0010CR | Mortgages Non-defaulted | PT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0001CR | SMEC Non-defaulted Secured Construction | PT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0002CR | SMEC Non-defaulted Secured Other | PT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0003CR | SMEC Non-defaulted Secured | PT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PTSMEC0004CR | SMEC Defaulted | PT | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0005CR | SMEC Non-defaulted Unsecured Construction | PT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0006CR | SMEC Non-defaulted Unsecured Other | PT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0007CR | SMEC Non-defaulted Unsecured | PT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0008CR | SMEC Non-Defaulted | PT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0009CR | SMEC Non-defaulted Secured | PT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PTSMER0001CR | SMER Non-defaulted Secured Construction | PT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0002CR | SMER Non-defaulted Secured Other | PT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0003CR | SMER Non-defaulted Secured | PT | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PTSMER0004CR | SMER Defaulted | PT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0005CR | SMER Non-defaulted Unsecured Construction | PT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0006CR | SMER Non-defaulted Unsecured Other | PT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0007CR | SMER Non-defaulted Unsecured | PT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0008CR | SMER Non-Defaulted | PT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0009CR | SMER Non-defaulted Secured | PT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ROCORP0001CR | CORP Non-defaulted Secured Construction | RO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0002CR | CORP Non-defaulted Secured Other | RO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0003CR | CORP Non-defaulted Secured | RO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ROCORP0004CR | CORP Defaulted | RO | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0005CR | CORP Non-defaulted Unsecured Construction | RO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0006CR | CORP Non-defaulted Unsecured Other | RO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0007CR | CORP Non-Defaulted | RO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0008CR | CORP Non-defaulted Secured | RO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ROCORP0009CR | CORP Non-defaulted Unsecured | RO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | RO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % ROMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | RO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % ROMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | RO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % ROMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | RO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % ROMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | RO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % ROMORT0006CR | Mortgages Non-defaulted ILTV >125 % | RO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % ROMORT0007CR | Mortgages Non-defaulted funded CRM | RO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable ROMORT0008CR | Mortgages Non-defaulted Unfunded CRM | RO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable ROMORT0009CR | Mortgages Defaulted | RO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ROMORT0010CR | Mortgages Non-defaulted | RO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0001CR | SMEC Non-defaulted Secured Construction | RO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0002CR | SMEC Non-defaulted Secured Other | RO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0003CR | SMEC Non-defaulted Secured | RO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ROSMEC0004CR | SMEC Defaulted | RO | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0005CR | SMEC Non-defaulted Unsecured Construction | RO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0006CR | SMEC Non-defaulted Unsecured Other | RO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0007CR | SMEC Non-defaulted Unsecured | RO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0008CR | SMEC Non-Defaulted | RO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0009CR | SMEC Non-defaulted Secured | RO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ROSMER0001CR | SMER Non-defaulted Secured Construction | RO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0002CR | SMER Non-defaulted Secured Other | RO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0003CR | SMER Non-defaulted Secured | RO | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ROSMER0004CR | SMER Defaulted | RO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0005CR | SMER Non-defaulted Unsecured Construction | RO | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0006CR | SMER Non-defaulted Unsecured Other | RO | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0007CR | SMER Non-defaulted Unsecured | RO | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0008CR | SMER Non-Defaulted | RO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0009CR | SMER Non-defaulted Secured | RO | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SECORP0001CR | CORP Non-defaulted Secured Construction | SE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0002CR | CORP Non-defaulted Secured Other | SE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0003CR | CORP Non-defaulted Secured | SE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SECORP0004CR | CORP Defaulted | SE | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0005CR | CORP Non-defaulted Unsecured Construction | SE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0006CR | CORP Non-defaulted Unsecured Other | SE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0007CR | CORP Non-Defaulted | SE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0008CR | CORP Non-defaulted Secured | SE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SECORP0009CR | CORP Non-defaulted Unsecured | SE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SEMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | SE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % SEMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | SE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % SEMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | SE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % SEMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | SE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % SEMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | SE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % SEMORT0006CR | Mortgages Non-defaulted ILTV >125 % | SE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % SEMORT0007CR | Mortgages Non-defaulted funded CRM | SE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable SEMORT0008CR | Mortgages Non-defaulted Unfunded CRM | SE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable SEMORT0009CR | Mortgages Defaulted | SE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SEMORT0010CR | Mortgages Non-defaulted | SE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0001CR | SMEC Non-defaulted Secured Construction | SE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0002CR | SMEC Non-defaulted Secured Other | SE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0003CR | SMEC Non-defaulted Secured | SE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SESMEC0004CR | SMEC Defaulted | SE | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0005CR | SMEC Non-defaulted Unsecured Construction | SE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0006CR | SMEC Non-defaulted Unsecured Other | SE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0007CR | SMEC Non-defaulted Unsecured | SE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0008CR | SMEC Non-Defaulted | SE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0009CR | SMEC Non-defaulted Secured | SE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SESMER0001CR | SMER Non-defaulted Secured Construction | SE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0002CR | SMER Non-defaulted Secured Other | SE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0003CR | SMER Non-defaulted Secured | SE | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SESMER0004CR | SMER Defaulted | SE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0005CR | SMER Non-defaulted Unsecured Construction | SE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln.

| Not applicable | Not applicable | Not applicable | Not applicable SESMER0006CR | SMER Non-defaulted Unsecured Other | SE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0007CR | SMER Non-defaulted Unsecured | SE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0008CR | SMER Non-Defaulted | SE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0009CR | SMER Non-defaulted Secured | SE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SICORP0001CR | CORP Non-defaulted Secured Construction | SI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0002CR | CORP Non-defaulted Secured Other | SI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0003CR | CORP Non-defaulted Secured | SI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SICORP0004CR | CORP Defaulted | SI | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0005CR | CORP Non-defaulted Unsecured Construction | SI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0006CR | CORP Non-defaulted Unsecured Other | SI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0007CR | CORP Non-Defaulted | SI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0008CR | CORP Non-defaulted Secured | SI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SICORP0009CR | CORP Non-defaulted Unsecured | SI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SIMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | SI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % SIMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | SI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % SIMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | SI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % SIMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | SI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % SIMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | SI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % SIMORT0006CR | Mortgages Non-defaulted ILTV >125 % | SI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % SIMORT0007CR | Mortgages Non-defaulted funded CRM | SI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable SIMORT0008CR | Mortgages Non-defaulted Unfunded CRM | SI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable SIMORT0009CR | Mortgages Defaulted | SI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SIMORT0010CR | Mortgages Non-defaulted | SI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0001CR | SMEC Non-defaulted Secured Construction | SI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0002CR | SMEC Non-defaulted Secured Other | SI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0003CR | SMEC Non-defaulted Secured | SI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SISMEC0004CR | SMEC Defaulted | SI | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0005CR | SMEC Non-defaulted Unsecured Construction | SI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0006CR | SMEC Non-defaulted Unsecured Other | SI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0007CR | SMEC Non-defaulted Unsecured | SI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0008CR | SMEC Non-Defaulted | SI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0009CR | SMEC Non-defaulted Secured | SI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SISMER0001CR | SMER Non-defaulted Secured Construction | SI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0002CR | SMER Non-defaulted Secured Other | SI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0003CR | SMER Non-defaulted Secured | SI | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SISMER0004CR | SMER Defaulted | SI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0005CR | SMER Non-defaulted Unsecured Construction | SI | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0006CR | SMER Non-defaulted Unsecured Other | SI | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0007CR | SMER Non-defaulted Unsecured | SI | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0008CR | SMER Non-Defaulted | SI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0009CR | SMER Non-defaulted Secured | SI | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SKCORP0001CR | CORP Non-defaulted Secured Construction | SK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0002CR | CORP Non-defaulted Secured Other | SK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0003CR | CORP Non-defaulted Secured | SK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SKCORP0004CR | CORP Defaulted | SK | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0005CR | CORP Non-defaulted Unsecured Construction | SK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0006CR | CORP Non-defaulted Unsecured Other | SK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0007CR | CORP Non-Defaulted | SK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0008CR | CORP Non-defaulted Secured | SK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SKCORP0009CR | CORP Non-defaulted Unsecured | SK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | SK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % SKMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | SK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % SKMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | SK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % SKMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | SK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % SKMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | SK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % SKMORT0006CR | Mortgages Non-defaulted ILTV >125 % | SK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % SKMORT0007CR | Mortgages Non-defaulted funded CRM | SK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable SKMORT0008CR | Mortgages Non-defaulted Unfunded CRM | SK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable SKMORT0009CR | Mortgages Defaulted | SK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SKMORT0010CR | Mortgages Non-defaulted | SK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0001CR | SMEC Non-defaulted Secured Construction | SK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0002CR | SMEC Non-defaulted Secured Other | SK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0003CR | SMEC Non-defaulted Secured | SK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SKSMEC0004CR | SMEC Defaulted | SK | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0005CR | SMEC Non-defaulted Unsecured Construction | SK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0006CR | SMEC Non-defaulted Unsecured Other | SK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0007CR | SMEC Non-defaulted Unsecured | SK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0008CR | SMEC Non-Defaulted | SK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0009CR | SMEC Non-defaulted Secured | SK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SKSMER0001CR | SMER Non-defaulted Secured Construction | SK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0002CR | SMER Non-defaulted Secured Other | SK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0003CR | SMER Non-defaulted Secured | SK | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SKSMER0004CR | SMER Defaulted | SK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0005CR | SMER Non-defaulted Unsecured Construction | SK | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0006CR | SMER Non-defaulted Unsecured Other | SK | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0007CR | SMER Non-defaulted Unsecured | SK | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0008CR | SMER Non-Defaulted | SK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0009CR | SMER Non-defaulted Secured | SK | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SMEC0008CR | SMEC Non-Defaulted | Not applicable | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SMER0008CR | SMER Non-Defaulted | Not applicable | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CORP0004CR | CORP Defaulted | Not applicable | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MORT0009CR | Mortgages Defaulted | Not applicable | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SMEC0004CR | SMEC Defaulted | Not applicable | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SMER0004CR | SMER Defaulted | Not applicable | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ’ * * * ANNEX II ‘ANNEX II SUPERVISORY BENCHMARKING PORTFOLIOS DEFINITION OF THE SUPERVISORY BENCHMARKING PORTFOLIOS | 2780 ---|--- C 101 — DEFINITION OF LOW DEFAULT PORTFOLIO COUNTERPARTIES | 2780 ---|--- C 102 — DEFINITION OF LOW DEFAULT PORTFOLIOS | 2782 ---|--- C 103 — DEFINITION OF HIGH DEFAULT PORTFOLIOS | 2786 ---|--- DEFINITION OF THE SUPERVISORY BENCHMARKING PORTFOLIOS C 101 — Definition of Low Default Portfolio (‘LDP’) counterparties Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Counterparty code | | The code assigned by EBA to each legal entity included in the LDP sample. 020 | Legal entity identifier (‘LEI’) | | 20-digit, alpha-numeric code that connects to key reference information that enables clear and unique identification of companies participating in global financial markets. 030 | Credit register code | | The code used by the national credit register of the place of residence of the counterparty. The code is used as an identifier for the counterparty. 040 | Commercial register code | | The code assigned to a counterparty by the public commercial register of the country where that counterparty is registered. 050 | ISIN code | | The ‘International Securities Identification Number’ used to identify uniquely securities issued by a counterparty. 060 | Bloomberg ticker | | The string of characters or numbers used to identify a company or entity uniquely in Bloomberg. 070 | Name | | The name of the legal entity included in the LDP samples. 080 | Geographical area | | The ISO Code of the country of residence or the macro region of residence of the counterparty. The macro-regions are: | (a) | EU for European Union countries; ---|--- (b) | Non-EU for third countries; ---|--- (c) | Other countries which represent the aggregate of countries not included explicitly in Annex I; ---|--- (d) | Not applicable (1). ---|--- 090 | Portfolio name | | Each group (sample) of LDP counterparties is assigned one of the following unique names: | (a) | Sovereign sample ---|--- (b) | Institutions sample; ---|--- (c) | Large corporate sample. ---|--- 100 | Sector of counterparty | | Each counterparty is assigned to one of the following FINREP-based economic sector classes: | (a) | General Governments; ---|--- (b) | Credit institutions; ---|--- (c) | Other financial corporations; ---|--- (d) | Non-financial corporations; ---|--- (e) | Not applicable. ---|--- 110 | Type of exposures | Rows 020 and 030 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The type of exposures is one of the following: | (a) | On-balance sheet items subject to credit risk; ---|--- (b) | Off-balance sheet items subject to credit risk; ---|--- (c) | Not applicable. ---|--- 120 | Type of facility | | The type of facility is one of the following: | (a) | Full risk (100 %); ---|--- (b) | Note issuance facility and revolving underwriting facility (Medium risk); ---|--- (c) | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk): This refers to warranties and indemnities (including tender, performance, customs and tax bonds), guarantees, irrevocable standby letters of credit not having the character of credit substitutes and other medium risk off-balance sheet items; ---|--- (d) | Undrawn committed revolving credit facility (Medium- low risk): This refers to revolving lending commitments that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to a deterioration in a borrower's creditworthiness; ---|--- (e) | Undrawn committed term credit facility (Medium-low risk): This refers to term lending commitments that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to a deterioration in a borrower's creditworthiness; ---|--- (f) | Undrawn committed other credit facility (Medium-low risk): This refers to lending commitments, other than revolving and term, that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to a deterioration in a borrower's creditworthiness; ---|--- (g) | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk); ---|--- (h) | Undrawn uncommitted credit lines (Low risk): This refers to uncommitted lending facilities (advised and unadvised) that are undrawn and that may be cancelled unconditionally at any time without notice or that do provide for automatic cancellation due to a deterioration in borrower's creditworthiness; ---|--- (i) | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk): Commitments that are able to be unconditionally cancelled or that effectively provide for automatic cancellation at any time by the institution without prior notice; ---|--- (j) | Drawn credit facility; ---|--- (k) | Not applicable. ---|--- 130 | Type of risk | | The type of risk is one of the following: | (a) | Counterparty credit risk; ---|--- (b) | Credit risk and free deliveries; ---|--- (c) | Credit risk, Counterparty credit risk and free deliveries. ---|--- 140 | Regulatory approach | | The regulatory approach under which the reported exposure value is calculated. C 102 — Definition of Low Default Portfolios Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Portfolio ID | | The unique ID assigned to the portfolio by EBA. 020 | Portfolio name | | Each portfolio is assigned one of the following unique names: | (a) | Sovereign; ---|--- (b) | Institutions; ---|--- (c) | Large corporate; ---|--- (d) | Large corporate sample. ---|--- 030 | Type of risk | | The type of risk is one of the following: | (a) | Counterparty credit risk; ---|--- (b) | Credit risk and free deliveries; ---|--- (c) | Credit risk, counterparty credit risk and free deliveries. ---|--- 040 | Regulatory approach | | The regulatory approach under which the reported exposure value is calculated. 050 | Geographical area | | The ISO Code of the country of residence or the macro region of residence of the counterparty. The macro regions are: | (a) | EU for European Union countries; ---|--- (b) | Non-EU for third countries; ---|--- (c) | Other countries which represent the aggregate of countries not included explicitly in Annex I; ---|--- (d) | Not applicable. ---|--- 060 | Rating | | The rank of the internal rating applied by the institution from lowest risk to highest risk, excluding defaults with PD corresponding to 100 %. It takes values from Rating 1, Rating 2 etc. Where the rating is not used to define a portfolio in Annex I, ‘Not applicable’ is used instead. 070 | Exposure class | Paragraph 78 of Annex II to Commission Implementing Regulation (EU) No 680/2014 | Each portfolio is assigned to one of the following exposure classes: | (a) | Central banks and central governments; ---|--- (b) | Institutions; ---|--- (c) | Corporate — Other; ---|--- (d) | Not applicable. ---|--- 080 | Sector of counterparty | | Each counterparty is assigned to one of the following FINREP-based economic sector classes: | (a) | General Governments; ---|--- (b) | Credit institutions; ---|--- (c) | Other financial corporations; ---|--- (d) | Non-financial corporations; ---|--- (e) | Not applicable. ---|--- 090 | Default status | | The default status is one of the following: | (a) | Defaulted: exposures assigned to the rating grade(s) with a PD of 100 %; ---|--- (b) | Non-defaulted: exposures assigned to rating grades with a PD lower than 100 %. ---|--- 100 | Type of facility | | The type of facility is one of the following: | (a) | Full risk (100 %); ---|--- (b) | Note issuance facility and revolving underwriting facility (Medium risk); ---|--- (c) | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk): This refers to warranties and indemnities (including tender, performance, customs and tax bonds), guarantees, irrevocable standby letters of credit not having the character of credit substitutes and other medium risk off-balance sheet items; ---|--- (d) | Undrawn committed revolving credit facility (Medium- low risk): This refers to revolving lending commitments that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to a deterioration in a borrower's creditworthiness; ---|--- (e) | Undrawn committed term credit facility (Medium-low risk): This refers to term lending commitments that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to a deterioration in a borrower's creditworthiness; ---|--- (f) | Undrawn committed other credit facility (Medium-low risk): This refers to lending commitments, other than revolving and term, that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to a deterioration in a borrower's creditworthiness; ---|--- (g) | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk); ---|--- (h) | Undrawn uncommitted credit lines (Low risk): This refers to uncommitted lending facilities (advised and unadvised) that are undrawn and that may be cancelled unconditionally at any time without notice or that do provide for automatic cancellation due to a deterioration in a borrower's creditworthiness; ---|--- (i) | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk): Commitments that are able to be unconditionally cancelled or that effectively provide for automatic cancellation at any time by the institution without prior notice; ---|--- (j) | Drawn credit facility; ---|--- (k) | Not applicable. ---|--- 110 | Collateralisation status | Columns 150 to 210 of template 8.1 in Annex I to Commission Implementing Regulation (EU) No 680/2014 | The collateralisation status is one of the following: | (a) | Exposures with credit protection; ---|--- (a.1) | Exposures with funded credit protection; ---|--- (a.2) | Exposures with unfunded credit protection; ---|--- (b) | Exposures without credit protection; ---|--- (c) | Not applicable. ---|--- 120 | Collateral type | Columns 150 to 210 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The collateral type is one of the following: | (a) | Eligible financial collateral; ---|--- (b) | Other eligible collateral: Receivables; ---|--- (c) | Other eligible collateral: Residential real estate; ---|--- (d) | Other eligible collateral: Commercial real estate; ---|--- (e) | Other eligible collateral: Physical collateral; ---|--- (f) | Other funded credit protection; ---|--- (g) | Credit derivatives; ---|--- (h) | Guarantees; ---|--- (i) | Unfunded credit protection; ---|--- (j) | Not applicable. ---|--- 130 | Counterparty | | The counterparty is one of the following: | (a) | Public sector entities (according to Article 112(c) of Regulation (EU) No 575/2013; ---|--- (b) | Counterparties other than public sector entities. ---|--- 140 | Size of counterparty | | The total annual sales for the consolidated group of which the counterparty is a part. Each counterparty is assigned to one of the following categories: | (a) | > EUR 200 million; ---|--- (b) | Not applicable. ---|--- The total annual sales are calculated in accordance with Article 4 of the Annex to Commission Recommendation 2003/361/EC (2). 150 | NACE code | | This column corresponds to the NACE codes (Statistical Classification of Economic Activities of the EU) used for ‘Non-financial corporations’ with a one level detail (e.g. ‘F — Construction’) and for ‘Other financial corporations’ with a two level detail (e.g. ‘K65 — Insurance, reinsurance and pension funding, except compulsory social security’). 160 | Type of exposure | Rows 020 and 030 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The type of exposure is one of the following: | (a) | On-balance sheet items subject to credit risk; ---|--- (b) | Off-balance sheet items subject to credit risk; ---|--- (c) | Not applicable. ---|--- 170 | Size of exposure | Column 110 of template CR IRB 1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The size of the exposure expressed in terms of exposure value (i.e. EAD). Each exposure is assigned to one of the following categories: | (a) | <= EUR 0,5 million; ---|--- (b) | > EUR 0,5 million <= EUR 1 million; ---|--- (c) | > EUR 1 million <= EUR 1,5 million; ---|--- (d) | > EUR 1,5 million <= EUR 5 million; ---|--- (e) | > EUR 5 million <= EUR 10 million; ---|--- (f) | > EUR 10 million <= EUR 50 million; ---|--- (g) | > EUR 50 million; ---|--- (h) | Not applicable. ---|--- C 103 — Definition of High Default Portfolios Column | | Legal reference | Instructions ---|---|---|--- 010 | Portfolio ID | | The unique ID assigned by EBA to each portfolio. 020 | Portfolio name | | Each portfolio is assigned one of the following names by EBA: | 1.1. | CORP Defaulted ---|--- 1.2. | CORP Non-Defaulted ---|--- 1.2.1. | CORP Non-defaulted Secured ---|--- 1.2.1.1. | CORP Non-defaulted Secured Construction ---|--- 1.2.1.2. | CORP Non-defaulted Secured Other ---|--- 1.2.2. | CORP Non-defaulted Unsecured ---|--- 1.2.2.1. | CORP Non-defaulted Unsecured Construction ---|--- 1.2.2.2. | CORP Non-defaulted Unsecured Other ---|--- 2.1. | SMEC Defaulted ---|--- 2.2. | SMEC Non-Defaulted ---|--- 2.2.1. | SMEC Non-defaulted Secured ---|--- 2.2.1.1. | SMEC Non-defaulted Secured Construction ---|--- 2.2.1.2. | SMEC Non-defaulted Secured Other ---|--- 2.2.2. | SMEC Non-defaulted Unsecured ---|--- 2.2.2.1. | SMEC Non-defaulted Unsecured Construction ---|--- 2.2.2.2. | SMEC Non-defaulted Unsecured Other ---|--- 3.1. | SMER Defaulted ---|--- 3.2. | SMER Non-Defaulted ---|--- 3.2.1. | SMER Non-defaulted Secured ---|--- 3.2.1.1. | SMER Non-defaulted Secured Construction ---|--- 3.2.1.2. | SMER Non-defaulted Secured Other ---|--- 3.2.2. | SMER Non-defaulted Unsecured ---|--- 3.2.2.1. | SMER Non-defaulted Unsecured Construction ---|--- 3.2.2.2. | SMER Non-defaulted Unsecured Other ---|--- 4.1. | Mortgages Defaulted ---|--- 4.2. | Mortgages Non-defaulted ---|--- 4.2.1.1. | Mortgages Non-defaulted funded CRM ---|--- 4.2.1.2. | Mortgages Non-defaulted Unfunded CRM ---|--- 4.2.2.1. | Mortgages Non-defaulted ILTV <= 25 % ---|--- 4.2.2.2. | Mortgages Non-defaulted ILTV > 100 %, <= 125 % ---|--- 4.2.2.3. | Mortgages Non-defaulted ILTV > 125 % ---|--- 4.2.2.4. | Mortgages Non-defaulted ILTV > 25 %, <= 50 % ---|--- 4.2.2.5. | Mortgages Non-defaulted ILTV > 50 %, <= 75 % ---|--- 4.2.2.6. | Mortgages Non-defaulted ILTV > 75 %, <= 100 % ---|--- 030 | Geographical area | | The ISO Code of the country of residence or the macro region of residence of the counterparty. For the ‘Retail — secured by real estate SME’ and ‘Retail — secured by real estate non SME’ portfolios, it is the location of the collateral. The macro regions are: | (a) | EU for European Union countries; ---|--- (b) | Non-EU for third countries; ---|--- (c) | Other countries which represent the aggregate of countries not included explicitly in Annex I; ---|--- (d) | Not applicable. ---|--- 040 | Exposure class | Paragraph 78 of Annex II to Commission Implementing Regulation (EU) No 680/2014 | Each portfolio is assigned to one or several of the following exposure classes: | (a) | Corporate — SME; ---|--- (b) | Corporate — Specialised lending; ---|--- (c) | Corporate — Other; ---|--- (d) | Retail — Secured by real estate SME; ---|--- (e) | Retail — Secured by real estate non-SME; ---|--- (f) | Retail — Qualifying revolving; ---|--- (g) | Retail — Other SME; ---|--- (h) | Retail — Other non — SME; ---|--- (i) | Not applicable. ---|--- 050 | Type of risk | | The type of risk is one of the following: | (a) | Counterparty credit risk; ---|--- (b) | Credit risk and free deliveries; ---|--- (c) | Credit risk, counterparty credit risk and free deliveries. ---|--- 060 | Default status | | The default status is one of the following: | (a) | Defaulted: Those are the exposures assigned to the last rating grade/s with a PD of 100 %; ---|--- (b) | Non-defaulted: Those are the exposures assigned to rating grades with a PD lower than 100 %. ---|--- 070 | Rating | | The rank of the internal rating grade applied by the institution from lowest risk to highest risk, excluding defaults with PD corresponding to 100 %. It takes values from Rating 1 to Rating 30 or Not applicable. Where the rating is not used to define a portfolio in Annex I, ‘Not applicable’ is used instead. 080 | Type of facility | | The type of facility is one of the following: | (a) | Full risk (100 %); ---|--- (b) | Note issuance facility and revolving underwriting facility (Medium risk); ---|--- (c) | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk): This refers to warranties and indemnities (including tender, performance, customs and tax bonds), guarantees, irrevocable standby letters of credit not having the character of credit substitutes and other medium risk off-balance sheet items; ---|--- (d) | Undrawn committed revolving credit facility (Medium-low risk): This refers to revolving lending commitments that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to a deterioration in a borrower's creditworthiness; ---|--- (e) | Undrawn committed term credit facility (Medium-low risk): This refers to term lending commitments that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to a deterioration in a borrower's creditworthiness; ---|--- (f) | Undrawn committed other credit facility (Medium-low risk): This refers to lending commitments, other than revolving and term, that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to a deterioration in a borrower's creditworthiness; ---|--- (g) | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk); ---|--- (h) | Undrawn uncommitted credit lines (Low risk): This refers to uncommitted lending facilities (advised and unadvised) that are undrawn and that may be cancelled unconditionally at any time without notice or that do provide for automatic cancellation due to a deterioration in a borrower's creditworthiness; ---|--- (i) | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk): Commitments that are able to be unconditionally cancelled or that effectively provide for automatic cancellation at any time by the institution without prior notice; ---|--- (j) | Drawn credit facility; ---|--- (k) | Not applicable. ---|--- 090 | Collateralisation status | Column 150 to 210 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The collateralisation status is one of the following: | (a) | Exposures with credit protection; ---|--- (a.1) | Exposures with funded credit protection; ---|--- (a.2) | Exposures with unfunded credit protection; ---|--- (b) | Exposures without credit protection; ---|--- (c) | Not applicable. ---|--- 100 | NACE code | | This column correspond to the NACE codes (Statistical Classification of Economic Activities of the EU) used for ‘Non-financial corporations’ with a one level detail (e.g. ‘F — Construction’) and for ‘Other financial corporations’ with a two level detail (e.g. ‘K65 — Insurance, reinsurance and pension funding, except compulsory social security’). 110 | Sector of counterparty | | Each counterparty is assigned to one of the following FINREP-based economic sector classes: | (a) | Other financial corporations; ---|--- (b) | Non-financial corporations; ---|--- (c) | Households; ---|--- (d) | Not applicable. ---|--- 120 | Size of counterparty | | The total annual sales for the consolidated group of which the counterparty is a part. Each counterparty is assigned to one of the following categories: | (a) | <= EUR 50 million; ---|--- (b) | > EUR 50 million and <= EUR 200 million; ---|--- (c) | Not applicable.

---|--- The total annual sales are calculated in accordance with Article 4 of the Annex to Commission Recommendation 2003/361/EC. 130 | Collateral type | | The collateral type is one of the following: | (a) | Non Real estate funded collateral; ---|--- (b) | Other eligible collateral: Real estate; ---|--- (c) | Real estate collateral and other unfunded CRM; ---|--- (d) | Real estate collateral, other funded CRM and guarantees; ---|--- (e) | Not applicable. ---|--- 140 | Type of exposure | Rows 020 and 030 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | Each exposure is assigned to one of the following types: | (a) | On-balance sheet items subject to credit risk; ---|--- (b) | Off-balance sheet items subject to credit risk; ---|--- (c) | Not applicable. ---|--- 150 | Size of exposure | Column 110 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The size of the exposure expressed in terms of exposure value (i.e. EAD). Each exposure is assigned to one of the following categories: | (a) | <= EUR 0,5 million; ---|--- (b) | > EUR 0,5 million <= EUR 1 million; ---|--- (c) | > EUR 1 million <= EUR 1,5 million; ---|--- (d) | > EUR 1,5 million <= EUR 5 million; ---|--- (e) | > EUR 5 million <= EUR 10 million; ---|--- (f) | > EUR 10 million <= EUR 50 million; ---|--- (g) | > EUR 50 million; ---|--- (h) | Not applicable. ---|--- 160 | Indexed loan-to-value range | | The indexed loan-to-value (‘ILTV’) range is the ratio between the current loan amount and the current value of the property. The indexed loan-to-value range shall be calculated in a prudent manner and comply with at least the following features: | (a) | Total amount of the loan: the outstanding amount of the mortgage loan plus any undrawn committed amount of the mortgage loan (after applying the corresponding credit conversion factor). The loan amount shall be calculated gross of any specific credit risk adjustments and shall include all other loans (including those provided by other financial institutions that are known to the institution) secured with liens of equal or higher ranking on the same residential property with respect to the lien securing the loan. If there is insufficient information for ascertaining the ranking of the other liens, the institution shall assume that these liens rank pari passu with the lien securing the loan. ---|--- (b) | Value of the property: the value of the property is the independent valuation of the property at some point in time (most likely at origination) and converted to a current value using a property price index. The valuation should be performed independently by appraisers that meet specific qualification requirements. Qualifying requirements and minimum appraisal standards shall comply with the following conditions: | — | there is an individual assessment of the property and the property is valued in a prudent and conservative manner (e.g. excluding expectationsof future price appreciations and taking into account any potential for the current property price to be above a level that is sustainable over the life of the loan, for example due to a property price bubble); ---|--- — | if a market value can be determined, the valuation is not higher than the market value; ---|--- — | the valuation is supported by adequate appraisal documentation. ---|--- Institutions are requested to document their calculations and provide the documents to their competent authority upon request. The ILTV categories are the following: (a) | <= 25 %; ---|--- (b) | > 25 % <= 50 %; ---|--- (c) | > 50 % <= 75 %; ---|--- (d) | > 75 % <= 100 %; ---|--- (e) | > 100 % <= 125 %; ---|--- (f) | > 125 %; ---|--- (g) | Not applicable. ---|--- ’ * * * (1) ‘Not applicable’ is used when no specific breakdown is requested for the variable (e.g. for column 080, it means that all countries are considered). (2) Commission Recommendation of 6 May 2003 concerning the definition of micro, small and medium-sized enterprises (OJ L 124, 20.5.2003, p. 36). * * * ANNEX III ‘ANNEX III Results Supervisory Benchmarking portfolios Template number | Template code | Name of the template/group of templates ---|---|--- 101 | C 101.00 | Details on exposures in Low Default Portfolios by counterparty 102 | C 102.00 | Details on exposures in Low Default Portfolios 103 | C 103.00 | Details on exposures in High Default Portfolios 105,01 | C 105.01 | Definition of internal models 105,02 | C 105.02 | Mapping of internal models to portfolios 105,03 | C 105.03 | Mapping of internal models to countries C 101.00 — Details on exposures in Low Default Portfolios by counterparty Counterparty Code | Exposure class | Regulatory approach | Rating | Date of most recent rating of counterparty | PD | Default status | Original exposure pre conversion factors | Exposure after CRM substitution effects pre conversion factors | CCF | EAD | Collateral value | Hyp LGD senior unsecured without negative pledge | Hyp LGD senior unsecured with negative pledge | LGD | Maturity | RWA ---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|--- 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | | | | | | | | | | | | | | | | C 102.00 — Details on exposures in Low Default Portfolios Portfolio ID | Exposure class | Regulatory approach | Number of obligors | Rating | PD | Default status | Original exposure pre conversion factors | Exposure after CRM substitution effects pre conversion factors | CCF | EAD | Collateral value | LGD | Maturity | Expected Loss | Provisions non-performing exposures | RWA | RWA Standardised ---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|--- 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | | | | | | | | | | | | | | | | | C 103.00 — Details on exposures in High Default Portfolio Portfolio ID | Exposure class | Regulatory approach | Number of obligors | Rating | PD | Default status | Original exposure pre conversion factors | Exposure after CRM substitution effects pre conversion factors | CCF | EAD | Collateral value | LGD | Maturity | Expected Loss amount | Provisions non-performing exposures | RWA | RWA Standardised | Default rate latest year | Default rate past 5 years | Loss rate latest year | Loss rate past 5 years | RWA * | RWA ** ---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|--- 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 230 | 240 | | | | | | | | | | | | | | | | | | | | | | | C 105.01 — Definition of internal models Internal model ID | Model name | IRBA Risk parameter | EAD | EAD weighted average default rate for calibration | Case weighted average default rate for calibration | Long-run PD | Cure rate for defaulted assets | Recovery rate of the foreclosed assets for not cured defaults | Recovery period of the foreclosed assets for not cured defaults | Joint decision | Consolidating supervisor ---|---|---|---|---|---|---|---|---|---|---|--- 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | | | | | | | | | | | C 105.02 — Mapping of internal models to portfolios Portfolio ID | Internal model ID ---|--- 010 | 020 | C 105.03 — Mapping of internal models to countries Internal model ID | Host supervisor ---|--- 010 | 020 | ’ * * * ANNEX IV ‘ANNEX IV RESULTS SUPERVISORY BENCHMARKING PORTFOLIOS Table of Contents PART I: GENERAL INSTRUCTIONS | 2795 ---|--- PART II: TEMPLATE RELATED INSTRUCTIONS | 2796 ---|--- C 101 — DETAILS ON EXPOSURES IN LOW DEFAULT PORTFOLIOS BY COUNTERPARTY | 2796 ---|--- C 102 — DETAILS ON EXPOSURES IN LOW DEFAULT PORTFOLIOS | 2799 ---|--- C 103 — DETAILS ON EXPOSURES IN HIGH DEFAULT PORTFOLIO | 2802 ---|--- C 105.01 — DEFINITION OF INTERNAL MODELS | 2808 ---|--- C 105.02 — MAPPING OF INTERNAL MODELS TO PORTFOLIOS | 2809 ---|--- C 105.03 — MAPPING OF INTERNAL MODELS TO COUNTRIES | 2810 ---|--- PART I: GENERAL INSTRUCTIONS | 1. | Data shall be submitted only for counterparties with an exposure or valid rating. ---|---|--- | 2. | Data shall be submitted only for those exposures for which an internal model has been approved. ---|---|--- | 3. | The following shall apply to Part II: | (a) | for the absolute values, the sum of the values shall be reported; ---|--- (b) | for the percentage values, the weighted average, using the exposure at default (‘EAD’) as weight, shall be reported; ---|--- (c) | as an exception to point (b), when calculating the conversion factor (‘CCF’), the weight used shall be the ‘original exposure’, i.e. the amount to which a CCF is applied in order to obtain the EAD, after taking into account credit risk mitigation (‘CRM’) techniques with substitution effects on the exposure (column 090 in templates 101, 102 and 103). ---|--- PART II: TEMPLATE RELATED INSTRUCTIONS C 101 — Details on exposures in Low Default Portfolios by counterparty Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Counterparty Code | Column 010 of template 101 of Annex I to this Implementing Regulation | The counterparty code assigned by EBA to the counterparty included in the LDP samples portfolios shall be reported. The code is a row identifier and shall be unique for each row in the table. 020 | Exposure class | Paragraph 78 of Annex II to Commission Implementing Regulation (EU) No 680/2014 | Each portfolio shall be assigned to one of the following exposure classes: | (a) | Central banks and central governments; ---|--- (b) | Institutions; ---|--- (c) | Corporate — SME; ---|--- (d) | Corporate — Specialised lending; ---|--- (e) | Corporate — Other; ---|--- (f) | Retail — Secured by real estate SME; ---|--- (g) | Retail — Secured by real estate non-SME; ---|--- (h) | Retail — Qualifying revolving; ---|--- (i) | Retail — Other SME; ---|--- (j) | Retail — Other non — SME; ---|--- (k) | Not applicable (1). ---|--- 030 | Regulatory approach | | The approach used for calculating own funds requirements that shall be reported shall be one of the following: | (a) | Foundation IRB approach; ---|--- (b) | Advanced IRB approach; ---|--- (c) | Specialised lending slotting criteria; ---|--- (d) | Not applicable. ---|--- Where more than one approach applies to the exposures of a given portfolio, the exposures shall be split and reported separately for each approach using the appropriate and uniquely defined counterparty code. 040 | Rating | | The rank of the internal rating grade applied by the institution (from lowest risk to highest risk excluding defaults with PD corresponding to 100 %) shall be reported. It shall follow the numerical order 1, 2, 3 etc. 050 | Date of most recent rating of counterparty | | The date of the most recent rating of the counterparty shall be reported. 060 | PD | Column 010 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The PD assigned to the obligor grade or pool that shall be reported shall be based on the provisions laid down in Article 180 of Regulation (EU) No 575/2013. For each individual grade or pool, the PD assigned to the specific obligor grade or pool shall be reported. For figures corresponding to an aggregation of obligor grades or pools (e.g. total exposures), the exposure-weighted average of the PDs assigned to the obligor grades or pools included in the aggregation shall be provided. The exposure value (column 120) shall be used for the calculation of the exposure-weighted average PD. The PD shall be expressed as a value between 0 and 1. For each individual grade or pool, the PD assigned to the specific obligor grade or pool shall be reported. All reported risk parameters shall be derived from the risk parameters used in the internal rating system approved by the respective competent authority. It is neither intended nor desirable to have a supervisory master scale. If the reporting institution applies a unique rating system or is able to report in accordance with an internal master scale, then the internal master scale shall be used. Otherwise, the different rating systems shall be merged and ordered in accordance with the following criteria: | (a) | obligor grades of the different rating systems shall be pooled and ordered from the lower PD assigned to each obligor grade to the higher; ---|--- (b) | where the institution uses a large number of grades or pools, it may agree with the competent authorities to report a reduced number of grades or pools. ---|--- The institution shall contact its competent authority in advance if it wants to report a different number of grades in comparison with the internal number of grades. 070 | Default status | | The default status to be reported shall be one of the following: | (a) | Defaulted: exposures assigned to the rating grade(s) with a PD of 100 %; ---|--- (b) | Non-defaulted: exposures assigned to rating grades with a PD lower than 100 %. ---|--- 080 | Original exposure pre-conversion factors | Column 020 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The original exposure value before taking into account any value adjustments, provisions, effects due to credit risk mitigation techniques or conversion factors shall be reported. 090 | Exposure after CRM substitution effects pre-conversion factors | Column 090 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The amount to which a CCF is applied in order to obtain the EAD shall be reported. The reported amount shall take into account credit risk mitigation techniques with substitution effects on the exposure. 100 | CCF | Second subparagraph of Article 166(8) of Regulation (EU) No 575/2013 | For the exposures where own estimates of CCFs are applied, the weighted average CCFs shall be reported. The weights that shall be used shall be the amounts to which the CCFs are applied in order to obtain the EAD. 110 | EAD | Column 110 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The exposure value shall be left blank where the institution has no IRB exposure for a given counterparty. 120 | Collateral value | Columns 150 to 210 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The market value of the collateral shall be reported. 130 | Hyp LGD senior unsecured without negative pledge | Article 161 of Regulation (EU) No 575/2013 | The hypothetical own estimates of LGD that would be applied by the institution to the counterparty for senior unsecured exposures without a negative pledge clause shall be reported. A negative pledge clause is a clause stating that the borrower or debt issuer will not pledge any of its assets to another party. 140 | Hyp LGD senior unsecured with negative pledge | Article 161 of Regulation (EU) No 575/2013 | The hypothetical own estimated LGD that would be applied by the institution to the counterparty for senior unsecured exposures with a negative pledge clause shall be reported. A negative pledge clause is a clause stating that the borrower or debt issuer will not pledge any of its assets to another party. 150 | LGD | Column 230 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The exposure-weighted own estimates of LGD or the exposure-weighted regulatory LGD applied by the institution to the exposures to each counterparty shall be reported. 160 | Maturity | Column 250 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The exposure-weighted maturity for the exposures to each counterparty shall be reported. It shall be expressed in number of days. 170 | RWA | Column 260 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The risk-weighted exposure amount after applying the SME supporting factor shall be reported. C 102 — Details on exposures in Low Default Portfolios | 4. | For portfolios that are defined with a specific rating grade, information on the PD shall be reported for the entire rating scale, even if the bank has no exposure for each rating grade. In that case, the EAD shall be reported as zero and the other columns shall be left blank. ---|---|--- | 5. | Portfolios that are defined without a specific rating grade shall be left out of a data submission if no IRB exposure exists for the respective portfolio at the reporting reference date. ---|---|--- Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Portfolio ID | Column 010 of template 102 of Annex I to this Implementing Regulation | The code assigned by EBA to each portfolio shall be reported. That code is a row identifier and shall be unique for each row in the table. 020 | Exposure class | Paragraph 78 of Annex II to Commission Implementing Regulation (EU) No 680/2014 | Each portfolio shall be assigned to one of the following exposure classes: | (a) | Central banks and central governments; ---|--- (b) | Institutions; ---|--- (c) | Corporate — SME; ---|--- (d) | Corporate — Specialised lending; ---|--- (e) | Corporate — Other; ---|--- (f) | Retail — Secured by real estate SME; ---|--- (g) | Retail — Secured by real estate non-SME; ---|--- (h) | Retail — Qualifying revolving; ---|--- (i) | Retail — Other SME; ---|--- (j) | Retail — Other non — SME; ---|--- (k) | Not applicable. ---|--- 030 | Regulatory approach | | The approach used for calculating own funds requirements that shall be reported shall be one of the following: | (a) | Foundation IRB approach; ---|--- (b) | Advanced IRB approach; ---|--- (c) | Specialised lending slotting criteria; ---|--- (e) | Not applicable. ---|--- Where more than one approach applies to the exposures of a given portfolio, the exposures shall be split and reported separately for each approach, using the appropriate and uniquely defined portfolio identifier. 040 | Number of obligors | Column 300 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The number of obligors shall be reported. 050 | Rating | | The rank of the internal rating grade applied by the institution (from lowest risk to highest risk, excluding defaults with PD corresponding to 100 %) shall be reported. It shall follow the numerical order 1, 2, 3 etc. The information shall only be reported for portfolios defined in Annex I to this Implementing Regulation that consist of exposures to a single rating grade, otherwise this cell shall be left blank. 060 | PD | Column 010 of table 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The PD assigned to the obligor grade or pool to be reported shall be based on the provisions laid down in Article 180 of Regulation (EU) No 575/2013. For each individual grade or pool, the PD assigned to the specific obligor grade or pool shall be reported. For figures corresponding to an aggregation of obligor grades or pools (e.g. total exposures) the exposure weighted average of the PDs assigned to the obligor grades or pools included in the aggregation shall be provided. The exposure value (column 110) shall be used for the calculation of the expo-sure-weighted average PD. The PD shall be expressed as a value between 0 and 1. For each individual grade or pool, the PD assigned to the specific obligor grade or pool shall be reported. All reported risk parameters shall be derived from the risk parameters used in the internal rating system approved by the respective competent authority. It is neither intended nor desirable to have a supervisory master scale. If the reporting institution applies a unique rating system or is able to report in accordance with an internal master scale, then the internal master scale shall be used. Otherwise, the different rating systems shall be merged and ordered in accordance with the following criteria: | (a) | obligor grades of the different rating systems shall be pooled and ordered from the lower PD assigned to each obligor grade to the higher; ---|--- (b) | where the institution uses a large number of grades or pools, it may agree with the competent authorities to report a reduced number of grades or pools. ---|--- The institution shall contact its competent authority in advance if it wants to report a different number of grades in comparison with the internal number of grades. 070 | Default status | | The default status to be reported shall be one of the following: | (a) | Defaulted: exposures assigned to the rating grade(s) with a PD of 100 %. ---|--- (b) | Non-defaulted: exposures assigned to rating grades with a PD lower than 100 %. ---|--- 080 | Original exposure pre-conversion factors | Column 020 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The original exposure value before taking into account any value adjustments, provisions, effects due to credit risk mitigation techniques or conversion factors shall be reported. 090 | Exposure after CRM substitution effects pre-conversion factors | Column 090 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The amount to which a CCF is applied in order to obtain the EAD shall be reported. The reported amount shall take into account credit risk mitigation techniques with substitution effects on the exposure. 100 | CCF | Article 166(8) of Regulation (EU) No 575/2013 | For the exposures where own estimates of CCFs are applied, the weighted average CCFs shall be reported. The weights that shall be used shall be the amounts to which the CCFs are applied in order to obtain the EAD. 110 | EAD | Column 110 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The exposure value shall be reported. 120 | Collateral value | Columns 150 to 210 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The market value of the collateral shall be reported. 130 | LGD | Column 230 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The exposure-weighted own estimates of LGD or the exposure-weighted regulatory LGD applied by the institution to the exposures held and included in each portfolio shall be reported. 140 | Maturity | Column 250 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The exposure-weighted maturity shall be reported. It shall be expressed in number of days. 150 | Expected Loss | Column 280 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The expected loss shall be reported. 160 | Provisions non-performing exposures | Columns 050, 055 and 060 of template 9.2 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The provisions for non-performing exposures shall be reported. These include all the general and specific credit risk adjustments for defaulted assets as defined in Article 110 of Regulation (EU) No 575/2013. 170 | RWA | Column 260 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The risk-weighted exposure amount after applying the SME supporting factor shall be reported. 180 | RWA Standardised | Row 900 of template 4 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The RWA amount calculated by applying the standardised approach for credit risk to the exposures shall be reported. C 103 — Details on exposures in High Default Portfolio Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Portfolio ID | Column 010 of template 103 of Annex I to this Implementing Regulation | The code assigned by the EBA to each portfolio shall be reported. That code is a row identifier and shall be unique for each row in the table. 020 | Exposure class | Paragraph 78 of Annex II to Commission Implementing Regulation (EU) No 680/2014 | Each portfolio shall be assigned to one of the following exposure classes: | (a) | Corporate — SME; ---|--- (b) | Corporate — Specialised lending; ---|--- (c) | Corporate — Other; ---|--- (d) | Retail — Secured by real estate SME; ---|--- (e) | Retail — Secured by real estate non-SME; ---|--- (f) | Retail — Qualifying revolving; ---|--- (g) | Retail — Other SME; ---|--- (h) | Retail — Other non — SME; ---|--- (i) | Not applicable. ---|--- 030 | Regulatory approach | | The regulatory approach used for calculating own funds requirements that shall be reported shall be one of the following: | (a) | Foundation IRB approach; ---|--- (b) | Advanced IRB approach; ---|--- (c) | Specialised lending slotting criteria; ---|--- (d) | Not applicable. ---|--- Where more than one approach applies to the exposures of a given portfolio, the exposures shall be split and reported separately for each approach, using the appropriate and uniquely defined portfolio identifier. 040 | Number of obligors | Column 300 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The number of obligors shall be reported. 050 | Rating | | The internal rating grade applied by the institution (from lowest risk to highest risk, excluding defaults with PD corresponding to 100 %) shall be reported. It shall follow the numerical order 1, 2, 3 etc. The information shall only be reported for portfolios defined in Annex I to this Implementing Regulation that consist of exposures to a single rating grade, otherwise this cell shall be left blank. 060 | PD | Column 010 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The PD assigned to the obligor grade or pool to be reported shall be based on the provisions laid down in Article 180 of Regulation (EU) No 575/2013. For each individual grade or pool, the PD assigned to the specific obligor grade or pool shall be reported. For figures corresponding to an aggregation of obligor grades or pools (e.g. total exposures), the exposure-weighted average of the PDs assigned to the obligor grades or pools included in the aggregation shall be provided. The exposure value (column 110) shall be used for the calculation of the exposure-weighted average PD. The PD shall be expressed as a value between 0 and 1. For each individual grade or pool, the PD assigned to the specific obligor grade or pool shall be reported. All reported risk parameters shall be derived from the risk parameters used in the internal rating system approved by the respective competent authority. It is neither intended nor desirable to have a supervisory master scale. If the reporting institution applies a unique rating system or is able to report in accordance with an internal master scale, that scale shall be used. Otherwise, the different rating systems shall be merged and ordered in accordance with the following criteria: | (a) | obligor grades of the different rating systems shall be pooled and ordered from the lower PD assigned to each obligor grade to the higher; ---|--- (b) | where the institution uses a large number of grades or pools, a reduced number of grades or pools to be reported may be agreed with the competent authorities. ---|--- The institution shall contact its competent authority in advance if it wants to report a different number of grades in comparison with the internal number of grades. 070 | Default status | | The default status shall be one of the following: | (a) | Defaulted: Those are the exposures assigned to the rating grade(s) with a PD of 100 %; ---|--- (b) | Non-defaulted: Those are the exposures assigned to rating grades with a PD lower than 100 %. ---|--- 080 | Original exposure pre conversion factors | Column 020 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The original exposure value before taking into account any value adjustments, provisions, effects due to credit risk mitigation techniques or conversion factors shall be reported. 090 | Exposure after CRM substitution effects pre conversion factors | Column 090 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The amount to which a conversion factor is applied in order to obtain the EAD shall be reported. The information reported shall take into account credit risk mitigation techniques with substitution effects on the exposure. 100 | CCF | Article 166(8)(e) of Regulation (EU) No 575/2013 | For the exposures where own estimates of CCFs are applied, the weighted average CCFs shall be reported. The weights that shall be used shall be the amounts to which the CCFs are applied in order to obtain the EAD. 110 | EAD | Column 110 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The exposure value shall be reported. 120 | Collateral value | Column 150 to 210 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The market value of the collateral shall be reported. 130 | LGD | Column 230 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The exposure-weighted own estimates of LGD or exposure-weighted regulatory LGD applied by the institution to the exposures to each portfolio shall be reported. 140 | Maturity | Column 250 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The exposure-weighted maturity shall be reported. It shall be expressed in number of days. 150 | Expected Loss | Column 280 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The expected loss shall be reported. 160 | Provisions non-performing exposures | Columns 050, 055 and 060 of template 9.2 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The provisions for non-performing exposures shall be reported. These include all the general and specific credit risk adjustments for defaulted assets as referred to in Article 110 of Regulation (EU) No 575/2013. 170 | RWA | Column 260 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The risk-weighted exposure amount after applying the SME supporting factor shall be reported. 180 | RWA Standardised | Row 900 of template 4 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The RWA amount calculated by applying the standardised approach for credit risk to the exposures shall be reported. 190 | Default rate latest year | Columns 010, 030 and 040 of template 9.2 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The default rate for the latest year shall be reported. The default rate means the observed new defaults for the last year (column 040 of template 9.2 of Annex I to Commission Implementing Regulation (EU) No 680/2014) divided by the amount of the non-defaulted assets existing one year before the reference date (the difference between column 010 and column 030 of template 9.2 of Annex I to Commission Implementing Regulation (EU) No 680/2014). 200 | Default rate past 5 years | Columns 010, 030 and 040 of template 9.2 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The exposure-weighted average of the default rates observed in the last 5 years shall be reported. For the definition of default rate see column 190. Where the institution is not able to calculate a default rate for the past 5 years, it shall develop a proxy using its longest history up to 5 years and provide its competent authority with the documentation detailing the calculation. 210 | Loss rate latest year | Columns 040 and 70 of template 9.2 of Annex I to Commission Implementing Regulation (EU) No 680/2014; Commission Delegated Regulation (EU) No 183/2014 | The loss rate observed in the latest year shall be reported. The loss rate means the sum of credit risk adjustments and write-offs for the exposures that were classified as ‘defaulted exposures’ in the latest year (column 070 of template 9.2 of Annex I to Commission Implementing Regulation (EU) No 680/2014) divided by the amount of the observed new defaults in the last year (column 040 of template 9.2 of Annex I to Commission Implementing Regulation (EU) No 680/2014). 220 | Loss rate past 5 years | Columns 040 and 070 of template 9.2 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The exposure-weighted average of the loss rates observed in the last 5 years shall be reported. For the definition of loss rate see column 210. If the institution is not able to calculate a loss rate for the past 5 years it shall develop a proxy using its longest history up to 5 years and provide documentation detailing the calculation to its competent authority. 230 | RWA* | | Institutions shall calculate and report RWA* for the portfolios Corporate, Corporate SME, Retail SME and Retail secured by real estate at a total portfolio and a country level. The portfolios are defined in template 103 of Annex I to this Implementing Regulation and are identified with the following portfolio ID: | (a) | CORP0007; ---|--- (b) | SMEC0008; ---|--- (c) | SMER0008; ---|--- (d) | MORT0010; ---|--- (e) | CORP0007<Risk type code>; ---|--- (f) | SMEC0008<Risk type code>; ---|--- (g) | SMER0008<Risk type code>; ---|--- (h) | MORT0010<Risk type code>; ---|--- (i) | <Country Code>CORP0007; ---|--- (j) | <Country Code>SMEC0008; ---|--- (k) | <Country Code>SMER0008; ---|--- (l) | <Country Code>MORT0010; ---|--- (m) | <Country Code>CORP0007<Risk type code>; ---|--- (n) | <Country Code>SMEC0008<Risk type code>; ---|--- (o) | <Country Code>SMER0008<Risk type code>; ---|--- (p) | <Country Code>MORT0010<Risk type code>. ---|--- The risk-weighted exposure amount, after applying the SME supporting factor, that would result from the application of PD* instead of the original PD on the rating grade level shall be reported. No compensation between rating grades shall be taken into account. PD* is the smallest PD estimator for which the one-sided binomial test (based on normal approximation of binomial distribution with confidence level of 97,5 %) would be passed. PD* = min PD* so that: With: PD* | = | the probability of default for the rating grade; ---|---|--- φ– 1 | = | the inverse function of the standard normal distribution; q | = | the confidence level; DR1 y | = | the case-weighted default rate of the latest year for the rating grade; n | = | the number of non-defaulted debtors at the beginning of the period. An institution using continuous PD shall first determine the PD* for the average PD of each rating class and subsequently apply by rating class the same relative deviation between PD and PD* at counterpart level as for the average PD and PD* at rating grade level. If the prohibition from taking into account compensation between rating grades leads to a situation where, for a given rating grade, PD* is less than PD than for that rating grade, the PD shall be used in the calculation of the risk- weighted exposure amount. 240 | RWA** | | Institutions shall calculate and report RWA** for the portfolios Corporate, Corporate SME, Retail SME and Retail secured by real estate at a total portfolio and a country level. These portfolios are defined in template 103 of Annex I to this Implementing Regulation and are identified with the following portfolio ID: | (a) | CORP0007; ---|--- (b) | SMEC0008; ---|--- (c) | SMER0008; ---|--- (d) | MORT0010; ---|--- (e) | CORP0007<Risk type code>; ---|--- (f) | SMEC0008<Risk type code>; ---|--- (g) | SMER0008<Risk type code>; ---|--- (h) | MORT0010<Risk type code>; ---|--- (i) | <Country Code>CORP0007; ---|--- (j) | <Country Code>SMEC0008; ---|--- (k) | <Country Code>SMER0008; ---|--- (l) | <Country Code>MORT0010; ---|--- (m) | <Country Code>CORP0007<Risk type code>; ---|--- (n) | <Country Code>SMEC0008<Risk type code>; ---|--- (o) | <Country Code>SMER0008<Risk type code>; ---|--- (p) | <Country Code>MORT0010<Risk type code>. ---|--- The risk-weighted exposure amount, after applying the SME supporting factor, that would result from the application of PD** instead of the original PD on the rating grade level shall be reported. No compensation between rating grades shall be taken into account. PD** is the smallest PD estimator for which the one-sided binomial test (based on normal approximation of binomial distribution with confidence level of 97,5 %) would be passed. The rating grade shall be the following PD** = min PD** so that: With: PD** | = | the probability of default for the rating grade; ---|---|--- φ– 1 | = | the inverse function of the standard normal distribution; q | = | the confidence level; DR5 y | = | the case-weighted default rate of the 5 latest years for the rating grade, calculated as the average of five 1-year default rates; n | = | the number of non-defaulted debtors at the beginning of the period. An institution using continuous PD shall determine first the PD** for the average PD of each rating class and subsequently apply by rating class the same relative deviation between PD and PD** at counterpart level as for the average PD and PD** at rating grade level. If the prohibition from taking into account compensation between rating grades leads to a situation where, at rating grade level, PD** is less than PD then for that rating grade the PD shall be used in the calculation of the risk- weighted exposure amount. C 105.01 — Definition of internal models Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Internal model ID | | The internal model ID assigned by the reporting institution shall be reported. The internal model ID is a row identifier that shall be unique for each row in the table. 020 | Model name | | The model name assigned by the reporting institution shall be reported. 030 | IRBA Risk parameter | | The IRBA risk parameter shall be one of the following: | (a) | PD; ---|--- (b) | LGD; ---|--- (c) | CCF. ---|--- 040 | EAD | Column 110 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The aggregate exposure value of the transactions included in each portfolio (see column 060) treated with the specific model shall be reported. 050 | EAD weighted average default rate for calibration | | The EAD-weighted average of the annual default rates used in the calibration of the PD models shall be reported. 060 | Case weighted average default rate for calibration | | The case-weighted average of the annual default rates used in the calibration of the PD models shall be reported. 070 | Long-run PD | | The central tendency used by the institution in the calibration of the models that incorporates any prudent adjustment to the simple case weighted average of the annual default rates used in the calibration of the PD models shall be reported. 080 | Cure rate defaulted asset | | The cure rate defaulted asset is the percentage of defaulted outstanding that returns in ‘non-defaulted’ status over a 12 months period. An institution that does not calculate cure rates for a given model shall calculate a proxy taking into account the definition provided. The institution shall report the use of a proxy to the competent authority. 090 | Recovery rate of the foreclosed assets for not cured defaults | | The case-weighted average recovery rate of the foreclosed assets for not cured defaults included in the time series used by the institution for the calibration of the LGD models on non-defaulted assets shall be reported. An institution that does not have a specific recovery rate of the foreclosed assets for no cured defaults shall calculate a proxy taking into account the definition provided. The institution shall report the use of a proxy to the competent authority. 100 | Recovery period of the foreclosed assets for not cured defaults | | The case-weighted average length of the recovery period (from the start of the default status to the completion date of the recovery procedures) for the non-cured defaults included in the time series used by the institution for the calibration of the LGD models on non-defaulted assets shall be reported. It shall be expressed in number of days. An institution that does not have a specific recovery period length of the foreclosed assets for no cured defaults shall calculate a proxy taking into account the definition provided. The institution shall report the use of a proxy to the competent authority. 110 | Joint decision | Article 20(2)(a) of Regulation (EU) No 575/2013 | The institution shall report whether or not a joint decision on prudential requirements does exist between the consolidating and the other (host) competent authority regarding the permission to use the IRB approach for the calculation of the prudential requirements for the exposures held by the subsidiaries of the institutions in the reported benchmarking portfolios. 120 | Consolidating supervisor | Article 20 of Regulation (EU) No 575/2013 | The country ISO code of the country of origin of the competent authority responsible for the consolidated supervision of the institution using an IRB approach shall be reported. C 105.02 — Mapping of internal models to portfolios Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Portfolio ID | Column 010 of templates 102 and 103 | The code assigned by the EBA to the portfolio for which the institution reports the results of the calculation shall be reported. 020 | Internal model ID | Column 010 of template 105.01 | The internal model ID assigned by the reporting institution shall be reported. C 105.03 — Mapping of internal models to countries Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Internal model ID | Column 010 of template 105.01 | The internal model ID assigned by the reporting institution shall be reported. Where one internal model ID is associated with several countries, separate rows shall be reported for each combination of ‘Internal model ID’ and ‘Host supervisor’. Columns 010 and 020 are a composite row identifier and together must be unique for each row in the table. 020 | Host supervisor | Article 20 of Regulation (EU) No 575/2013 | The country ISO code of the country of origin of the competent authority responsible for the supervision of the subsidiary on an individual basis for each institution where the IRB exposures reported for each benchmarking portfolio are booked shall be reported (irrespective of the existence of any permission granted by the host supervisor to apply an IRB approach). ’ * * * (1) ‘Not applicable’ shall be used when none of the answers in the list is correct (e.g. for column 020, it will mean that the counterparty is classified in multiple asset classes, without one being clearly predominant). * * * ANNEX V ‘ANNEX V MARKET BENCHMARKING PORTFOLIOS COMMON INSTRUCTIONS | 2811 ---|--- SECTION 1: NON-CORRELATION TRADING PORTFOLIOS | 2812 ---|--- SECTION 2: DETAILS FOR PORTFOLIOS | 2820 ---|--- 2.1. | DETAILS FOR PORTFOLIO N. 12: CPTFEMU INDEX 10Y MATURITY ZERO COUPON SWAP | 2820 ---|---|--- 2.2 | DETAILS FOR PORTFOLIO N. 14: MARK-TO-MARKET (RESETTABLE) CROSS-CURRENCY BASIS SWAP | 2820 ---|---|--- 2.3 | DETAILS FOR PORTFOLIO N. 15: KNOCK-OUT CURRENCY OPTION | 2821 ---|---|--- 2.4 | DETAILS FOR PORTFOLIO N. 16: DOUBLE NO TOUCH BINARY CURRENCY OPTION | 2822 ---|---|--- 2.5 | DETAILS FOR PORTFOLIO N. 27: INDEX PUT ON ITRAXX EUROPE CROSSOVER | 2822 ---|---|--- 2.6 | DETAILS FOR PORTFOLIO N. 28: QUANTO EURO CDS ON SPAIN WITH USD DELTA HEDGE | 2822 ---|---|--- SECTION 3: CORRELATION TRADING PORTFOLIOS (CTPS) | 2824 ---|--- COMMON INSTRUCTIONS An institution shall apply all of the following: (a) | Unless explicitly specified otherwise in the portfolio description, all positions shall be booked on 13 October 2016. Once positions have been booked, each portfolio shall age for the duration of the benchmarking exercise. Furthermore, calculations shall be made under the assumption that the institution will not take any action to manage the portfolio during the entire period of the benchmarking exercise. Unless explicitly stated otherwise in the specifications for a particular portfolio, strike prices for option positions shall be determined relative to prices for the underlying as observed at market close on 13 October 2016; ---|--- (b) | for the purpose of the pre-benchmarking exercise validation, the valuation of each portfolio shall be submitted to the institution's competent authority by [date of entry into force]. Initial Market Valuation (IMV) means the sum of the market value at the booking date and of the unrealised balance (i.e. profit or loss that has been made but not yet realised or that would be realised if the position would be closed out (or ‘unwound’)) between the booking date and the valuation date and time. Therefore, IMV means the mark-to-market value on the valuation date and time. The valuation shall be performed on 27 October 2016, 5.30 pm CET (4.30 pm GMT); ---|--- (c) | the risks of the positions shall be calculated without taking into account the funding costs; ---|--- (d) | to the extent possible, counterparty credit risk shall be excluded when valuing the risks of the portfolios; ---|--- (e) | the 10-day 99 % VaR shall be calculated on a daily basis. Stressed Value-at-Risk (‘sVaR’) and the Incremental Risk Charge (‘IRC’) may be calculated on a weekly basis. sVaR and IRC shall be based on end–of-day prices for each Friday in the time window of the benchmarking exercise; ---|--- (f) | for each portfolio, results in the base currency of the portfolio, as required in the tables below, shall be provided; ---|--- (g) | for transactions that include long positions in Credit Default Swaps (‘CDS’), it shall be assumed that an immediate up-front fee is paid to enter the position as per the market conventions. It shall be assumed that the maturity dates for all CDS positions in the exercise follow conventional quarterly termination dates; ---|--- (h) | additional specifications needed in order to carry out pricing calculations required for CDS positions shall be done in a way that is consistent with commonly used market standards and conventions; ---|--- (i) | the maturity date that ensures that the transaction is closest to the term-to-maturity specified shall be used; ---|--- (j) | for material details of the product specification that are not explicitly stated in this Annex, the assumptions that have been used, including day count convention, and the choice for a tradable and liquid instrument where permitted, shall be provided along with the results; ---|--- (k) | the abbreviations ATM, OTM and ITM refer to the relative position of the current or future price of a derivative's underlying asset with respect to the strike price of that derivative (‘moneyness’). ATM stands for ‘at the money’, OTM stands for ‘out of the money’, and ITM stands for ‘in the money’; ---|--- (l) | all options shall be treated as if they are traded over-the-counter (‘OTC’), unless explicitly specified otherwise in the portfolio; ---|--- (m) | the standard timing conventions for OTC options shall be followed (i.e. expiry dates are the business day following a non-trading day). The timing convention for options shall be as follows: the time to maturity for a n-month option shall be n months. Where options expire on a non-trading day, institutions shall adjust the expiration date per business day, in accordance with common market practices; ---|--- (n) | all OTC options shall be treated as follows: | — | as American for single name equities and commodities; ---|--- — | as European for equity indices, foreign exchange and swaptions; ---|--- (o) | for all options, the premium from the initial market value calculations shall be excluded, so that options shall be considered as ‘naked’; ---|--- (p) | regarding the Correlation Trading Portfolio (CTP), IM stands for Risk Measures resulting from Internal Model calculations for CTP in accordance with Article 377 of Regulation (EU) No 575/2013. It is indicated as All Price Risk (APR) in Annex VI to this Implementing Regulation;

---|--- (q) | for the positions denominated in a common base currency but composed of one or more instruments denominated in a different currency, the Initial Market Valuation (‘IMV’) shall be converted in the common portfolio base currency using the appropriate foreign exchange (‘FX’) spot rate at the end of the booking date (13 October 2016). The same common portfolio base currency that was used to convert the IMV shall be used for profit-and-loss results (‘P&L’) and risk and stressed measures (VaR, sVaR, IRC, APR) by using the corresponding and appropriate FX rate; ---|--- (r) | when booking all positions, institutions shall follow appropriate market conventions unless otherwise specified. In the following sections, ‘long’ means ‘buy’ and ‘short’ means ‘sell’. For CDS positions, ‘long’ means ‘buy protection’ and ‘short’ means ‘sell protection’, following standard market practice; ---|--- (s) | where an instrument is subject to a corporate action including a call from the issuer, or a default or similar actions, institutions shall exclude that instrument from the portfolio together with any related CDS or option; ---|--- (t) | ‘on-the-run’ referring to an Index series means the most liquid and tradable series of that specific index available on the market. Institutions shall communicate their choice of the Index series along with the related results in the appropriate text cell in the templates; ---|--- (u) | the Euro Interbank Offered Rate (‘EURIBOR’) is the rate calculated by the European Money Markets Institute at different maturities for Euro interbank term deposits; ---|--- (v) | the London Interbank Offered Rate (‘LIBOR’) is the rate calculated by the Intercontinental Exchange at different maturities for interbank term deposits in different currencies; ---|--- Section 1: Non-Correlation Trading Portfolios Portfolio number Risk factor | Portfolios | Currency | Risk Metrics requested ---|---|---|--- Equity Portfolios 1 Equity | Equity index futures Long delta | — | Long 30 contracts ATM*, last trading date 17 March 2017, delivery date 20 March 2017, FTSE 100 index futures (1 contract = 10 underlying) ---|--- * | The futures price is based on the index level at NYSE Liffe London market close on 13 October 2016. ---|--- GBP | VaR and sVaR 2 Equity | Bullish leveraged trade Long gamma and long vega | — | Long 100 contracts OTC Apple (AAPL US Equity) OTM* 6-month call options (1 contract = 100 shares underlying) ---|--- * | The strike price is out-of-the-money by 10 % relative to the stock price at market close on 13 October 2016. ---|--- USD | VaR and sVaR 3 Equity | Volatility trade #1 Short short-term vega & long long-term vega | — | Short straddle 6-month ATM* S&P 500 Index OTC options (30 contracts; 1 contract = 100 underlying) ---|--- — | Long straddle 2-year ATM* S&P 500 Index OTC options (30 contracts; 1 contract = 100 underlying) ---|--- * | The strike price is based on the index level at NYSE at 4:30 pm New York on 13 October 2016. ---|--- USD | VaR and sVaR 4 Equity | Volatility trade #2 (smile effect) Long/short puts on FTSE 100 | — | Long 40 contracts of put options on FTSE 100 index (with a strike price that is 10 % OTM* based on the end-of-day index value), last trading date 17 March 2017, delivery date 20 March 2017 (1 contract = 10 underlying) ---|--- — | Short 40 contracts of put options on FTSE 100 index (with a strike price that is 10 % ITM* based on the end-of-day index value), last trading date 17 March 2017, delivery date 20 March 2017 (1 contract = 10 underlying) ---|--- * | The strike price is based on the index level at NYSE Liffe London market close on 13 October 2016. ---|--- GBP | VaR and sVaR 5 Equity | Equity spot and short call position (‘covered call’) Long 50 000 equity shares Generali SPA (G IM Equity) at the stock price at market close on 13 October 2016. Sell 6-month Call option on Generali SPA (G IM Equity) for 50 000 equity shares with a strike price that is 10 % above the price specified previously. | EUR | VaR and sVaR 6 Equity | Collar Strategy Long 10 000 equity shares Sanofi (SAN FP Equity) at the stock price at market close on 13 October 2016. Sell 10 % OTM 6-month Call and Buy 10 % OTM 6-month Put for 10 000 equity shares Sanofi relative to the above specified price. | EUR | VaR and sVaR 7 Equity | Long Strangle 12-month maturity Buy 12-month 10 % OTM Call on 10 000 equity shares Aviva Plc. (AV/LN Equity) relative to the stock price at market close on 13 October 2016. Buy 12-month 10 % OTM Put for 10 000 equity shares Aviva Plc. (AV/LN Equity) relative to the stock price at market close on 13 October 2016 | GBP | VaR and sVaR Interest Rate 8 IR | Curve flattener trade Long long-term and short short-term treasuries | — | Long EUR 5 million 10-year German Treasury bond (ISIN: DE0001102382, expiry 15 August 2025) ---|--- — | Short EUR 20 million 2-year German Treasury note (ISIN:DE0001141679, expiry 12 October 2018) ---|--- EUR | VaR, sVaR and IRC 9 IR | Interest rate swap | — | Receive fixed rate and pay floating rate ---|--- — | Fixed leg: receive annually ---|--- — | Floating leg: 3-month Euribor rate, pay quarterly ---|--- — | Notional: EUR 5 million ---|--- — | Roll convention and calendar: standard ---|--- — | Effective date: 13 October 2016 (i.e. rates to be used are those at the market close on 13 October 2016) ---|--- — | Maturity date: 13 October 2026 ---|--- EUR | VaR and sVaR 10 IR | Two-year swaption on ten-year interest rate swap | — | Seller* of an OTC receiver swaption with maturity of two years on the interest rate swap described in row 9 but with a modified effective date and maturity date. ---|--- — | Effective date: 13 October 2016 ---|--- — | Expiry date (of swaption): 14 October 2018 ---|--- — | Maturity date (of the underlying swap): 13 October 2028 ---|--- — | Premium paid at expiry ---|--- — | Cash settled ---|--- * | The strike price is based on the IRS rate as per row 9 (i.e. the strike price is the fixed rate as per row 9) ---|--- * | The institution is the seller of the option on the swap. The counterparty of the institution buys the right to enter a swap with the institution; if the counterparty exercises its right, it will receive the fixed rate while the institution will receive the floating rate. ---|--- EUR | VaR and sVaR 11 IR | Interest rate swap USD | — | Receive fixed rate and pay floating rate ---|--- — | Fixed leg: receive annually ---|--- — | Floating leg: 1-year USD Libor rate, pay yearly ---|--- — | Notional: USD 5 million ---|--- — | Roll convention and calendar: standard ---|--- — | Effective date 13 October 2016 (i.e. rates to be used are those at the market close on 13 October 2016) ---|--- — | Maturity date: 13 October 2026 ---|--- USD | VaR and sVaR 12 IR | Inflation zero coupon swap CPTFEMU index 10Y maturity par zero coupon swap See details in Section 2.1 of this Annex. | EUR | VaR and sVaR FX 13 FX | Covered FX call Short EUR/USD and short put EUR call USD option | — | Short 6-month EUR/USD forward contracts (i.e. long USD short EUR), cash-settled, with USD 20 million notional purchased at the EUR/USD ECB reference rate as of end of day 13 October 2016 ---|--- — | Short 6-month put EUR call USD option notional USD 40 million (i.e. short USD against EUR), cash-settled, with strike price corresponding to the six-month forward exchange rate as of end of day 13 October 2016 ---|--- — | Effective date: 13 October 2016 ---|--- — | Expiry date: 13 April 2017 ---|--- EUR | VaR and sVaR 14 FX | Mark-to-market cross-currency basis swap 2 Year 3-month USD Libor vs 3-month Euribor swap See details in Section 2.2 of this Annex. | EUR | VaR and sVaR 15 FX | Knock-out option Vanilla option that ceases to exist if the underlying spot breaches a predetermined barrier before maturity, cash-settled. See details in Section 2.3 of this Annex. | EUR | VaR and sVaR 16 FX | Double no touch option Digital option that pays a predetermined amount if the spot does not touch any of the barriers during the life of the option, cash-settled. See details in Section 2.4 of this Annex. | EUR | VaR and sVaR Commodity 17 Commodity | Gold forwards position Long short-term and Short long-term contracts Long 3 500 000 6-month ATM OTC London Gold Forwards contracts (1 contract = 0,001 troy ounces, notional: 3 500 troy ounces) Short 4 300 000 1-year ATM OTC London Gold Forwards contracts (Notional: 4 300 troy ounces) | USD | VaR and sVaR 18 Commodity | Short oil put options Short 30 contracts of 6-month OTC WTI Crude Oil puts with strike = 12-month end-of-day forward price on 13 October 2016 (1 contract = 1 000 barrels, total notional 30 000 barrels) | USD | VaR and sVaR Credit Spread 19 Credit Spread | Sovereign CDS portfolio Short protection via CDS on five countries | — | Short EUR 2 million per single-name 5year CDS (total 10 million notional) on the following countries: ---|--- — | effective date: 13 October 2016 ---|--- — | restructuring clause: FULL ---|--- Country | currency ---|--- Italy | USD UK | USD Germany | USD France | USD US | EUR EUR | VaR, sVaR and IRC 20 Credit Spread | Sovereign bond/CDS portfolio Sovereign bond basis portfolio on five countries | — | Long EUR 2 million per single-name 5 year CDS (total 10 million notional) on the following countries: Italy, UK, Germany, France, US as in portfolio in row 19 ---|--- — | Long EUR 2 million per single-name 5 year bonds (total 10 million notional) on the following countries: Italy, UK, Germany, France, US (as identified in the following table) ---|--- — | effective date 13 October 2016 ---|--- — | to convert the notional of the non-euro bonds use the FX spot as at end of day 13 October 2016 ---|--- Identifier | Description ---|--- IT0004966401 | BTP 1 May 2021 DE0001135457 | BUND 4 September 2021 GB00B4RMG977 | GILT 7 September 2021 FR0010192997 | OAT 25 April 2021 US912828D721 | TBOND 31 August 2021 EUR | VaR, sVaR and IRC 21 Credit Spread | Sector concentration portfolio Short protection via CDS on 6 insurance conglomerates | — | Short 1 million notional per single-name 5 year CDS (total EUR 6 million notional) on the following companies ---|--- — | effective date 13 October 2016 ---|--- Name | Currency | Doc clause ---|---|--- Generali SpA | EUR | MM Allianz | EUR | MM AXA | EUR | MM Aegon | EUR | MM Aviva | EUR | MM Swiss Rinsurance | EUR | MM EUR | VaR, sVaR and IRC 22 Credit Spread | Diversified index portfolio Short protection via CDS index Short EUR 10 million notional iTraxx 5-year Europe SF index,on-the-run Series effective date 13 October 2016 | EUR | VaR, sVaR and IRC 23 Credit Spread | Diversified index portfolio (higher concentration) Short protection via CDS index | — | Short EUR 5 million notional* iTraxx 5-year Europe SF index,on-the-run Series, ---|--- — | Short EUR 5 million notional (equally weighted) on the following five financials belonging to the iTraxx 5-year Europe SF index,on the run Series, ---|--- CDS name | Currency | Doc clause ---|---|--- Allianz SE CDS EUR SR 5Y | EUR | MM AXA CDS EUR SR 5Y | EUR | MM Generali Assicurazioni CDS EUR SR 5Y | EUR | MM AEGON N.V. CDS EUR SR 5Y | EUR | MM Aviva Plc CDS EUR SR 5Y | EUR | MM Effective date: 13 October 2016 * | Each single name CDS shall have a notional of EUR 1 million. ---|--- EUR | VaR, sVaR and IRC 24 Credit Spread | Diversified corporate portfolio Short protection via CDS on 10 European corporates | — | Short EUR 1 million notional per single-name 5 year CDS (total EUR 10 million notional) on the following 10 companies (for USD CDS use the exchange rate at 13 October 2016): | Name | Currency ---|--- Total SA | EUR Telefonica SA | EUR Siemens | EUR Royal Dutch Shell | EUR Unilever | EUR Airbus Group | EUR Bayer AG | EUR Vodafone | EUR Enel SpA | EUR Roche | EUR EUR | VaR, sVaR and IRC 25 Credit Spread | Index basis | — | Short EUR 5 million notional iTraxx 5-year Europe SF index,on the run Series, ---|--- — | Effective date: 13 October 2016 Long EUR 5 million notional on all constituents of iTraxx 5-year Europe SF index,on–the-run Series (i.e. the aggregate notional is EUR 5 million and all names are equally weighted) ---|--- Effective date: 13 October 2016 EUR | VaR, sVaR and IRC 26 Credit Spread | CDS bond basis | — | Long bonds EUR 2 million per single-name 5 year bonds on 3 EU Corporates. | ISIN | Security name ---|--- XS0647298883 | ENEL SPA 7 December 2021 BBG0000DZMN8 | VODAFONE GROUP PLC 20 January 2022 FR0011380476 | AXA SA 15 March 2021 — | Long protection via CDS on the same names (EUR 2 million per single-name 5 year). | Name | Currency | Doc clause ---|---|--- Enel SpA | EUR | MM Vodafone Group PLC | EUR | MM AXA | EUR | MM EUR | VaR, sVaR and IRC 27 Credit Spread | Short index put on ITraxx Europe Crossover on-the-run See details in Section 2.5 of this Annex. | EUR | VaR, sVaR and IRC 28 Credit Spread | Quanto CDS on Spain with delta hedge See details in Section 2.6 of this Annex. | EUR | VaR, sVaR and IRC All-in portfolios 29 | All-in portfolio (1) A portfolio made of the portfolios in rows 1 to 28 | EUR | VaR, sVaR and IRC 30 | All-in Equity portfolio (2) A portfolio made of the equity portfolios in rows 1 to 7 | EUR | VaR and sVaR 31 | All-in IR portfolio (3) A portfolio made of the interest rate portfolios in rows 8 to 12 | EUR | VaR and sVaR 32 | All-in FX portfolio (4) A portfolio made of the FX portfolios in rows 13 to 16 | EUR | VaR and sVaR 33 | All-in Commodity portfolio (5) A portfolio made of the commodity portfolios in rows 17 and 18 | EUR | VaR and sVaR 34 | All-in Credit Spread portfolio (6) A portfolio made of the credit spread portfolios in rows 19 to 28 | EUR | VaR, sVaR and IRC Section 2: Details for portfolios 2.1. Details for portfolio n. 12: CPTFEMU index 10Y maturity zero coupon swap Contract date | : | 13 October 2016 ---|---|--- Payer of fixed | : | Participating institution Payer of HICP XT Float | : | Counterparty Notional amount | : | EUR 10 000 000,00 Start date | : | 13 October 2016 Maturity date | : | 13 October 2026 Fixed rate details Fixed rate | 2,000 per cent ---|--- Payment day convention | Modified Following Payment days | Target Fixed payment dates | 13 October 2026 HICP XT Float rate details Float rate | Target ---|--- Frequency | At maturity in arrears Index name | Eurostat Eurozone HICP Ex Tobacco Unrevised Series NSA Payment days | 13 October 2026 HICP XT Fixed rate calculation method Notional amount * [(1 + Fixed rate)n – 1] HICP XT Floating rate calculation method Notional amount * [(Index(end)/Index(start)) – 1] Index (end) = HICP XT October 2026 Index unrevised Index (start) = HICP XT October 2016 Index unrevised There is no floor. 2.2 Details for portfolio n. 14: Mark-to-market (resettable) cross-currency basis swap Trade date | : | 13 October 2016 ---|---|--- Maturity date | : | 15 October 2018 Business day convention | : | Modified Following Reset dates | : | Each quarter starting from 13 October 2016 Payment dates | : | Quarterly Notional EUR (constant currency amount) | : | EUR 20 000 000 Notional USD (variable currency amount) | : | An amount corresponding to EUR 20 000 000 according to the EUR/USD spot exchange rate at the beginning of each interest period Mark-to-market amount | : | The difference between the variable currency amount of the current interest period and the variable currency amount of the previous interest period. Interest period | : | From the previous payment date (inclusive) to the next payment date (exclusive) Party A (variable currency payer) | : | Counterparty Party B (constant currency payer) | : | Participating institution Party A pays | : | USD 3M Libor on the variable currency amount (USD) USD 3M Libor: 3-month Libor flat as quoted on Reuters page Libor01, 11:00 am London time, fixed 2 business days prior to the first day of each interest period Party B pays | : | EUR 3M Euribor minus 20 basis points on the constant currency amount (EUR) EUR 3M Euribor: 3-month Euribor as quoted on Reuters page Euribor01, 11:00 am London time, fixed 2 business days prior to the first day of each interest period At each reset date party A will pay to party B the mark-to-market amount, if negative. At each reset date party A will receive from party B the mark-to-market amount, if positive. Initial exchange Initial exchange date | : | Trade date ---|---|--- EUR initial exchange amount | : | EUR 20 000 000 USD initial exchange amount | : | USD equivalent to EUR 20 000 000 Final exchange Final exchange date | : | Maturity date ---|---|--- EUR final exchange amount | : | EUR 20 000 000,00 USD final exchange amount | : | The variable currency amount determined for the final calculation period 2.3 Details for portfolio n. 15: Knock-out currency option Trade date | : | 13 October 2016 ---|---|--- Buyer | : | Participating institution (Party B) Seller | : | Client (Party A) Currency option style | : | European Currency option type | : | EUR Call USD Put Call currency & call currency amount | : | EUR 15 000 000,00 Put currency & put currency amount | : | Equivalent amount of EUR 15 000 000,00 based on EUR/USD exchange rate on 13 October 2016, New York closing time Strike price | : | EUR/USD exchange rate on 13 October 2016, New York closing time Expiration date | : | 13 October 2017 Expiration time | : | 10:00 a.m. New York time Automatic exercise | : | Applicable Settlement | : | Non-Deliverable Settlement date | : | 20 October 2017 Barrier event | : | Applicable Event type | : | Knock-out Spot exchange rate direction | : | Greater than or equal to the barrier level Initial spot price | : | value of EUR/USD on 13 October 2015 Barrier level | : | 120 % of the initial spot price (USD/EUR) Event period start date and time | : | Trade date at the time of execution hereof Event period end date and time | : | Expiration date at the Expiration Time 2.4 Details for portfolio n. 16: Double no touch binary currency option Trade Date | : | 13 October 2016 ---|---|--- Buyer | : | Participating institution (Party B) Seller | : | Client [Party A] Currency option style | : | Binary Expiration date | : | 13 October 2017 Expiration time | : | 10:00 AM New York time Automatic exercise | : | Applicable Settlement | : | Non-deliverable Settlement amount | : | EUR 1 000 000,00 Settlement date | : | 20 October 2017 Barrier event | : | Applicable Event type | : | Double No-Touch Binary Initial spot price | : | Level of USD/EUR on 13 October 2016 Upper barrier level | : | 120 % of the initial spot price (USD/EUR) Lower barrier level | : | 80 % of the initial spot price (USD/EUR) Event period start date and time | : | Trade date at the time of execution hereof Event period end date and time | : | Expiration date at the expiration time Business day convention | : | Following 2.5 Details for portfolio n. 27: Index put on ITraxx Europe Crossover Buyer | : | Counterparty ---|---|--- Seller | : | Participating institution Option type | : | Put (i.e. right to sell an index for which we receive the fixed coupon leg) Trade date | : | 13 October 2016 Maturity | : | 15 April 2017 Reference | : | ITRAXX-Xover ‘on-the-run’ Underlying end | : | Related reference maturity Option style | : | European Option strike | : | 500.00 bp Notional | : | EUR 10 000 000,00 2.6 Details for portfolio n. 28: Quanto Euro CDS on Spain with USD delta hedge Quanto CDS General Terms: Trade date | : | 13 October 2016 ---|---|--- Effective date | : | 13 October 2016 Scheduled termination date | : | 18 December 2021 Protection seller | : | Counterparty Protection buyer | : | Participating institution Business day | : | London Business day convention | : | Modified Following Reference entity | : | Kingdom of Spain Notional | : | EUR 10 000 000,00 Coupon payment dates | : | 18 March, 18 June, 18 September and 18 December of each year Coupon spread | : | 1,00 % Fixed rate day count fraction | : | Actual/365 (Fixed) Floating payment: Floating rate payer calculation amount | : | EUR 10 000 000,00 ---|---|--- Conditions to settlement | : | Credit Event Notice Notice of publicly available information applicable Credit events | : | The following credit events shall apply to this transaction: | Bankruptcy --- Debt restructuring (CR) --- Failure to pay --- Settlement currency | : | EUR Delta Hedge CDS General Terms: Trade date | : | 13 October 2016 ---|---|--- Effective date | : | 13 October 2016 Scheduled termination date | : | 18 December 2021 Protection seller | : | Participating institution Protection buyer | : | Counterparty Business day | : | London Business day convention | : | Modified Following Reference entity | : | Kingdom of Spain Notional | : | USD 11 000 000,00 Coupon payment dates | : | 18 March, 18 June, 18 September and 18 December of each year Coupon spread | : | 1,00 % Fixed rate day count fraction | : | Actual/365 (Fixed) Floating payment: Floating rate payer calculation amount | : | USD 11 000 000,00 ---|---|--- Conditions to settlement | : | Credit Event Notice Notice of publicly available information applicable Settlement currency | : | USD Section 3: Correlation Trading Portfolios (CTPS) Portfolio number Risk factor | Portfolios | Currency | Risk Metrics requested ---|---|---|--- 35 CTP | Long position in spread hedged equity tranche of iTraxx Europe index on-the-run Series (attachment point: 0 %, detachment point: 3 %) | EUR | VaR, sVaR and IM for CTP 36 CTP | Long position in spread hedged mezzanine tranche of iTraxx Europe index on-the-run Series (attachment point: 7 %, detachment point: 10 %) | EUR | VaR, sVaR and IM for CTP 37 CTP | Short position in spread hedged super senior tranche of iTraxx Europe index on-the-run Series (attachment point: 30 %, detachment point: 100 %) | EUR | VaR, sVaR and IM for CTP The correlation trading portfolios contain positions in tranches of the iTraxx Europe index (on-the-run Series) defined in the table above. — | Notional is EUR 10 million for each tranche. ---|--- — | The contractual maturity is 5 years. Valuation as of 5:00 pm New York time on each date of valuation. ---|--- — | The running spread that shall be used is 500 bps for the tranches in portfolio 1 and 2, and 100 bps for portfolio 3. ---|--- The portfolios are constructed by hedging each index tranche with the iTraxx Europe index (on the run Series) to achieve zero CS01 as of initial valuation date (‘spread hedged’). No further re-hedging is required. ’ * * * ANNEX VI ‘ANNEX VI RESULTS: SUPERVISORY BENCHMARKING PORTFOLIOS TEMPLATE RELATED INSTRUCTIONS | 2826 ---|--- C 106.00 — INITIAL MARKET VALUATION AND EXCLUSION JUSTIFICATION | 2826 ---|--- C107.01 — VAR & SVAR NON-CTP. DETAILS | 2826 ---|--- C 107.02 — VAR AND SVAR NON-CTP. BASE CURRENCY RESULTS | 2828 ---|--- C 108.00 — ONE YEAR PROFIT & LOSS VAR | 2829 ---|--- C 109.01 — IRC. DETAILS OF THE MODEL | 2830 ---|--- C 109.02 — IRC. DETAILS BY PORTFOLIO | 2830 ---|--- C 109.03 — IRC. AMOUNT BY PORTFOLIO/DATE | 2831 ---|--- C 110.01 — CT. DETAILS OF THE MODEL. | 2832 ---|--- C 110.02 — CT. DETAILS BY PORTFOLIO. | 2832 ---|--- C 110.03 — CT. APR BY PORTFOLIO/DATE | 2833 ---|--- TEMPLATE RELATED INSTRUCTIONS C 106.00 — Initial Market Valuation and exclusion justification Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Portfolio ID | Sections 1 and 3 of Annex V | The portfolio number taken from Annex V to this Implementing Regulation shall be reported. 020 | Portfolio Modelled for Var + sVaR (YES/NO) | | Either YES or NO shall be reported. 030 | Portfolio Modelled for IRC (YES/NO) | | Either YES or NO shall be reported. 040 | Portfolio Modelled for Correlation Trading (YES/NO) | | Either YES or NO shall be reported. 050 | Rationale for Exclusion | Article 4 | One of the following shall be reported: | (a) | Model not authorised by Regulator; ---|--- (b) | Instrument or underlying not authorised internally; ---|--- (c) | Underlying or modelling feature not contemplated internally. ---|--- 060 | Free text box | | An institution may provide any additional information in this column. 070 | Initial Market Valuation | | The mark-to-market value of each individual portfolio on 27 October 2016 at 5:30 pm CET. The mark-to-market value of each individual portfolio expressed in units of the base currency of the instrument shall be reported. C107.01 — VaR & sVaR Non-CTP. Details Row | Label | Legal reference | Instructions ---|---|---|--- 010 | Methodology | | One of the following shall be reported: | (a) | Historical Simulation; ---|--- (b) | Montecarlo; ---|--- (c) | Parametric; ---|--- (d) | Combination/Other (please specify). ---|--- Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 020 | Computation of 10-day Horizon | Article 365(1) of Regulation (EU) No 575/2013 | One of the following shall be reported: | (a) | 1 day re-scaled to 10 days; ---|--- (b) | 10 days with overlapping periods; ---|--- (c) | 10 days other Methodology. ---|--- Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 030 | Length of observation period | Article 365(1)(d) of Regulation (EU) No 575/2013 | One of the following shall be reported: | (a) | 1 year; ---|--- (b) | more than 1 and up to 2 years; ---|--- (c) | more than 2 and up to 3 years; ---|--- (d) | more than 3 years. ---|--- Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 040 | Data Weighting | Article 365(1)(d) of Regulation (EU) No 575/2013 | One of the following shall be reported: | (a) | Unweighted; ---|--- (b) | Weighted; ---|--- (c) | The higher of the metrics in points (a) and (b). ---|--- Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 050 | Back-testing add-on | Article 366(2) of Regulation (EU) No 575/2013 | Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. Back-testing add-on means the addend with a value between 0 and 1 in accordance with Table 1 of Article 366(2) of Regulation (EU) No 575/2013. 060 | Regulatory add-on | Article 366(2) of Regulation (EU) No 575/2013 (‘at least 3’) | Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. Regulatory add-on means the extra charge with respect to the multiplier factor for VaR (equal to at least 3) in accordance with Article 366(2) of Regulation (EU) No 575/2013. The multiplier factor shall be equal to the sum of 3, the qualitative add-on imposed by the competent authority and the back-testing add-on. 070 | Methodology | | One of the following shall be reported: | (a) | Historical Simulation; ---|--- (b) | Montecarlo; ---|--- (c) | Parametric; ---|--- (d) | Combination/Other (please specify). ---|--- Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 080 | Computation of 10 day Horizon | Article 365(1) of Regulation (EU) No 575/2013 | One of the following shall be reported: | (a) | 1 day re-scaled to 10 days; ---|--- (b) | 10 days with overlapping periods; ---|--- (c) | 10 days other Methodology; ---|--- Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 090 | Regulatory add-on | Article 366(2) of Regulation (EU) No 575/2013 | Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. Regulatory add-on means the extra charge with respect to the multiplier factor for VaR (equal to at least 3) in accordance with Article 366(2) of Regulation (EU) No 575/2013. The multiplier factor shall be equal to the sum of 3, the qualitative add-on imposed by the competent authority and the back-testing add-on. C 107.02 — VaR and sVaR Non-CTP. Base Currency Results Instructions concerning sheets (z-axis) Label | Legal reference | Instructions ---|---|--- Portfolio | Section 1 of Annex V | The portfolio number taken from Section 1 of Annex V to this Implementing Regulation shall be reported. Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Date | | VaR and sVaR value shall be reported at the following dates: | (a) | 06/02/2017; ---|--- (b) | 07/02/2017; ---|--- (c) | 08/02/2017; ---|--- (d) | 09/02/2017; ---|--- (e) | 10/02/2017; ---|--- (f) | 13/02/2017; ---|--- (g) | 14/02/2017; ---|--- (h) | 15/02/2017; ---|--- (i) | 16/02/2017; ---|--- (j) | 17/02/2017 ---|--- 020 | VaR | Article 365 of Regulation (EU) No 575/2013 | The 10-day VaR obtained for each individual portfolio, without applying the “3+” regulatory multiplier, shall be reported. Figures shall be reported for each of the dates provided in column 010. 030 | sVaR | Article 365 of Regulation (EU) No 575/2013 | The 10-day sVaR obtained for each individual portfolio, without applying the “3+” regulatory multiplier, shall be reported. Figures shall be reported for each of the dates provided in column 010. The cell shall be left blank if the institution does not calculate a sVaR on the date provided in column 010 (i.e. zero values shall be reported only if the result of the calculation is actually zero). C 108.00 — One year Profit & Loss VaR This template shall be filled only by institutions that calculate VaR using historical simulation. Instructions concerning sheets (z-axis) Label | Legal reference | Instructions ---|---|--- Portfolio | Section 1 of Annex V | The Portfolio number taken from Section 1 of Annex V to this Implementing Regulation shall be reported. Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Date | Article 365(1)(d) of Regulation (EU) No 575/2013 | Each business day, according to the calendar in the institution's jurisdiction, between 17 February 2017 and 15 February 2016 shall be reported. 020 | Daily P&L | | Institutions that calculate VaR using Historical Simulation shall fill the one-year data series with the portfolio valuation change (i.e. daily P&L) produced on each business day (i.e. by comparing the end-of-day valuation on each business day reported in column 10 with the end-of-day valuation on the previous business day). In case a day is a bank holiday in the relevant jurisdiction, this cell shall be left blank (i.e. a zero P&L shall be reported only if there really was no change in the hypothetical value of the portfolio on a given business day). C 109.01 — IRC. Details of the Model Row | Label | Legal reference | Instructions ---|---|---|--- 010 | Number of modelling factors | EBA/GL/2012/3 | The number of modelling factors at the overall IRC model level shall be reported. The answer shall be one of the following: | (a) | 1; ---|--- (b) | 2; ---|--- (c) | More than 2. ---|--- Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 020 | Source of LGDs | EBA/GL/2012/3 | The source of LGDs at the overall IRC Model level shall be reported. The answer shall be one of the following: | (a) | Market Convention; ---|--- (b) | LGD used in IRB; ---|--- (c) | Other. ---|--- Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. C 109.02 — IRC. Details by Portfolio Instructions concerning sheets (z-axis) Label | Legal reference | Instructions ---|---|--- Portfolio | Section 1 of Annex V | The portfolio number taken from Section 1 of Annex V to this Implementing Regulation for those portfolios only where IRC is requested, shall be reported. Row | Label | Legal reference | Instructions ---|---|---|--- 10 | Liquidity Horizon | Article 374(5) of Regulation (EU) No 575/2013 and EBA/GL/2012/3 | The liquidity horizon applied at the portfolio level shall be reported. The answer shall be one of the following: | (a) | 3 months; ---|--- (b) | 3 to 6 months; ---|--- (c) | 6 to 9 months; ---|--- (d) | 9 to 12 months. ---|--- 20 | Source of PDs | EBA/GL/2012/3 | The source of PDs applied at the portfolio level shall be reported. The answer shall be one of the following: | (a) | Rating Agencies; ---|--- (b) | IRB; ---|--- (c) | Market implied; ---|--- (d) | Other. ---|--- 30 | Source of transition matrices | EBA/GL/2012/3 | The source of transition matrices applied at the portfolio level shall be reported. The answer shall be one of the following: | (a) | Rating Agencies; ---|--- (b) | IRB; ---|--- (c) | Market implied; ---|--- (d) | Other. ---|--- C 109.03 — IRC. Amount by Portfolio/Date Instructions concerning sheets (z-axis) Label | Legal reference | Instructions ---|---|--- Portfolio | Section 1 of Annex V | The portfolio number taken from Section 1 of Annex V to this Implementing Regulation for those portfolios only where IRC is requested, shall be reported. Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Date | | IRC shall be reported at the following dates: | (a) | 06/02/2017; ---|--- (b) | 07/02/2017; ---|--- (c) | 08/02/2017; ---|--- (d) | 09/02/2017; ---|--- (e) | 10/02/2017; ---|--- (f) | 13/02/2017; ---|--- (g) | 14/02/2017; ---|--- (h) | 15/02/2017; ---|--- (i) | 16/02/2017; ---|--- (j) | 17/02/2017 ---|--- 020 | IRC | Articles 372 to 376 of Regulation (EU) No 575/2013 and EBA/GL/2012/3 | The regulatory IRC obtained for each individual portfolio shall be reported. Figures shall be reported for each of the dates provided in column 010. The cell shall be left blank if the institution does not calculate an IRC on the date reported in column 010 (i.e. zero values shall be reported only if the result of the calculation is actually zero). C 110.01 — CT. Details of the Model. Row | Label | Legal reference | Instructions ---|---|---|--- 010 | Number of modelling factors | Article 377 of Regulation (EU) No 575/2013 | The number of modelling factors at the overall Correlation Trading Model level shall be reported. The answer shall be one of the following: | (a) | 1; ---|--- (b) | 2; ---|--- (c) | More than 2. ---|--- Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 020 | Source of LGDs | Article 377 of Regulation (EU) No 575/2013 | The source of LGDs at the overall Correlation Trading Model level shall be reported. The answer shall be one of the following: | (a) | Market Convention; ---|--- (b) | LGD used in IRB; ---|--- (c) | Other. ---|--- Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. C 110.02 — CT. Details by Portfolio. Instructions concerning sheets (z-axis) Label | Legal reference | Instructions ---|---|--- Portfolio | Section 3 of Annex V | The portfolio number taken from Section 3 of Annex V to this Implementing Regulation shall be reported. Row | Label | Legal reference | Instructions ---|---|---|--- 010 | Liquidity Horizon | Article 377(2) of Regulation (EU) No 575/2013 | The liquidity horizon applied at the portfolio level shall be reported. The answer shall be one of the following: | (a) | 3 months; ---|--- (b) | 3 to 6 months; ---|--- (c) | 6 to 9 months; ---|--- (d) | 9 to 12 months. ---|--- 020 | Source of PDs | Article 377 of Regulation (EU) No 575/2013 | The source of PDs applied at the portfolio level shall be reported. The answer shall be one of the following: | (a) | Rating Agencies; ---|--- (b) | IRB; ---|--- (c) | Market implied; ---|--- (d) | Other. ---|--- 030 | Source of transition matrices | Article 377 of Regulation (EU) No 575/2013 | The source of the transition matrices applied at the portfolio level shall be reported. The answer shall be one of the following: | (a) | Rating Agencies; ---|--- (b) | IRB; ---|--- (c) | Market implied; ---|--- (d) | Other. ---|--- C 110.03 — CT. APR by Portfolio/Date Instructions concerning sheets (z-axis) Label | Legal reference | Instructions ---|---|--- Portfolio | Section 3 of Annex V | The portfolio number taken from Section 3 of Annex V to this Implementing Regulation shall be reported. Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Date | Article 377 of Regulation (EU) No 575/2013 | All price risk (“APR”) shall be reported at the following dates: | (a) | 06/02/2017; ---|--- (b) | 07/02/2017; ---|--- (c) | 08/02/2017; ---|--- (d) | 09/02/2017; ---|--- (e) | 10/02/2017; ---|--- (f) | 13/02/2017; ---|--- (g) | 14/02/2017; ---|--- (h) | 15/02/2017; ---|--- (i) | 16/02/2017; ---|--- (j) | 17/02/2017. ---|--- 60 | APR | Article 377 of Regulation (EU) No 575/2013 | The results obtained by applying the regulatory Correlation Trading Model to each individual portfolio shall be reported. Figures shall be reported for each of the dates provided in column 010. The cell shall be left blank if the institution does not use a Correlation Trading Model on the date provided in column 010 (i.e. zero values shall be reported only if the result of the calculation is actually zero). ’ * * *